deribit_basis_zscore_fear_long_v22 · strategy

108

closed trades

45%

win rate

-381.33

total pnl ($)

0.691

weight

7d window — n=25 wr=48% pnl=-93.88 · 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 21:03	BTC	Buy	60298→59620	-6.05	timeout
06-28 20:00	BTC	Buy	60174→59459	-6.37	timeout
06-28 16:48	BTC	Buy	60783→59696	-9.40	timeout
06-27 20:01	BTC	Buy	59856→60195	+2.43	timeout
06-27 18:59	BTC	Buy	59642→60515	+6.89	timeout
06-27 15:40	BTC	Buy	60467→60787	+2.21	timeout
06-26 19:19	BTC	Buy	59204→59945	+5.69	timeout
06-26 15:58	BTC	Buy	59524→60303	+5.99	timeout
06-26 14:13	BTC	Buy	59457→59973	+3.84	timeout
06-25 17:55	BTC	Buy	59448→59536	+0.33	timeout
06-25 13:55	BTC	Buy	59865→58389.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60434→58947.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61376.1→59866.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62616.1→61070.4	-12.79	stop_loss
06-24 14:02	BTC	Buy	62730.1→61184.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62810.1→61265.3	-12.75	stop_loss
06-24 12:08	BTC	Buy	62442.1→62780.9	+2.26	timeout
06-24 08:28	BTC	Buy	62082.1→62657.9	+4.10	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.81	timeout
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64036.2→62461.6	-12.75	stop_loss
06-23 06:20	BTC	Buy	64407.2→62812.4	-12.85	stop_loss
06-22 23:31	BTC	Buy	63458.2→63994.8	+3.77	timeout
06-22 22:21	BTC	Buy	63711.2→64202.8	+3.41	timeout
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.70	timeout
06-21 22:42	BTC	Buy	64229.2→63644.8	-4.98	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 17:47	BTC	Buy	63843.2→64146.8	+2.01	timeout
06-20 22:00	BTC	Buy	63048.2→63966.8	+6.84	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 17:18	BTC	Buy	63004.2→63909.8	+6.71	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.18	timeout
06-19 17:56	BTC	Buy	62537.1→63148.8	+4.44	timeout
06-19 15:56	BTC	Buy	62428.1→63240.8	+6.07	timeout
06-18 15:57	BTC	Buy	63870.2→62295.7	-12.63	stop_loss
06-18 15:37	BTC	Buy	64446.2→62840.4	-12.88	stop_loss
06-18 15:37	BTC	Buy	64504.2→62892.4	-12.92	stop_loss
06-18 04:11	BTC	Buy	65383.3→63744.9	-13.00	stop_loss
06-17 22:03	BTC	Buy	65566.3→63951.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65779.3→64158.7	-12.79	stop_loss
06-17 08:06	BTC	Buy	66320.3→65408.7	-7.28	timeout
06-17 06:58	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-17 03:22	BTC	Buy	65651.3→65737.7	+0.18	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-16 04:00	BTC	Buy	65900.3→66124.7	+1.29	timeout
06-16 02:18	BTC	Buy	65698.3→66043.7	+2.18	timeout
06-15 05:38	BTC	Buy	64308.2→65694.7	+10.31	timeout
06-15 03:00	BTC	Buy	64474.2→65408.7	+6.76	timeout
06-14 21:51	BTC	Buy	64447.2→65477.7	+7.50	timeout
06-14 01:43	BTC	Buy	63751.2→64587.8	+6.14	timeout
06-14 00:37	BTC	Buy	63549.2→64529.8	+7.27	timeout
06-13 19:14	BTC	Buy	63694.2→64153.8	+3.16	timeout
06-13 00:40	BTC	Buy	63641.2→63597.8	-0.87	timeout
06-12 22:02	BTC	Buy	63523.2→63477.8	-0.85	timeout
06-12 17:41	BTC	Buy	63292.2→63808.8	+3.62	timeout
06-12 00:04	BTC	Buy	61563.1→63567.8	+15.71	timeout
06-11 21:05	BTC	Buy	61649.1→63451.8	+14.03	timeout
06-11 14:50	BTC	Buy	61887.1→62864.9	+7.35	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 17:08	BTC	Buy	61463.1→62166.9	+5.22	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62003.1→62094.9	+0.26	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63305.2→61748	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 06:12	BTC	Buy	62917.1→63377.8	+3.16	timeout
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.70	timeout
06-08 20:49	BTC	Buy	61768.1→63386.8	+12.61	timeout
06-08 05:23	BTC	Buy	61842.1→62608.9	+5.75	timeout
06-07 21:50	BTC	Buy	60837→61657.9	+6.31	timeout
06-07 19:19	BTC	Buy	62776.1→61225.3	-12.78	stop_loss
06-07 06:13	BTC	Buy	61095.1→61705.9	+4.60	timeout
06-07 05:10	BTC	Buy	60176→61773.9	+12.85	timeout
06-06 20:12	BTC	Buy	60747→60541	-2.08	timeout
06-06 04:27	BTC	Buy	61308.1→59799.1	-12.76	stop_loss
06-06 04:12	BTC	Buy	61751.1→60232.9	-12.75	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60797→59301.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60952→59453.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61877.1→60354.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62528.1→60988.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62779.1→61235.3	-12.75	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.70	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 03:06	BTC	Buy	63886.2→62314.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64409.2→62825.4	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 19:54	BTC	Buy	67013.4→65364	-12.79	stop_loss
06-03 19:54	BTC	Buy	67050.4→65397	-12.82	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:43	BTC	Buy	67477.4→65813.8	-12.78	stop_loss
06-02 23:04	BTC	Buy	67806.4→66138.6	-12.75	stop_loss
06-02 22:58	BTC	Buy	67963.4→66283.5	-12.81	stop_loss
06-02 13:13	BTC	Buy	70588.5→68852.1	-12.79	stop_loss
06-02 12:34	BTC	Buy	70845.5→69099	-12.84	stop_loss
06-02 12:17	BTC	Buy	70956.5→69211.9	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

108

closed

45%

win rate

-381.33

total pnl ($)

-70.4 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	108	45%	-70.4	-381.33

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…