deribit_basis_zscore_fear_long_v44 · strategy

104

closed trades

37%

win rate

-403.80

total pnl ($)

0.458

weight

7d window — n=25 wr=24% pnl=-133.89 · 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 20:56	BTC	Buy	60255→59634	-5.58	timeout
06-28 19:53	BTC	Buy	60173→59305	-7.65	timeout
06-28 07:00	BTC	Buy	60364→60011	-3.36	timeout
06-27 20:49	BTC	Buy	59708→60248	+4.13	timeout
06-27 19:39	BTC	Buy	59881→60123	+1.62	timeout
06-27 03:42	BTC	Buy	59417→60294	+6.93	timeout
06-26 16:49	BTC	Buy	59296→60117	+6.36	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.42	timeout
06-26 02:21	BTC	Buy	59798→58326.9	-12.73	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60421→58934.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 15:56	BTC	Buy	61755.1→60235.9	-12.74	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
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 06:27	BTC	Buy	64068.2→62637.9	-11.65	timeout
06-23 06:21	BTC	Buy	64231.2→62648.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64318.2→62735.5	-12.79	stop_loss
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 02:41	BTC	Buy	63375.2→64219.8	+6.20	timeout
06-20 22:27	BTC	Buy	63282.2→64217.8	+6.94	timeout
06-20 00:33	BTC	Buy	63010.2→63615.8	+4.33	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:16	BTC	Buy	65046.3→63446.1	-12.72	stop_loss
06-18 11:11	BTC	Buy	64660.2→63966.8	-5.88	timeout
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-17 15:31	BTC	Buy	65826.3→65265.7	-4.72	timeout
06-17 08:39	BTC	Buy	66615.3→64972.2	-12.79	stop_loss
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.49	timeout
06-16 12:02	BTC	Buy	66169.3→66413.7	+1.31	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 12:31	BTC	Buy	64445.2→66243.7	+13.52	timeout
06-15 11:05	BTC	Buy	64453.2→65913.7	+10.88	timeout
06-15 03:35	BTC	Buy	64517.2→65699.7	+8.68	timeout
06-14 08:51	BTC	Buy	63824.2→64446.8	+4.38	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 08:25	BTC	Buy	63459.2→63772.8	+1.92	timeout
06-13 07:25	BTC	Buy	62994.1→63704.8	+5.18	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 07:54	BTC	Buy	62663.1→62972.9	+2.06	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 16:45	BTC	Buy	61343.1→62141.9	+5.99	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 15:56	BTC	Buy	62562.1→60998.4	-12.96	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 14:19	BTC	Buy	63268.2→61712	-12.76	stop_loss
06-09 12:30	BTC	Buy	63145.2→62603.9	-4.70	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:33	BTC	Buy	61749.1→63660.8	+14.99	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.56	timeout
06-07 19:43	BTC	Buy	62715.1→61170.3	-12.75	stop_loss
06-07 16:30	BTC	Buy	60589→62150.9	+12.36	timeout
06-07 10:43	BTC	Buy	60367→62329.9	+15.83	timeout
06-07 05:57	BTC	Buy	60860→61703.9	+6.53	timeout
06-06 15:48	BTC	Buy	60238→60733	+3.66	timeout
06-06 04:31	BTC	Buy	61230.1→59722.1	-12.77	stop_loss
06-06 04:13	BTC	Buy	61627.1→60111.9	-12.75	stop_loss
06-05 21:04	BTC	Buy	59349→61954.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61010.1→59509.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:48	BTC	Buy	63068.2→61510.2	-12.80	stop_loss
06-05 06:23	BTC	Buy	62739.1→61178.3	-12.88	stop_loss
06-05 06:23	BTC	Buy	62800.1→61249.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 01:45	BTC	Buy	62805.1→63369.8	+4.06	timeout
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:45	BTC	Buy	66734.3→65093.2	-12.80	stop_loss
06-03 19:55	BTC	Buy	66936.3→65270.1	-12.94	stop_loss
06-03 19:54	BTC	Buy	66991.3→65325.1	-12.92	stop_loss
06-03 03:49	BTC	Buy	67275.4→65620.9	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66109.6	-12.75	stop_loss
06-02 19:33	BTC	Buy	68161.4→66395.5	-13.43	stop_loss
06-02 14:27	BTC	Buy	69368.5→67662.8	-12.75	stop_loss
06-02 14:27	BTC	Buy	69447.5→67739.7	-12.75	stop_loss
06-02 07:01	BTC	Buy	71620.6→69856.6	-12.87	stop_loss
06-01 22:26	BTC	Buy	73411.7→71242.8	-15.35	stop_loss
06-01 22:26	BTC	Buy	73993.7→71242.8	-19.19	stop_loss
06-01 05:17	BTC	Buy	74154.7→73438.3	-5.32	timeout
05-31 18:50	BTC	Buy	73997.7→73581.3	-3.32	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.57	timeout
05-29 18:55	BTC	Buy	73652.7→73290.3	-2.92	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

37%

win rate

-403.80

total pnl ($)

-77.3 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	104	37%	-77.3	-403.80

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:01	BTC	Buy	circuit_breaker
06-28 23:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…