deribit_basis_zscore_extreme_long_fee_fear

not live
44
closed trades
45%
win rate
-117.71
total pnl ($)
0.815
weight
7d window — n=16 wr=50% pnl=-67.46  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:15BTCBuy59330→59940+4.64timeout
06-26 12:43BTCBuy60390→58903.6-12.77stop_loss
06-25 13:48BTCBuy60891→59392.3-12.72stop_loss
06-25 13:48BTCBuy61007.1→59506.3-12.69stop_loss
06-24 17:47BTCBuy60588→59097.5-12.74stop_loss
06-24 13:57BTCBuy62766.1→61219.3-12.77stop_loss
06-24 13:03BTCBuy62222.1→62425.9+1.18timeout
06-24 06:29BTCBuy62742.1→62808.9+0.03timeout
06-23 08:17BTCBuy63975.2→62401.7-12.75stop_loss
06-23 06:21BTCBuy64142.2→62560.6-12.80stop_loss
06-23 02:42BTCBuy64524.2→64177.8-3.14timeout
06-22 20:50BTCBuy63708.2→64438.8+5.27timeout
06-22 14:34BTCBuy63981.2→65011.7+7.50timeout
06-22 07:27BTCBuy64169.2→64246.8+0.13timeout
06-21 05:54BTCBuy63666.2→64202.8+3.76timeout
06-20 01:16BTCBuy63045.2→63404.8+2.40timeout
06-17 19:39BTCBuy65836.3→64217.7-12.78stop_loss
06-17 14:25BTCBuy65647.3→65236.7-3.59timeout
06-17 06:59BTCBuy66412.3→65592.7-6.65timeout
06-16 03:10BTCBuy65603.3→65756.7+0.72timeout
06-15 13:06BTCBuy63812.2→66613.7+21.51take_profit
06-15 13:04BTCBuy64330.2→66517.7+16.57timeout
06-15 07:02BTCBuy64268.2→65696.7+10.65timeout
06-14 08:21BTCBuy63777.2→64480.8+5.04timeout
06-12 07:05BTCBuy62642.1→63083.8+3.03timeout
06-11 09:43BTCBuy61281.1→62887.9+12.52timeout
06-10 14:26BTCBuy61792.1→62030.9+1.45timeout
06-09 14:16BTCBuy63430.2→61868-12.77stop_loss
06-09 00:10BTCBuy63174.2→63025.8-1.64timeout
06-08 17:55BTCBuy62154.1→63438.8+9.78timeout
06-08 11:51BTCBuy62595.1→63439.8+6.28timeout
06-08 05:51BTCBuy61693.1→62562.9+6.60timeout
06-07 22:14BTCBuy60809→63479.8+21.52take_profit
06-06 04:13BTCBuy61633.1→60116.9-12.76stop_loss
06-05 13:57BTCBuy62359.1→60825.5-12.75stop_loss
06-05 06:16BTCBuy63444.2→61883.9-12.74stop_loss
06-04 09:29BTCBuy64355.2→62772.5-12.74stop_loss
06-03 16:24BTCBuy67266.4→65611.9-12.77stop_loss
06-02 12:30BTCBuy70914.5→69161.9-12.87stop_loss
06-01 15:29BTCBuy72825.6→71034.9-12.78stop_loss
06-01 15:25BTCBuy73474.7→71098.9-16.70stop_loss
06-01 15:25BTCBuy73646.7→71098.9-17.90stop_loss
05-30 08:18BTCBuy73700.7→73479.3-1.99timeout
05-29 21:42BTCBuy73859.7→73561.3-2.51timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
45%
win rate
-117.71
total pnl ($)
-53.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4445%-53.0-117.71

Recent bounces (last 20 of 3)

timesymsidereason
06-26 01:50BTCBuybelow_min_notional_skip
06-25 14:28BTCBuybelow_min_notional_skip
06-24 21:57BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems