deribit_basis_zscore_extreme_fear_long_v9 · strategy

168

closed trades

43%

win rate

-488.72

total pnl ($)

0.432

weight

7d window — n=38 wr=47% pnl=-117.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:34	BTC	Buy	59725→58240	-12.88	stop_loss
06-30 00:00	BTC	Buy	59481→60174	+5.40	timeout
06-29 22:48	BTC	Buy	59116→60372	+10.25	timeout
06-29 21:45	BTC	Buy	59626→60449	+6.30	timeout
06-29 20:42	BTC	Buy	59659→60410	+5.69	timeout
06-29 19:33	BTC	Buy	59613→60347	+5.56	timeout
06-28 22:03	BTC	Buy	60052→59798	-2.58	timeout
06-28 21:01	BTC	Buy	60318→59620	-6.23	timeout
06-28 20:02	BTC	Buy	60203→59482	-6.42	timeout
06-28 18:59	BTC	Buy	60522→59584	-8.18	timeout
06-28 17:55	BTC	Buy	60579→59560	-8.83	timeout
06-27 21:15	BTC	Buy	59734→60362	+4.87	timeout
06-27 20:06	BTC	Buy	59735→60225	+3.71	timeout
06-27 19:01	BTC	Buy	59651→60557	+7.17	timeout
06-27 17:54	BTC	Buy	60026→60575	+4.13	timeout
06-27 16:52	BTC	Buy	60025→60776	+5.79	timeout
06-26 19:38	BTC	Buy	59302→59895	+4.45	timeout
06-26 18:35	BTC	Buy	59404→59815	+2.89	timeout
06-26 17:30	BTC	Buy	59565→60147	+4.32	timeout
06-26 16:21	BTC	Buy	59690→59946	+1.58	timeout
06-26 15:16	BTC	Buy	58906.9→59796	+7.01	timeout
06-25 13:59	BTC	Buy	59538→58074	-12.65	stop_loss
06-25 13:58	BTC	Buy	59610→58144	-12.66	stop_loss
06-25 13:58	BTC	Buy	59664→58197	-12.66	stop_loss
06-25 13:53	BTC	Buy	60410→58924.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60645→59153.4	-12.67	stop_loss
06-24 17:47	BTC	Buy	60573→59067.5	-12.86	stop_loss
06-24 16:51	BTC	Buy	61144.1→59639.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62494.1→60951.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62639.1→61095.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62674.1→61132.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62767.1→61220.3	-12.76	stop_loss
06-24 13:47	BTC	Buy	62824.1→61277.3	-12.76	stop_loss
06-24 10:40	BTC	Buy	62271.1→62567.9	+1.91	timeout
06-24 09:37	BTC	Buy	62456.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.08	timeout
06-24 07:42	BTC	Buy	62918.1→62639.9	-2.72	timeout
06-24 07:02	BTC	Buy	62903.1→62721.9	-1.96	timeout
06-23 08:24	BTC	Buy	63684.2→62117.8	-12.74	stop_loss
06-23 08:17	BTC	Buy	64002.2→62422.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64171.2→62588.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64363.2→62777.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64427.2→62839.4	-12.78	stop_loss
06-23 04:27	BTC	Buy	63912.2→63941.8	-0.24	timeout
06-23 01:39	BTC	Buy	64498.2→64030.8	-4.05	timeout
06-22 20:57	BTC	Buy	63732.2→64405.8	+4.83	timeout
06-22 19:55	BTC	Buy	64191.2→64470.8	+1.70	timeout
06-22 18:46	BTC	Buy	64165.2→64375.8	+1.14	timeout
06-21 21:38	BTC	Buy	63923.2→63743.8	-1.85	timeout
06-21 20:39	BTC	Buy	63848.2→63973.8	+0.53	timeout
