deribit_basis_zscore_extreme_fear_long_v4 · strategy

closed trades

48%

win rate

-246.87

total pnl ($)

0.843

weight

7d window — n=23 wr=57% pnl=-63.81 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:53	BTC	Buy	59855→60166	+2.20	timeout
06-27 18:51	BTC	Buy	59633→60499	+6.83	timeout
06-27 15:42	BTC	Buy	60461→60771	+2.13	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:57	BTC	Buy	59796→58323.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60465→58965.6	-12.77	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 14:02	BTC	Buy	62729.1→61184.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63987.2→62401.7	-12.85	stop_loss
06-23 08:17	BTC	Buy	63980.2→62401.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64250.2→62668.5	-12.77	stop_loss
06-22 23:33	BTC	Buy	63391.2→63945.8	+3.98	timeout
06-22 21:11	BTC	Buy	63572.2→64367.8	+5.80	timeout
06-22 16:50	BTC	Buy	64134.2→64580.8	+3.02	timeout
06-21 23:15	BTC	Buy	64241.2→63700.8	-4.63	timeout
06-21 18:54	BTC	Buy	63777.2→64103.8	+2.15	timeout
06-21 15:48	BTC	Buy	64156.2→64253.8	+0.23	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 18:24	BTC	Buy	63106.2→63824.8	+5.25	timeout
06-20 14:56	BTC	Buy	63220.2→63921.8	+5.03	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-19 14:15	BTC	Buy	63713.2→63045.8	-5.59	timeout
06-18 15:51	BTC	Buy	64085.2→62506.6	-12.64	stop_loss
06-18 15:39	BTC	Buy	64378.2→62792.4	-12.73	stop_loss
06-18 09:50	BTC	Buy	64934.2→64217.8	-6.07	timeout
06-18 08:50	BTC	Buy	64909.2→64463.8	-3.95	timeout
06-18 05:04	BTC	Buy	65287.3→63681	-12.77	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-17 08:01	BTC	Buy	66373.3→65522.7	-6.87	timeout
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-16 04:00	BTC	Buy	65865.3→66137.7	+1.67	timeout
06-16 02:17	BTC	Buy	65695.3→66085.7	+2.50	timeout
06-15 05:39	BTC	Buy	64339.2→65696.7	+10.08	timeout
06-15 02:59	BTC	Buy	64474.2→65426.7	+6.90	timeout
06-15 00:09	BTC	Buy	64414.2→65738.7	+9.81	timeout
06-14 01:17	BTC	Buy	63664.2→64690.8	+7.66	timeout
06-13 21:11	BTC	Buy	63551.2→64250.8	+5.03	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 00:15	BTC	Buy	63634.2→63561.8	-1.14	timeout
06-12 17:45	BTC	Buy	63341.2→63804.8	+3.19	timeout
06-12 15:00	BTC	Buy	62717.1→64054.8	+10.13	timeout
06-11 19:20	BTC	Buy	61713.1→63632.8	+14.97	timeout
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.57	timeout
06-11 14:48	BTC	Buy	61938.1→62865.9	+6.94	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→61997.9	+3.77	timeout
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63309.2→61751	-12.76	stop_loss
06-09 13:36	BTC	Buy	63742.2→62174.8	-12.73	stop_loss
06-09 01:46	BTC	Buy	63128.2→62706.9	-3.78	timeout
06-08 22:37	BTC	Buy	63375.2→63317.8	-0.94	timeout
06-08 20:46	BTC	Buy	61756.1→63365.8	+12.54	timeout
06-07 22:14	BTC	Buy	60640→63304.8	+21.53	take_profit
06-07 21:49	BTC	Buy	60822→61696.9	+6.76	timeout
06-07 15:26	BTC	Buy	60624→61852.9	+9.67	timeout
06-06 19:34	BTC	Buy	59689→60594	+7.19	timeout
06-06 18:31	BTC	Buy	60197→60532	+2.38	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61683.1→60165.9	-12.74	stop_loss
06-05 13:56	BTC	Buy	62431.1→60892.5	-12.77	stop_loss
06-05 13:49	BTC	Buy	62894.1→61347.2	-12.75	stop_loss
06-05 12:11	BTC	Buy	62435.1→62213.9	-2.26	timeout
06-05 06:22	BTC	Buy	62916.1→61358.2	-12.77	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-12.70	stop_loss
06-04 09:26	BTC	Buy	64466.2→62880.4	-12.74	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66706.3→65058.2	-12.83	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67427.4→65767.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67572.4→65910.7	-12.75	stop_loss
06-02 23:04	BTC	Buy	67816.4→66148.6	-12.75	stop_loss
06-02 12:52	BTC	Buy	70743.5→69004	-12.81	stop_loss
06-02 12:38	BTC	Buy	70788.5→69048	-12.79	stop_loss
06-02 12:18	BTC	Buy	70934.5→69188.9	-12.81	stop_loss
05-31 19:47	BTC	Buy	74028.7→73494.3	-4.11	timeout
05-31 11:34	BTC	Buy	73562.7→73885.3	+1.60	timeout
05-31 09:43	BTC	Buy	73529.7→73952.3	+2.27	timeout
05-30 09:53	BTC	Buy	73711.7→73572.3	-1.43	timeout
05-30 08:41	BTC	Buy	73781.7→73497.3	-2.42	timeout
05-29 10:03	BTC	Buy	73496.7→73670.3	+0.65	timeout
05-29 08:57	BTC	Buy	73282.7→73614.3	+1.76	timeout
05-29 07:52	BTC	Buy	73364.7→73389.3	-0.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-246.87

total pnl ($)

-51.1 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	96	48%	-51.1	-246.87

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…