deribit_basis_zscore_fear_long_v14 · strategy

142

closed trades

37%

win rate

-549.60

total pnl ($)

0.250

weight

7d window — n=40 wr=32% pnl=-195.86 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60371→58871.6	-12.92	stop_loss
06-28 21:10	BTC	Buy	60332→59663	-6.01	timeout
06-28 20:07	BTC	Buy	60242→59508	-6.52	timeout
06-28 08:57	BTC	Buy	60439→60359	-1.11	timeout
06-28 07:53	BTC	Buy	60466→60175	-2.90	timeout
06-27 21:31	BTC	Buy	59870→60431	+4.30	timeout
06-27 20:25	BTC	Buy	59758→60223	+3.50	timeout
06-27 19:17	BTC	Buy	59942→60539	+4.56	timeout
06-26 19:02	BTC	Buy	59400→59666	+1.67	timeout
06-26 18:04	BTC	Buy	59613→60056	+3.15	timeout
06-26 17:03	BTC	Buy	59194→60109	+7.19	timeout
06-26 15:55	BTC	Buy	59453→60260	+6.25	timeout
06-26 14:58	BTC	Buy	59452→59576	+0.54	timeout
06-25 17:58	BTC	Buy	59383→59566	+1.12	timeout
06-25 13:58	BTC	Buy	59589→58120	-12.70	stop_loss
06-25 13:55	BTC	Buy	59869→58388.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-25 13:51	BTC	Buy	60583→59091.5	-12.69	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 14:19	BTC	Buy	62397.1→60841.5	-12.91	stop_loss
06-24 14:17	BTC	Buy	62545.1→61000.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62688.1→61146.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62697.1→61153.3	-12.76	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:47	BTC	Buy	63342.2→62906.9	-3.94	timeout
06-23 08:24	BTC	Buy	63774.2→62196.8	-12.81	stop_loss
06-23 06:22	BTC	Buy	64080.2→62503.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64142.2→62554.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 05:19	BTC	Buy	65089.3→63488.1	-12.77	stop_loss
06-23 04:00	BTC	Buy	63871.2→64052.8	+0.98	timeout
06-22 10:33	BTC	Buy	64291.2→64130.8	-1.80	timeout
06-22 09:30	BTC	Buy	64027.2→64067.8	-0.21	timeout
06-22 08:27	BTC	Buy	64025.2→64232.8	+1.12	timeout
06-22 07:24	BTC	Buy	64196.2→64208.8	-0.38	timeout
06-22 03:43	BTC	Buy	64388.2→64166.8	-2.23	timeout
06-21 05:50	BTC	Buy	63595.2→64213.8	+4.41	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 01:59	BTC	Buy	63536.2→64234.8	+5.00	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 05:01	BTC	Buy	62472.1→63551.8	+8.20	timeout
06-20 03:47	BTC	Buy	62667.1→63433.8	+5.68	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.92	timeout
06-20 01:41	BTC	Buy	62867.1→63524.8	+4.77	timeout
06-20 00:38	BTC	Buy	62981.1→63573.8	+4.24	timeout
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64579.2→62989.3	-12.47	stop_loss
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65719.3→64101.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65807.3→64184.7	-12.79	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.77	timeout
06-17 08:31	BTC	Buy	66738.3→65089.2	-12.84	stop_loss
06-16 21:20	BTC	Buy	66503.3→65739.7	-6.28	timeout
06-16 19:25	BTC	Buy	66541.3→65648.7	-7.25	timeout
06-16 18:05	BTC	Buy	66779.3→66073.7	-5.81	timeout
06-16 15:43	BTC	Buy	66838.3→65811.7	-8.21	timeout
06-16 08:10	BTC	Buy	65710.3→66429.7	+5.05	timeout
06-15 13:20	BTC	Buy	64027.2→66839.7	+21.53	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63945.2→66752.7	+21.52	take_profit
06-15 13:00	BTC	Buy	64324.2→66530.7	+16.72	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 12:45	BTC	Buy	63994.2→64330.8	+2.18	timeout
06-14 09:09	BTC	Buy	63791.2→64430.8	+4.51	timeout
06-14 08:08	BTC	Buy	63764.2→64410.8	+4.57	timeout
06-14 04:48	BTC	Buy	63603.2→64339.8	+5.39	timeout
06-14 01:55	BTC	Buy	63788.2→64602.8	+5.96	timeout
06-12 23:05	BTC	Buy	63413.2→63439.8	-0.28	timeout
06-12 22:02	BTC	Buy	63518.2→63494.8	-0.68	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:40	BTC	Buy	63226.2→63797.8	+4.06	timeout
06-12 13:56	BTC	Buy	63074.2→63096.8	-0.34	timeout
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 19:00	BTC	Buy	61731.1→61859.9	+0.53	timeout
06-10 17:05	BTC	Buy	61627.1→62324.9	+5.16	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.64	timeout
06-10 15:01	BTC	Buy	61395.1→62271.9	+6.65	timeout
06-09 15:56	BTC	Buy	62582.1→61042.4	-12.76	stop_loss
06-09 14:47	BTC	Buy	62658.1→61116.4	-12.75	stop_loss
06-09 14:43	BTC	Buy	62842.1→61296.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 14:18	BTC	Buy	63318.2→61761	-12.75	stop_loss
06-09 12:26	BTC	Buy	63003.2→62726.9	-2.59	timeout
06-09 05:24	BTC	Buy	62592.1→63293.8	+5.14	timeout
06-09 04:13	BTC	Buy	62912.1→62924.9	-0.34	timeout
06-09 03:10	BTC	Buy	63402.2→62791.9	-5.25	timeout
06-08 22:39	BTC	Buy	63261.2→63304.8	-0.14	timeout
06-07 22:15	BTC	Buy	61314.1→64005.8	+21.51	take_profit
06-07 21:56	BTC	Buy	60765→61685.9	+7.15	timeout
06-07 17:41	BTC	Buy	60614→62265.9	+13.20	timeout
06-07 16:12	BTC	Buy	60742→61990.9	+9.70	timeout
06-07 15:07	BTC	Buy	60597→61684.9	+8.51	timeout
06-06 23:57	BTC	Buy	60922→60874	-0.95	timeout
06-06 18:49	BTC	Buy	59778→60508	+5.71	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

37%

win rate

-549.60

total pnl ($)

-77.2 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	142	37%	-77.2	-549.60

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 00:54	BTC	Buy	circuit_breaker
06-28 23:43	BTC	Buy	circuit_breaker
06-28 22:13	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…