deribit_basis_zscore_fear_long_v18 · strategy

162

closed trades

41%

win rate

-510.65

total pnl ($)

0.250

weight

7d window — n=35 wr=34% pnl=-168.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:12	BTC	Buy	59985→59403	-5.31	timeout
06-29 02:49	BTC	Buy	60096→59690	-3.87	timeout
06-29 01:39	BTC	Buy	60188→59445	-6.66	timeout
06-28 20:05	BTC	Buy	60237→59506	-6.50	timeout
06-28 16:52	BTC	Buy	60786→59643	-9.83	timeout
06-28 02:51	BTC	Buy	60283→60117	-1.83	timeout
06-27 23:30	BTC	Buy	59926→59951	-0.19	timeout
06-27 21:07	BTC	Buy	59683→60327	+5.01	timeout
06-27 19:01	BTC	Buy	59596→60549	+7.57	timeout
06-27 15:43	BTC	Buy	60424→60772	+2.44	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:17	BTC	Buy	59213→59926	+5.47	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 13:19	BTC	Buy	59953→58476.8	-12.78	stop_loss
06-26 02:13	BTC	Buy	60182→58701.7	-12.73	stop_loss
06-25 18:50	BTC	Buy	59394→59440	-0.05	timeout
06-25 17:51	BTC	Buy	59387→59473	+0.31	timeout
06-25 13:54	BTC	Buy	60056→58578.8	-12.65	stop_loss
06-25 13:53	BTC	Buy	60272→58789.6	-12.64	stop_loss
06-25 13:51	BTC	Buy	60653→59161.4	-12.66	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:06	BTC	Buy	61677.1→60156.9	-12.76	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 10:18	BTC	Buy	62390.1→62584.9	+1.10	timeout
06-24 09:34	BTC	Buy	62445.1→62652.9	+1.21	timeout
06-24 08:01	BTC	Buy	62870.1→62642.9	-2.28	timeout
06-23 06:22	BTC	Buy	64105.2→62527.6	-12.56	stop_loss
06-23 06:21	BTC	Buy	64248.2→62664.5	-12.60	stop_loss
06-23 06:21	BTC	Buy	64260.2→62678.5	-12.58	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 04:59	BTC	Buy	65167.3→63565	-12.76	stop_loss
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 04:40	BTC	Buy	64495.2→63950.8	-4.70	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 23:13	BTC	Buy	64262.2→63717.8	-4.78	timeout
06-21 21:55	BTC	Buy	64012.2→63768.8	-2.39	timeout
06-21 03:55	BTC	Buy	63417.2→64402.8	+7.31	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.14	timeout
06-21 00:43	BTC	Buy	63558.2→64280.8	+5.23	timeout
06-20 19:38	BTC	Buy	63005.2→63849.8	+6.26	timeout
06-20 18:28	BTC	Buy	63101.2→63826.8	+5.33	timeout
06-20 00:03	BTC	Buy	62883.1→63540.8	+4.78	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-19 16:03	BTC	Buy	62536.1→63177.8	+4.71	timeout
06-18 15:57	BTC	Buy	63878.2→62301.7	-12.77	stop_loss
06-18 15:39	BTC	Buy	64379.2→62793.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64481.2→62876.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64487.2→62876.4	-12.75	stop_loss
06-18 13:41	BTC	Buy	65216.3→63945.8	-10.17	timeout
06-18 09:58	BTC	Buy	64877.2→64166.8	-6.00	timeout
06-18 09:03	BTC	Buy	64989.2→64288.8	-5.95	timeout
06-17 22:03	BTC	Buy	65503.3→63892.8	-12.74	stop_loss
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 16:01	BTC	Buy	65909.3→65780.7	-1.49	timeout
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.90	stop_loss
06-17 08:08	BTC	Buy	66342.3→65402.7	-7.57	timeout
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-17 04:40	BTC	Buy	65849.3→65897.7	-0.11	timeout
06-16 09:15	BTC	Buy	65669.3→66732.7	+7.63	timeout
06-16 08:09	BTC	Buy	65680.3→66339.7	+4.58	timeout
06-16 05:44	BTC	Buy	65709.3→66055.7	+2.26	timeout
06-16 04:00	BTC	Buy	65876.3→66123.7	+1.47	timeout
06-16 02:18	BTC	Buy	65692.3→66030.7	+2.13	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-15 05:37	BTC	Buy	64284.2→65731.7	+10.79	timeout
06-15 02:59	BTC	Buy	64473.2→65419.7	+6.86	timeout
06-14 23:03	BTC	Buy	64444.2→65334.7	+6.42	timeout
06-14 21:51	BTC	Buy	64443.2→65435.7	+7.20	timeout
06-14 01:43	BTC	Buy	63781.2→64584.8	+5.87	timeout
06-14 00:36	BTC	Buy	63549.2→64515.8	+7.20	timeout
06-13 21:31	BTC	Buy	63536.2→64240.8	+5.07	timeout
06-13 20:31	BTC	Buy	63508.2→64221.8	+5.15	timeout
06-13 19:13	BTC	Buy	63673.2→64144.8	+3.25	timeout
06-13 00:31	BTC	Buy	63560.2→63528.8	-0.79	timeout
06-12 20:58	BTC	Buy	63354.2→63434.8	+0.16	timeout
06-12 17:39	BTC	Buy	63167.2→63810.8	+4.63	timeout
06-12 11:35	BTC	Buy	63172.2→63714.8	+3.77	timeout
06-12 10:16	BTC	Buy	62885.1→63718.8	+6.08	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 19:20	BTC	Buy	61718.1→63651.8	+15.09	timeout
06-11 14:48	BTC	Buy	61964.1→62881.9	+6.86	timeout
06-11 09:21	BTC	Buy	60909→62776.9	+14.74	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 17:11	BTC	Buy	61527.1→62064.9	+3.87	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:12	BTC	Buy	61992.1→62159.9	+0.88	timeout
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63307.2→61750	-12.75	stop_loss
06-09 14:04	BTC	Buy	63659.2→62092.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62176.8	-12.76	stop_loss
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.78	timeout
06-09 07:25	BTC	Buy	63170.2→63271.8	+0.30	timeout
06-08 22:48	BTC	Buy	63190.2→63214.8	-0.29	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

41%

win rate

-510.65

total pnl ($)

-62.9 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	162	41%	-62.9	-510.65

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…