deribit_basis_zscore_fear_long_v37 · strategy

152

closed trades

40%

win rate

-558.23

total pnl ($)

0.275

weight

7d window — n=36 wr=39% pnl=-153.56 · 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 09:49	BTC	Buy	60381→60270	-1.40	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:31	BTC	Buy	60393→60092	-2.92	timeout
06-27 20:52	BTC	Buy	59758→60258	+3.79	timeout
06-27 19:34	BTC	Buy	60032→60146	+0.54	timeout
06-27 04:27	BTC	Buy	59916→60372	+3.36	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 19:25	BTC	Buy	59293→59907	+4.61	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:17	BTC	Buy	58933.9→59857	+7.29	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-26 02:13	BTC	Buy	60124→58644.7	-12.74	stop_loss
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 06:21	BTC	Buy	64115.2→62532.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64142.2→62554.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64262.2→62681.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64437.2→62837.4	-12.88	stop_loss
06-22 15:43	BTC	Buy	64280.2→65039.7	+5.54	timeout
06-22 08:17	BTC	Buy	64069.2→64238.8	+0.82	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 14:38	BTC	Buy	63424.2→64021.8	+4.33	timeout
06-21 08:00	BTC	Buy	63598.2→64157.8	+3.89	timeout
06-21 06:25	BTC	Buy	63678.2→64220.8	+3.80	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 02:42	BTC	Buy	62909.1→63329.8	+2.90	timeout
06-20 01:38	BTC	Buy	62891.1→63561.8	+4.87	timeout
06-20 00:32	BTC	Buy	63013.2→63596.8	+4.15	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:23	BTC	Buy	63085.2→62969.9	-1.40	timeout
06-18 15:57	BTC	Buy	63934.2→62343.7	-12.74	stop_loss
06-18 15:40	BTC	Buy	64236.2→62655.5	-12.49	stop_loss
06-18 15:38	BTC	Buy	64391.2→62807.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64567.2→62978.3	-12.46	stop_loss
06-18 15:16	BTC	Buy	65057.3→63446.1	-12.48	stop_loss
06-17 19:41	BTC	Buy	65784.3→64166.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65829.3→64209.7	-12.76	stop_loss
06-17 18:51	BTC	Buy	65893.3→65912.7	-0.35	timeout
06-17 16:38	BTC	Buy	65738.3→66014.7	+1.59	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 21:22	BTC	Buy	66502.3→65713.7	-6.47	timeout
06-16 19:22	BTC	Buy	66530.3→65665.7	-7.04	timeout
06-16 18:10	BTC	Buy	66771.3→66076.7	-5.73	timeout
06-16 15:40	BTC	Buy	66797.3→65844.7	-7.54	timeout
06-16 06:11	BTC	Buy	65854.3→66126.7	+1.68	timeout
06-15 13:47	BTC	Buy	64319.2→66508.7	+16.58	timeout
06-15 13:16	BTC	Buy	63895.2→66702.7	+21.54	take_profit
06-15 12:44	BTC	Buy	64331.2→66417.7	+15.79	timeout
06-15 11:04	BTC	Buy	64465.2→65893.7	+10.63	timeout
06-15 03:35	BTC	Buy	64513.2→65705.7	+8.76	timeout
06-14 12:11	BTC	Buy	63924.2→64441.8	+3.61	timeout
06-14 11:08	BTC	Buy	63867.2→64470.8	+4.27	timeout
06-14 09:47	BTC	Buy	63772.2→64537.8	+5.50	timeout
06-14 08:41	BTC	Buy	63885.2→64448.8	+3.93	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 10:44	BTC	Buy	63652.2→63848.8	+1.00	timeout
06-13 09:35	BTC	Buy	63852.2→63785.8	-1.06	timeout
06-13 08:26	BTC	Buy	63462.2→63778.8	+1.94	timeout
06-13 07:26	BTC	Buy	62998.1→63735.8	+5.39	timeout
06-12 20:56	BTC	Buy	63367.2→63402.8	-0.19	timeout
06-12 10:38	BTC	Buy	62926.1→63703.8	+5.65	timeout
06-12 09:18	BTC	Buy	62804.1→63537.8	+5.32	timeout
06-12 07:52	BTC	Buy	62664.1→62989.9	+2.11	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.40	take_profit
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.42	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 16:12	BTC	Buy	61061.1→62366.9	+10.20	timeout
06-10 15:12	BTC	Buy	61544.1→61897.9	+2.38	timeout
06-10 14:13	BTC	Buy	62071.1→62082.9	-0.38	timeout
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 13:33	BTC	Buy	63439.2→62406.9	-8.57	timeout
06-09 12:31	BTC	Buy	63226.2→62615.9	-5.22	timeout
06-09 01:53	BTC	Buy	63051.2→62750.9	-2.82	timeout
06-08 22:38	BTC	Buy	63229.2→63305.8	+0.12	timeout
06-08 21:29	BTC	Buy	61757.1→63693.8	+15.19	timeout
06-08 11:34	BTC	Buy	62475.1→63507.8	+7.79	timeout
06-08 06:19	BTC	Buy	61796.1→63075.8	+9.90	timeout
06-07 19:47	BTC	Buy	60643→61208.9	+4.26	timeout
06-07 15:27	BTC	Buy	60640→61819.9	+9.26	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

40%

win rate

-558.23

total pnl ($)

-73.2 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	152	40%	-73.2	-558.23

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…