deribit_basis_zscore_fear_long_v33 · strategy

129

closed trades

40%

win rate

-491.33

total pnl ($)

0.307

weight

7d window — n=29 wr=34% pnl=-148.57 · 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 04:43	BTC	Buy	60352→60138	-2.23	timeout
06-27 21:25	BTC	Buy	59763→60376	+4.74	timeout
06-27 20:17	BTC	Buy	59744→60237	+3.74	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.44	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 13:19	BTC	Buy	59949→58474.8	-12.76	stop_loss
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.66	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	61007.1→59506.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60940→59429.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:46	BTC	Buy	61616.1→60100.9	-12.72	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 08:11	BTC	Buy	64094.2→64223.8	+0.46	timeout
06-22 07:13	BTC	Buy	64229.2→64188.8	-0.85	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 03:33	BTC	Buy	64309.2→64318.8	-0.39	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 22:28	BTC	Buy	63282.2→64222.8	+6.92	timeout
06-20 01:38	BTC	Buy	62892.1→63561.8	+4.88	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.51	stop_loss
06-18 15:37	BTC	Buy	64444.2→62840.4	-12.74	stop_loss
06-18 11:38	BTC	Buy	64751.2→63921.8	-6.86	timeout
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-17 19:29	BTC	Buy	66029.3→64397.6	-12.81	stop_loss
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 15:30	BTC	Buy	65802.3→65264.7	-4.58	timeout
06-17 08:44	BTC	Buy	66488.3→64853.3	-12.82	stop_loss
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 13:30	BTC	Buy	66704.3→66091.7	-5.13	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.07	timeout
06-16 08:03	BTC	Buy	65688.3→66316.7	+4.36	timeout
06-15 13:18	BTC	Buy	63956.2→66764.7	+21.52	take_profit
06-15 12:32	BTC	Buy	64375.2→66193.7	+13.69	timeout
06-15 07:07	BTC	Buy	64235.2→65760.7	+11.41	timeout
06-15 06:02	BTC	Buy	64399.2→65807.7	+10.47	timeout
06-14 13:01	BTC	Buy	64113.2→64358.8	+1.47	timeout
06-14 08:08	BTC	Buy	63762.2→64403.8	+4.55	timeout
06-14 06:09	BTC	Buy	63570.2→64450.8	+6.48	timeout
06-14 04:42	BTC	Buy	63598.2→64388.8	+5.80	timeout
06-13 09:41	BTC	Buy	63809.2→63786.8	-0.71	timeout
06-13 07:32	BTC	Buy	62999.1→63748.8	+5.48	timeout
06-13 04:33	BTC	Buy	63778.2→63547.8	-2.25	timeout
06-13 02:20	BTC	Buy	63593.2→63757.8	+0.82	timeout
06-12 09:04	BTC	Buy	62894.1→63407.8	+3.56	timeout
06-12 06:48	BTC	Buy	62824.1→62974.9	+0.70	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-12 00:31	BTC	Buy	61824.1→63566.8	+13.53	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:19	BTC	Buy	61547.1→61970.9	+2.94	timeout
06-10 14:20	BTC	Buy	61711.1→61887.9	+0.95	timeout
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63299.2→61742	-12.75	stop_loss
06-09 13:36	BTC	Buy	63762.2→62192.8	-12.75	stop_loss
06-09 01:47	BTC	Buy	63115.2→62734.9	-3.45	timeout
06-09 00:30	BTC	Buy	63523.2→62681.9	-7.14	timeout
06-08 22:39	BTC	Buy	63252.2→63285.8	-0.22	timeout
06-08 21:35	BTC	Buy	61693.1→63693.8	+15.73	timeout
06-07 19:57	BTC	Buy	60636→61300.9	+5.08	timeout
06-07 18:47	BTC	Buy	60574→62194.9	+12.98	timeout
06-07 12:16	BTC	Buy	61003.1→62127.9	+8.77	timeout
06-07 10:44	BTC	Buy	60369→62310.9	+15.65	timeout
06-06 19:39	BTC	Buy	59747→60527	+6.14	timeout
06-06 18:38	BTC	Buy	60104→60615	+3.85	timeout
06-06 04:32	BTC	Buy	61192.1→59685.2	-12.77	stop_loss
06-06 04:11	BTC	Buy	61781.1→60253.8	-12.82	stop_loss
06-05 18:52	BTC	Buy	60718→59224.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:26	BTC	Buy	61908.1→60385.8	-12.74	stop_loss
06-05 13:52	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 12:04	BTC	Buy	63148.2→61595.1	-12.75	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:16	BTC	Buy	63462.2→61900.9	-12.74	stop_loss
06-05 02:30	BTC	Buy	64130.2→62547.6	-12.78	stop_loss
06-05 01:45	BTC	Buy	62805.1→63365.8	+4.03	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 10:28	BTC	Buy	64112.2→62517.6	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

129

closed

40%

win rate

-491.33

total pnl ($)

-75.9 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	129	40%	-75.9	-491.33

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…