deribit_basis_zscore_fear_long_v36

not live
28
closed trades
39%
win rate
-62.44
total pnl ($)
0.992
weight
7d window — n=8 wr=50% pnl=-37.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60049→58552.8-12.92stop_loss
06-25 13:42BTCBuy61725.1→60193.9-12.84stop_loss
06-24 13:57BTCBuy62737.1→61194.3-12.74stop_loss
06-24 08:26BTCBuy62191.1→62657.9+3.25timeout
06-23 06:21BTCBuy64163.2→62565.6-12.93stop_loss
06-22 08:17BTCBuy64069.2→64238.8+0.82timeout
06-21 08:17BTCBuy63529.2→64060.8+3.64timeout
06-20 06:31BTCBuy62855.1→63667.8+6.01timeout
06-18 15:57BTCBuy63903.2→62298.7-12.88stop_loss
06-17 19:29BTCBuy65858.3→64235.7-12.78stop_loss
06-16 17:27BTCBuy66865.3→65725.7-9.06timeout
06-15 13:16BTCBuy63920.2→66726.7+21.52take_profit
06-14 17:00BTCBuy64014.2→63913.8-1.30timeout
06-13 16:54BTCBuy63931.2→63950.8-0.30timeout
06-12 16:55BTCBuy62564.1→63891.8+10.12timeout
06-11 16:50BTCBuy61969.1→62583.9+4.45timeout
06-10 16:40BTCBuy60791→62316.9+12.03timeout
06-09 00:48BTCBuy64021.2→62443.6-12.78stop_loss
06-08 15:11BTCBuy61805.1→64063.8+17.78timeout
06-07 15:06BTCBuy60536→61689.9+9.07timeout
06-06 15:14BTCBuy60526→60580-0.00timeout
06-05 03:11BTCBuy63852.2→62281.7-12.72stop_loss
06-03 23:54BTCBuy65710.3→64094.7-12.74stop_loss
06-03 03:43BTCBuy67570.4→65905.7-12.77stop_loss
06-02 12:31BTCBuy70867.5→69118-12.86stop_loss
05-31 16:49BTCBuy73880.7→73423.3-3.60timeout
05-30 14:15BTCBuy73037.7→73907.3+5.38timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
39%
win rate
-62.44
total pnl ($)
-44.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2839%-44.1-62.44

Recent bounces (last 20 of 2)

timesymsidereason
06-25 09:19BTCBuybelow_min_notional_skip
06-24 09:25BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems