deribit_basis_zscore_fear_long_v41 · strategy

166

closed trades

40%

win rate

-611.69

total pnl ($)

0.250

weight

7d window — n=41 wr=34% pnl=-206.80 · 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 21:50	BTC	Buy	60236→59393	-7.45	timeout
06-28 20:48	BTC	Buy	60275→59695	-5.23	timeout
06-28 19:45	BTC	Buy	60164→59396	-6.81	timeout
06-28 17:41	BTC	Buy	60582→59466	-9.63	timeout
06-28 04:43	BTC	Buy	60351→60138	-2.22	timeout
06-27 21:16	BTC	Buy	59727→60353	+4.86	timeout
06-27 20:16	BTC	Buy	59731→60251	+3.96	timeout
06-27 19:11	BTC	Buy	59935→60570	+4.87	timeout
06-27 15:56	BTC	Buy	60291→60754	+3.40	timeout
06-27 02:53	BTC	Buy	58466.9→60315	+15.34	timeout
06-26 20:26	BTC	Buy	59616→59695	+0.11	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 14:45	BTC	Buy	59408→59564	+0.81	timeout
06-26 02:13	BTC	Buy	60182→58696.7	-12.79	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60878.5	-12.98	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64017.2→62438.6	-12.79	stop_loss
06-23 06:22	BTC	Buy	64105.2→62526.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64231.2→62645.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64318.2→62722.5	-12.89	stop_loss
06-22 23:24	BTC	Buy	63756.2→63969.8	+1.22	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 04:36	BTC	Buy	64539.2→63990.8	-4.72	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 23:13	BTC	Buy	64245.2→63721.8	-4.50	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 04:49	BTC	Buy	63560.2→64442.8	+6.51	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 01:58	BTC	Buy	63542.2→64232.8	+4.93	timeout
06-20 21:50	BTC	Buy	63099.2→64044.8	+7.06	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 01:39	BTC	Buy	62868.1→63587.8	+5.27	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:57	BTC	Buy	63909.2→62308.7	-12.82	stop_loss
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.64	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-18 09:19	BTC	Buy	64977.2→64439.8	-4.65	timeout
06-18 05:03	BTC	Buy	65324.3→63717.9	-12.76	stop_loss
06-17 19:44	BTC	Buy	65692.3→64074.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65867.3→64242.6	-12.81	stop_loss
06-17 15:30	BTC	Buy	65821.3→65244.7	-4.84	timeout
06-17 08:07	BTC	Buy	66336.3→65408.7	-7.41	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 03:22	BTC	Buy	65701.3→65718.7	-0.35	timeout
06-16 18:19	BTC	Buy	66810.3→66070.7	-6.06	timeout
06-16 14:33	BTC	Buy	66943.3→65297.1	-12.82	stop_loss
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-16 04:00	BTC	Buy	65873.3→66119.7	+1.46	timeout
06-16 00:48	BTC	Buy	65583.3→66369.7	+5.58	timeout
06-15 13:35	BTC	Buy	64261.2→66840.7	+19.64	timeout
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 05:37	BTC	Buy	64290.2→65687.7	+10.40	timeout
06-15 01:06	BTC	Buy	64522.2→65397.7	+6.31	timeout
06-14 21:51	BTC	Buy	64463.2→65528.7	+7.77	timeout
06-14 11:45	BTC	Buy	63883.2→64578.8	+5.00	timeout
06-14 08:19	BTC	Buy	63793.2→64480.8	+4.91	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 22:17	BTC	Buy	63496.2→64359.8	+6.32	timeout
06-13 19:31	BTC	Buy	63637.2→64138.8	+3.49	timeout
06-13 08:53	BTC	Buy	63436.2→63774.8	+2.14	timeout
06-13 04:48	BTC	Buy	63693.2→63613.8	-1.06	timeout
06-13 00:36	BTC	Buy	63655.2→63550.8	-1.36	timeout
06-12 21:00	BTC	Buy	63378.2→63434.8	-0.05	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-12 08:41	BTC	Buy	62923.1→63387.8	+3.15	timeout
06-12 02:03	BTC	Buy	62208.1→63463.8	+9.53	timeout
06-12 00:10	BTC	Buy	61608.1→63709.8	+16.48	timeout
06-11 19:30	BTC	Buy	61199.1→63885.8	+21.39	take_profit
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.34	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 19:04	BTC	Buy	61826.1→61833.9	-0.45	timeout
06-10 16:20	BTC	Buy	60851→62300.9	+11.41	timeout
06-10 15:18	BTC	Buy	61583.1→61903.9	+2.11	timeout
06-10 14:19	BTC	Buy	61807.1→61885.9	+0.16	timeout
06-09 16:06	BTC	Buy	62435.1→60891.5	-12.83	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63309.2→61749	-12.77	stop_loss
06-09 13:36	BTC	Buy	63766.2→62195.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

166

closed

40%

win rate

-611.69

total pnl ($)

-73.4 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	166	40%	-73.4	-611.69

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:50	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…