deribit_basis_zscore_fear_20_fee_40_long · strategy

closed trades

45%

win rate

-137.68

total pnl ($)

0.873

weight

7d window — n=15 wr=33% pnl=-58.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 64 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 13:00	BTC	Buy	59618→59961	+2.36	timeout
06-29 03:36	BTC	Buy	59962→59973	-0.37	timeout
06-28 20:38	BTC	Buy	60393→59678	-6.36	timeout
06-28 11:01	BTC	Buy	60195→60141	-0.92	timeout
06-28 04:53	BTC	Buy	60785→60140	-5.76	timeout
06-27 06:40	BTC	Buy	59744→60407	+5.10	timeout
06-27 00:29	BTC	Buy	59651→60010	+2.55	timeout
06-26 18:23	BTC	Buy	59982→59997	-0.38	timeout
06-26 08:05	BTC	Buy	59624→60329	+5.49	timeout
06-25 13:53	BTC	Buy	60716→58773.7	-16.40	stop_loss
06-25 13:45	BTC	Buy	61732.1→59844.1	-15.73	stop_loss
06-25 08:21	BTC	Buy	60682→61709.9	+8.01	timeout
06-24 17:21	BTC	Buy	61174.1→59302.4	-15.73	stop_loss
06-23 06:57	BTC	Buy	64350.2→62913.9	-11.62	timeout
06-23 00:42	BTC	Buy	65099.3→64015.8	-8.76	timeout
06-21 15:35	BTC	Buy	64332.2→64164.8	-1.72	timeout
06-21 09:31	BTC	Buy	63909.2→64043.8	+0.53	timeout
06-21 03:30	BTC	Buy	64157.2→64327.8	+0.88	timeout
06-20 05:14	BTC	Buy	62951.1→63827.8	+6.52	timeout
06-19 20:32	BTC	Buy	62655.1→63025.8	+2.49	timeout
06-19 15:13	BTC	Buy	62770.1→63137.8	+2.53	timeout
06-19 08:52	BTC	Buy	63073.2→62631.9	-3.88	timeout
06-18 18:41	BTC	Buy	64062.2→62688.9	-11.06	timeout
06-18 04:00	BTC	Buy	65792.3→64251.8	-12.17	timeout
06-17 21:05	BTC	Buy	64965.2→64308.8	-5.49	timeout
06-16 06:07	BTC	Buy	66828.3→66107.7	-5.80	timeout
06-15 23:37	BTC	Buy	66142.3→66127.7	-0.55	timeout
06-14 19:21	BTC	Buy	64312.2→63787.8	-4.55	timeout
06-14 11:29	BTC	Buy	64456.2→64546.8	+0.26	timeout
06-14 05:12	BTC	Buy	63942.2→64317.8	+2.49	timeout
06-13 23:08	BTC	Buy	63862.2→64437.8	+4.05	timeout
06-13 16:44	BTC	Buy	63607.2→64014.8	+2.75	timeout
06-13 10:25	BTC	Buy	63602.2→63748.8	+0.66	timeout
06-12 21:23	BTC	Buy	63634.2→63534.8	-1.25	timeout
06-12 15:28	BTC	Buy	63392.2→64241.8	+6.21	timeout
06-12 08:17	BTC	Buy	63510.2→63363.8	-1.66	timeout
06-11 02:57	BTC	Buy	61821.1→62181.9	+2.44	timeout
06-10 20:51	BTC	Buy	61274.1→61738.9	+3.32	timeout
06-10 04:10	BTC	Buy	60976→62016.9	+8.14	timeout
06-09 16:40	BTC	Buy	62654.1→60734.6	-15.80	stop_loss
06-09 14:50	BTC	Buy	62687.1→61182.9	-12.46	timeout
06-09 08:35	BTC	Buy	63248.2→62889.9	-3.29	timeout
06-09 00:26	BTC	Buy	62992.1→62825.9	-1.80	timeout
06-08 16:12	BTC	Buy	62896.1→63878.8	+7.30	timeout
06-08 10:06	BTC	Buy	61728.1→63425.8	+13.30	timeout
06-07 17:13	BTC	Buy	61838.1→62280.9	+3.13	timeout
06-07 10:12	BTC	Buy	60617→62410.9	+14.35	timeout
06-07 03:08	BTC	Buy	60660→61451.9	+6.05	timeout
06-06 13:51	BTC	Buy	60939→60785	-1.70	timeout
06-06 06:56	BTC	Buy	59353→60771	+11.48	timeout
06-05 18:21	BTC	Buy	61544.1→60443	-9.43	timeout
06-05 15:39	BTC	Buy	61991.1→60070.9	-15.93	stop_loss
06-05 06:21	BTC	Buy	63469.2→61516.1	-15.81	stop_loss
06-04 22:30	BTC	Buy	62523.1→63288.8	+5.70	timeout
06-04 17:23	BTC	Buy	63796.2→63191.8	-5.23	timeout
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:55	BTC	Buy	66885.3→64836.3	-15.78	stop_loss
06-03 17:36	BTC	Buy	66863.3→66101.7	-6.18	timeout
06-03 11:04	BTC	Buy	66251.3→67209.6	+6.71	timeout
06-03 03:20	BTC	Buy	67645.4→66391.7	-9.72	timeout
06-02 14:10	BTC	Buy	70395.5→68227.5	-15.87	stop_loss
05-31 03:09	BTC	Buy	73865.7→74046.3	+0.74	timeout
05-29 20:04	BTC	Buy	73664.7→73496.3	-1.62	timeout
05-29 02:38	BTC	Buy	72866.6→73421.3	+3.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-137.68

total pnl ($)

-42.9 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	64	45%	-42.9	-137.68

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 14:39	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…