deribit_basis_zscore_extreme_short_fear_dom_v3 · strategy

closed trades

47%

win rate

+99.42

total pnl ($)

1.531

weight

7d window — n=23 wr=43% pnl=+47.13 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:43	BTC	Sell	59915→60416	-4.62	timeout
06-27 00:58	BTC	Sell	59225→60015	-7.11	timeout
06-26 18:21	BTC	Sell	59811→60007	-2.02	timeout
06-26 11:43	BTC	Sell	59961→59378	+4.43	timeout
06-26 05:21	BTC	Sell	59454→59915	-4.33	timeout
06-25 13:55	BTC	Sell	61137.9→58452.9	+21.50	take_profit
06-25 13:53	BTC	Sell	61630.9→58924.9	+21.47	take_profit
06-25 12:11	BTC	Sell	61046.9→61210.1	-1.83	timeout
06-24 20:06	BTC	Sell	59207→60669.4	-12.81	stop_loss
06-24 17:20	BTC	Sell	62151.9→59406	+21.61	take_profit
06-24 16:51	BTC	Sell	62714.9→59893	+21.96	take_profit
06-24 08:31	BTC	Sell	62454.9→62682.1	-2.26	timeout
06-23 20:20	BTC	Sell	62369.9→62470.1	-1.26	timeout
06-23 03:43	BTC	Sell	65037.7→63956.2	+7.88	timeout
06-22 22:42	BTC	Sell	64070.8→63891.2	+0.95	timeout
06-22 14:00	BTC	Sell	64040.8→65620.1	-12.79	stop_loss
06-22 10:27	BTC	Sell	63736.8→64151.2	-3.63	timeout
06-22 04:23	BTC	Sell	64200.8→63977.2	+1.30	timeout
06-21 22:17	BTC	Sell	64235.8→63674.2	+3.96	timeout
06-21 16:20	BTC	Sell	64488.8→64160.2	+2.07	timeout
06-21 09:51	BTC	Sell	64056.8→64148.2	-1.20	timeout
06-21 03:25	BTC	Sell	64185.8→64400.2	-2.12	timeout
06-20 21:10	BTC	Sell	63453.8→63909.2	-4.03	timeout
06-20 14:56	BTC	Sell	63320.8→63928.2	-5.22	timeout
06-20 08:35	BTC	Sell	63026.8→63446.2	-3.74	timeout
06-20 02:11	BTC	Sell	63033.8→63476.2	-3.97	timeout
06-19 19:24	BTC	Sell	62744.9→62987.1	-2.36	timeout
06-19 13:31	BTC	Sell	62924.9→62794.1	+0.54	timeout
06-19 07:20	BTC	Sell	62657.9→62699.1	-0.80	timeout
06-19 01:34	BTC	Sell	64112.8→62833.1	+9.48	timeout
06-18 19:24	BTC	Sell	64221.8→62730.1	+11.06	timeout
06-18 13:24	BTC	Sell	64649.8→64298.2	+2.27	timeout
06-18 07:30	BTC	Sell	64405.8→64267.2	+0.62	timeout
06-18 01:29	BTC	Sell	64906.8→64642.2	+1.62	timeout
06-17 19:29	BTC	Sell	65517.7→64503.2	+7.31	timeout
06-17 13:14	BTC	Sell	65738.7→65083.3	+4.56	timeout
06-17 07:08	BTC	Sell	65708.7→65574.3	+0.59	timeout
06-17 01:01	BTC	Sell	66424.7→65717.3	+4.90	timeout
06-16 19:00	BTC	Sell	66406.7→65824.3	+3.97	timeout
06-16 00:57	BTC	Sell	66550.7→66233.3	+1.92	timeout
06-15 18:09	BTC	Sell	65842.7→66772.3	-7.45	timeout
06-15 09:20	BTC	Sell	64731.8→65738.3	-8.23	timeout
06-14 23:18	BTC	Sell	64521.8→65589.3	-8.70	timeout
06-14 17:16	BTC	Sell	64342.8→63951.2	+2.63	timeout
06-14 11:15	BTC	Sell	64423.8→64548.2	-1.41	timeout
06-14 05:12	BTC	Sell	63945.8→64323.2	-3.41	timeout
06-13 22:45	BTC	Sell	63834.8→64492.2	-5.58	timeout
06-13 16:42	BTC	Sell	63586.8→64039.2	-4.01	timeout
06-13 09:33	BTC	Sell	63548.8→63797.2	-2.36	timeout
06-12 23:24	BTC	Sell	63808.8→63426.2	+2.57	timeout
06-12 17:48	BTC	Sell	63332.8→63835.2	-4.41	timeout
06-12 11:40	BTC	Sell	63664.8→63686.2	-0.58	timeout
06-12 05:36	BTC	Sell	63177.8→63438.2	-2.48	timeout
06-11 19:06	BTC	Sell	62642.9→63459.2	-6.90	timeout
06-11 04:01	BTC	Sell	62518.9→62604.1	-1.06	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 03:08	BTC	Sell	61560.9→62023.1	-4.26	timeout
06-09 19:43	BTC	Sell	63161.8→61848.1	+10.00	timeout
06-09 08:06	BTC	Sell	63394.8→62966.1	+2.96	timeout
06-09 02:02	BTC	Sell	63682.8→62810.1	+6.39	timeout
06-08 19:59	BTC	Sell	63278.8→63361.2	-1.08	timeout
06-08 13:55	BTC	Sell	63083.8→63721.2	-5.48	timeout
06-07 22:14	BTC	Sell	61747.9→63268.8	-12.77	stop_loss
06-07 22:13	BTC	Sell	61161.9→62678.5	-12.85	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 08:48	BTC	Sell	61470.9→62984.6	-12.77	stop_loss
06-07 05:18	BTC	Sell	60571→62069.1	-12.83	stop_loss
06-07 01:34	BTC	Sell	60750→61523.1	-6.78	timeout
06-06 10:16	BTC	Sell	61466.9→60689	+5.90	timeout
06-06 03:21	BTC	Sell	60644→60834	-2.01	timeout
06-05 16:04	BTC	Sell	62592.9→60217	+18.54	timeout
06-05 15:39	BTC	Sell	62971.9→60207	+21.49	take_profit
06-05 09:19	BTC	Sell	63607.8→63026.2	+4.11	timeout
06-05 03:47	BTC	Sell	63721.8→62774.1	+6.96	timeout
06-04 16:55	BTC	Sell	64400.8→63590.2	+5.89	timeout
06-04 14:08	BTC	Sell	62813.9→64360.4	-12.77	stop_loss
06-04 01:55	BTC	Sell	64990.8→62137.1	+21.50	take_profit
06-04 00:25	BTC	Sell	66851.7→63916.2	+21.50	take_profit
06-03 16:38	BTC	Sell	66346.7→65832.3	+3.46	timeout
06-03 11:46	BTC	Sell	66680.7→67097.4	-3.51	timeout
06-03 04:08	BTC	Sell	67549.6→66298.3	+8.82	timeout
06-02 14:27	BTC	Sell	70844.5→67733.4	+21.53	take_profit
06-01 03:49	BTC	Sell	73629.3→73876.7	-2.10	timeout
05-31 19:26	BTC	Sell	73874.3→73455.7	+2.39	timeout
05-31 07:46	BTC	Sell	74022.3→73868.7	+0.66	timeout
05-30 02:52	BTC	Sell	72952.4→73716.7	-5.67	timeout
05-29 19:48	BTC	Sell	73369.3→73626.7	-2.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+99.42

total pnl ($)

+22.7 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	87	47%	+22.7	+99.42

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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