deribit_basis_zscore_extreme_fear_regime_long

not live
72
closed trades
36%
win rate
-319.20
total pnl ($)
0.610
weight
7d window — n=18 wr=28% pnl=-108.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60531→59042.5-12.77stop_loss
06-28 04:27BTCBuy59916→60203+1.93timeout
06-27 20:20BTCBuy59570→60242+5.30timeout
06-27 18:19BTCBuy59666→60512+6.68timeout
06-26 02:21BTCBuy59823→58343.9-12.79stop_loss
06-25 13:53BTCBuy60292→58787.7-12.84stop_loss
06-25 13:48BTCBuy60988→59488.3-12.69stop_loss
06-25 13:42BTCBuy61711.1→60193.9-12.72stop_loss
06-25 07:17BTCBuy59258→61859.9+21.42take_profit
06-24 14:19BTCBuy62467.1→60882.5-13.09stop_loss
06-24 14:19BTCBuy62427.1→60882.5-12.78stop_loss
06-24 14:19BTCBuy62380.1→60841.5-12.73stop_loss
06-23 08:24BTCBuy63837.2→62266.7-12.74stop_loss
06-23 08:17BTCBuy64006.2→62431.6-12.76stop_loss
06-23 06:21BTCBuy64195.2→62613.5-12.77stop_loss
06-23 03:34BTCBuy64332.2→64017.8-2.89timeout
06-22 23:29BTCBuy64238.2→64019.8-2.16timeout
06-22 21:24BTCBuy63927.2→64255.8+2.10timeout
06-21 00:04BTCBuy62898.1→64224.8+9.89timeout
06-20 20:23BTCBuy63085.2→63913.8+6.18timeout
06-20 17:57BTCBuy62504.1→63823.8+10.09timeout
06-18 15:40BTCBuy64309.2→62725.5-12.49stop_loss
06-18 15:17BTCBuy64841.2→63246.2-12.30stop_loss
06-18 15:17BTCBuy64951.2→63353.1-12.27stop_loss
06-17 19:29BTCBuy65861.3→64241.6-12.75stop_loss
06-17 11:05BTCBuy66156.3→64527.5-12.88stop_loss
06-17 11:05BTCBuy66259.3→64629.4-12.89stop_loss
06-17 08:38BTCBuy66657.3→65016.2-12.81stop_loss
06-16 01:02BTCBuy64547.2→66256.7+12.82timeout
06-15 15:47BTCBuy64303.2→67146.6+21.66take_profit
06-15 15:47BTCBuy64187.2→67027.6+21.67take_profit
06-14 10:23BTCBuy63748.2→64575.8+5.97timeout
06-14 00:15BTCBuy63713.2→64397.8+4.95timeout
06-13 17:40BTCBuy63215.2→64073.8+6.31timeout
06-12 08:16BTCBuy61661.1→63357.8+13.09timeout
06-11 16:20BTCBuy60851→62775.9+15.17timeout
06-11 14:20BTCBuy61724.1→62810.9+8.15timeout
06-09 20:50BTCBuy61803.1→62016.9+1.53timeout
06-09 14:29BTCBuy63107.2→61555.1-12.76stop_loss
06-09 12:26BTCBuy61988.1→62725.9+5.62timeout
06-07 22:15BTCBuy61424.1→64120.8+21.52take_profit
06-07 19:19BTCBuy62776.1→61231.3-12.73stop_loss
06-07 08:48BTCBuy60256→62913.9+21.64take_profit
06-07 08:27BTCBuy59846→62473.9+21.57take_profit
06-06 04:27BTCBuy61383.1→59873.1-12.75stop_loss
06-06 04:21BTCBuy61408.1→59898-12.75stop_loss
06-05 18:52BTCBuy60701→59208.4-12.75stop_loss
06-05 18:52BTCBuy60841→59344.3-12.75stop_loss
06-05 13:49BTCBuy62850.1→61296.3-12.81stop_loss
06-05 13:49BTCBuy62857.1→61311.3-12.75stop_loss
06-05 06:23BTCBuy62751.1→61208.3-12.68stop_loss
06-05 06:23BTCBuy62791.1→61247.3-12.66stop_loss
06-05 06:17BTCBuy63416.2→61853-12.77stop_loss
06-05 03:06BTCBuy63889.2→62314.7-12.74stop_loss
06-04 00:53BTCBuy64588.2→62999.3-12.75stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:55BTCBuy66926.3→65270.1-12.89stop_loss
06-03 19:54BTCBuy66991.3→65325.1-12.92stop_loss
06-03 16:24BTCBuy67271.4→65616.9-12.76stop_loss
06-03 03:50BTCBuy67120.4→65470-12.75stop_loss
06-03 03:43BTCBuy67570.4→65908.7-12.75stop_loss
06-02 14:27BTCBuy69444.5→67730.7-12.80stop_loss
06-02 13:00BTCBuy70670.5→68932.1-12.79stop_loss
06-02 12:06BTCBuy70983.5→69237.9-12.80stop_loss
06-01 15:32BTCBuy74035.7→71299.8-19.14stop_loss
06-01 15:32BTCBuy74164.7→71299.8-19.98stop_loss
06-01 15:32BTCBuy73977.7→71299.8-18.83stop_loss
05-30 18:54BTCBuy73651.7→73970.3+1.49timeout
05-30 14:08BTCBuy72791.6→73897.3+6.95timeout
05-30 11:58BTCBuy73476.7→73562.3+0.01timeout
05-30 09:54BTCBuy73529.7→73576.3-0.18timeout
05-30 07:49BTCBuy73389.7→73503.3+0.24timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
36%
win rate
-319.20
total pnl ($)
-88.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7236%-88.5-319.20

Recent bounces (last 20 of 1)

timesymsidereason
06-29 00:26BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems