deribit_basis_zscore_fear_long_v12

not live
23
closed trades
48%
win rate
-54.02
total pnl ($)
1.067
weight
7d window — n=7 wr=57% pnl=-3.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:36BTCBuy64290.2→64179.8-1.38timeout
06-20 22:25BTCBuy63272.2→64152.8+6.51timeout
06-19 19:57BTCBuy62939.1→63018.8+0.15timeout
06-18 15:39BTCBuy64387.2→62794.4-12.54stop_loss
06-17 19:39BTCBuy65601.3→64271.8-10.61timeout
06-16 08:29BTCBuy65658.3→66514.7+6.15timeout
06-15 08:26BTCBuy64452.2→65596.7+8.42timeout
06-14 08:24BTCBuy63742.2→64465.8+5.20timeout
06-13 08:25BTCBuy63466.2→63746.8+1.66timeout
06-12 08:27BTCBuy62885.1→63466.8+4.08timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-09 13:36BTCBuy63687.2→62106.8-12.84stop_loss
06-08 21:25BTCBuy61796.1→63666.8+14.65timeout
06-07 21:03BTCBuy60710→61745.9+8.10timeout
06-06 04:12BTCBuy61654.1→60136.9-12.76stop_loss
06-05 06:03BTCBuy63505.2→61936.9-12.77stop_loss
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-03 03:43BTCBuy67543.4→65882.7-12.75stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 15:25BTCBuy73639.7→71111.9-17.76stop_loss
05-31 16:55BTCBuy73896.7→73517.3-3.08timeout
05-30 14:15BTCBuy73016.7→73907.3+5.54timeout
05-29 13:26BTCBuy73090.7→72957.4-1.38timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
48%
win rate
-54.02
total pnl ($)
-46.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2348%-46.5-54.02

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems