deribit_basis_zscore_fear_long_v25 · strategy

137

closed trades

45%

win rate

-363.32

total pnl ($)

0.528

weight

7d window — n=33 wr=42% pnl=-120.76 · 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 21:45	BTC	Buy	60223→59646	-5.26	timeout
06-28 20:46	BTC	Buy	60252→59619	-5.70	timeout
06-28 19:45	BTC	Buy	60171→59376	-7.03	timeout
06-28 18:40	BTC	Buy	60525→59580	-8.23	timeout
06-27 16:33	BTC	Buy	60112→60657	+4.10	timeout
06-27 15:31	BTC	Buy	60160→60748	+4.45	timeout
06-27 05:25	BTC	Buy	59767→60233	+3.46	timeout
06-27 03:42	BTC	Buy	59407→60293	+7.01	timeout
06-27 02:32	BTC	Buy	58741.9→60241	+12.30	timeout
06-26 15:15	BTC	Buy	58920.9→59789	+6.81	timeout
06-26 14:31	BTC	Buy	59264→59953	+5.31	timeout
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-25 18:05	BTC	Buy	59432→59632	+1.27	timeout
06-25 13:58	BTC	Buy	59613→58145	-12.69	stop_loss
06-25 13:57	BTC	Buy	59829→58325.9	-12.93	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-25 13:51	BTC	Buy	60623→59131.5	-12.68	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 11:36	BTC	Buy	62538.1→62434.9	-1.29	timeout
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64094.2→62517.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64155.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64293.2→62710.5	-12.79	stop_loss
06-22 22:33	BTC	Buy	63624.2→64024.8	+2.69	timeout
06-22 08:31	BTC	Buy	64030.2→64154.8	+0.45	timeout
06-22 07:26	BTC	Buy	64169.2→64251.8	+0.17	timeout
06-22 06:11	BTC	Buy	64180.2→64214.8	-0.19	timeout
06-22 03:44	BTC	Buy	64419.2→64125.8	-2.79	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-21 04:50	BTC	Buy	63563.2→64389.8	+6.07	timeout
06-21 03:48	BTC	Buy	63435.2→64371.8	+6.94	timeout
06-21 02:42	BTC	Buy	63344.2→64216.8	+6.43	timeout
06-20 20:49	BTC	Buy	63156.2→63868.8	+5.21	timeout
06-20 03:43	BTC	Buy	62661.1→63446.8	+5.83	timeout
06-20 02:38	BTC	Buy	62908.1→63377.8	+3.29	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:37	BTC	Buy	64579.2→62987.3	-12.48	stop_loss
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65719.3→64101.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65807.3→64184.7	-12.79	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.77	timeout
06-17 08:31	BTC	Buy	66738.3→65091.2	-12.82	stop_loss
06-16 21:27	BTC	Buy	66442.3→65688.7	-6.21	timeout
06-16 19:25	BTC	Buy	66541.3→65648.7	-7.25	timeout
06-16 18:05	BTC	Buy	66779.3→66073.7	-5.81	timeout
06-16 15:43	BTC	Buy	66838.3→65811.7	-8.22	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-15 13:20	BTC	Buy	64008.2→66819.7	+21.53	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63945.2→66752.7	+21.52	take_profit
06-15 12:59	BTC	Buy	64303.2→66549.7	+17.04	timeout
06-15 06:58	BTC	Buy	64272.2→65836.7	+11.71	timeout
06-14 12:38	BTC	Buy	63997.2→64311.8	+2.01	timeout
06-14 11:07	BTC	Buy	63848.2→64463.8	+4.36	timeout
06-14 08:07	BTC	Buy	63762.2→64391.8	+4.43	timeout
06-14 04:48	BTC	Buy	63603.2→64339.8	+5.39	timeout
06-14 01:55	BTC	Buy	63788.2→64602.8	+5.96	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-13 01:22	BTC	Buy	63391.2→63623.8	+1.33	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:40	BTC	Buy	63226.2→63796.8	+4.05	timeout
06-12 13:56	BTC	Buy	63074.2→63096.8	-0.34	timeout
06-12 07:06	BTC	Buy	62633.1→63067.8	+2.97	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 19:30	BTC	Buy	61185.1→63873.8	+21.41	take_profit
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.09	timeout
06-10 16:19	BTC	Buy	60920→62301.9	+10.79	timeout
06-10 15:18	BTC	Buy	61563.1→61907.9	+2.30	timeout
06-10 14:25	BTC	Buy	61740.1→62010.9	+1.71	timeout
06-09 16:39	BTC	Buy	62300.1→60764.6	-12.79	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:11	BTC	Buy	63566.2→62000.9	-12.77	stop_loss
06-09 13:36	BTC	Buy	63751.2→62183.8	-12.73	stop_loss
06-09 00:48	BTC	Buy	64007.2→62432.6	-12.76	stop_loss
06-08 22:59	BTC	Buy	62825.1→63413.8	+4.21	timeout
06-08 18:17	BTC	Buy	62126.1→63520.8	+10.69	timeout
06-08 17:18	BTC	Buy	62248.1→63397.8	+8.69	timeout
06-08 13:43	BTC	Buy	61722.1→63475.8	+13.71	timeout
06-07 22:14	BTC	Buy	60806→63475.8	+21.51	take_profit
06-07 19:12	BTC	Buy	60718→61710.9	+7.78	timeout
06-07 15:51	BTC	Buy	60818→62086.9	+9.95	timeout
06-07 14:47	BTC	Buy	60927→61828.9	+6.93	timeout
06-07 13:32	BTC	Buy	60688→61829.9	+8.94	timeout
06-06 23:56	BTC	Buy	60904→60874	-0.77	timeout
06-06 18:47	BTC	Buy	59702→60552	+6.72	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

137

closed

45%

win rate

-363.32

total pnl ($)

-52.7 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	137	45%	-52.7	-363.32

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…