deribit_basis_zscore_fear_long_v28 · strategy

closed trades

49%

win rate

-217.22

total pnl ($)

0.632

weight

7d window — n=15 wr=33% pnl=-97.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:39	BTC	Buy	59399→59735	+2.26	timeout
06-26 17:39	BTC	Buy	59647→59967	+2.15	timeout
06-26 16:39	BTC	Buy	59273→60174	+7.05	timeout
06-26 15:34	BTC	Buy	59279→60109	+6.53	timeout
06-26 14:38	BTC	Buy	59698→59622	-1.14	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58343.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60301→58775.7	-13.02	stop_loss
06-25 13:48	BTC	Buy	60924→59417.3	-12.76	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 15:46	BTC	Buy	61873.1→60350.8	-12.74	stop_loss
06-24 13:57	BTC	Buy	62759.1→61212.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-18 05:04	BTC	Buy	65278.3→63671	-12.77	stop_loss
06-16 14:24	BTC	Buy	66403.3→65617.7	-6.45	timeout
06-16 13:26	BTC	Buy	66916.3→66077.7	-6.80	timeout
06-16 12:21	BTC	Buy	66188.3→66631.7	+2.81	timeout
06-16 11:17	BTC	Buy	65991.3→66510.7	+3.42	timeout
06-16 10:12	BTC	Buy	65730.3→66503.7	+5.42	timeout
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:47	BTC	Buy	64301.2→66462.7	+16.37	timeout
06-15 11:43	BTC	Buy	64597.2→66185.7	+11.85	timeout
06-15 10:42	BTC	Buy	64593.2→65722.7	+8.29	timeout
06-15 09:37	BTC	Buy	64442.2→65535.7	+8.05	timeout
06-14 19:54	BTC	Buy	64291.2→63750.8	-4.70	timeout
06-14 12:38	BTC	Buy	63991.2→64311.8	+2.06	timeout
06-14 11:34	BTC	Buy	63903.2→64600.8	+5.01	timeout
06-14 10:31	BTC	Buy	63759.2→64567.8	+5.86	timeout
06-14 09:27	BTC	Buy	63791.2→64317.8	+3.62	timeout
06-13 19:28	BTC	Buy	63726.2→64118.8	+2.63	timeout
06-13 12:03	BTC	Buy	63720.2→63939.8	+1.19	timeout
06-13 11:02	BTC	Buy	63696.2→63826.8	+0.48	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-13 08:54	BTC	Buy	63437.2→63781.8	+2.19	timeout
06-12 18:23	BTC	Buy	63364.2→63670.8	+1.96	timeout
06-12 11:56	BTC	Buy	63101.2→63802.8	+5.03	timeout
06-12 10:50	BTC	Buy	62935.1→63678.8	+5.38	timeout
06-12 09:44	BTC	Buy	62883.1→63868.8	+7.30	timeout
06-12 08:43	BTC	Buy	62843.1→63354.8	+3.54	timeout
06-11 17:39	BTC	Buy	61715.1→63207.8	+11.55	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:46	BTC	Buy	62772.1→61226.3	-12.77	stop_loss
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:16	BTC	Buy	63473.2→61908.9	-12.77	stop_loss
06-09 14:11	BTC	Buy	63525.2→61962.9	-12.75	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.72	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:48	BTC	Buy	64001.2→62425.6	-12.77	stop_loss
06-08 17:53	BTC	Buy	62108.1→63480.8	+10.50	timeout
06-08 16:53	BTC	Buy	62184.1→63547.8	+10.42	timeout
06-08 14:53	BTC	Buy	61894.1→63848.8	+15.30	timeout
06-08 13:51	BTC	Buy	61781.1→63537.8	+13.72	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.16	timeout
06-07 15:51	BTC	Buy	60795→62089.9	+10.05	timeout
06-07 14:48	BTC	Buy	60935→61836.9	+6.93	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:24	BTC	Buy	62652.1→61107.4	-12.77	stop_loss
06-05 06:23	BTC	Buy	62815.1→61269.3	-12.75	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63799.2→62229.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64983.2→63385.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65060.2	-12.95	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67047.4→65397	-12.78	stop_loss
06-03 19:54	BTC	Buy	67049.4→65397	-12.81	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67292.4→65634.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67420.4→65761.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-217.22

total pnl ($)

-44.8 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	96	49%	-44.8	-217.22

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…