deribit_basis_zscore_extreme_short_fear_dom_v2

not live
73
closed trades
44%
win rate
+60.90
total pnl ($)
1.556
weight
7d window — n=19 wr=47% pnl=+47.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 02:26BTCSell60590→60061+3.92timeout
06-27 19:54BTCSell60467→60184+1.87timeout
06-26 23:57BTCSell59321→60050-6.58timeout
06-26 11:25BTCSell60134→59439+5.36timeout
06-26 05:12BTCSell59289→59913-5.71timeout
06-25 13:54BTCSell61579.9→58502.9+24.50take_profit
06-25 11:15BTCSell60868→61364.1-4.52timeout
06-25 04:48BTCSell60011→60996-8.67timeout
06-24 17:46BTCSell62329.9→59218+24.47take_profit
06-24 11:22BTCSell62569.9→62323.1+1.53timeout
06-24 05:13BTCSell62460.9→62789.1-3.05timeout
06-23 16:51BTCSell63674.8→62490.1+8.85timeout
06-23 10:46BTCSell63865.8→62231.1+12.25timeout
06-23 03:26BTCSell64974.8→64039.2+6.75timeout
06-22 21:04BTCSell64202.8→64413.2-2.08timeout
06-22 14:48BTCSell64391.8→64898.2-4.33timeout
06-22 08:40BTCSell63965.8→64093.2-1.40timeout
06-22 02:28BTCSell64005.8→64564.2-4.77timeout
06-21 19:25BTCSell64161.8→64192.2-0.70timeout
06-20 18:43BTCSell63715.8→63814.2-1.23timeout
06-20 12:42BTCSell63527.8→63587.2-0.89timeout
06-20 00:37BTCSell62448.9→63688.2-10.37timeout
06-19 18:33BTCSell62817.9→63108.2-2.75timeout
06-19 07:04BTCSell62639.9→62817.1-1.89timeout
06-19 02:06BTCSell63822.8→63086.2+5.27timeout
06-18 13:20BTCSell64612.8→64346.2+1.61timeout
06-18 07:34BTCSell64398.8→64255.2+0.68timeout
06-17 19:41BTCSell65510.7→64224.2+9.36timeout
06-17 13:36BTCSell65587.7→65040.3+3.73timeout
06-17 01:07BTCSell66314.7→65767.3+3.68timeout
06-16 19:02BTCSell66370.7→65726.3+4.45timeout
06-15 22:14BTCSell65720.7→66357.3-5.27timeout
06-15 16:03BTCSell65808.7→67129.4-10.45timeout
06-14 23:42BTCSell64591.8→65593.3-8.20timeout
06-14 23:28BTCSell63780.8→65736.1-15.78stop_loss
06-14 17:39BTCSell64320.8→63736.2+4.14timeout
06-14 05:13BTCSell63955.8→64315.2-3.27timeout
06-13 23:08BTCSell63855.8→64444.2-5.05timeout
06-13 16:44BTCSell63600.8→64021.2-3.75timeout
06-13 09:33BTCSell63516.8→63803.2-2.66timeout
06-12 21:43BTCSell63857.8→63544.2+2.03timeout
06-12 15:40BTCSell63436.8→63914.2-4.17timeout
06-12 08:57BTCSell63367.8→63451.2-1.07timeout
06-12 01:57BTCSell62957.9→63360.2-3.59timeout
06-11 04:09BTCSell62414.9→62573.1-1.65timeout
06-10 20:17BTCSell61674.9→61779.1-1.26timeout
06-10 03:08BTCSell61560.9→62023.1-4.26timeout
06-09 19:43BTCSell63162.8→61848.1+10.00timeout
06-09 08:07BTCSell63347.8→62879.1+3.29timeout
06-09 02:03BTCSell63692.8→62820.1+6.39timeout
06-08 19:59BTCSell63268.8→63371.2-1.24timeout
06-08 13:55BTCSell63112.8→63732.2-5.33timeout
06-07 22:14BTCSell61161.9→63034.7-15.76stop_loss
06-07 19:43BTCSell62160.9→61211.1+7.16timeout
06-07 13:48BTCSell61505.9→61710.1-2.10timeout
06-07 07:39BTCSell60558→62188.1-13.93timeout
06-07 01:33BTCSell60706→61504.1-6.99timeout
06-06 10:16BTCSell61497.9→60683+6.20timeout
06-06 03:20BTCSell60650→60836-1.98timeout
06-05 16:05BTCSell62578.9→60153+18.94timeout
06-05 09:17BTCSell63710.8→62987.1+5.22timeout
06-04 21:44BTCSell62857.9→63458.2-5.23timeout
06-04 16:55BTCSell64400.8→63590.2+5.89timeout
06-04 02:02BTCSell64990.8→61747.1+24.50take_profit
06-03 16:40BTCSell66338.7→65855.3+3.22timeout
06-03 11:27BTCSell66350.7→67297.4-7.52timeout
06-03 03:59BTCSell67295.6→65815.3+10.55timeout
06-02 15:10BTCSell71006.4→67928.4+21.24timeout
06-02 08:05BTCSell71517.4→69999.5+10.24timeout
06-01 03:25BTCSell73721.3→73933.7-1.85timeout
05-31 19:06BTCSell73966.3→73584.7+2.16timeout
05-30 02:53BTCSell73060.3→73736.7-5.06timeout
05-29 19:48BTCSell73368.3→73625.7-2.17timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
44%
win rate
+60.90
total pnl ($)
+16.5 bps
avg bps net
Live (dry_run=0)
1
closed
100%
win rate
+2.73
total pnl ($)
-209.6 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7344%+16.5+60.90

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems