deribit_basis_zscore_fear_long_v38 · strategy

121

closed trades

46%

win rate

-306.10

total pnl ($)

0.560

weight

7d window — n=25 wr=48% pnl=-90.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:42	BTC	Buy	59787→60231	+3.28	timeout
06-29 20:41	BTC	Buy	59676→60413	+5.57	timeout
06-29 20:07	BTC	Buy	59513→60472	+7.46	timeout
06-28 21:31	BTC	Buy	60436→59683	-6.69	timeout
06-28 19:49	BTC	Buy	60155→59310	-7.45	timeout
06-28 19:13	BTC	Buy	60582→59479	-9.54	timeout
06-27 21:16	BTC	Buy	59727→60353	+4.86	timeout
06-27 19:26	BTC	Buy	59912→60252	+2.43	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.73	timeout
06-26 19:25	BTC	Buy	59290→59886	+4.46	timeout
06-26 16:14	BTC	Buy	59731→60131	+2.79	timeout
06-26 15:40	BTC	Buy	59223→60457	+9.88	timeout
06-25 17:51	BTC	Buy	59388→59480	+0.36	timeout
06-25 13:59	BTC	Buy	59538→58074	-12.66	stop_loss
06-25 13:53	BTC	Buy	60361→58876.6	-12.65	stop_loss
06-24 17:48	BTC	Buy	60533→59043.5	-12.74	stop_loss
06-24 17:20	BTC	Buy	60878→59375.3	-12.78	stop_loss
06-24 14:17	BTC	Buy	62540.1→61002.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 09:33	BTC	Buy	62445.1→62652.9	+1.17	timeout
06-24 08:20	BTC	Buy	62440.1→62626.9	+0.97	timeout
06-24 07:33	BTC	Buy	62874.1→62676.9	-2.09	timeout
06-23 08:20	BTC	Buy	63896.2→62324.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64332.2→62747.5	-12.78	stop_loss
06-22 22:53	BTC	Buy	63750.2→63944.8	+1.07	timeout
06-22 21:43	BTC	Buy	63866.2→64168.8	+1.91	timeout
06-22 21:10	BTC	Buy	63499.2→64373.8	+6.43	timeout
06-21 21:54	BTC	Buy	64012.2→63767.8	-2.35	timeout
06-21 18:44	BTC	Buy	63814.2→64131.8	+2.08	timeout
06-21 17:40	BTC	Buy	63796.2→64046.8	+1.60	timeout
06-20 21:29	BTC	Buy	63143.2→63904.8	+5.59	timeout
06-20 18:27	BTC	Buy	63120.2→63818.8	+5.09	timeout
06-20 17:14	BTC	Buy	62970.1→63916.8	+7.05	timeout
06-19 19:57	BTC	Buy	62932.1→63000.8	+0.07	timeout
06-19 17:32	BTC	Buy	62663.1→62942.9	+1.78	timeout
06-19 16:19	BTC	Buy	62518.1→63252.8	+5.40	timeout
06-18 15:51	BTC	Buy	64129.2→62548.6	-12.51	stop_loss
06-18 15:40	BTC	Buy	64271.2→62681.5	-12.93	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-17 19:50	BTC	Buy	65636.3→64017.8	-12.79	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	65891.3→64262.6	-12.81	stop_loss
06-17 15:37	BTC	Buy	65915.3→65386.7	-4.47	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-16 22:45	BTC	Buy	66264.3→65686.7	-4.90	timeout
06-16 13:59	BTC	Buy	66440.3→66067.7	-3.34	timeout
06-16 03:09	BTC	Buy	65571.3→65739.7	+0.83	timeout
06-15 21:59	BTC	Buy	65304.3→66335.7	+7.39	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 02:24	BTC	Buy	64557.2→65652.7	+8.00	timeout
06-14 21:07	BTC	Buy	64288.2→63993.8	-2.76	timeout
06-14 20:01	BTC	Buy	64261.2→63837.8	-3.79	timeout
06-13 23:49	BTC	Buy	63521.2→64380.8	+6.31	timeout
06-13 20:57	BTC	Buy	63460.2→64251.8	+5.77	timeout
06-13 19:28	BTC	Buy	63726.2→64129.8	+2.71	timeout
06-12 23:45	BTC	Buy	63619.2→63516.8	-1.30	timeout
06-12 18:33	BTC	Buy	63380.2→63765.8	+2.58	timeout
06-12 17:40	BTC	Buy	63210.2→63781.8	+4.05	timeout
06-11 22:26	BTC	Buy	61281.1→63527.8	+17.75	timeout
06-11 17:35	BTC	Buy	61767.1→63186.8	+10.94	timeout
06-11 14:36	BTC	Buy	61903.1→63018.8	+8.46	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:02	BTC	Buy	61155.1→62486.9	+10.39	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:20	BTC	Buy	61703.1→61931.9	+1.38	timeout
06-09 14:36	BTC	Buy	62918.1→61371.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63498.2→61929.9	-12.80	stop_loss
06-08 22:59	BTC	Buy	62836.1→63413.8	+4.12	timeout
06-08 22:26	BTC	Buy	63022.2→63297.8	+1.70	timeout
06-08 18:13	BTC	Buy	62229.1→63571.8	+10.25	timeout
06-07 22:14	BTC	Buy	60910→63583.8	+21.51	take_profit
06-07 21:54	BTC	Buy	60819→61627.9	+6.21	timeout
06-07 14:56	BTC	Buy	60881→61904.9	+7.95	timeout
06-06 23:56	BTC	Buy	60915→60877	-0.84	timeout
06-06 19:40	BTC	Buy	59813→60551	+5.78	timeout
06-06 14:26	BTC	Buy	60440→60801	+2.54	timeout
06-05 23:33	BTC	Buy	61978.1→60449.7	-12.78	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 14:06	BTC	Buy	61948.1→60422.8	-12.76	stop_loss
06-05 13:55	BTC	Buy	62561.1→61020.4	-12.77	stop_loss
06-05 11:41	BTC	Buy	62271.1→62179.9	-1.22	timeout
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:37	BTC	Buy	63198.2→62908.9	-2.71	timeout
06-04 09:27	BTC	Buy	64409.2→62825.4	-12.74	stop_loss
06-04 04:22	BTC	Buy	61985.1→64706.8	+21.50	take_profit
06-04 00:29	BTC	Buy	64931.2→63334.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 19:52	BTC	Buy	67144.4→65491	-12.80	stop_loss
06-03 16:27	BTC	Buy	67199.4→65546.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67257.4→65595.9	-12.83	stop_loss
06-03 03:43	BTC	Buy	67419.4→65761.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67523.4→65855.8	-12.80	stop_loss
06-02 22:59	BTC	Buy	67920.4→66245.5	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

121

closed

46%

win rate

-306.10

total pnl ($)

-50.1 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	121	46%	-50.1	-306.10

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:30	BTC	Buy	circuit_breaker
06-30 02:12	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…