deribit_basis_zscore_fear_long_v19 · strategy

144

closed trades

40%

win rate

-459.06

total pnl ($)

0.441

weight

7d window — n=30 wr=33% pnl=-124.62 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 04:28	BTC	Buy	59940→59505	-4.01	timeout
06-29 21:16	BTC	Buy	59644→60350	+5.32	timeout
06-29 20:06	BTC	Buy	59500→60447	+7.36	timeout
06-29 02:51	BTC	Buy	60123→59729	-3.77	timeout
06-29 01:40	BTC	Buy	60202→59513	-6.20	timeout
06-28 20:05	BTC	Buy	60241→59481	-6.73	timeout
06-28 19:02	BTC	Buy	60563→59564	-8.68	timeout
06-28 01:11	BTC	Buy	59953→59981	-0.21	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 19:55	BTC	Buy	59843→60125	+1.96	timeout
06-27 18:52	BTC	Buy	59643→60492	+6.69	timeout
06-26 20:26	BTC	Buy	59628→59709	+0.15	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 16:50	BTC	Buy	59314→60074	+5.87	timeout
06-26 15:38	BTC	Buy	59312→60339	+8.13	timeout
06-25 13:59	BTC	Buy	59487→58024.1	-12.65	stop_loss
06-25 13:59	BTC	Buy	59510→58046.1	-12.67	stop_loss
06-25 13:59	BTC	Buy	59524→58060.1	-12.66	stop_loss
06-25 13:53	BTC	Buy	60473→58985.5	-12.65	stop_loss
06-24 17:47	BTC	Buy	60628→59130.5	-12.79	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62809.1→61261.3	-12.77	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 08:20	BTC	Buy	62440.1→62626.9	+0.97	timeout
06-24 07:33	BTC	Buy	62874.1→62676.9	-2.09	timeout
06-23 08:17	BTC	Buy	63953.2→62376.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	64008.2→62430.6	-12.78	stop_loss
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64247.2→62665.5	-12.78	stop_loss
06-22 23:33	BTC	Buy	63361.2→63947.8	+4.24	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.48	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 02:42	BTC	Buy	63345.2→64216.8	+6.41	timeout
06-20 22:01	BTC	Buy	63063.2→63961.8	+6.68	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-20 19:15	BTC	Buy	63042.2→63862.8	+6.08	timeout
06-20 00:40	BTC	Buy	62988.1→63540.8	+3.92	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-18 15:51	BTC	Buy	64129.2→62549.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64440.2→62842.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64468.2→62874.4	-12.61	stop_loss
06-18 09:51	BTC	Buy	64887.2→64202.8	-5.83	timeout
06-17 19:50	BTC	Buy	65667.3→64051.8	-12.75	stop_loss
06-17 19:44	BTC	Buy	65692.3→64075.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65601.3→64271.8	-10.59	timeout
06-17 08:35	BTC	Buy	66712.3→65070.2	-12.79	stop_loss
06-17 04:37	BTC	Buy	65827.3→65857.7	-0.26	timeout
06-16 17:27	BTC	Buy	66840.3→65725.7	-8.87	timeout
06-16 15:40	BTC	Buy	66781.3→65833.7	-7.55	timeout
06-16 07:49	BTC	Buy	65678.3→66287.7	+4.25	timeout
06-16 00:52	BTC	Buy	65550.3→66288.7	+5.18	timeout
06-15 16:10	BTC	Buy	64436.2→67266.6	+21.47	take_profit
06-15 13:00	BTC	Buy	63788.2→66588.7	+21.52	take_profit
06-15 07:02	BTC	Buy	64261.2→65678.7	+10.56	timeout
06-15 00:10	BTC	Buy	64400.2→65731.7	+9.87	timeout
06-14 20:02	BTC	Buy	64250.2→63821.8	-3.83	timeout
06-14 18:31	BTC	Buy	64186.2→63730.8	-4.08	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-13 22:36	BTC	Buy	63502.2→64507.8	+7.44	timeout
06-13 19:13	BTC	Buy	63679.2→64153.8	+3.28	timeout
06-13 15:03	BTC	Buy	63925.2→64182.8	+1.52	timeout
06-13 03:03	BTC	Buy	63578.2→63660.8	+0.20	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 11:35	BTC	Buy	63147.2→63663.8	+3.57	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.60	timeout
06-11 19:30	BTC	Buy	61190.1→63878.8	+21.40	take_profit
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-11 08:16	BTC	Buy	61661.1→62769.9	+8.40	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.19	timeout
06-10 15:01	BTC	Buy	61395.1→62271.9	+6.65	timeout
06-10 14:08	BTC	Buy	62156.1→62142.9	-0.58	timeout
06-09 15:56	BTC	Buy	62582.1→61042.4	-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 13:36	BTC	Buy	63717.2→62148.8	-12.75	stop_loss
06-09 06:52	BTC	Buy	62964.1→63254.8	+1.80	timeout
06-08 23:06	BTC	Buy	62831.1→63380.8	+3.90	timeout
06-08 22:08	BTC	Buy	61850.1→63427.8	+12.27	timeout
06-08 20:49	BTC	Buy	61765.1→63371.8	+12.51	timeout
06-08 05:25	BTC	Buy	61875.1→62614.9	+5.53	timeout
06-07 21:49	BTC	Buy	60813→61706.9	+6.92	timeout
06-07 19:18	BTC	Buy	62824.1→61268.3	-12.81	stop_loss
06-07 15:22	BTC	Buy	60550→61799.9	+9.86	timeout
06-07 06:12	BTC	Buy	61107.1→61694.9	+4.41	timeout
06-07 05:10	BTC	Buy	60171→61774.9	+12.90	timeout
06-06 20:12	BTC	Buy	60730→60541	-1.94	timeout
06-06 14:26	BTC	Buy	60440→60801	+2.54	timeout
06-06 04:30	BTC	Buy	61266.1→59755.1	-12.78	stop_loss
06-06 04:11	BTC	Buy	61763.1→60243.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60789→59294.4	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

40%

win rate

-459.06

total pnl ($)

-63.5 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	144	40%	-63.5	-459.06

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…