deribit_basis_zscore_fear_long_v1 · strategy

151

closed trades

39%

win rate

-480.87

total pnl ($)

0.417

weight

7d window — n=32 wr=31% pnl=-104.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:18	BTC	Buy	60037→59387	-5.82	timeout
06-30 07:09	BTC	Buy	59986→59439	-4.99	timeout
06-30 03:09	BTC	Buy	60080→59875	-2.08	timeout
06-29 21:15	BTC	Buy	59653→60358	+5.31	timeout
06-29 05:51	BTC	Buy	59937→59926	-0.57	timeout
06-29 04:44	BTC	Buy	60145→59765	-3.62	timeout
06-29 01:39	BTC	Buy	60188→59454	-6.58	timeout
06-28 20:06	BTC	Buy	60230→59502	-6.47	timeout
06-28 19:04	BTC	Buy	60565→59431	-9.80	timeout
06-28 04:25	BTC	Buy	60438→60202	-2.41	timeout
06-28 02:54	BTC	Buy	60325→60133	-2.04	timeout
06-28 00:07	BTC	Buy	60092→60071	-0.55	timeout
06-27 19:54	BTC	Buy	59842→60179	+2.41	timeout
06-27 18:50	BTC	Buy	59635→60496	+6.79	timeout
06-26 20:29	BTC	Buy	59618→59740	+0.49	timeout
06-26 19:21	BTC	Buy	59210→59918	+5.42	timeout
06-26 18:19	BTC	Buy	59652→59979	+2.17	timeout
06-26 16:06	BTC	Buy	59563→60385	+6.34	timeout
06-26 14:45	BTC	Buy	59474→59535	-0.09	timeout
06-25 18:50	BTC	Buy	59404→59441	-0.12	timeout
06-25 17:51	BTC	Buy	59388→59480	+0.36	timeout
06-25 13:57	BTC	Buy	59723→58253.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60379→58893.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60645→59153.4	-12.67	stop_loss
06-24 16:51	BTC	Buy	61303.1→59723.1	-13.32	stop_loss
06-24 14:13	BTC	Buy	62672.1→61126.4	-12.73	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:44	BTC	Buy	62951.1→61397.2	-12.79	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 08:19	BTC	Buy	62407.1→62661.9	+1.52	timeout
06-24 07:32	BTC	Buy	62907.1→62639.9	-2.65	timeout
06-23 08:17	BTC	Buy	63947.2→62374.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63970.2→62395.7	-12.77	stop_loss
06-23 06:22	BTC	Buy	64089.2→62508.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64163.2→62559.6	-12.97	stop_loss
06-23 06:21	BTC	Buy	64278.2→62697.5	-12.77	stop_loss
06-23 00:06	BTC	Buy	63448.2→64010.8	+4.00	timeout
06-22 22:04	BTC	Buy	63763.2→64347.8	+4.13	timeout
06-22 07:27	BTC	Buy	64166.2→64248.8	+0.24	timeout
06-22 04:37	BTC	Buy	64484.2→63969.8	-4.46	timeout
06-22 03:33	BTC	Buy	64309.2→64306.8	-0.52	timeout
06-21 23:29	BTC	Buy	64238.2→63604.8	-5.30	timeout
06-21 21:23	BTC	Buy	63918.2→63733.8	-1.89	timeout
06-21 02:47	BTC	Buy	63392.2→64209.8	+5.98	timeout
06-21 01:43	BTC	Buy	63514.2→64193.8	+4.85	timeout
06-21 00:39	BTC	Buy	63556.2→64281.8	+5.20	timeout
06-20 22:26	BTC	Buy	63280.2→64145.8	+6.39	timeout
06-20 18:26	BTC	Buy	63120.2→63830.8	+5.19	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:21	BTC	Buy	63118.2→62967.9	-1.68	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.76	timeout
06-18 15:37	BTC	Buy	64436.2→62846.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64461.2→62874.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64505.2→62897.4	-12.89	stop_loss
06-18 15:37	BTC	Buy	64483.2→62897.4	-12.72	stop_loss
06-18 15:05	BTC	Buy	65114.3→63513.1	-12.73	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65646.3→64031.8	-12.76	stop_loss
06-17 19:41	BTC	Buy	65773.3→64153.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65919.3→64259.6	-13.04	stop_loss
06-17 17:10	BTC	Buy	65744.3→65886.7	+0.57	timeout
06-17 15:59	BTC	Buy	65854.3→65726.7	-1.36	timeout
06-17 06:56	BTC	Buy	66493.3→65599.7	-7.20	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.18	timeout
06-17 00:31	BTC	Buy	66246.3→65659.7	-4.95	timeout
06-16 15:45	BTC	Buy	66897.3→65762.7	-9.01	timeout
06-16 13:07	BTC	Buy	66631.3→66309.7	-2.94	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-16 04:12	BTC	Buy	65742.3→66133.7	+2.57	timeout
06-15 21:23	BTC	Buy	64748.2→66503.7	+13.05	timeout
06-15 13:28	BTC	Buy	64291.2→66818.7	+19.23	timeout
06-15 12:25	BTC	Buy	64479.2→66267.7	+13.43	timeout
06-15 05:38	BTC	Buy	64308.2→65694.7	+10.31	timeout
06-15 03:34	BTC	Buy	64507.2→65695.7	+8.73	timeout
06-14 20:05	BTC	Buy	64242.2→63795.8	-3.97	timeout
06-14 12:37	BTC	Buy	64003.2→64321.8	+2.05	timeout
06-14 11:33	BTC	Buy	63908.2→64585.8	+4.85	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:49	BTC	Buy	63789.2→64602.8	+5.96	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 12:35	BTC	Buy	63501.2→63995.8	+3.36	timeout
06-13 05:20	BTC	Buy	63494.2→63544.8	-0.04	timeout
06-13 03:03	BTC	Buy	63583.2→63661.8	+0.16	timeout
06-12 23:40	BTC	Buy	63683.2→63546.8	-1.57	timeout
06-12 17:36	BTC	Buy	63105.2→63811.8	+5.13	timeout
06-12 12:27	BTC	Buy	62755.1→63497.8	+5.40	timeout
06-12 04:56	BTC	Buy	62750.1→63682.8	+6.91	timeout
06-12 01:30	BTC	Buy	62161.1→63342.8	+8.94	timeout
06-11 22:22	BTC	Buy	61234.1→63584.8	+18.61	timeout
06-11 14:53	BTC	Buy	61856.1→62920.9	+8.06	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:11	BTC	Buy	61624.1→61855.9	+1.39	timeout
06-10 14:12	BTC	Buy	62099.1→62157.9	-0.00	timeout
06-09 15:55	BTC	Buy	62632.1→61087.4	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

151

closed

39%

win rate

-480.87

total pnl ($)

-63.5 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	151	39%	-63.5	-480.87

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…