deribit_basis_zscore_fear_long_v24 · strategy

112

closed trades

42%

win rate

-308.81

total pnl ($)

0.535

weight

7d window — n=25 wr=40% pnl=-120.12 · 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 22:27	BTC	Buy	60056→59307	-6.70	timeout
06-28 21:22	BTC	Buy	60385→59640	-6.61	timeout
06-28 16:56	BTC	Buy	60789→59649	-9.82	timeout
06-27 19:53	BTC	Buy	59874→60167	+2.05	timeout
06-27 18:49	BTC	Buy	59632→60499	+6.84	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 18:19	BTC	Buy	59628→59973	+2.35	timeout
06-26 16:07	BTC	Buy	59549→60294	+5.70	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 13:58	BTC	Buy	59651→58182	-12.70	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60455→58963.6	-12.73	stop_loss
06-24 17:20	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-24 15:08	BTC	Buy	62331.1→60789.5	-12.81	stop_loss
06-24 13:57	BTC	Buy	62750.1→61205.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62752.1→61205.3	-12.77	stop_loss
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 08:28	BTC	Buy	62031.1→62657.9	+4.51	timeout
06-24 07:25	BTC	Buy	62997.1→62693.9	-2.91	timeout
06-23 08:17	BTC	Buy	63935.2→62362.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64182.2→62603.6	-12.75	stop_loss
06-23 06:21	BTC	Buy	64201.2→62619.5	-12.78	stop_loss
06-23 01:43	BTC	Buy	64450.2→64065.8	-3.40	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-22 00:41	BTC	Buy	64270.2→63949.8	-2.97	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-20 22:09	BTC	Buy	63051.2→63987.8	+6.98	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 21:49	BTC	Buy	62904.1→63099.8	+1.06	timeout
06-19 19:27	BTC	Buy	62768.1→62946.9	+0.95	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.70	timeout
06-18 15:39	BTC	Buy	64385.2→62798.4	-12.77	stop_loss
06-18 15:37	BTC	Buy	64444.2→62843.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 08:52	BTC	Buy	64881.2→64424.8	-4.00	timeout
06-17 22:03	BTC	Buy	65574.3→63958.8	-12.75	stop_loss
06-17 19:40	BTC	Buy	65824.3→64201.7	-12.80	stop_loss
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.17	timeout
06-17 05:11	BTC	Buy	65972.3→65763.7	-2.07	timeout
06-17 04:11	BTC	Buy	66162.3→65858.7	-2.79	timeout
06-16 07:03	BTC	Buy	65730.3→66333.7	+4.22	timeout
06-16 03:45	BTC	Buy	65826.3→66101.7	+1.67	timeout
06-16 00:49	BTC	Buy	65563.3→66370.7	+5.75	timeout
06-15 05:37	BTC	Buy	64303.2→65695.7	+10.36	timeout
06-15 03:35	BTC	Buy	64514.2→65705.7	+8.75	timeout
06-14 21:52	BTC	Buy	64443.2→65439.7	+7.24	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 22:20	BTC	Buy	63514.2→64405.8	+6.54	timeout
06-13 21:12	BTC	Buy	63550.2→64250.8	+5.04	timeout
06-13 00:37	BTC	Buy	63672.2→63543.8	-1.54	timeout
06-12 22:04	BTC	Buy	63566.2→63492.8	-1.08	timeout
06-12 21:00	BTC	Buy	63378.2→63434.8	-0.03	timeout
06-11 20:38	BTC	Buy	61883.1→63308.8	+10.93	timeout
06-11 19:30	BTC	Buy	61119.1→63802.8	+21.39	take_profit
06-11 17:33	BTC	Buy	61737.1→63408.8	+12.99	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.19	timeout
06-10 15:00	BTC	Buy	61465.1→62144.9	+5.04	timeout
06-09 14:47	BTC	Buy	62688.1→61144.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62709.1→61167.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 07:13	BTC	Buy	63132.2→63320.8	+0.99	timeout
06-08 23:10	BTC	Buy	62850.1→63469.8	+4.45	timeout
06-08 22:07	BTC	Buy	61763.1→63468.8	+13.32	timeout
06-08 06:59	BTC	Buy	62149.1→62951.9	+5.99	timeout
06-07 22:14	BTC	Buy	60629→63290.8	+21.51	take_profit
06-07 21:49	BTC	Buy	60826→61684.9	+6.63	timeout
06-07 05:10	BTC	Buy	60203→61776.9	+12.65	timeout
06-06 20:03	BTC	Buy	60137→60529	+2.88	timeout
06-06 19:02	BTC	Buy	59427→60602	+9.49	timeout
06-06 04:07	BTC	Buy	61898.1→60375.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60815→59317.4	-12.77	stop_loss
06-05 18:52	BTC	Buy	60834→59337.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 16:09	BTC	Buy	61478.1→59966	-12.77	stop_loss
06-05 15:37	BTC	Buy	61783.1→60261.8	-12.75	stop_loss
06-05 12:09	BTC	Buy	62453.1→62006.9	-4.06	timeout
06-05 06:22	BTC	Buy	62903.1→61354.2	-12.70	stop_loss
06-05 05:59	BTC	Buy	63775.2→62205.8	-12.71	stop_loss
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 03:32	BTC	Buy	61753.1→64505.8	+21.84	take_profit
06-04 01:53	BTC	Buy	63770.2→62201.8	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:45	BTC	Buy	66706.3→65060.2	-12.82	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67232.4→65569.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67471.4→65810.8	-12.76	stop_loss
06-02 23:04	BTC	Buy	67811.4→66142.6	-12.76	stop_loss
06-02 15:30	BTC	Buy	68926.4→67229	-12.77	stop_loss
06-02 14:27	BTC	Buy	69422.5→67714.7	-12.76	stop_loss
06-02 06:47	BTC	Buy	71840.6→70073.4	-12.86	stop_loss
06-01 22:33	BTC	Buy	73026.7→71229.8	-12.85	stop_loss
06-01 22:26	BTC	Buy	73402.7→71240.8	-15.29	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 23:58	BTC	Buy	73838.7→73669.3	-1.57	timeout

Paper vs Live

Paper (trades.jsonl)

112

closed

42%

win rate

-308.81

total pnl ($)

-54.8 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	112	42%	-54.8	-308.81

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…