deribit_basis_zscore_fear_btcdomlow_long · strategy

closed trades

43%

win rate

-255.54

total pnl ($)

0.762

weight

7d window — n=22 wr=36% pnl=-82.43 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:38	BTC	Buy	59902→59909	-0.40	timeout
06-28 20:38	BTC	Buy	60346→59677	-5.99	timeout
06-28 10:56	BTC	Buy	60177→60139	-0.79	timeout
06-28 04:54	BTC	Buy	60796→60131	-5.92	timeout
06-27 07:40	BTC	Buy	59939→60393	+3.31	timeout
06-27 01:01	BTC	Buy	59148→59992	+6.68	timeout
06-26 13:19	BTC	Buy	60348→58500.8	-15.77	stop_loss
06-26 12:18	BTC	Buy	59789→59566	-2.34	timeout
06-26 06:07	BTC	Buy	59630→59750	+0.56	timeout
06-25 13:48	BTC	Buy	61428.1→59540.2	-15.81	stop_loss
06-25 13:45	BTC	Buy	61686.1→59799.1	-15.72	stop_loss
06-25 11:57	BTC	Buy	61076.1→61230.9	+0.82	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 14:19	BTC	Buy	62770.1→60844.5	-15.78	stop_loss
06-24 14:19	BTC	Buy	62877.1→60946.5	-15.80	stop_loss
06-24 00:08	BTC	Buy	62460.1→62797.9	+2.27	timeout
06-23 17:48	BTC	Buy	63353.2→62469.9	-7.42	timeout
06-23 07:33	BTC	Buy	64405.2→62885.9	-12.26	timeout
06-23 01:23	BTC	Buy	65059.3→64170.8	-7.26	timeout
06-22 19:18	BTC	Buy	64188.2→64379.8	+1.02	timeout
06-22 13:07	BTC	Buy	63937.2→65044.7	+8.14	timeout
06-22 07:03	BTC	Buy	64234.2→63978.8	-2.45	timeout
06-22 01:07	BTC	Buy	64130.2→63926.8	-2.06	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:43	BTC	Buy	64286.2→64036.8	-2.36	timeout
06-21 04:00	BTC	Buy	64013.2→64391.8	+2.51	timeout
06-20 17:21	BTC	Buy	63698.2→63889.8	+1.05	timeout
06-20 01:26	BTC	Buy	62729.1→63392.8	+4.84	timeout
06-19 19:23	BTC	Buy	62763.1→62983.9	+1.29	timeout
06-19 13:19	BTC	Buy	63031.2→62666.9	-3.29	timeout
06-19 07:17	BTC	Buy	62686.1→62765.9	+0.21	timeout
06-18 19:16	BTC	Buy	64144.2→62662.9	-11.89	timeout
06-18 15:57	BTC	Buy	64324.2→62355.7	-15.77	stop_loss
06-18 13:18	BTC	Buy	64642.2→64357.8	-2.66	timeout
06-18 07:10	BTC	Buy	65112.3→63996.8	-9.02	timeout
06-18 01:09	BTC	Buy	64984.2→64690.8	-2.76	timeout
06-17 19:09	BTC	Buy	65583.3→65276.7	-2.83	timeout
06-17 13:02	BTC	Buy	65762.3→65026.7	-6.07	timeout
06-17 07:01	BTC	Buy	65803.3→65562.7	-2.29	timeout
06-17 01:00	BTC	Buy	66397.3→65688.7	-5.82	timeout
06-16 18:59	BTC	Buy	66411.3→65810.7	-5.01	timeout
06-16 09:24	BTC	Buy	66526.3→66619.7	+0.25	timeout
06-15 22:57	BTC	Buy	65835.3→66166.7	+2.04	timeout
06-15 16:01	BTC	Buy	65876.3→67165.6	+9.34	timeout
06-15 09:20	BTC	Buy	64769.2→65730.7	+6.98	timeout
06-14 19:02	BTC	Buy	64263.2→63780.8	-4.24	timeout
06-14 12:56	BTC	Buy	64534.2→64286.8	-2.37	timeout
06-14 06:29	BTC	Buy	64184.2→64319.8	+0.61	timeout
06-13 23:07	BTC	Buy	63853.2→64424.8	+4.01	timeout
06-13 16:50	BTC	Buy	63625.2→63901.8	+1.72	timeout
06-13 09:14	BTC	Buy	63575.2→63776.8	+1.09	timeout
06-13 00:02	BTC	Buy	63709.2→63580.8	-1.50	timeout
06-12 17:44	BTC	Buy	63372.2→63784.8	+2.80	timeout
06-12 11:42	BTC	Buy	63649.2→63744.8	+0.26	timeout
06-12 05:43	BTC	Buy	63298.2→63366.8	+0.07	timeout
06-11 04:01	BTC	Buy	62508.1→62561.9	-0.09	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61561.1→62016.9	+3.31	timeout
06-09 14:46	BTC	Buy	63175.2→61239.3	-15.78	stop_loss
06-09 08:14	BTC	Buy	63220.2→62882.9	-3.13	timeout
06-09 02:11	BTC	Buy	63756.2→62737.9	-8.43	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:00	BTC	Buy	63217.2→63704.8	+3.38	timeout
06-08 08:16	BTC	Buy	61458.1→63163.8	+13.39	timeout
06-08 02:01	BTC	Buy	61750.1→63109.8	+10.53	timeout
06-07 19:49	BTC	Buy	62225.1→61213.9	-8.56	timeout
06-07 13:48	BTC	Buy	61440.1→61728.9	+1.89	timeout
06-07 07:40	BTC	Buy	60547→62178.9	+13.04	timeout
06-07 01:33	BTC	Buy	60712→61492.9	+5.95	timeout
06-06 04:34	BTC	Buy	61414.1→59535.2	-15.75	stop_loss
06-06 03:32	BTC	Buy	60710→60598	-1.38	timeout
06-05 13:57	BTC	Buy	62688.1→60768.6	-15.76	stop_loss
06-05 13:51	BTC	Buy	63030.2→61095.4	-15.80	stop_loss
06-05 06:22	BTC	Buy	63348.2→61403.2	-15.78	stop_loss
06-05 04:05	BTC	Buy	63708.2→62609.9	-9.04	timeout
06-04 22:00	BTC	Buy	63108.2→63268.8	+0.84	timeout
06-04 17:24	BTC	Buy	63801.2→63142.8	-5.65	timeout
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 23:02	BTC	Buy	66654.3→64615.4	-15.80	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:52	BTC	Buy	66693.3→67061.6	+2.25	timeout
06-03 04:06	BTC	Buy	67409.4→66439.7	-7.65	timeout
06-02 14:23	BTC	Buy	70036.5→67894.6	-15.76	stop_loss
06-02 14:09	BTC	Buy	70886.5→68404.4	-17.98	stop_loss
05-31 07:48	BTC	Buy	74040.7→73851.3	-1.80	timeout
05-30 02:52	BTC	Buy	73014.7→73705.3	+4.26	timeout
05-29 19:48	BTC	Buy	73375.7→73620.3	+1.19	timeout
05-29 02:53	BTC	Buy	72919.6→73276.3	+1.93	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-255.54

total pnl ($)

-57.9 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	88	43%	-57.9	-255.54

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:44	BTC	Buy	circuit_breaker
06-28 15:38	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…