deribit_basis_zscore_fear_long_v39 · strategy

110

closed trades

41%

win rate

-317.03

total pnl ($)

0.856

weight

7d window — n=20 wr=45% pnl=-51.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:24	BTC	Buy	59254→59885	+4.95	timeout
06-29 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-29 05:12	BTC	Buy	59986→59392	-5.40	timeout
06-29 01:41	BTC	Buy	60202→59503	-6.29	timeout
06-28 19:03	BTC	Buy	60569→59488	-9.35	timeout
06-28 02:51	BTC	Buy	60283→60117	-1.83	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.41	timeout
06-27 18:49	BTC	Buy	59636→60500	+6.82	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:57	BTC	Buy	59536→60270	+5.61	timeout
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.65	stop_loss
06-24 13:44	BTC	Buy	62930.1→61378.2	-12.77	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-23 08:17	BTC	Buy	63906.2→62332.7	-12.73	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:15	BTC	Buy	65123.3→63522	-12.80	stop_loss
06-22 22:28	BTC	Buy	65502.3→63891.8	-12.73	stop_loss
06-22 07:28	BTC	Buy	64163.2→64213.8	-0.15	timeout
06-22 04:40	BTC	Buy	64495.2→63950.8	-4.70	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.04	timeout
06-20 22:10	BTC	Buy	63038.2→63997.8	+7.11	timeout
06-20 21:00	BTC	Buy	63191.2→63893.8	+5.10	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 17:58	BTC	Buy	62550.1→63195.8	+4.69	timeout
06-18 15:52	BTC	Buy	64075.2→62495.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64319.2→62736.5	-12.52	stop_loss
06-18 15:40	BTC	Buy	64370.2→62786.5	-12.72	stop_loss
06-18 09:59	BTC	Buy	64873.2→64159.8	-6.02	timeout
06-18 04:11	BTC	Buy	65378.3→63738.9	-13.00	stop_loss
06-17 19:40	BTC	Buy	65816.3→64197.7	-12.74	stop_loss
06-17 16:02	BTC	Buy	65892.3→65838.7	-0.93	timeout
06-17 07:36	BTC	Buy	66363.3→65516.7	-6.86	timeout
06-17 02:34	BTC	Buy	65808.3→65901.7	+0.21	timeout
06-16 13:08	BTC	Buy	66665.3→66156.7	-4.35	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-16 00:49	BTC	Buy	65547.3→66335.7	+5.57	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.06	timeout
06-15 03:00	BTC	Buy	64474.2→65436.7	+6.98	timeout
06-14 21:51	BTC	Buy	64443.2→65435.7	+7.20	timeout
06-14 08:07	BTC	Buy	63765.2→64383.8	+4.37	timeout
06-13 22:03	BTC	Buy	63491.2→64389.8	+6.59	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 05:22	BTC	Buy	63479.2→63549.8	+0.12	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 15:01	BTC	Buy	62532.1→64141.8	+12.34	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-11 19:30	BTC	Buy	61184.1→63872.8	+21.41	take_profit
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 17:07	BTC	Buy	61474.1→62174.9	+5.19	timeout
06-10 15:12	BTC	Buy	61526.1→61898.9	+2.53	timeout
06-10 14:13	BTC	Buy	62006.1→62062.9	-0.02	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63299.2→61742	-12.75	stop_loss
06-09 14:04	BTC	Buy	63658.2→62092.8	-12.74	stop_loss
06-09 06:11	BTC	Buy	62917.1→63363.8	+3.05	timeout
06-08 22:07	BTC	Buy	61831.1→63467.8	+12.75	timeout
06-08 17:20	BTC	Buy	62267.1→63450.8	+8.96	timeout
06-08 05:28	BTC	Buy	61810.1→62675.9	+6.55	timeout
06-07 21:52	BTC	Buy	60830→61645.9	+6.28	timeout
06-07 15:21	BTC	Buy	60625→61738.9	+8.72	timeout
06-07 05:10	BTC	Buy	60173→61776.9	+12.90	timeout
06-06 20:12	BTC	Buy	60752→60539	-2.13	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-06 04:12	BTC	Buy	61738.1→60219.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59277→61879.9	+21.51	take_profit
06-05 18:52	BTC	Buy	60738→59244.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60741.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62798.1→61251.3	-12.77	stop_loss
06-05 11:33	BTC	Buy	62504.1→62274.9	-2.32	timeout
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63612.2→62046.9	-12.70	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.73	stop_loss
06-04 09:27	BTC	Buy	64409.2→62824.4	-12.75	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65099.3→63498.1	-12.74	stop_loss
06-03 19:54	BTC	Buy	67013.4→65364	-12.79	stop_loss
06-03 19:54	BTC	Buy	67050.4→65399	-12.80	stop_loss
06-03 16:27	BTC	Buy	67176.4→65518.9	-12.80	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-03 03:32	BTC	Buy	67693.4→66028.7	-12.75	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 14:27	BTC	Buy	69434.5→67726.7	-12.76	stop_loss
06-02 12:52	BTC	Buy	70745.5→69004	-12.82	stop_loss
06-02 12:17	BTC	Buy	70966.5→69216.9	-12.83	stop_loss
06-01 22:25	BTC	Buy	73924.7→71210.8	-18.94	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.52	timeout
05-31 10:16	BTC	Buy	73620.7→73812.3	+0.72	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

41%

win rate

-317.03

total pnl ($)

-57.3 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	110	41%	-57.3	-317.03

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…