deribit_basis_zscore_fear_long_v3 · strategy

156

closed trades

39%

win rate

-536.75

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-158.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:59	BTC	Buy	59805→58333.9	-12.73	stop_loss
06-30 12:24	BTC	Buy	60280→58778.7	-12.89	stop_loss
06-30 11:44	BTC	Buy	59819→59243	-5.25	timeout
06-30 09:53	BTC	Buy	59949→59365	-5.31	timeout
06-30 08:16	BTC	Buy	59960→59393	-5.14	timeout
06-29 10:56	BTC	Buy	60146→60040	-1.48	timeout
06-29 07:50	BTC	Buy	60236→60065	-1.90	timeout
06-28 21:46	BTC	Buy	60235→59577	-5.93	timeout
06-28 20:44	BTC	Buy	60228→59636	-5.36	timeout
06-28 18:37	BTC	Buy	60531→59591	-8.20	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:22	BTC	Buy	60367→60108	-2.58	timeout
06-27 20:50	BTC	Buy	59742→60249	+3.85	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:39	BTC	Buy	59431→60288	+6.76	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.26	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.71	timeout
06-26 14:20	BTC	Buy	59406→59991	+4.42	timeout
06-26 02:13	BTC	Buy	60204→58717.7	-12.79	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60162→58682.7	-12.67	stop_loss
06-25 13:46	BTC	Buy	61134.1→59621.2	-12.77	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61350.1→59837.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-24 06:44	BTC	Buy	62900.1→62771.9	-1.52	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-23 06:18	BTC	Buy	64614.2→63025.3	-12.77	stop_loss
06-23 05:25	BTC	Buy	64933.2→63328.2	-12.83	stop_loss
06-23 05:22	BTC	Buy	65078.3→63478.1	-12.77	stop_loss
06-22 18:10	BTC	Buy	63963.2→64645.8	+4.82	timeout
06-22 11:03	BTC	Buy	64453.2→64102.8	-3.28	timeout
06-22 09:32	BTC	Buy	64064.2→64089.8	-0.33	timeout
06-22 08:29	BTC	Buy	64017.2→64158.8	+0.61	timeout
06-22 07:24	BTC	Buy	64196.2→64209.8	-0.37	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 02:43	BTC	Buy	62915.1→63354.8	+3.05	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:55	BTC	Buy	63977.2→62396.7	-12.75	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64437.2→62852.4	-12.46	stop_loss
06-18 15:14	BTC	Buy	65103.3→63502.1	-12.44	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 05:04	BTC	Buy	65277.3→63671	-12.77	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 16:18	BTC	Buy	65770.3→65965.7	+0.99	timeout
06-17 08:39	BTC	Buy	66538.3→64902.3	-12.78	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 18:04	BTC	Buy	66773.3→66158.7	-5.13	timeout
06-16 15:21	BTC	Buy	66668.3→65739.7	-7.49	timeout
06-16 09:14	BTC	Buy	65668.3→66709.7	+7.48	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-16 05:52	BTC	Buy	65762.3→66070.7	+1.96	timeout
06-15 13:54	BTC	Buy	64281.2→66458.7	+16.50	timeout
06-15 12:45	BTC	Buy	64304.2→66424.7	+16.06	timeout
06-15 08:08	BTC	Buy	64409.2→65703.7	+9.59	timeout
06-15 07:07	BTC	Buy	64230.2→65765.7	+11.49	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-14 11:04	BTC	Buy	63835.2→64439.8	+4.28	timeout
06-14 09:44	BTC	Buy	63787.2→64516.8	+5.22	timeout
06-14 07:42	BTC	Buy	63801.2→64278.8	+3.29	timeout
06-14 06:07	BTC	Buy	63546.2→64403.8	+6.31	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 10:34	BTC	Buy	63667.2→63807.8	+0.57	timeout
06-13 09:27	BTC	Buy	63737.2→63784.8	-0.17	timeout
06-13 07:24	BTC	Buy	63017.2→63704.8	+5.00	timeout
06-13 05:20	BTC	Buy	63494.2→63547.8	-0.01	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 10:03	BTC	Buy	62858.1→63678.8	+5.99	timeout
06-12 09:03	BTC	Buy	62926.1→63467.8	+3.78	timeout
06-12 06:45	BTC	Buy	62876.1→62933.9	-0.04	timeout
06-12 01:10	BTC	Buy	61944.1→63485.8	+11.86	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.60	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:12	BTC	Buy	61088.1→62410.9	+10.32	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

156

closed

39%

win rate

-536.75

total pnl ($)

-68.6 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	156	39%	-68.6	-536.75

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…