deribit_basis_zscore_extreme_fear_long_v10 · strategy

147

closed trades

41%

win rate

-468.08

total pnl ($)

0.250

weight

7d window — n=39 wr=36% pnl=-181.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 04:44	BTC	Buy	60145→59762	-3.63	timeout
06-29 01:31	BTC	Buy	60175→59278	-7.93	timeout
06-28 21:09	BTC	Buy	60332→59661	-6.01	timeout
06-28 20:08	BTC	Buy	60233→59503	-6.49	timeout
06-28 19:07	BTC	Buy	60555→59490	-9.22	timeout
06-28 04:27	BTC	Buy	60370→60204	-1.83	timeout
06-28 00:07	BTC	Buy	60092→60062	-0.64	timeout
06-27 20:57	BTC	Buy	59695→60240	+4.17	timeout
06-27 19:56	BTC	Buy	59822→60139	+2.25	timeout
06-27 18:51	BTC	Buy	59635→60499	+6.81	timeout
06-27 02:42	BTC	Buy	58848.9→60269	+11.60	timeout
06-26 20:25	BTC	Buy	59617→59743	+0.49	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 18:18	BTC	Buy	59569→59967	+2.79	timeout
06-26 16:08	BTC	Buy	59543→60271	+5.56	timeout
06-26 02:13	BTC	Buy	60241→58752.7	-12.79	stop_loss
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:58	BTC	Buy	59670→58198	-12.71	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60265→58777.7	-12.71	stop_loss
06-25 13:48	BTC	Buy	60953→59452.3	-12.71	stop_loss
06-24 17:20	BTC	Buy	60891→59379.3	-12.85	stop_loss
06-24 16:51	BTC	Buy	61336.1→59826.1	-12.73	stop_loss
06-24 14:17	BTC	Buy	62587.1→61047.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62751.1→61207.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62913.1→61366.2	-12.74	stop_loss
06-24 13:11	BTC	Buy	62054.1→62037.9	-0.59	timeout
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 09:37	BTC	Buy	62451.1→62636.9	+0.96	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:34	BTC	Buy	62922.1→62691.9	-2.33	timeout
06-23 08:17	BTC	Buy	63950.2→62369.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64022.2→62431.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64157.2→62565.6	-12.89	stop_loss
06-23 05:38	BTC	Buy	64202.2→63429.8	-6.50	timeout
06-23 00:06	BTC	Buy	63447.2→63989.8	+3.86	timeout
06-22 23:06	BTC	Buy	63665.2→63972.8	+1.96	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 04:39	BTC	Buy	64521.2→63976.8	-4.70	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 23:28	BTC	Buy	64243.2→63643.8	-5.09	timeout
06-21 22:26	BTC	Buy	64152.2→63698.8	-3.97	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:12	BTC	Buy	63258.2→64238.8	+7.29	timeout
06-20 22:08	BTC	Buy	63033.2→64006.8	+7.28	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:18	BTC	Buy	63029.2→63844.8	+6.03	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 22:23	BTC	Buy	62831.1→63237.8	+2.74	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 17:59	BTC	Buy	62582.1→63184.8	+4.37	timeout
06-19 16:19	BTC	Buy	62518.1→63283.8	+5.67	timeout
06-18 15:57	BTC	Buy	63920.2→62347.7	-12.56	stop_loss
06-18 15:51	BTC	Buy	64083.2→62506.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64299.2→62717.5	-12.79	stop_loss
06-18 15:39	BTC	Buy	64383.2→62796.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64543.2→62956.4	-12.83	stop_loss
06-18 08:39	BTC	Buy	64953.2→64540.8	-3.63	timeout
06-17 22:03	BTC	Buy	65492.3→63853.9	-12.95	stop_loss
06-17 22:03	BTC	Buy	65501.3→63890.8	-12.73	stop_loss
06-17 19:46	BTC	Buy	65686.3→64070.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65761.3→64142.7	-12.78	stop_loss
06-17 15:57	BTC	Buy	65934.3→65735.7	-1.89	timeout
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.22	timeout
06-17 06:56	BTC	Buy	66494.3→65592.7	-7.26	timeout
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-17 00:27	BTC	Buy	66260.3→65686.7	-4.84	timeout
06-16 13:07	BTC	Buy	66630.3→66309.7	-2.93	timeout
06-16 07:03	BTC	Buy	65747.3→66342.7	+4.16	timeout
06-16 05:45	BTC	Buy	65709.3→66054.7	+2.23	timeout
06-16 03:09	BTC	Buy	65566.3→65739.7	+0.87	timeout
06-15 21:53	BTC	Buy	65430.3→66384.7	+6.79	timeout
06-15 13:00	BTC	Buy	63787.2→66595.7	+21.58	take_profit
06-15 04:51	BTC	Buy	64337.2→65647.7	+9.70	timeout
06-15 02:58	BTC	Buy	64474.2→65403.7	+6.72	timeout
06-14 21:33	BTC	Buy	64252.2→64795.8	+3.74	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 16:30	BTC	Buy	63960.2→64103.8	+0.62	timeout
06-14 01:19	BTC	Buy	63613.2→64632.8	+7.61	timeout
06-13 22:13	BTC	Buy	63492.2→64368.8	+6.42	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 15:08	BTC	Buy	64104.2→64194.8	+0.22	timeout
06-12 22:06	BTC	Buy	63593.2→63519.8	-1.08	timeout
06-12 20:57	BTC	Buy	63369.2→63441.8	+0.09	timeout
06-12 17:37	BTC	Buy	63147.2→63804.8	+4.75	timeout
06-12 11:35	BTC	Buy	63147.2→63655.8	+3.50	timeout
06-12 10:07	BTC	Buy	62934.1→63675.8	+5.34	timeout
06-11 21:53	BTC	Buy	61246.1→63522.8	+18.00	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-11 14:53	BTC	Buy	61851.1→62952.9	+8.36	timeout
06-11 09:28	BTC	Buy	61169.1→62782.9	+12.60	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 17:11	BTC	Buy	61443.1→62011.9	+4.13	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:31	BTC	Buy	61475.1→61995.9	+3.76	timeout
06-09 16:39	BTC	Buy	62296.1→60759.6	-12.80	stop_loss
06-09 14:47	BTC	Buy	62698.1→61155.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

147

closed

41%

win rate

-468.08

total pnl ($)

-63.5 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	147	41%	-63.5	-468.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:12	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…