06-21 19:36	BTC	Buy	63854.2→64166.8	+2.01	timeout
06-21 18:36	BTC	Buy	63831.2→64117.8	+1.83	timeout
06-21 17:32	BTC	Buy	64010.2→64042.8	-0.11	timeout
06-20 21:21	BTC	Buy	63204.2→63924.8	+5.26	timeout
06-20 20:20	BTC	Buy	62984.1→63919.8	+7.01	timeout
06-20 19:14	BTC	Buy	63039.2→63868.8	+6.15	timeout
06-20 18:11	BTC	Buy	63100.2→63847.8	+5.47	timeout
06-20 17:12	BTC	Buy	62981.1→63888.8	+6.74	timeout
06-19 19:57	BTC	Buy	62932.1→63000.8	+0.06	timeout
06-19 18:56	BTC	Buy	62662.1→63032.8	+2.49	timeout
06-19 17:55	BTC	Buy	62582.1→63160.8	+4.17	timeout
06-19 16:54	BTC	Buy	62661.1→63057.8	+2.74	timeout
06-19 16:11	BTC	Buy	62655.1→63099.8	+3.10	timeout
06-18 15:57	BTC	Buy	63915.2→62341.7	-12.57	stop_loss
06-18 15:51	BTC	Buy	64144.2→62566.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64266.2→62677.5	-12.78	stop_loss
06-18 15:40	BTC	Buy	64335.2→62752.5	-12.72	stop_loss
06-18 14:50	BTC	Buy	65154.3→63857.8	-10.39	timeout
06-18 04:11	BTC	Buy	65376.3→63741.9	-12.96	stop_loss
06-17 19:50	BTC	Buy	65655.3→64036.8	-12.78	stop_loss
06-17 19:42	BTC	Buy	65707.3→64086.7	-12.80	stop_loss
06-17 19:39	BTC	Buy	65838.3→64218.7	-12.75	stop_loss
06-17 16:43	BTC	Buy	65823.3→65963.7	+0.60	timeout
06-17 15:42	BTC	Buy	65856.3→65505.7	-2.96	timeout
06-17 14:41	BTC	Buy	65707.3→65039.7	-5.54	timeout
06-17 13:37	BTC	Buy	65956.3→65134.7	-6.72	timeout
06-16 22:43	BTC	Buy	66273.3→65713.7	-4.76	timeout
06-16 15:31	BTC	Buy	66669.3→65809.7	-6.98	timeout
06-16 14:23	BTC	Buy	66473.3→65576.7	-7.28	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66863.3→66075.7	-6.42	timeout
06-15 22:16	BTC	Buy	65138.3→66325.7	+8.61	timeout
06-15 13:19	BTC	Buy	63997.2→66806.7	+21.51	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:50	BTC	Buy	63724.2→66523.7	+21.53	take_profit
06-15 12:50	BTC	Buy	63713.2→66515.7	+21.55	take_profit
06-14 22:01	BTC	Buy	64400.2→65397.7	+7.25	timeout
06-14 20:59	BTC	Buy	64267.2→63978.8	-2.72	timeout
06-14 19:52	BTC	Buy	64289.2→63744.8	-4.73	timeout
06-14 18:50	BTC	Buy	64067.2→63769.8	-2.86	timeout
06-14 17:48	BTC	Buy	64069.2→63798.8	-2.64	timeout
06-13 21:29	BTC	Buy	63497.2→64223.8	+5.25	timeout
06-13 20:26	BTC	Buy	63512.2→64214.8	+5.08	timeout
06-13 19:18	BTC	Buy	63700.2→64141.8	+3.02	timeout
06-13 18:16	BTC	Buy	63804.2→64073.8	+1.64	timeout
06-13 17:15	BTC	Buy	63868.2→63937.8	+0.10	timeout
06-12 20:26	BTC	Buy	63407.2→63488.8	+0.18	timeout
06-12 19:23	BTC	Buy	63677.2→63663.8	-0.57	timeout
06-12 18:16	BTC	Buy	63573.2→63806.8	+1.38	timeout
06-12 17:18	BTC	Buy	62444.1→63859.8	+10.84	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

43%

win rate

-488.72

total pnl ($)

-58.0 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	168	43%	-58.0	-488.72

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:35	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…