deribit_basis_zscore_fear_long_v35

not live
76
closed trades
38%
win rate
-274.70
total pnl ($)
0.687
weight
7d window — n=15 wr=40% pnl=-70.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:02BTCBuy59472→59787+2.26timeout
06-29 23:44BTCBuy59709→60230+3.94timeout
06-28 19:44BTCBuy60172→59410-6.76timeout
06-28 18:40BTCBuy60525→59580-8.23timeout
06-27 19:34BTCBuy60031→60147+0.56timeout
06-27 15:40BTCBuy60467→60787+2.21timeout
06-26 15:05BTCBuy59353→59592+1.51timeout
06-26 14:12BTCBuy59526→59999+3.48timeout
06-25 13:58BTCBuy59655→58168-12.85stop_loss
06-25 13:53BTCBuy60455→58958.6-12.77stop_loss
06-24 16:51BTCBuy61303.1→59731.1-13.25stop_loss
06-24 15:45BTCBuy61939.1→60413.8-12.76stop_loss
06-24 13:44BTCBuy62908.1→61359.2-12.76stop_loss
06-24 07:44BTCBuy62903.1→62642.9-2.57timeout
06-24 06:48BTCBuy62947.1→62716.9-2.34timeout
06-23 06:23BTCBuy64077.2→62499.6-12.79stop_loss
06-23 06:21BTCBuy64278.2→62697.5-12.78stop_loss
06-22 04:41BTCBuy64489.2→63953.8-4.63timeout
06-22 03:37BTCBuy64291.2→64180.8-1.38timeout
06-21 03:47BTCBuy63440.2→64391.8+7.06timeout
06-20 22:26BTCBuy63281.2→64146.8+6.39timeout
06-19 21:24BTCBuy63012.2→63203.8+1.02timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 15:51BTCBuy64159.2→62573.6-12.72stop_loss
06-18 15:37BTCBuy64435.2→62847.4-12.74stop_loss
06-18 09:22BTCBuy64911.2→64427.8-4.21timeout
06-17 19:50BTCBuy65595.3→63964.8-12.89stop_loss
06-17 08:20BTCBuy66818.3→65173.1-12.74stop_loss
06-17 04:40BTCBuy65845.3→65886.7-0.18timeout
06-16 08:07BTCBuy65722.3→66313.7+4.09timeout
06-16 03:59BTCBuy65881.3→66113.7+1.35timeout
06-15 07:00BTCBuy64264.2→65780.7+11.33timeout
06-15 03:34BTCBuy64507.2→65721.7+8.93timeout
06-14 04:40BTCBuy63583.2→64399.8+6.02timeout
06-14 01:48BTCBuy63790.2→64598.8+5.92timeout
06-13 00:31BTCBuy63560.2→63528.8-0.78timeout
06-12 23:18BTCBuy63368.2→63425.8-0.04timeout
06-12 00:04BTCBuy61581.1→63548.8+15.44timeout
06-11 22:22BTCBuy61246.1→63579.8+18.47timeout
06-10 22:17BTCBuy62612.1→61072.4-12.75stop_loss
06-10 15:28BTCBuy61343.1→62317.9+7.44timeout
06-10 14:31BTCBuy61491.1→61969.9+3.41timeout
06-09 14:20BTCBuy63263.2→61705-12.77stop_loss
06-09 13:36BTCBuy63753.2→62183.8-12.75stop_loss
06-08 22:32BTCBuy62811.1→63337.8+3.71timeout
06-08 21:33BTCBuy61749.1→63664.8+15.03timeout
06-07 20:46BTCBuy60718→61734.9+7.95timeout
06-07 10:43BTCBuy60391→62325.9+15.59timeout
06-06 19:51BTCBuy60281→60588+2.16timeout
06-06 04:15BTCBuy61503.1→59985-12.80stop_loss
06-05 18:52BTCBuy60788→59293.4-12.75stop_loss
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 15:39BTCBuy61594.1→60069.9-12.81stop_loss
06-05 13:52BTCBuy62598.1→61049.4-12.83stop_loss
06-05 06:21BTCBuy63082.2→61512.2-12.89stop_loss
06-05 03:03BTCBuy63466.2→62529.9-7.77timeout
06-05 03:01BTCBuy64064.2→62486.6-12.73stop_loss
06-04 09:30BTCBuy64298.2→62715.5-12.75stop_loss
06-04 01:21BTCBuy64310.2→62728.5-12.75stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 19:55BTCBuy66858.3→65170.1-13.11stop_loss
06-03 16:27BTCBuy67173.4→65514.9-12.82stop_loss
06-02 23:03BTCBuy67828.4→66159.6-12.75stop_loss
06-02 22:59BTCBuy67913.4→66243.5-12.75stop_loss
06-02 09:29BTCBuy71012.6→69262.9-12.81stop_loss
06-01 22:25BTCBuy73975.7→71199.8-19.36stop_loss
05-31 19:32BTCBuy73951.7→73472.3-3.70timeout
05-31 16:54BTCBuy73896.7→73495.3-3.22timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-31 10:15BTCBuy73604.7→73813.3+0.83timeout
05-31 04:58BTCBuy73341.7→74182.3+5.22timeout
05-30 07:51BTCBuy73399.7→73486.3+0.10timeout
05-29 16:56BTCBuy73403.7→73945.3+3.15timeout
05-29 15:47BTCBuy73034.7→73734.3+4.29timeout
05-29 14:42BTCBuy72888.6→72698.4-1.90timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
38%
win rate
-274.70
total pnl ($)
-72.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7638%-72.0-274.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems