deribit_basis_zscore_fear_long_v46

not live
73
closed trades
41%
win rate
-296.49
total pnl ($)
0.473
weight
7d window — n=18 wr=33% pnl=-130.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:30BTCBuy60243→59687-5.04timeout
06-28 14:27BTCBuy60607→60129-4.43timeout
06-28 07:45BTCBuy60473→60186-2.81timeout
06-27 06:49BTCBuy60310→60426+0.51timeout
06-27 00:42BTCBuy59800→59938+0.68timeout
06-26 18:34BTCBuy59498→59831+2.24timeout
06-25 18:19BTCBuy59737→59635-1.27timeout
06-25 13:53BTCBuy60983→58785.7-18.42stop_loss
06-25 13:48BTCBuy61649.1→59455.3-18.22stop_loss
06-24 16:43BTCBuy62346.1→60120.9-18.11stop_loss
06-24 15:43BTCBuy62772.1→60538.7-18.21stop_loss
06-24 15:43BTCBuy62778.1→60543.7-18.24stop_loss
06-24 12:09BTCBuy62457.1→62813.9+2.40timeout
06-24 05:52BTCBuy63422.2→62829.9-5.18timeout
06-23 08:27BTCBuy64371.2→62078.8-18.22stop_loss
06-23 07:11BTCBuy64160.2→62986.9-9.62timeout
06-23 01:07BTCBuy63971.2→64166.8+1.09timeout
06-22 19:03BTCBuy64234.2→64355.8+0.44timeout
06-22 07:01BTCBuy64275.2→63961.8-2.91timeout
06-22 00:43BTCBuy64282.2→63899.8-3.45timeout
06-21 17:42BTCBuy63871.2→64061.8+1.12timeout
06-21 01:28BTCBuy63453.2→64218.8+5.53timeout
06-20 19:27BTCBuy62920.1→63861.8+7.05timeout
06-20 01:21BTCBuy63047.2→63449.8+2.75timeout
06-19 19:17BTCBuy62675.1→63020.8+2.28timeout
06-19 13:32BTCBuy64245.2→62767.9-11.85timeout
06-18 15:57BTCBuy64619.2→62316.7-18.03stop_loss
06-18 13:22BTCBuy65015.3→64338.8-5.65timeout
06-18 07:15BTCBuy65671.3→64058.8-12.73timeout
06-17 19:11BTCBuy65688.3→65149.7-4.60timeout
06-17 13:03BTCBuy66427.3→65019.7-11.10timeout
06-17 07:00BTCBuy66399.3→65578.7-6.66timeout
06-16 16:17BTCBuy67159.4→65729.7-11.18timeout
06-16 10:13BTCBuy65729.3→66503.7+5.41timeout
06-16 04:02BTCBuy65857.3→66143.7+1.77timeout
06-15 11:18BTCBuy64529.2→65993.7+10.89timeout
06-15 05:19BTCBuy64330.2→65674.7+9.98timeout
06-14 23:14BTCBuy64435.2→65520.7+7.93timeout
06-14 11:08BTCBuy63857.2→64485.8+4.47timeout
06-14 04:43BTCBuy63593.2→64368.8+5.70timeout
06-13 21:34BTCBuy63516.2→64256.8+5.35timeout
06-13 03:28BTCBuy63392.2→63442.8-0.05timeout
06-12 20:17BTCBuy63509.2→63514.8-0.41timeout
06-12 12:31BTCBuy62593.1→63462.8+6.42timeout
06-11 16:03BTCBuy62495.1→62720.9+1.21timeout
06-11 08:18BTCBuy61597.1→62803.9+9.22timeout
06-10 15:09BTCBuy61648.1→61969.9+2.12timeout
06-09 16:05BTCBuy63167.2→60919.5-18.29stop_loss
06-09 15:57BTCBuy63246.2→60995.4-18.37stop_loss
06-09 14:12BTCBuy63841.2→62048.9-14.49timeout
06-09 02:01BTCBuy63118.2→62770.9-3.18timeout
06-08 20:05BTCBuy61487.1→63360.8+14.75timeout
06-08 14:00BTCBuy61719.1→63733.8+15.83timeout
06-08 01:51BTCBuy61413.1→62997.8+12.38timeout
06-07 19:44BTCBuy60588→61198.9+4.64timeout
06-07 13:35BTCBuy60778→61838.9+8.26timeout
06-06 22:17BTCBuy61513.1→60681-7.14timeout
06-06 15:22BTCBuy60685→60556-1.51timeout
06-05 14:06BTCBuy62721.1→60486.7-18.26stop_loss
06-05 09:43BTCBuy62887.1→62765.9-1.39timeout
06-05 06:21BTCBuy63791.2→61511.2-18.28stop_loss
06-05 05:00BTCBuy64258.2→63576.8-5.70timeout
06-04 00:39BTCBuy65389.3→63062.3-18.24stop_loss
06-04 00:24BTCBuy66354.3→63992.8-18.23stop_loss
06-03 23:37BTCBuy66659.3→64285.6-18.26stop_loss
06-03 18:48BTCBuy67238.4→66041.7-9.41timeout
06-02 19:32BTCBuy69473.5→66657.3-20.72stop_loss
06-02 14:10BTCBuy70822.5→68299.4-18.29stop_loss
06-01 23:39BTCBuy73505.7→71522.4-14.09timeout
05-31 15:20BTCBuy73907.7→73660.3-2.16timeout
05-30 14:54BTCBuy72946.6→73888.3+5.85timeout
05-30 07:48BTCBuy73375.7→73479.3+0.22timeout
05-29 14:40BTCBuy72985.6→72696.4-2.58timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
41%
win rate
-296.49
total pnl ($)
-81.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7341%-81.0-296.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems