deribit_basis_zscore_fear_contrarian_long · strategy

150

closed trades

39%

win rate

-520.60

total pnl ($)

0.464

weight

7d window — n=31 wr=32% pnl=-106.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:55	BTC	Buy	60146→60051	-1.39	timeout
06-29 07:50	BTC	Buy	60231→60065	-1.83	timeout
06-28 22:53	BTC	Buy	60371→58877.6	-12.83	stop_loss
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.75	timeout
06-28 09:22	BTC	Buy	60309→60294	-0.59	timeout
06-28 08:08	BTC	Buy	60457→60163	-2.92	timeout
06-28 07:04	BTC	Buy	60307→60090	-2.23	timeout
06-27 20:52	BTC	Buy	59748→60259	+3.89	timeout
06-27 19:43	BTC	Buy	59904→60166	+1.79	timeout
06-27 03:47	BTC	Buy	59621→60275	+5.04	timeout
06-26 19:50	BTC	Buy	59224→59837	+4.62	timeout
06-26 16:48	BTC	Buy	59279→60066	+6.09	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-26 14:00	BTC	Buy	58534.9→60088	+12.76	timeout
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58527.8	-12.99	stop_loss
06-25 13:53	BTC	Buy	60254→58766.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58766.7	-12.81	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 16:51	BTC	Buy	61315.1→59803.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62675.1→61132.4	-12.76	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 11:36	BTC	Buy	62538.1→62434.9	-1.29	timeout
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 06:22	BTC	Buy	64094.2→62517.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64137.2→62559.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64251.2→62665.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64293.2→62709.5	-12.79	stop_loss
06-23 01:47	BTC	Buy	64459.2→63930.8	-4.52	timeout
06-22 22:32	BTC	Buy	63669.2→63976.8	+1.96	timeout
06-22 21:29	BTC	Buy	63674.2→64275.8	+4.27	timeout
06-22 07:16	BTC	Buy	64228.2→64217.8	-0.56	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 00:42	BTC	Buy	64286.2→63906.8	-3.41	timeout
06-21 15:50	BTC	Buy	64119.2→64214.8	+0.34	timeout
06-21 14:27	BTC	Buy	63331.2→64013.8	+5.00	timeout
06-21 06:29	BTC	Buy	63676.2→64265.8	+4.17	timeout
06-21 05:22	BTC	Buy	63693.2→64215.8	+3.66	timeout
06-20 22:26	BTC	Buy	63283.2→64142.8	+6.34	timeout
06-20 02:37	BTC	Buy	62911.1→63353.8	+3.08	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:53	BTC	Buy	64035.2→62458.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64281.2→62700.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64336.2→62750.5	-12.49	stop_loss
06-18 15:39	BTC	Buy	64388.2→62804.4	-12.63	stop_loss
06-17 22:03	BTC	Buy	65556.3→63943.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65735.3→64113.7	-12.78	stop_loss
06-17 19:41	BTC	Buy	65765.3→64147.7	-12.76	stop_loss
06-17 16:35	BTC	Buy	65726.3→65999.7	+1.56	timeout
06-17 08:39	BTC	Buy	66541.3→64903.3	-12.79	stop_loss
06-17 08:31	BTC	Buy	66738.3→65091.2	-12.82	stop_loss
06-16 20:18	BTC	Buy	66503.3→65736.7	-6.30	timeout
06-16 18:21	BTC	Buy	66817.3→65973.7	-6.85	timeout
06-16 15:23	BTC	Buy	66629.3→65766.7	-7.00	timeout
06-16 11:00	BTC	Buy	65890.3→66476.7	+3.91	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-15 13:46	BTC	Buy	64324.2→66497.7	+16.46	timeout
06-15 13:16	BTC	Buy	63876.2→66680.7	+21.52	take_profit
06-15 12:42	BTC	Buy	64327.2→66418.7	+15.83	timeout
06-15 09:36	BTC	Buy	64442.2→65538.7	+8.06	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 11:45	BTC	Buy	63882.2→64577.8	+5.00	timeout
06-14 10:36	BTC	Buy	63822.2→64612.8	+5.72	timeout
06-14 08:50	BTC	Buy	63817.2→64445.8	+4.43	timeout
06-14 07:50	BTC	Buy	63799.2→64406.8	+4.30	timeout
06-14 01:50	BTC	Buy	63776.2→64611.8	+6.13	timeout
06-13 10:44	BTC	Buy	63646.2→63848.8	+1.05	timeout
06-13 09:35	BTC	Buy	63874.2→63785.8	-1.23	timeout
06-13 08:26	BTC	Buy	63451.2→63780.8	+2.04	timeout
06-13 07:25	BTC	Buy	62994.1→63704.8	+5.18	timeout
06-12 11:09	BTC	Buy	63087.2→63752.8	+4.75	timeout
06-12 10:03	BTC	Buy	62858.1→63678.8	+5.98	timeout
06-12 09:04	BTC	Buy	62889.1→63408.8	+3.61	timeout
06-12 07:51	BTC	Buy	62676.1→62987.9	+2.00	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:36	BTC	Buy	61222.1→62310.9	+8.35	timeout
06-10 15:35	BTC	Buy	61303.1→62292.9	+7.57	timeout
06-10 14:41	BTC	Buy	61487.1→61996.9	+3.66	timeout
06-10 13:39	BTC	Buy	62195.1→62122.9	-1.04	timeout
06-09 15:57	BTC	Buy	62534.1→60996.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62603.1→61061.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 12:25	BTC	Buy	62965.1→62713.9	-2.40	timeout
06-09 01:50	BTC	Buy	63006.2→62747.9	-2.49	timeout
06-08 23:26	BTC	Buy	63166.2→63095.8	-1.03	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

39%

win rate

-520.60

total pnl ($)

-69.2 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	150	39%	-69.2	-520.60

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…