deribit_basis_zscore_fear_long_v27

not live
46
closed trades
43%
win rate
-127.59
total pnl ($)
1.058
weight
7d window — n=9 wr=33% pnl=-31.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:38BTCBuy59898→59725-1.91timeout
06-28 04:27BTCBuy60380→60204-1.92timeout
06-27 02:53BTCBuy58466.9→60315+15.34timeout
06-26 02:16BTCBuy60025→58548.8-12.73stop_loss
06-25 13:53BTCBuy60465→58967.6-12.75stop_loss
06-24 15:56BTCBuy61764.1→60244.8-12.74stop_loss
06-24 12:07BTCBuy62427.1→62808.9+2.60timeout
06-23 06:21BTCBuy64293.2→62712.5-12.75stop_loss
06-22 21:10BTCBuy63601.2→64374.8+5.62timeout
06-21 19:03BTCBuy63826.2→64187.8+2.43timeout
06-20 18:24BTCBuy63107.2→63817.8+5.18timeout
06-19 17:17BTCBuy62497.1→63029.8+3.81timeout
06-18 15:37BTCBuy64426.2→62841.4-12.46stop_loss
06-17 19:46BTCBuy65682.3→64065.7-12.77stop_loss
06-17 04:37BTCBuy65827.3→65855.7-0.28timeout
06-15 21:53BTCBuy65494.3→66389.7+6.33timeout
06-14 21:06BTCBuy64292.2→63993.8-2.79timeout
06-13 19:28BTCBuy63723.2→64135.8+2.78timeout
06-12 17:41BTCBuy63306.2→63809.8+3.51timeout
06-11 16:09BTCBuy62429.1→62708.9+1.64timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-09 14:21BTCBuy63169.2→61615.1-12.76stop_loss
06-08 23:05BTCBuy62846.1→63398.8+3.92timeout
06-07 21:59BTCBuy60734→61729.9+7.77timeout
06-06 19:39BTCBuy59755→60550+6.26timeout
06-05 18:52BTCBuy60944→59445.3-12.76stop_loss
06-05 14:04BTCBuy62145.1→60616.6-12.75stop_loss
06-05 11:14BTCBuy62246.1→62296.9-0.08timeout
06-04 09:27BTCBuy64376.2→62792.4-12.75stop_loss
06-04 00:29BTCBuy65084.3→63484.1-12.74stop_loss
06-03 19:54BTCBuy66997.3→65327.1-12.95stop_loss
06-03 03:43BTCBuy67427.4→65764.8-12.78stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 02:06BTCBuy72006.6→70235.4-12.83stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 14:58BTCBuy73894.7→73583.3-2.57timeout
05-31 04:59BTCBuy73356.7→74164.3+4.99timeout
05-31 02:55BTCBuy73752.7→73939.3+0.75timeout
05-30 18:47BTCBuy73591.7→74011.3+2.29timeout
05-30 17:02BTCBuy73998.7→73900.3-1.23timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-29 15:31BTCBuy72871.6→73859.3+6.28timeout
05-29 14:19BTCBuy73493.7→72714.4-5.82timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 11:31BTCBuy73306.7→73485.3+0.73timeout
05-29 10:29BTCBuy73399.7→73590.3+0.79timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
43%
win rate
-127.59
total pnl ($)
-55.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4643%-55.1-127.59

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:08BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems