deribit_basis_zscore_fear_long_v45

not live
67
closed trades
55%
win rate
-53.47
total pnl ($)
1.161
weight
7d window — n=15 wr=53% pnl=-6.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 23:46BTCBuy64572.2→63978.8-5.05timeout
06-22 09:11BTCBuy63544.2→64147.8+4.26timeout
06-22 00:38BTCBuy63921.2→63953.8-0.20timeout
06-21 09:56BTCBuy64003.2→64181.8+0.89timeout
06-21 00:50BTCBuy63566.2→64262.8+5.00timeout
06-20 18:47BTCBuy63714.2→63799.8+0.23timeout
06-20 12:44BTCBuy63583.2→63589.8-0.42timeout
06-20 05:05BTCBuy62873.1→63541.8+4.87timeout
06-19 22:48BTCBuy62442.1→63342.8+6.74timeout
06-19 16:46BTCBuy62589.1→63208.8+4.52timeout
06-19 10:25BTCBuy62821.1→62402.9-3.74timeout
06-19 01:37BTCBuy64073.2→62878.9-9.72timeout
06-18 06:31BTCBuy65531.3→64034.8-11.88timeout
06-16 17:31BTCBuy66020.3→65689.7-3.00timeout
06-16 11:31BTCBuy66191.3→66427.7+1.30timeout
06-16 02:20BTCBuy66453.3→66008.7-3.80timeout
06-15 20:01BTCBuy65625.3→66510.7+6.26timeout
06-15 13:57BTCBuy65485.3→66431.7+6.78timeout
06-15 07:27BTCBuy63787.2→65935.7+16.38timeout
06-14 19:51BTCBuy64393.2→63740.8-5.54timeout
06-14 13:43BTCBuy64598.2→64349.8-2.37timeout
06-14 07:43BTCBuy64248.2→64285.8-0.16timeout
06-14 01:37BTCBuy64213.2→64575.8+2.39timeout
06-13 19:36BTCBuy63799.2→64198.8+2.68timeout
06-13 13:44BTCBuy63756.2→64159.8+2.69timeout
06-13 07:33BTCBuy63635.2→63727.8+0.27timeout
06-12 21:10BTCBuy63469.2→63545.8+0.14timeout
06-12 15:06BTCBuy63543.2→64008.8+3.17timeout
06-12 05:36BTCBuy63113.2→63411.8+1.89timeout
06-11 22:26BTCBuy62802.1→63527.8+5.26timeout
06-11 16:29BTCBuy62586.1→62609.9-0.31timeout
06-11 10:19BTCBuy61130.1→62803.9+13.17timeout
06-11 03:52BTCBuy62363.1→62468.9+0.33timeout
06-10 20:18BTCBuy61682.1→61771.9+0.25timeout
06-10 05:09BTCBuy61461.1→62016.9+4.13timeout
06-09 14:46BTCBuy63174.2→61240.3-15.76stop_loss
06-09 03:27BTCBuy64009.2→62796.9-9.91timeout
06-08 21:23BTCBuy63490.2→63616.8+0.53timeout
06-08 15:21BTCBuy63227.2→64082.8+6.29timeout
06-08 08:15BTCBuy61539.1→63149.8+12.60timeout
06-08 02:01BTCBuy61750.1→63109.8+10.53timeout
06-07 19:49BTCBuy62225.1→61213.9-8.56timeout
06-07 13:51BTCBuy61413.1→61762.9+2.39timeout
06-07 07:43BTCBuy60576→62167.9+12.71timeout
06-07 01:33BTCBuy60740→61474.9+5.57timeout
06-06 06:12BTCBuy60665→61099.9+3.14timeout
06-05 16:10BTCBuy61780.1→59890-15.71stop_loss
06-05 14:26BTCBuy62273.1→60366.8-15.76stop_loss
06-05 06:18BTCBuy63757.2→61803-15.76stop_loss
06-05 04:35BTCBuy63436.2→63108.8-3.00timeout
06-04 23:38BTCBuy62271.1→63643.8+10.59timeout
06-04 17:12BTCBuy63758.2→63651.8-1.33timeout
06-04 00:29BTCBuy65478.3→63475.1-15.74stop_loss
06-03 20:55BTCBuy66837.3→64783.4-15.83stop_loss
06-03 16:39BTCBuy66353.3→65830.7-4.42timeout
06-03 12:23BTCBuy66938.3→66901.7-0.70timeout
06-03 03:44BTCBuy67765.4→65692.9-15.75stop_loss
06-02 14:27BTCBuy69897.5→67757.7-15.77stop_loss
06-02 13:48BTCBuy70880.5→68889.6-14.52timeout
05-31 19:04BTCBuy73956.7→73581.3-3.01timeout
05-31 12:01BTCBuy73862.7→73917.3-0.15timeout
05-30 21:48BTCBuy73540.7→73922.3+2.09timeout
05-30 13:58BTCBuy73621.7→73803.3+0.74timeout
05-30 03:21BTCBuy73539.7→73723.3+0.78timeout
05-29 09:13BTCBuy73698.7→73793.3+0.16timeout
05-29 01:58BTCBuy73002.6→73555.3+3.26timeout
05-28 19:43BTCBuy73414.7→73404.3-0.60timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
55%
win rate
-53.47
total pnl ($)
-15.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6755%-15.7-53.47

Recent bounces (last 20 of 4)

timesymsidereason
06-23 00:26BTCBuystale_intent
06-23 00:26BTCBuystale_intent
06-22 12:01BTCBuystale_intent
06-21 21:38BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems