deribit_basis_zscore_extreme_fear_long_v2

not live
27
closed trades
44%
win rate
-71.12
total pnl ($)
1.029
weight
7d window — n=7 wr=29% pnl=-32.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:26BTCBuy59840→60219+2.73timeout
06-25 13:44BTCBuy61584.1→60066.9-12.74stop_loss
06-24 13:48BTCBuy62784.1→61239.3-12.75stop_loss
06-23 08:27BTCBuy63624.2→62059.8-12.74stop_loss
06-23 03:42BTCBuy64178.2→63935.8-2.34timeout
06-22 03:33BTCBuy64317.2→64233.8-1.18timeout
06-21 02:41BTCBuy63375.2→64219.8+6.20timeout
06-20 01:52BTCBuy62923.1→63540.8+4.45timeout
06-18 15:37BTCBuy64485.2→62897.4-12.55stop_loss
06-17 19:44BTCBuy65692.3→64074.7-12.78stop_loss
06-16 08:28BTCBuy65624.3→66514.7+6.40timeout
06-15 08:26BTCBuy64451.2→65647.7+8.82timeout
06-14 08:25BTCBuy63740.2→64453.8+5.12timeout
06-13 08:28BTCBuy63476.2→63786.8+1.89timeout
06-12 08:33BTCBuy62922.1→63461.8+3.76timeout
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-09 13:36BTCBuy63721.2→62153.8-12.74stop_loss
06-08 21:08BTCBuy61743.1→63699.8+15.36timeout
06-07 21:07BTCBuy60726→61728.9+7.83timeout
06-06 04:14BTCBuy61591.1→60071.9-12.79stop_loss
06-05 06:03BTCBuy63501.2→61935.9-12.75stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 03:33BTCBuy67621.4→65956.7-12.76stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
05-31 16:56BTCBuy73895.7→73495.3-3.22timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:26BTCBuy73056.7→72947.4-1.22timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-71.12
total pnl ($)
-52.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-52.4-71.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems