deribit_basis_zscore_fear_long_v16 · strategy

128

closed trades

45%

win rate

-337.78

total pnl ($)

0.571

weight

7d window — n=33 wr=42% pnl=-105.99 · 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 12:33	BTC	Buy	60350→60299	-0.90	timeout
06-28 09:53	BTC	Buy	60365→60223	-1.65	timeout
06-28 07:52	BTC	Buy	60473→60190	-2.84	timeout
06-27 19:29	BTC	Buy	59897→60282	+2.80	timeout
06-27 02:40	BTC	Buy	58728.9→60283	+12.76	timeout
06-26 20:47	BTC	Buy	59447→59658	+1.21	timeout
06-26 18:23	BTC	Buy	59561→60016	+3.27	timeout
06-26 16:21	BTC	Buy	59691→59978	+1.86	timeout
06-26 14:19	BTC	Buy	59162→59788	+4.79	timeout
06-26 02:24	BTC	Buy	59748→58278.9	-12.74	stop_loss
06-25 18:02	BTC	Buy	59352→59609	+1.75	timeout
06-25 13:53	BTC	Buy	60288→58767.7	-13.00	stop_loss
06-25 13:53	BTC	Buy	60363→58875.6	-12.72	stop_loss
06-25 13:48	BTC	Buy	61027.1→59525.2	-12.72	stop_loss
06-25 13:46	BTC	Buy	61061.1→59557.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:12	BTC	Buy	62467.1→61301.9	-9.76	timeout
06-24 13:44	BTC	Buy	62936.1→61387.2	-12.76	stop_loss
06-24 12:10	BTC	Buy	62460.1→62835.9	+2.55	timeout
06-24 10:08	BTC	Buy	62479.1→62621.9	+0.62	timeout
06-24 07:51	BTC	Buy	62898.1→62640.9	-2.55	timeout
06-24 05:49	BTC	Buy	63363.2→62904.9	-4.13	timeout
06-23 08:17	BTC	Buy	63948.2→62371.7	-12.79	stop_loss
06-23 06:41	BTC	Buy	64028.2→62939.9	-8.98	timeout
06-23 06:20	BTC	Buy	64411.2→62825.4	-12.78	stop_loss
06-23 04:40	BTC	Buy	63977.2→63811.8	-1.75	timeout
06-22 22:26	BTC	Buy	63708.2→64173.8	+3.20	timeout
06-22 18:26	BTC	Buy	63998.2→64590.8	+4.11	timeout
06-22 16:24	BTC	Buy	64201.2→64730.8	+3.70	timeout
06-22 06:10	BTC	Buy	64178.2→64257.8	+0.15	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 17:46	BTC	Buy	63818.2→64137.8	+2.13	timeout
06-21 14:48	BTC	Buy	63914.2→63996.8	+0.26	timeout
06-21 05:54	BTC	Buy	63645.2→64202.8	+3.93	timeout
06-20 00:31	BTC	Buy	62972.1→63557.8	+4.16	timeout
06-19 22:30	BTC	Buy	62828.1→63242.8	+2.81	timeout
06-19 20:28	BTC	Buy	63136.2→63044.8	-1.21	timeout
06-19 18:25	BTC	Buy	62941.1→63099.8	+0.80	timeout
06-19 16:24	BTC	Buy	62704.1→63271.8	+4.05	timeout
06-18 15:56	BTC	Buy	63953.2→62379.7	-12.62	stop_loss
06-18 15:56	BTC	Buy	63956.2→62381.7	-12.68	stop_loss
06-18 15:51	BTC	Buy	64111.2→62529.6	-12.74	stop_loss
06-18 15:39	BTC	Buy	64377.2→62790.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64513.2→62925.4	-12.73	stop_loss
06-18 11:46	BTC	Buy	64811.2→63998.8	-6.79	timeout
06-18 09:49	BTC	Buy	64960.2→64222.8	-6.19	timeout
06-18 05:03	BTC	Buy	65321.3→63708.9	-12.81	stop_loss
06-17 22:03	BTC	Buy	65518.3→63904.8	-12.75	stop_loss
06-17 19:42	BTC	Buy	65738.3→64121.7	-12.75	stop_loss
06-17 15:12	BTC	Buy	65788.3→65065.7	-5.95	timeout
06-17 13:11	BTC	Buy	66000.3→65011.7	-7.99	timeout
06-17 08:39	BTC	Buy	66543.3→64903.3	-12.76	stop_loss
06-17 07:54	BTC	Buy	66861.3→65217.1	-12.77	stop_loss
06-17 06:57	BTC	Buy	66422.3→65576.7	-6.84	timeout
06-16 13:33	BTC	Buy	66818.3→66124.7	-5.72	timeout
06-16 11:01	BTC	Buy	65872.3→66496.7	+4.24	timeout
06-16 08:13	BTC	Buy	65701.3→66423.7	+5.11	timeout
06-16 06:10	BTC	Buy	65836.3→66112.7	+1.70	timeout
06-15 21:23	BTC	Buy	64642.2→66506.7	+13.91	timeout
06-15 11:21	BTC	Buy	64503.2→66184.7	+12.58	timeout
06-15 09:14	BTC	Buy	64407.2→65661.7	+9.31	timeout
06-15 06:12	BTC	Buy	64455.2→65857.7	+10.41	timeout
06-15 01:59	BTC	Buy	64567.2→65450.7	+6.37	timeout
06-14 12:38	BTC	Buy	64002.2→64294.8	+1.84	timeout
06-14 10:24	BTC	Buy	63747.2→64604.8	+6.24	timeout
06-14 07:59	BTC	Buy	63809.2→64404.8	+4.07	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:49	BTC	Buy	63801.2→64612.8	+5.94	timeout
06-13 11:35	BTC	Buy	63657.2→63905.8	+1.41	timeout
06-13 09:27	BTC	Buy	63737.2→63783.8	-0.18	timeout
06-13 05:18	BTC	Buy	63494.2→63528.8	-0.16	timeout
06-12 22:01	BTC	Buy	63537.2→63493.8	-0.84	timeout
06-12 13:43	BTC	Buy	62806.1→63086.8	+1.71	timeout
06-12 11:03	BTC	Buy	63172.2→63779.8	+4.29	timeout
06-12 08:53	BTC	Buy	62920.1→63428.8	+3.51	timeout
06-12 00:31	BTC	Buy	61822.1→63565.8	+13.51	timeout
06-11 18:02	BTC	Buy	61091.1→63773.8	+21.42	take_profit
06-11 12:39	BTC	Buy	61712.1→62754.9	+7.88	timeout
06-11 10:39	BTC	Buy	61290.1→62876.9	+12.34	timeout
06-11 08:25	BTC	Buy	61511.1→62864.9	+10.41	timeout
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.24	timeout
06-10 15:12	BTC	Buy	61594.1→61867.9	+1.73	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63487.2→61923.9	-12.78	stop_loss
06-09 13:23	BTC	Buy	63822.2→62252.7	-12.74	stop_loss
06-09 01:04	BTC	Buy	63412.2→62631.9	-6.60	timeout
06-08 22:58	BTC	Buy	62912.1→63393.8	+3.35	timeout
06-08 21:36	BTC	Buy	61767.1→63704.8	+15.20	timeout
06-08 17:25	BTC	Buy	62244.1→63551.8	+9.96	timeout
06-08 15:20	BTC	Buy	61724.1→64101.8	+18.76	timeout
06-07 22:15	BTC	Buy	61365.1→64059.8	+21.51	take_profit
06-07 22:05	BTC	Buy	60590→61811.9	+9.64	timeout
06-07 20:01	BTC	Buy	60568→61265.9	+5.34	timeout
06-07 18:05	BTC	Buy	60550→62157.9	+12.88	timeout
06-07 15:56	BTC	Buy	60749→62020.9	+9.93	timeout
06-07 13:54	BTC	Buy	60750→61760.9	+7.85	timeout
06-06 18:58	BTC	Buy	59479→60657	+9.51	timeout
06-06 04:27	BTC	Buy	61341.1→59830.1	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

128

closed

45%

win rate

-337.78

total pnl ($)

-52.4 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	128	45%	-52.4	-337.78

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…