deribit_basis_zscore_fear_long_v23

not live
44
closed trades
36%
win rate
-68.62
total pnl ($)
0.888
weight
7d window — n=13 wr=46% pnl=-22.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:34BTCBuy64331.2→64227.8-1.31timeout
06-21 12:44BTCBuy63596.2→64013.8+2.90timeout
06-21 00:40BTCBuy63535.2→64259.8+5.20timeout
06-20 09:52BTCBuy62330.1→63653.8+10.07timeout
06-19 21:52BTCBuy62895.1→63081.8+0.99timeout
06-18 15:37BTCBuy64433.2→62843.4-12.83stop_loss
06-18 15:37BTCBuy64427.2→62842.4-12.87stop_loss
06-17 22:03BTCBuy65522.3→63910.8-12.73stop_loss
06-17 19:40BTCBuy65612.3→64207.8-11.18timeout
06-17 07:42BTCBuy66315.3→65512.7-6.53timeout
06-16 19:32BTCBuy66582.3→65723.7-6.99timeout
06-16 05:28BTCBuy65813.3→66015.7+1.14timeout
06-15 15:46BTCBuy64137.2→66952.7+21.52take_profit
06-15 02:47BTCBuy64455.2→65519.7+7.77timeout
06-14 14:43BTCBuy64165.2→63896.8-2.55timeout
06-14 02:38BTCBuy63701.2→64530.8+6.08timeout
06-13 14:39BTCBuy63731.2→64184.8+3.06timeout
06-13 00:33BTCBuy63648.2→63565.8-1.19timeout
06-12 12:27BTCBuy62722.1→63464.8+5.40timeout
06-11 19:30BTCBuy61201.1→63887.8+21.39take_profit
06-11 11:07BTCBuy61042.1→63091.8+16.20timeout
06-10 19:30BTCBuy61839.1→61771.9-1.06timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 03:19BTCBuy63204.2→62915.9-2.72timeout
06-09 00:46BTCBuy64068.2→62492.6-12.74stop_loss
06-08 15:11BTCBuy61806.1→64071.8+17.83timeout
06-07 22:15BTCBuy61474.1→64172.8+21.51take_profit
06-07 15:06BTCBuy60524→61681.9+9.10timeout
06-06 04:27BTCBuy61351.1→59838.1-12.78stop_loss
06-05 14:06BTCBuy61958.1→60433.7-12.75stop_loss
06-05 11:41BTCBuy62271.1→62179.9-1.22timeout
06-05 06:18BTCBuy63349.2→61791-12.73stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66406.3→64767.4-12.85stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-02 07:03BTCBuy71433.6→69674.7-12.81stop_loss
06-02 01:32BTCBuy72807.6→71016.9-12.85stop_loss
06-01 03:37BTCBuy74143.7→73944.3-1.87timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-31 08:00BTCBuy73517.7→73849.3+1.66timeout
05-30 08:51BTCBuy73665.7→73486.3-1.71timeout
05-29 20:47BTCBuy73645.7→73711.3-0.04timeout
05-29 07:45BTCBuy73423.7→73360.3-0.90timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
36%
win rate
-68.62
total pnl ($)
-30.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4436%-30.5-68.62

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems