deribit_basis_zscore_extreme_fear_long_v6 · strategy

closed trades

49%

win rate

-233.87

total pnl ($)

0.626

weight

7d window — n=23 wr=39% pnl=-101.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:19	BTC	Buy	59254→60257	+7.94	timeout
06-28 23:26	BTC	Buy	60334→59371	-8.49	timeout
06-28 17:11	BTC	Buy	60018→59622	-3.73	timeout
06-28 08:31	BTC	Buy	60246→60184	-0.97	timeout
06-28 02:26	BTC	Buy	60596→60055	-4.92	timeout
06-27 19:54	BTC	Buy	60473→60178	-2.86	timeout
06-26 23:57	BTC	Buy	59327→60044	+5.58	timeout
06-26 17:55	BTC	Buy	59921→59984	+0.02	timeout
06-26 05:12	BTC	Buy	59295→59907	+4.71	timeout
06-26 02:24	BTC	Buy	60140→58299.9	-15.74	stop_loss
06-25 13:48	BTC	Buy	61220.1→59347.3	-15.74	stop_loss
06-25 13:46	BTC	Buy	61586.1→59691.2	-15.80	stop_loss
06-25 11:15	BTC	Buy	60874→61357.9	+3.52	timeout
06-25 04:48	BTC	Buy	60017→60990	+7.66	timeout
06-24 15:45	BTC	Buy	62336.1→60429.7	-15.73	stop_loss
06-24 14:19	BTC	Buy	62855.1→60880.5	-16.14	stop_loss
06-24 11:22	BTC	Buy	62576.1→62316.9	-2.53	timeout
06-24 05:13	BTC	Buy	62467.1→62782.9	+2.05	timeout
06-23 22:35	BTC	Buy	62272.1→62529.9	+1.63	timeout
06-23 16:51	BTC	Buy	63681.2→62483.9	-9.85	timeout
06-23 08:28	BTC	Buy	63872.2→61915.9	-15.74	stop_loss
06-23 03:26	BTC	Buy	64981.2→64032.8	-7.75	timeout
06-22 21:04	BTC	Buy	64209.2→64406.8	+1.08	timeout
06-22 14:48	BTC	Buy	64398.2→64891.8	+3.33	timeout
06-22 08:40	BTC	Buy	63972.2→64086.8	+0.40	timeout
06-22 02:28	BTC	Buy	64012.2→64557.8	+3.77	timeout
06-21 19:25	BTC	Buy	64168.2→64185.8	-0.30	timeout
06-20 18:43	BTC	Buy	63722.2→63807.8	+0.23	timeout
06-20 12:42	BTC	Buy	63534.2→63580.8	-0.11	timeout
06-20 06:39	BTC	Buy	63054.2→63716.8	+4.80	timeout
06-20 00:37	BTC	Buy	62455.1→63681.8	+9.37	timeout
06-19 18:33	BTC	Buy	62824.1→63101.8	+1.75	timeout
06-19 13:11	BTC	Buy	62942.1→62800.9	-1.52	timeout
06-19 07:04	BTC	Buy	62646.1→62810.9	+0.89	timeout
06-19 02:06	BTC	Buy	63829.2→63079.8	-6.27	timeout
06-18 15:55	BTC	Buy	64387.2→62415.7	-15.66	stop_loss
06-18 13:20	BTC	Buy	64619.2→64339.8	-2.61	timeout
06-18 07:34	BTC	Buy	64405.2→64248.8	-1.68	timeout
06-18 01:31	BTC	Buy	64924.2→64669.8	-2.43	timeout
06-17 19:41	BTC	Buy	65517.3→64217.8	-10.36	timeout
06-17 13:36	BTC	Buy	65594.3→65033.7	-4.73	timeout
06-17 07:25	BTC	Buy	65662.3→65496.7	-1.72	timeout
06-17 01:07	BTC	Buy	66321.3→65760.7	-4.68	timeout
06-16 19:02	BTC	Buy	66377.3→65719.7	-5.45	timeout
06-16 04:28	BTC	Buy	67136.4→65994.7	-8.93	timeout
06-15 22:14	BTC	Buy	65727.3→66350.7	+4.27	timeout
06-15 16:03	BTC	Buy	65815.3→67122.6	+9.45	timeout
06-15 07:26	BTC	Buy	63787.2→65960.7	+16.57	timeout
