deribit_basis_zscore_fear_long_v26

not live
27
closed trades
48%
win rate
-70.37
total pnl ($)
1.091
weight
7d window — n=7 wr=57% pnl=-22.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:16BTCBuy58832.9→59845+8.10timeout
06-24 17:21BTCBuy60837→59336.3-12.77stop_loss
06-24 15:16BTCBuy62310.1→60898-11.72timeout
06-23 05:22BTCBuy65078.3→63478.1-12.76stop_loss
06-22 14:55BTCBuy64056.2→64889.8+5.95timeout
06-21 14:49BTCBuy63862.2→63997.8+0.67timeout
06-20 14:35BTCBuy63273.2→63398.8+0.48timeout
06-18 15:37BTCBuy64520.2→62933.4-12.74stop_loss
06-18 08:34BTCBuy65141.3→64514.8-5.26timeout
06-17 08:29BTCBuy66521.3→65312.7-9.53timeout
06-16 08:27BTCBuy65675.3→66494.7+5.87timeout
06-15 08:26BTCBuy64452.2→65645.7+8.79timeout
06-14 08:26BTCBuy63786.2→64443.8+4.68timeout
06-13 08:26BTCBuy63471.2→63779.8+1.88timeout
06-12 08:36BTCBuy62916.1→63424.8+3.50timeout
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-08 22:07BTCBuy61751.1→63456.8+13.33timeout
06-07 22:01BTCBuy60733→61763.9+8.05timeout
06-05 18:52BTCBuy60927→59428.3-12.76stop_loss
06-05 02:22BTCBuy64288.2→62707.5-12.74stop_loss
06-03 23:08BTCBuy66013.3→64388.6-12.76stop_loss
06-03 03:43BTCBuy67471.4→65811.8-12.75stop_loss
06-02 09:02BTCBuy71338.6→69583.7-12.81stop_loss
05-31 16:48BTCBuy73875.7→73432.3-3.51timeout
05-30 14:16BTCBuy72989.6→73871.3+5.48timeout
05-29 13:26BTCBuy73056.7→72947.4-1.22timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
-70.37
total pnl ($)
-51.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%-51.6-70.37

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems