deribit_basis_zscore_fear_long_v11

not live
46
closed trades
50%
win rate
-109.92
total pnl ($)
0.900
weight
7d window — n=13 wr=54% pnl=-54.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:12BTCBuy59196→60385+9.57timeout
06-27 00:31BTCBuy59741→59911+0.96timeout
06-25 13:46BTCBuy61058.1→59553.2-12.73stop_loss
06-25 13:45BTCBuy61327.1→59818.1-12.75stop_loss
06-24 13:57BTCBuy62762.1→61218.3-12.75stop_loss
06-24 13:47BTCBuy62828.1→61281.3-12.76stop_loss
06-24 12:02BTCBuy62535.1→62849.9+2.06timeout
06-23 08:17BTCBuy63987.2→62411.7-12.78stop_loss
06-23 06:22BTCBuy64090.2→62513.6-12.78stop_loss
06-22 18:10BTCBuy63964.2→64653.8+4.87timeout
06-22 02:09BTCBuy64218.2→64504.8+1.69timeout
06-21 13:39BTCBuy63428.2→64008.8+4.20timeout
06-21 01:39BTCBuy63587.2→64210.8+4.40timeout
06-20 13:31BTCBuy62794.1→63348.8+3.92timeout
06-20 00:40BTCBuy63004.2→63509.8+3.56timeout
06-18 15:53BTCBuy64006.2→62431.6-12.61stop_loss
06-18 05:03BTCBuy65331.3→63717.9-12.81stop_loss
06-17 07:56BTCBuy66333.3→65350.7-7.81timeout
06-16 19:44BTCBuy66688.3→65620.7-8.55timeout
06-16 07:39BTCBuy65728.3→66342.7+4.29timeout
06-15 13:00BTCBuy63789.2→66590.7+21.52take_profit
06-15 07:32BTCBuy64302.2→65812.7+11.28timeout
06-14 19:29BTCBuy64157.2→63776.8-3.48timeout
06-14 07:29BTCBuy63778.2→64337.8+3.94timeout
06-13 19:29BTCBuy63723.2→64147.8+2.88timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-12 08:33BTCBuy62921.1→63461.8+3.76timeout
06-11 20:21BTCBuy61774.1→63480.8+13.23timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-09 15:55BTCBuy62613.1→61073.4-12.75stop_loss
06-09 13:36BTCBuy63735.2→62165.8-12.75stop_loss
06-09 09:30BTCBuy63354.2→62786.9-4.92timeout
06-08 22:10BTCBuy61859.1→63390.8+11.89timeout
06-08 09:41BTCBuy62505.1→63184.8+4.97timeout
06-07 21:24BTCBuy60893→61775.9+6.82timeout
06-07 09:16BTCBuy61238.1→62747.9+11.91timeout
06-06 04:13BTCBuy61631.1→60114.9-12.76stop_loss
06-05 13:56BTCBuy62436.1→60899.5-12.76stop_loss
06-05 06:21BTCBuy63056.2→61504.2-12.69stop_loss
06-05 06:03BTCBuy63618.2→62052.9-12.73stop_loss
06-04 00:29BTCBuy65167.3→63565-12.74stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-02 23:04BTCBuy67811.4→66142.6-12.76stop_loss
06-02 12:17BTCBuy70952.5→69207.9-12.80stop_loss
05-31 15:24BTCBuy73851.7→73719.3-1.39timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
50%
win rate
-109.92
total pnl ($)
-47.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4650%-47.5-109.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems