deribit_basis_zscore_fear_long_v32 · strategy

157

closed trades

41%

win rate

-515.56

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-157.75 · 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 16:47	BTC	Buy	60754→59635	-9.63	timeout
06-28 06:48	BTC	Buy	60429→59960	-4.32	timeout
06-28 02:54	BTC	Buy	60322→60139	-1.97	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.39	timeout
06-27 19:54	BTC	Buy	59841→60178	+2.42	timeout
06-27 15:43	BTC	Buy	60417→60765	+2.44	timeout
06-27 03:51	BTC	Buy	59707→60279	+4.35	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.42	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 18:20	BTC	Buy	59653→60007	+2.41	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-26 02:13	BTC	Buy	60204→58717.7	-12.79	stop_loss
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:57	BTC	Buy	59757→58286.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59796→58323.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60476→58988.5	-12.67	stop_loss
06-25 13:48	BTC	Buy	60866→59368.3	-12.70	stop_loss
06-24 17:20	BTC	Buy	60929→59429.3	-12.74	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62778.1→61232.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:10	BTC	Buy	62057.1→62082.9	-0.25	timeout
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 09:05	BTC	Buy	62388.1→62720.9	+2.14	timeout
06-24 08:05	BTC	Buy	62791.1→62646.9	-1.66	timeout
06-24 07:14	BTC	Buy	63011.2→62809.9	-2.09	timeout
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 06:27	BTC	Buy	64067.2→62642.9	-11.59	timeout
06-23 06:21	BTC	Buy	64213.2→62632.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64251.2→62665.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64278.2→62695.5	-12.79	stop_loss
06-22 23:33	BTC	Buy	63391.2→63945.8	+3.98	timeout
06-22 21:12	BTC	Buy	63560.2→64335.8	+5.64	timeout
06-22 07:25	BTC	Buy	64169.2→64217.8	-0.10	timeout
06-22 04:38	BTC	Buy	64488.2→63982.8	-4.39	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-1.20	timeout
06-21 22:24	BTC	Buy	64129.2→63716.8	-3.65	timeout
06-21 18:54	BTC	Buy	63777.2→64103.8	+2.15	timeout
06-21 02:47	BTC	Buy	63386.2→64208.8	+6.02	timeout
06-21 01:43	BTC	Buy	63520.2→64193.8	+4.80	timeout
06-21 00:40	BTC	Buy	63524.2→64266.8	+5.34	timeout
06-20 21:50	BTC	Buy	63099.2→64031.8	+6.95	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-20 00:28	BTC	Buy	62923.1→63565.8	+4.60	timeout
06-19 23:22	BTC	Buy	62777.1→63262.8	+3.39	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.94	timeout
06-18 15:51	BTC	Buy	64129.2→62548.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64453.2→62865.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64519.2→62931.4	-12.54	stop_loss
06-18 15:37	BTC	Buy	64526.2→62939.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64553.2→62965.4	-12.52	stop_loss
06-18 08:44	BTC	Buy	64892.2→64485.8	-3.62	timeout
06-17 22:03	BTC	Buy	65489.3→63849.9	-12.95	stop_loss
06-17 19:40	BTC	Buy	65605.3→64211.8	-11.10	timeout
06-17 19:40	BTC	Buy	65829.3→64210.7	-12.76	stop_loss
06-17 19:38	BTC	Buy	65853.3→64232.7	-12.76	stop_loss
06-17 16:01	BTC	Buy	65911.3→65789.7	-1.28	timeout
06-17 08:20	BTC	Buy	66818.3→65173.1	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-17 02:34	BTC	Buy	65815.3→65900.7	+0.19	timeout
06-16 14:09	BTC	Buy	66347.3→66021.7	-2.98	timeout
06-16 13:08	BTC	Buy	66670.3→66146.7	-4.45	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 05:49	BTC	Buy	65753.3→66035.7	+1.75	timeout
06-16 00:49	BTC	Buy	65549.3→66368.7	+5.84	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 07:01	BTC	Buy	64260.2→65717.7	+10.88	timeout
06-15 05:37	BTC	Buy	64287.2→65687.7	+10.43	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 21:51	BTC	Buy	64442.2→65435.7	+7.21	timeout
06-14 04:48	BTC	Buy	63603.2→64338.8	+5.38	timeout
06-14 01:46	BTC	Buy	63772.2→64582.8	+5.94	timeout
06-14 00:38	BTC	Buy	63574.2→64524.8	+7.03	timeout
06-13 20:31	BTC	Buy	63531.2→64225.8	+5.01	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-13 02:17	BTC	Buy	63588.2→63765.8	+0.94	timeout
06-13 00:15	BTC	Buy	63703.2→63570.8	-1.58	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 12:28	BTC	Buy	62724.1→63471.8	+5.44	timeout
06-12 00:09	BTC	Buy	61590.1→63709.8	+16.65	timeout
06-11 19:32	BTC	Buy	61213.1→63901.8	+21.40	take_profit
06-11 16:08	BTC	Buy	62443.1→62766.9	+1.99	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 18:56	BTC	Buy	61701.1→61730.9	-0.27	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.35	timeout
06-10 15:19	BTC	Buy	61559.1→61961.9	+2.77	timeout
06-10 14:20	BTC	Buy	61712.1→61889.9	+0.96	timeout
06-09 16:20	BTC	Buy	62340.1→60806.5	-12.77	stop_loss
06-09 14:46	BTC	Buy	62766.1→61221.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63749.2→62179.8	-12.75	stop_loss
06-09 10:01	BTC	Buy	63503.2→62731.9	-6.49	timeout
06-09 01:47	BTC	Buy	63124.2→62737.9	-3.50	timeout
06-08 22:49	BTC	Buy	63197.2→63265.8	+0.06	timeout
06-08 21:50	BTC	Buy	61660.1→63760.8	+16.55	timeout

Paper vs Live

Paper (trades.jsonl)

157

closed

41%

win rate

-515.56

total pnl ($)

-65.5 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	157	41%	-65.5	-515.56

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…