06-14 23:42	BTC	Buy	64598.2→65586.7	+7.20	timeout
06-14 17:39	BTC	Buy	64327.2→63729.8	-5.14	timeout
06-14 11:29	BTC	Buy	64456.2→64546.8	+0.26	timeout
06-14 05:13	BTC	Buy	63962.2→64308.8	+2.27	timeout
06-13 23:08	BTC	Buy	63862.2→64437.8	+4.05	timeout
06-13 16:44	BTC	Buy	63607.2→64014.8	+2.75	timeout
06-13 09:33	BTC	Buy	63535.2→63789.8	+1.51	timeout
06-12 23:38	BTC	Buy	63655.2→63445.8	-2.12	timeout
06-12 17:52	BTC	Buy	63331.2→63856.8	+3.69	timeout
06-12 11:40	BTC	Buy	63594.2→63679.8	+0.18	timeout
06-12 05:39	BTC	Buy	63209.2→63324.8	+0.44	timeout
06-11 19:05	BTC	Buy	62642.1→63466.8	+6.06	timeout
06-11 04:01	BTC	Buy	62538.1→62611.9	+0.07	timeout
06-10 20:19	BTC	Buy	61597.1→61808.9	+1.24	timeout
06-10 03:10	BTC	Buy	61678.1→62016.9	+2.35	timeout
06-09 14:46	BTC	Buy	63172.2→61239.3	-15.76	stop_loss
06-09 08:29	BTC	Buy	63159.2→62860.9	-2.81	timeout
06-09 02:27	BTC	Buy	63747.2→62652.9	-9.03	timeout
06-08 20:05	BTC	Buy	63124.2→63349.8	+1.32	timeout
06-08 14:01	BTC	Buy	63136.2→63734.8	+4.27	timeout
06-08 08:16	BTC	Buy	61458.1→63163.8	+13.39	timeout
06-08 02:01	BTC	Buy	61750.1→63108.8	+10.52	timeout
06-07 19:49	BTC	Buy	62225.1→61213.9	-8.56	timeout
06-07 13:48	BTC	Buy	61512.1→61703.9	+1.10	timeout
06-07 07:39	BTC	Buy	60564→62181.9	+12.92	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 04:33	BTC	Buy	61504.1→59622.2	-15.75	stop_loss
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 13:59	BTC	Buy	62585.1→60670.6	-15.75	stop_loss
06-05 13:51	BTC	Buy	63040.2→61106.4	-15.79	stop_loss
06-05 06:19	BTC	Buy	63717.2→61766	-15.73	stop_loss
06-05 03:48	BTC	Buy	63712.2→62777.9	-7.75	timeout
06-04 21:44	BTC	Buy	62864.1→63451.8	+4.23	timeout
06-04 10:28	BTC	Buy	64416.2→62445.6	-15.71	stop_loss
06-04 00:30	BTC	Buy	65236.3→63241.2	-15.74	stop_loss
06-03 20:46	BTC	Buy	67089.4→65037.2	-15.76	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-3.91	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.24	timeout
06-03 03:50	BTC	Buy	67481.4→65411	-15.80	stop_loss
06-02 14:23	BTC	Buy	70120.5→67975.6	-15.76	stop_loss
06-02 14:09	BTC	Buy	70886.5→68404.4	-17.98	stop_loss
06-01 02:26	BTC	Buy	73561.7→73491.3	-0.96	timeout
05-31 07:48	BTC	Buy	74040.7→73851.3	-1.80	timeout
05-30 02:53	BTC	Buy	73082.7→73729.3	+3.95	timeout
05-29 19:48	BTC	Buy	73375.7→73613.3	+1.14	timeout
05-29 02:39	BTC	Buy	72912.6→73429.3	+3.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-233.87

total pnl ($)

-49.6 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	94	49%	-49.6	-233.87

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…