deribit_basis_zscore_fear_long_v21 · strategy

126

closed trades

41%

win rate

-447.45

total pnl ($)

0.462

weight

7d window — n=27 wr=41% pnl=-126.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 08:32	BTC	Buy	60421→60184	-2.41	timeout
06-28 06:19	BTC	Buy	60145→59879	-2.65	timeout
06-27 22:09	BTC	Buy	59841→60095	+1.73	timeout
06-27 15:44	BTC	Buy	60395→60765	+2.46	timeout
06-27 05:23	BTC	Buy	59730→60241	+3.83	timeout
06-27 02:37	BTC	Buy	58856.9→60222	+11.15	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 12:43	BTC	Buy	60503→59012.5	-12.78	stop_loss
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 13:59	BTC	Buy	59551→58084	-12.67	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:51	BTC	Buy	60701→59208.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	60849→59352.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60916→59417.3	-12.73	stop_loss
06-24 15:46	BTC	Buy	61894.1→60369.8	-12.75	stop_loss
06-24 14:00	BTC	Buy	62444.1→61229.9	-9.98	timeout
06-24 11:53	BTC	Buy	62453.1→62902.9	+3.18	timeout
06-24 10:00	BTC	Buy	62364.1→62653.9	+1.87	timeout
06-24 08:47	BTC	Buy	62321.1→62765.9	+3.11	timeout
06-23 08:17	BTC	Buy	63987.2→62399.7	-12.79	stop_loss
06-23 08:15	BTC	Buy	64054.2→62478.6	-12.70	stop_loss
06-23 06:22	BTC	Buy	64105.2→62525.6	-12.62	stop_loss
06-23 05:15	BTC	Buy	65123.3→63522	-12.79	stop_loss
06-22 14:27	BTC	Buy	64013.2→65006.7	+7.34	timeout
06-22 11:46	BTC	Buy	64233.2→64566.8	+2.00	timeout
06-22 09:25	BTC	Buy	64025.2→64112.8	+0.08	timeout
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.28	timeout
06-21 08:07	BTC	Buy	63543.2→64129.8	+4.12	timeout
06-21 06:00	BTC	Buy	63655.2→64216.8	+3.82	timeout
06-21 03:50	BTC	Buy	63452.2→64396.8	+6.99	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.04	timeout
06-20 05:00	BTC	Buy	62473.1→63551.8	+8.17	timeout
06-20 02:34	BTC	Buy	62994.1→63443.8	+3.14	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.53	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.19	timeout
06-18 15:57	BTC	Buy	63926.2→62348.7	-12.67	stop_loss
06-18 15:55	BTC	Buy	63994.2→62419.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64150.2→62571.6	-12.79	stop_loss
06-18 15:40	BTC	Buy	64362.2→62775.5	-12.75	stop_loss
06-18 09:49	BTC	Buy	64968.2→64223.8	-6.25	timeout
06-17 22:03	BTC	Buy	65489.3→63840.9	-13.02	stop_loss
06-17 19:42	BTC	Buy	65711.3→64093.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65999.3→64371.6	-12.78	stop_loss
06-17 17:19	BTC	Buy	65778.3→65885.7	+0.30	timeout
06-17 07:54	BTC	Buy	66840.3→65182.1	-12.88	stop_loss
06-17 06:58	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 21:24	BTC	Buy	66526.3→65725.7	-6.56	timeout
06-16 15:20	BTC	Buy	66684.3→65739.7	-7.61	timeout
06-16 06:03	BTC	Buy	65812.3→66115.7	+1.91	timeout
06-16 04:00	BTC	Buy	65900.3→66124.7	+1.29	timeout
06-15 21:19	BTC	Buy	64703.2→66491.7	+13.31	timeout
06-15 13:19	BTC	Buy	63995.2→66804.7	+21.52	take_profit
06-15 05:15	BTC	Buy	64342.2→65656.7	+9.74	timeout
06-15 03:00	BTC	Buy	64474.2→65408.7	+6.76	timeout
06-14 09:51	BTC	Buy	63726.2→64573.8	+6.15	timeout
06-14 07:46	BTC	Buy	63862.2→64351.8	+3.38	timeout
06-14 04:42	BTC	Buy	63598.2→64389.8	+5.82	timeout
06-14 01:51	BTC	Buy	63784.2→64607.8	+6.04	timeout
06-13 09:35	BTC	Buy	63881.2→63785.8	-1.28	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 23:45	BTC	Buy	63619.2→63516.8	-1.30	timeout
06-12 11:17	BTC	Buy	63183.2→63766.8	+4.10	timeout
06-12 09:15	BTC	Buy	62821.1→63528.8	+5.11	timeout
06-12 07:05	BTC	Buy	62633.1→63066.8	+2.97	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 10:21	BTC	Buy	61146.1→62807.9	+12.99	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 19:00	BTC	Buy	61722.1→61861.9	+0.62	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62549.1→61010.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62577.1→61024.4	-12.86	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63527.2→61964.9	-12.75	stop_loss
06-09 12:25	BTC	Buy	62965.1→62716.9	-2.36	timeout
06-09 06:12	BTC	Buy	62917.1→63377.8	+3.16	timeout
06-09 00:48	BTC	Buy	64000.2→62426.6	-12.75	stop_loss
06-08 18:13	BTC	Buy	62229.1→63571.8	+10.25	timeout
06-08 09:41	BTC	Buy	62505.1→63184.8	+4.97	timeout
06-08 07:28	BTC	Buy	62169.1→63203.8	+7.84	timeout
06-08 05:29	BTC	Buy	61709.1→62663.9	+7.28	timeout
06-07 16:22	BTC	Buy	60697→62247.9	+12.29	timeout
06-07 07:24	BTC	Buy	60899→62163.9	+9.97	timeout
06-07 05:22	BTC	Buy	60440→61806.9	+10.89	timeout
06-07 03:23	BTC	Buy	60819→61687.9	+6.64	timeout
06-06 04:33	BTC	Buy	61122.1→59619.2	-12.74	stop_loss
06-06 04:32	BTC	Buy	61194.1→59685.2	-12.78	stop_loss
06-06 04:11	BTC	Buy	61800.1→60279.8	-12.76	stop_loss
06-05 21:04	BTC	Buy	59290→61892.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60970→59470.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	61057.1→59555.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:04	BTC	Buy	62058.1→60531.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62513.1→60971.4	-12.78	stop_loss
06-05 13:49	BTC	Buy	62980.1→61429.2	-12.77	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:23	BTC	Buy	62729.1→61180.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:42	BTC	Buy	63457.2→62670.9	-6.61	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss

Paper vs Live

Paper (trades.jsonl)

126

closed

41%

win rate

-447.45

total pnl ($)

-70.7 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	126	41%	-70.7	-447.45

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…