deribit_basis_zscore_extreme_long_fear_dom_v2

not live
94
closed trades
43%
win rate
-219.90
total pnl ($)
0.697
weight
7d window — n=23 wr=39% pnl=-80.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 94 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:37BTCBuy59923→60233+2.15timeout
06-29 16:25BTCBuy59943→59574-3.60timeout
06-29 10:18BTCBuy59425→60282+6.69timeout
06-28 23:44BTCBuy60259→59695-5.17timeout
06-28 17:11BTCBuy60005→59588-3.91timeout
06-28 08:34BTCBuy60239→60190-0.86timeout
06-28 02:26BTCBuy60622→60055-5.13timeout
06-27 19:55BTCBuy60543→60129-3.84timeout
06-27 00:49BTCBuy59196→59997+6.31timeout
06-26 13:19BTCBuy59968→58492.8-12.76stop_loss
06-26 05:45BTCBuy59481→59767+1.96timeout
06-26 02:24BTCBuy59788→58317.9-12.74stop_loss
06-25 13:46BTCBuy61205.1→59667.2-13.01stop_loss
06-25 13:44BTCBuy61638.1→60121.9-12.72stop_loss
06-25 11:35BTCBuy61021.1→61231.9+1.27timeout
06-25 05:29BTCBuy59723→61589.9+15.19timeout
06-24 14:17BTCBuy62591.1→61051.4-12.75stop_loss
06-24 13:46BTCBuy62847.1→61301.3-12.75stop_loss
06-24 11:49BTCBuy62714.1→62940.9+1.35timeout
06-24 05:42BTCBuy62507.1→62952.9+3.09timeout
06-23 23:18BTCBuy62375.1→62509.9+0.64timeout
06-23 17:46BTCBuy63373.2→62489.9-7.42timeout
06-23 06:20BTCBuy64434.2→62836.4-12.86stop_loss
06-23 01:25BTCBuy65029.3→64142.8-7.25timeout
06-22 19:25BTCBuy64218.2→64329.8+0.40timeout
06-22 13:12BTCBuy63858.2→65121.7+9.37timeout
06-22 07:05BTCBuy64152.2→64074.8-1.07timeout
06-22 01:04BTCBuy64082.2→63899.8-1.91timeout
06-21 19:00BTCBuy64269.2→64165.8-1.23timeout
06-21 12:43BTCBuy64282.2→64035.8-2.34timeout
06-21 05:45BTCBuy63797.2→64253.8+3.13timeout
06-20 13:30BTCBuy63483.2→63328.8-1.69timeout
06-20 07:28BTCBuy62974.1→63736.8+5.60timeout
06-20 01:26BTCBuy62728.1→63392.8+4.85timeout
06-19 19:22BTCBuy62757.1→62987.9+1.37timeout
06-19 13:44BTCBuy62881.1→63038.8+0.85timeout
06-19 07:26BTCBuy62777.1→62775.9-0.44timeout
06-18 15:53BTCBuy64050.2→62469.6-12.76stop_loss
06-18 15:37BTCBuy64433.2→62848.4-12.62stop_loss
06-18 13:41BTCBuy64597.2→63969.8-5.30timeout
06-18 07:25BTCBuy64608.2→64214.8-3.48timeout
06-18 01:15BTCBuy65046.3→64705.8-3.10timeout
06-17 19:15BTCBuy65671.3→65326.7-3.10timeout
06-17 13:02BTCBuy65713.3→65026.7-5.70timeout
06-17 07:02BTCBuy65734.3→65583.7-1.61timeout
06-17 01:00BTCBuy66397.3→65688.7-5.82timeout
06-16 18:59BTCBuy66412.3→65805.7-5.05timeout
06-16 04:05BTCBuy67121.4→66216.7-7.17timeout
06-15 22:05BTCBuy65684.3→66406.7+5.02timeout
06-15 16:01BTCBuy65864.3→67138.6+9.24timeout
06-15 07:27BTCBuy63788.2→65917.7+16.23timeout
06-14 23:17BTCBuy64529.2→65598.7+7.81timeout
06-14 17:15BTCBuy64332.2→63934.8-3.58timeout
06-14 11:12BTCBuy64426.2→64509.8+0.20timeout
06-14 05:12BTCBuy63940.2→64324.8+2.57timeout
06-13 22:44BTCBuy63849.2→64478.8+4.47timeout
06-13 16:43BTCBuy63593.2→64032.8+3.01timeout
06-13 09:13BTCBuy63573.2→63787.8+1.19timeout
06-12 20:28BTCBuy63476.2→63497.8-0.29timeout
06-12 14:38BTCBuy63581.2→63690.8+0.38timeout
06-12 08:32BTCBuy63337.2→63436.8+0.29timeout
06-12 01:56BTCBuy63074.2→63390.8+2.00timeout
06-10 22:17BTCBuy62609.1→61068.4-12.76stop_loss
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 03:08BTCBuy61566.1→62016.9+3.27timeout
06-09 14:21BTCBuy63169.2→61615.1-12.75stop_loss
06-09 08:14BTCBuy63227.2→62877.9-3.23timeout
06-09 02:15BTCBuy63790.2→62623.9-9.58timeout
06-08 20:05BTCBuy63180.2→63351.8+0.89timeout
06-08 14:00BTCBuy63209.2→63709.8+3.49timeout
06-08 01:52BTCBuy61806.1→63112.8+10.09timeout
06-07 22:15BTCBuy61276.1→63966.8+21.51take_profit
06-07 19:47BTCBuy62217.1→61186.9-8.70timeout
06-07 14:25BTCBuy61279.1→62038.9+5.74timeout
06-07 07:52BTCBuy60593→62212.9+12.91timeout
06-07 01:34BTCBuy60756→61530.9+5.89timeout
06-06 04:15BTCBuy61492.1→59979-12.76stop_loss
06-05 18:52BTCBuy60895→59397.3-12.76stop_loss
06-05 13:48BTCBuy63072.2→61521.1-12.75stop_loss
06-05 06:22BTCBuy62890.1→61343.2-12.74stop_loss
06-05 06:03BTCBuy63616.2→62050.9-12.73stop_loss
06-05 03:51BTCBuy63799.2→62772.9-8.46timeout
06-04 21:44BTCBuy62874.1→63396.8+3.72timeout
06-04 09:30BTCBuy64263.2→62681.5-12.75stop_loss
06-04 00:29BTCBuy64973.2→63375.1-12.74stop_loss
06-03 19:55BTCBuy66925.3→65270.1-12.83stop_loss
06-03 16:39BTCBuy66354.3→65817.7-4.52timeout
06-03 14:21BTCBuy66745.3→66642.7-1.25timeout
06-03 03:49BTCBuy67252.4→65598.9-12.75stop_loss
06-02 14:27BTCBuy69491.5→67764.7-12.88stop_loss
06-02 12:31BTCBuy70880.5→69137-12.82stop_loss
05-31 23:14BTCBuy73878.7→73922.3-0.14timeout
05-31 03:24BTCBuy73856.7→74144.3+1.47timeout
05-29 19:48BTCBuy73376.7→73616.3+1.16timeout

Paper vs Live

Paper (trades.jsonl)
94
closed
43%
win rate
-219.90
total pnl ($)
-46.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9443%-46.6-219.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems