deribit_basis_zscore_extreme_fear_long_v5

not live
70
closed trades
46%
win rate
-181.81
total pnl ($)
0.848
weight
7d window — n=17 wr=41% pnl=-57.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 10:30BTCBuy60436→59338-9.52timeout
06-30 03:52BTCBuy59900→59638-2.60timeout
06-29 19:01BTCBuy59934→60183+1.55timeout
06-28 20:48BTCBuy60395→59660-6.53timeout
06-28 11:43BTCBuy60036→60253+1.33timeout
06-28 05:46BTCBuy60551→59904-5.79timeout
06-27 07:41BTCBuy59948→60402+3.34timeout
06-27 01:38BTCBuy59197→59918+5.63timeout
06-26 12:42BTCBuy60547→59057.5-12.76stop_loss
06-26 06:31BTCBuy59561→59933+2.67timeout
06-26 02:24BTCBuy59757→58281.9-12.79stop_loss
06-25 13:46BTCBuy61167.1→59663.2-12.74stop_loss
06-25 13:42BTCBuy61749.1→60227.9-12.74stop_loss
06-25 12:25BTCBuy60927→61198.9+1.78timeout
06-25 06:20BTCBuy59710→61675.9+16.03timeout
06-24 13:57BTCBuy62759.1→61211.3-12.78stop_loss
06-24 12:39BTCBuy62982.1→62858.9-1.43timeout
06-23 04:57BTCBuy64718.2→63637.8-8.81timeout
06-22 21:51BTCBuy64089.2→64231.8+0.66timeout
06-22 15:40BTCBuy64210.2→65033.7+6.00timeout
06-22 09:24BTCBuy63657.2→64107.8+3.05timeout
06-22 02:36BTCBuy63987.2→64448.8+3.12timeout
06-21 19:44BTCBuy64186.2→64187.8-0.43timeout
06-20 20:10BTCBuy63509.2→63931.8+2.89timeout
06-20 14:06BTCBuy63468.2→63295.8-1.84timeout
06-19 13:57BTCBuy63004.2→63217.8+1.29timeout
06-19 07:55BTCBuy62976.1→62603.9-3.48timeout
06-18 15:56BTCBuy63960.2→62386.7-12.72stop_loss
06-18 15:38BTCBuy64423.2→62838.4-12.74stop_loss
06-18 13:51BTCBuy64469.2→64081.8-3.45timeout
06-18 07:56BTCBuy64201.2→64405.8+1.21timeout
06-18 01:40BTCBuy65175.3→64593.8-4.94timeout
06-17 19:33BTCBuy65546.3→64405.8-9.17timeout
06-17 13:33BTCBuy65580.3→65032.7-4.65timeout
06-17 07:29BTCBuy65698.3→65517.7-1.84timeout
06-17 01:27BTCBuy66111.3→65552.7-4.71timeout
06-16 19:31BTCBuy66333.3→65749.7-4.89timeout
06-16 09:25BTCBuy66506.3→66629.7+0.48timeout
06-15 22:00BTCBuy65574.3→66334.7+5.32timeout
06-15 15:10BTCBuy65611.3→66616.7+7.22timeout
06-15 07:10BTCBuy63755.2→65791.7+15.51timeout
06-15 01:00BTCBuy64303.2→65590.7+9.55timeout
06-13 20:52BTCBuy63798.2→64225.8+2.89timeout
06-13 14:40BTCBuy63677.2→64185.8+3.52timeout
06-12 17:18BTCBuy63497.2→63843.8+2.27timeout
06-12 08:59BTCBuy63372.2→63448.8+0.12timeout
06-12 00:31BTCBuy62593.1→63566.8+7.27timeout
06-09 16:39BTCBuy62323.1→60784.6-12.80stop_loss
06-09 00:49BTCBuy63968.2→62392.7-12.76stop_loss
06-08 10:06BTCBuy61728.1→63425.8+13.30timeout
06-07 23:26BTCBuy62525.1→63164.8+4.66timeout
06-07 17:24BTCBuy61864.1→62255.9+2.73timeout
06-07 11:38BTCBuy60807→62635.9+14.60timeout
06-06 18:08BTCBuy61070.1→60471-5.33timeout
06-05 18:43BTCBuy61401.1→59891-12.75stop_loss
06-05 13:57BTCBuy62374.1→60837.5-12.77stop_loss
06-05 06:20BTCBuy63230.2→61675.1-12.74stop_loss
06-05 06:03BTCBuy63610.2→62045.9-12.73stop_loss
06-05 04:37BTCBuy63554.2→63081.8-4.14timeout
06-04 22:03BTCBuy63127.2→63400.8+1.73timeout
06-04 10:49BTCBuy63801.2→62231.8-12.72stop_loss
06-04 00:26BTCBuy65340.3→63732.9-12.75stop_loss
06-03 20:50BTCBuy66653.3→65014.2-12.76stop_loss
06-03 16:41BTCBuy66382.3→65908.7-4.05timeout
06-03 11:53BTCBuy66680.3→67040.6+2.19timeout
06-03 03:43BTCBuy67481.4→65819.8-12.77stop_loss
06-02 14:09BTCBuy70120.5→68396.4-12.76stop_loss
06-02 12:06BTCBuy71003.6→69254.9-12.82stop_loss
05-29 19:49BTCBuy73377.7→73619.3+1.18timeout
05-29 02:40BTCBuy72903.6→73429.3+3.09timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
46%
win rate
-181.81
total pnl ($)
-51.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7046%-51.8-181.81

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems