deribit_basis_zscore_extreme_fear_long_v7 · strategy

closed trades

44%

win rate

-273.45

total pnl ($)

0.250

weight

7d window — n=19 wr=21% pnl=-157.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:44	BTC	Buy	59725→60235	+3.85	timeout
06-29 15:35	BTC	Buy	60060→59564	-4.72	timeout
06-28 22:53	BTC	Buy	60408→58855.6	-13.31	stop_loss
06-28 18:49	BTC	Buy	60495→59482	-8.80	timeout
06-27 12:03	BTC	Buy	59330→60278	+7.50	timeout
06-27 05:56	BTC	Buy	59921→60221	+2.06	timeout
06-26 17:42	BTC	Buy	59592→59954	+2.50	timeout
06-26 02:21	BTC	Buy	59889→58346.9	-13.32	stop_loss
06-25 13:58	BTC	Buy	59713→58172	-13.29	stop_loss
06-25 13:48	BTC	Buy	61031.1→59468.3	-13.22	stop_loss
06-25 13:46	BTC	Buy	61233.1→59664.2	-13.26	stop_loss
06-25 13:45	BTC	Buy	61533.1→59950	-13.29	stop_loss
06-24 14:20	BTC	Buy	62428.1→60830.5	-13.24	stop_loss
06-24 14:17	BTC	Buy	62618.1→61010.4	-13.27	stop_loss
06-24 14:17	BTC	Buy	62639.1→61017.4	-13.38	stop_loss
06-24 13:48	BTC	Buy	62869.1→61256.3	-13.27	stop_loss
06-24 11:18	BTC	Buy	62378.1→62365.9	-0.57	timeout
06-23 08:28	BTC	Buy	63537.2→61909.9	-13.25	stop_loss
06-23 08:17	BTC	Buy	63982.2→62341.7	-13.27	stop_loss
06-23 06:22	BTC	Buy	64146.2→62503.6	-13.28	stop_loss
06-23 05:25	BTC	Buy	64995.2→63323.2	-13.33	stop_loss
06-23 03:03	BTC	Buy	64083.2→63996.8	-1.12	timeout
06-22 21:00	BTC	Buy	63833.2→64421.8	+4.14	timeout
06-22 14:35	BTC	Buy	63972.2→64994.8	+7.42	timeout
06-22 07:44	BTC	Buy	64186.2→64230.8	-0.13	timeout
06-21 21:56	BTC	Buy	64012.2→63736.8	-2.60	timeout
06-21 12:50	BTC	Buy	63565.2→64011.8	+3.13	timeout
06-21 06:48	BTC	Buy	63714.2→64279.8	+3.99	timeout
06-21 00:45	BTC	Buy	63560.2→64269.8	+5.08	timeout
06-20 18:26	BTC	Buy	63120.2→63841.8	+5.26	timeout
06-20 08:00	BTC	Buy	62591.1→63600.8	+7.57	timeout
06-20 02:39	BTC	Buy	62894.1→63369.8	+3.34	timeout
06-19 20:22	BTC	Buy	63111.2→62969.9	-1.61	timeout
06-18 15:53	BTC	Buy	64084.2→62436.6	-13.17	stop_loss
06-17 19:44	BTC	Buy	65756.3→64073.7	-13.25	stop_loss
06-17 16:37	BTC	Buy	65729.3→65976.7	+1.35	timeout
06-17 08:39	BTC	Buy	66615.3→64910.3	-13.28	stop_loss
06-17 04:07	BTC	Buy	66140.3→65847.7	-2.70	timeout
06-16 21:03	BTC	Buy	66487.3→65812.7	-5.62	timeout
06-16 14:20	BTC	Buy	66453.3→65681.7	-6.34	timeout
06-16 07:57	BTC	Buy	65663.3→66313.7	+4.53	timeout
06-16 01:39	BTC	Buy	65595.3→66349.7	+5.30	timeout
06-15 13:27	BTC	Buy	64297.2→66853.7	+19.45	timeout
06-15 12:54	BTC	Buy	63769.2→66570.7	+21.53	take_profit
06-15 07:24	BTC	Buy	64319.2→65897.7	+11.80	timeout
06-15 01:19	BTC	Buy	64640.2→65463.7	+5.89	timeout
06-14 19:13	BTC	Buy	64151.2→63778.8	-3.42	timeout
06-14 13:09	BTC	Buy	64136.2→64321.8	+0.99	timeout
06-14 07:08	BTC	Buy	63672.2→64206.8	+3.75	timeout
06-14 01:47	BTC	Buy	63804.2→64590.8	+5.74	timeout
06-13 19:42	BTC	Buy	63701.2→64249.8	+3.85	timeout
06-13 10:38	BTC	Buy	63710.2→63806.8	+0.22	timeout
06-13 04:13	BTC	Buy	63459.2→63484.8	-0.24	timeout
06-12 20:58	BTC	Buy	63383.2→63428.8	-0.13	timeout
06-12 13:59	BTC	Buy	63041.2→63213.8	+0.84	timeout
06-12 07:09	BTC	Buy	62609.1→63047.8	+3.01	timeout
06-11 21:54	BTC	Buy	61237.1→63497.8	+17.87	timeout
06-11 14:50	BTC	Buy	61927.1→62904.9	+7.35	timeout
06-11 08:18	BTC	Buy	61681.1→62785.9	+8.38	timeout
06-10 19:46	BTC	Buy	61797.1→61923.9	+0.50	timeout
06-09 16:39	BTC	Buy	62347.1→60748.6	-13.28	stop_loss
06-09 14:29	BTC	Buy	63180.2→61563.1	-13.25	stop_loss
06-09 13:29	BTC	Buy	63552.2→62327.9	-10.06	timeout
06-09 07:21	BTC	Buy	63168.2→63287.8	+0.44	timeout
06-08 22:12	BTC	Buy	62237.1→63406.8	+8.91	timeout
06-08 16:09	BTC	Buy	61989.1→63792.8	+13.98	timeout
06-08 07:21	BTC	Buy	62101.1→63107.8	+7.62	timeout
06-08 01:23	BTC	Buy	61570.1→63031.8	+11.33	timeout
06-07 06:07	BTC	Buy	61016.1→61688.9	+5.11	timeout
06-06 04:20	BTC	Buy	61522.1→59947	-13.25	stop_loss
06-05 18:54	BTC	Buy	60656→59102.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62585.1→60971.4	-13.35	stop_loss
06-05 13:49	BTC	Buy	63040.2→61427.2	-13.25	stop_loss
06-05 06:23	BTC	Buy	62864.1→61249.3	-13.23	stop_loss
06-05 06:03	BTC	Buy	63712.2→62079.8	-13.22	stop_loss
06-05 06:01	BTC	Buy	63717.2→62086.8	-13.22	stop_loss
06-04 09:30	BTC	Buy	64363.2→62716.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	64982.2→63319.2	-13.24	stop_loss
06-03 23:02	BTC	Buy	66335.3→64636.4	-13.25	stop_loss
06-03 20:55	BTC	Buy	66583.3→64876.3	-13.31	stop_loss
06-03 20:44	BTC	Buy	66837.3→65125.2	-13.28	stop_loss
06-03 03:49	BTC	Buy	67316.4→65593.9	-13.25	stop_loss
06-02 14:27	BTC	Buy	69477.5→67691.8	-13.31	stop_loss
06-02 12:34	BTC	Buy	70916.5→69100	-13.31	stop_loss
05-30 07:48	BTC	Buy	73375.7→73479.3	+0.21	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-273.45

total pnl ($)

-64.0 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	85	44%	-64.0	-273.45

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…