deribit_basis_zscore_fear_long_v43 · strategy

102

closed trades

44%

win rate

-238.60

total pnl ($)

0.391

weight

7d window — n=21 wr=29% pnl=-125.44 · 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 07:04	BTC	Buy	60021→59588	-4.04	timeout
06-29 02:51	BTC	Buy	60123→59729	-3.77	timeout
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.75	timeout
06-28 19:51	BTC	Buy	60172→59321	-7.50	timeout
06-28 18:48	BTC	Buy	60511→59533	-8.51	timeout
06-26 19:15	BTC	Buy	59212→59988	+5.99	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.01	timeout
06-26 17:08	BTC	Buy	59176→60120	+7.43	timeout
06-26 15:58	BTC	Buy	59513→60297	+6.02	timeout
06-26 14:59	BTC	Buy	59502→59634	+0.56	timeout
06-25 17:55	BTC	Buy	59431→59555	+0.62	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:55	BTC	Buy	59882→58408.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60495→59007.5	-12.65	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59594.2	-12.74	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:57	BTC	Buy	62749.1→61201.3	-12.78	stop_loss
06-24 13:48	BTC	Buy	62782.1→61235.3	-12.76	stop_loss
06-18 04:11	BTC	Buy	65422.3→63812.9	-12.76	stop_loss
06-16 14:41	BTC	Buy	66509.3→65697.7	-6.64	timeout
06-16 13:49	BTC	Buy	66554.3→66137.7	-3.66	timeout
06-16 12:47	BTC	Buy	66468.3→66447.7	-0.68	timeout
06-16 11:42	BTC	Buy	66187.3→66365.7	+0.81	timeout
06-16 10:38	BTC	Buy	65720.3→66616.7	+6.31	timeout
06-15 13:00	BTC	Buy	63787.2→66591.7	+21.55	take_profit
06-15 12:51	BTC	Buy	64287.2→66531.7	+17.03	timeout
06-15 11:44	BTC	Buy	64588.2→66131.7	+11.51	timeout
06-15 10:42	BTC	Buy	64592.2→65722.7	+8.29	timeout
06-15 09:38	BTC	Buy	64442.2→65535.7	+8.04	timeout
06-14 18:56	BTC	Buy	64090.2→63777.8	-2.96	timeout
06-14 12:27	BTC	Buy	63949.2→64465.8	+3.60	timeout
06-14 11:23	BTC	Buy	63927.2→64500.8	+4.03	timeout
06-14 10:19	BTC	Buy	63742.2→64524.8	+5.65	timeout
06-14 09:15	BTC	Buy	63788.2→64408.8	+4.37	timeout
06-13 18:34	BTC	Buy	63738.2→64164.8	+2.89	timeout
06-13 12:05	BTC	Buy	63654.2→63930.8	+1.64	timeout
06-13 11:04	BTC	Buy	63832.2→63825.8	-0.60	timeout
06-13 09:57	BTC	Buy	63784.2→63740.8	-0.87	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.19	timeout
06-12 18:14	BTC	Buy	63426.2→63832.8	+2.75	timeout
06-12 11:44	BTC	Buy	63117.2→63760.8	+4.57	timeout
06-12 10:38	BTC	Buy	62924.1→63703.8	+5.66	timeout
06-12 09:31	BTC	Buy	62829.1→63769.8	+6.95	timeout
06-12 08:32	BTC	Buy	62915.1→63441.8	+3.65	timeout
06-11 17:10	BTC	Buy	62104.1→62517.9	+2.82	timeout
06-11 11:22	BTC	Buy	61165.1→63138.8	+15.55	timeout
06-11 10:20	BTC	Buy	61154.1→62810.9	+12.96	timeout
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 16:40	BTC	Buy	60861→62305.9	+11.33	timeout
06-09 14:46	BTC	Buy	62776.1→61232.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63324.2→61766	-12.76	stop_loss
06-09 14:16	BTC	Buy	63438.2→61877.9	-12.76	stop_loss
06-09 14:15	BTC	Buy	63476.2→61913.9	-12.77	stop_loss
06-09 13:19	BTC	Buy	63851.2→62279.7	-12.74	stop_loss
06-09 06:49	BTC	Buy	62954.1→63350.8	+2.64	timeout
06-09 00:46	BTC	Buy	64067.2→62491.6	-12.74	stop_loss
06-08 18:02	BTC	Buy	62209.1→63595.8	+10.61	timeout
06-08 17:03	BTC	Buy	62111.1→63342.8	+9.37	timeout
06-08 15:02	BTC	Buy	61812.1→64006.8	+17.25	timeout
06-08 14:00	BTC	Buy	61696.1→63747.8	+16.14	timeout
06-08 06:31	BTC	Buy	62020.1→63016.8	+7.57	timeout
06-07 16:58	BTC	Buy	60728→62023.9	+10.19	timeout
06-07 15:52	BTC	Buy	60801→62104.9	+10.26	timeout
06-07 14:48	BTC	Buy	60944→61843.9	+6.92	timeout
06-07 13:32	BTC	Buy	60694→61865.9	+9.18	timeout
06-07 06:06	BTC	Buy	61044.1→61618.9	+4.31	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:15	BTC	Buy	60496→60547	-0.03	timeout
06-06 04:20	BTC	Buy	61436.1→59918	-12.81	stop_loss
06-05 21:04	BTC	Buy	59296→61898.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60808→59312.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60859→59362.3	-12.76	stop_loss
06-05 18:44	BTC	Buy	61218.1→59712.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 14:04	BTC	Buy	62122.1→60594.7	-12.74	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.74	stop_loss
06-05 13:52	BTC	Buy	62597.1→61049.4	-12.82	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 11:51	BTC	Buy	62434.1→62130.9	-2.91	timeout
06-05 10:28	BTC	Buy	62568.1→62530.9	-0.76	timeout
06-05 06:22	BTC	Buy	62826.1→61281.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 02:44	BTC	Buy	63384.2→62730.9	-5.57	timeout
06-05 01:24	BTC	Buy	62757.1→63227.8	+3.34	timeout
06-04 10:49	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64634.2→63038.3	-12.79	stop_loss
06-04 01:22	BTC	Buy	64289.2→62708.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	64977.2→63379.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:45	BTC	Buy	66736.3→65090.2	-12.84	stop_loss
06-03 19:54	BTC	Buy	67019.4→65371	-12.77	stop_loss
06-03 19:54	BTC	Buy	67043.4→65384	-12.86	stop_loss
06-03 19:53	BTC	Buy	67098.4→65438	-12.86	stop_loss
06-03 16:24	BTC	Buy	67271.4→65614.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67128.4→65469	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

102

closed

44%

win rate

-238.60

total pnl ($)

-46.3 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	102	44%	-46.3	-238.60

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…