deribit_basis_zscore_fear_long_v34 · strategy

closed trades

41%

win rate

-380.57

total pnl ($)

0.641

weight

7d window — n=23 wr=48% pnl=-95.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:35	BTC	Buy	59891→60133	+1.63	timeout
06-27 20:37	BTC	Buy	59603→60225	+4.83	timeout
06-27 16:39	BTC	Buy	60186→60745	+4.19	timeout
06-26 19:47	BTC	Buy	59197→59888	+5.27	timeout
06-26 17:47	BTC	Buy	59490→60042	+4.09	timeout
06-26 15:33	BTC	Buy	59186→60169	+7.77	timeout
06-25 13:58	BTC	Buy	59613→58144	-12.69	stop_loss
06-25 13:57	BTC	Buy	59829→58343.9	-12.78	stop_loss
06-25 13:48	BTC	Buy	60801→59301.4	-12.72	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 15:44	BTC	Buy	62017.1→60490.7	-12.75	stop_loss
06-24 14:20	BTC	Buy	62363.1→60827.5	-12.76	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.74	stop_loss
06-24 12:37	BTC	Buy	62326.1→62815.9	+3.47	timeout
06-24 10:23	BTC	Buy	62411.1→62510.9	+0.30	timeout
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64157.2→62565.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64237.2→62645.5	-12.86	stop_loss
06-22 23:29	BTC	Buy	63613.2→64019.8	+2.76	timeout
06-22 09:31	BTC	Buy	64050.2→64075.8	-0.33	timeout
06-22 07:26	BTC	Buy	64169.2→64251.8	+0.17	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 02:05	BTC	Buy	63479.2→64225.8	+5.39	timeout
06-20 20:50	BTC	Buy	63156.2→63866.8	+5.20	timeout
06-20 18:25	BTC	Buy	63120.2→63833.8	+5.21	timeout
06-20 00:35	BTC	Buy	62992.1→63735.8	+5.42	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 15:53	BTC	Buy	62509.1→63190.8	+5.04	timeout
06-18 15:53	BTC	Buy	64038.2→62460.6	-12.64	stop_loss
06-18 15:51	BTC	Buy	64137.2→62558.6	-12.69	stop_loss
06-18 11:47	BTC	Buy	64842.2→63948.8	-7.41	timeout
06-18 09:50	BTC	Buy	64980.2→64223.8	-6.34	timeout
06-17 22:03	BTC	Buy	65488.3→63844.9	-12.98	stop_loss
06-17 11:05	BTC	Buy	66130.3→64497.5	-12.87	stop_loss
06-17 08:44	BTC	Buy	66507.3→64871.3	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 12:56	BTC	Buy	66543.3→66362.7	-1.89	timeout
06-16 10:55	BTC	Buy	65903.3→66533.7	+4.28	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 11:22	BTC	Buy	64507.2→66200.7	+12.67	timeout
06-15 09:15	BTC	Buy	64408.2→65650.7	+9.21	timeout
06-15 02:41	BTC	Buy	64504.2→65591.7	+7.94	timeout
06-14 09:51	BTC	Buy	63732.2→64590.8	+6.24	timeout
06-14 07:48	BTC	Buy	63824.2→64400.8	+4.06	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 09:36	BTC	Buy	63856.2→63786.8	-1.08	timeout
06-13 07:26	BTC	Buy	62996.1→63743.8	+5.47	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 08:51	BTC	Buy	62969.1→63389.8	+2.81	timeout
06-12 06:47	BTC	Buy	62827.1→62959.9	+0.56	timeout
06-11 17:33	BTC	Buy	61765.1→63328.8	+12.12	timeout
06-10 19:34	BTC	Buy	61906.1→61911.9	-0.47	timeout
06-10 17:29	BTC	Buy	61730.1→61870.9	+0.65	timeout
06-10 15:18	BTC	Buy	61574.1→61960.9	+2.64	timeout
06-09 16:39	BTC	Buy	62284.1→60752.6	-12.76	stop_loss
06-09 14:20	BTC	Buy	63258.2→61702	-12.76	stop_loss
06-09 14:17	BTC	Buy	63354.2→61793	-12.78	stop_loss
06-09 12:31	BTC	Buy	63220.2→62607.9	-5.26	timeout
06-09 05:04	BTC	Buy	62737.1→63283.8	+3.89	timeout
06-09 02:43	BTC	Buy	63036.2→62584.9	-4.02	timeout
06-08 07:26	BTC	Buy	62216.1→63165.8	+7.15	timeout
06-08 01:23	BTC	Buy	61579.1→62992.9	+10.94	timeout
06-07 22:14	BTC	Buy	60489→63145.8	+21.52	take_profit
06-07 07:01	BTC	Buy	60711→61986.9	+10.10	timeout
06-06 20:12	BTC	Buy	60729→60541	-1.93	timeout
06-06 15:48	BTC	Buy	60238→60733	+3.66	timeout
06-06 04:27	BTC	Buy	61332.1→59822.1	-12.76	stop_loss
06-05 18:52	BTC	Buy	60712→59218.4	-12.75	stop_loss
06-05 14:26	BTC	Buy	61902.1→60379.8	-12.74	stop_loss
06-05 13:49	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62868.1→61322.3	-12.75	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:23	BTC	Buy	62762.1→61213.3	-12.79	stop_loss
06-05 06:22	BTC	Buy	62982.1→61433.2	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-05 02:20	BTC	Buy	62551.1→62973.9	+2.94	timeout
06-04 11:10	BTC	Buy	63777.2→62208.8	-12.73	stop_loss
06-04 09:30	BTC	Buy	64271.2→62690.5	-12.74	stop_loss
06-04 01:16	BTC	Buy	64470.2→62883.4	-12.76	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-03 20:55	BTC	Buy	66364.3→64732.4	-12.79	stop_loss
06-03 16:27	BTC	Buy	67177.4→65519.9	-12.81	stop_loss
06-03 16:24	BTC	Buy	67287.4→65632.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67169.4→65516.9	-12.75	stop_loss
06-03 03:50	BTC	Buy	67190.4→65537.9	-12.75	stop_loss
06-03 03:28	BTC	Buy	67725.4→66058.6	-12.76	stop_loss
06-02 14:08	BTC	Buy	70231.5→68504.3	-12.76	stop_loss
06-02 12:33	BTC	Buy	70854.5→69112	-12.80	stop_loss
06-02 12:31	BTC	Buy	70899.5→69151.9	-12.84	stop_loss
06-01 15:25	BTC	Buy	73670.7→71111.9	-17.93	stop_loss
06-01 15:25	BTC	Buy	73628.7→71111.9	-17.68	stop_loss
05-31 19:48	BTC	Buy	74040.7→73489.3	-4.21	timeout
05-31 15:21	BTC	Buy	73814.7→73665.3	-1.49	timeout
05-30 12:01	BTC	Buy	73430.7→73578.3	+0.50	timeout
05-30 09:48	BTC	Buy	73755.7→73534.3	-1.98	timeout
05-30 07:46	BTC	Buy	73368.7→73455.3	+0.10	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-380.57

total pnl ($)

-78.1 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	97	41%	-78.1	-380.57

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…