deribit_basis_zscore_fear_long_v42

not live
75
closed trades
37%
win rate
-286.30
total pnl ($)
0.738
weight
7d window — n=15 wr=40% pnl=-62.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:50BTCBuy59722→60249+4.00timeout
06-29 15:49BTCBuy59894→59866-0.80timeout
06-28 16:42BTCBuy60756→59665-9.44timeout
06-28 14:39BTCBuy60581→60068-4.72timeout
06-27 16:05BTCBuy60371→60785+3.04timeout
06-27 14:01BTCBuy60013→60497+3.57timeout
06-26 14:15BTCBuy59234→59911+5.22timeout
06-26 13:18BTCBuy60350→58864.6-12.77stop_loss
06-26 02:13BTCBuy60204→58721.7-12.76stop_loss
06-25 17:55BTCBuy59448→59536+0.33timeout
06-25 13:53BTCBuy60384→58896.6-12.71stop_loss
06-24 16:51BTCBuy61270.1→59731.1-12.98stop_loss
06-24 13:44BTCBuy62908.1→61360.2-12.75stop_loss
06-24 08:38BTCBuy62310.1→62688.9+2.50timeout
06-24 06:44BTCBuy62914.1→62748.9-1.82timeout
06-23 06:21BTCBuy64128.2→62545.6-12.82stop_loss
06-23 06:21BTCBuy64133.2→62554.6-12.79stop_loss
06-22 09:29BTCBuy64025.2→64090.8-0.02timeout
06-22 07:27BTCBuy64165.2→64247.8+0.17timeout
06-21 03:47BTCBuy63440.2→64391.8+7.06timeout
06-21 00:49BTCBuy63558.2→64235.8+4.83timeout
06-20 00:35BTCBuy62992.1→63735.8+5.41timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 15:51BTCBuy64159.2→62573.6-12.72stop_loss
06-18 15:39BTCBuy64377.2→62790.4-12.75stop_loss
06-18 09:49BTCBuy64960.2→64222.8-6.19timeout
06-17 19:50BTCBuy65581.3→63964.8-12.80stop_loss
06-17 08:39BTCBuy66543.3→64903.3-12.76stop_loss
06-17 00:16BTCBuy66376.3→65727.7-5.40timeout
06-16 10:22BTCBuy65692.3→66663.7+6.92timeout
06-15 21:52BTCBuy65508.3→66395.7+6.27timeout
06-15 09:15BTCBuy64408.2→65650.7+9.21timeout
06-14 09:44BTCBuy63787.2→64516.8+5.22timeout
06-14 07:34BTCBuy63741.2→64321.8+4.10timeout
06-13 07:25BTCBuy62989.1→63704.8+5.22timeout
06-13 05:17BTCBuy63482.2→63520.8-0.13timeout
06-12 07:06BTCBuy62633.1→63067.8+2.97timeout
06-12 02:01BTCBuy62209.1→63435.8+9.29timeout
06-10 18:59BTCBuy61771.1→61844.9+0.08timeout
06-10 16:23BTCBuy61014.1→62272.9+9.77timeout
06-09 14:46BTCBuy62796.1→61245.3-12.81stop_loss
06-09 14:29BTCBuy63075.2→61524.1-12.75stop_loss
06-09 00:48BTCBuy63995.2→62421.7-12.75stop_loss
06-08 21:53BTCBuy61638.1→63716.8+16.38timeout
06-08 13:43BTCBuy61722.1→63474.8+13.71timeout
06-07 20:46BTCBuy60718→61734.9+7.95timeout
06-07 12:32BTCBuy60716→61911.9+9.38timeout
06-06 18:58BTCBuy59479→60657+9.51timeout
06-06 04:11BTCBuy61811.1→60290.8-12.75stop_loss
06-05 18:52BTCBuy60919→59421.3-12.75stop_loss
06-05 18:42BTCBuy61416.1→59906-12.75stop_loss
06-05 14:06BTCBuy61936.1→60412.8-12.75stop_loss
06-05 13:57BTCBuy62379.1→60844.5-12.75stop_loss
06-05 06:21BTCBuy63082.2→61512.2-12.89stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-05 02:42BTCBuy63332.2→62841.9-4.29timeout
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 01:22BTCBuy64287.2→62706.5-12.74stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66448.3→64814.3-12.79stop_loss
06-03 19:36BTCBuy66658.3→65688.7-7.79timeout
06-03 03:43BTCBuy67499.4→65835.8-12.78stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.77stop_loss
06-02 02:06BTCBuy72002.6→70232.4-12.82stop_loss
06-01 22:25BTCBuy73465.7→71199.8-16.00stop_loss
06-01 04:40BTCBuy74168.7→73432.3-5.44timeout
05-31 18:57BTCBuy74005.7→73583.3-3.36timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-30 15:07BTCBuy73492.7→73857.3+1.88timeout
05-30 07:51BTCBuy73399.7→73486.3+0.10timeout
05-29 23:33BTCBuy73698.7→73341.3-2.89timeout
05-29 18:48BTCBuy73613.7→73575.3-0.82timeout
05-29 15:47BTCBuy73034.7→73734.3+4.29timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
37%
win rate
-286.30
total pnl ($)
-75.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7537%-75.9-286.30

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:40BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems