deribit_basis_zscore_fear_long_v47

not live
72
closed trades
35%
win rate
-347.56
total pnl ($)
0.417
weight
7d window — n=14 wr=21% pnl=-112.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 01:12BTCBuy59419→57955.1-12.84stop_loss
06-30 12:57BTCBuy59908→58434.8-12.74stop_loss
06-30 12:06BTCBuy60430→58939.6-12.77stop_loss
06-30 08:23BTCBuy59929→59354-5.22timeout
06-28 18:50BTCBuy60506→59494-8.80timeout
06-27 19:40BTCBuy59920→60132+1.37timeout
06-27 13:37BTCBuy59108→60519+11.47timeout
06-26 18:25BTCBuy59532→60001+3.37timeout
06-26 12:43BTCBuy60379→58892.6-12.77stop_loss
06-26 02:24BTCBuy59782→58311.9-12.74stop_loss
06-25 13:58BTCBuy59563→58097-12.68stop_loss
06-25 13:46BTCBuy61058.1→59556.2-12.70stop_loss
06-25 13:45BTCBuy61355.1→59845.1-12.75stop_loss
06-25 13:44BTCBuy61636.1→60118.9-12.73stop_loss
06-24 13:48BTCBuy62778.1→61234.3-12.75stop_loss
06-24 13:43BTCBuy62982.1→61433.2-12.74stop_loss
06-24 08:21BTCBuy62450.1→62626.9+0.88timeout
06-23 08:17BTCBuy64012.2→62435.6-12.78stop_loss
06-23 06:21BTCBuy64236.2→62648.5-12.83stop_loss
06-23 06:08BTCBuy64665.2→63071.3-12.79stop_loss
06-23 04:01BTCBuy63874.2→64040.8+0.85timeout
06-22 21:47BTCBuy63810.2→64204.8+2.64timeout
06-22 15:43BTCBuy64281.2→65039.7+5.51timeout
06-22 09:36BTCBuy64143.2→64102.8-0.85timeout
06-22 03:34BTCBuy64331.2→64233.8-1.28timeout
06-21 15:48BTCBuy64167.2→64253.8+0.28timeout
06-20 02:21BTCBuy62958.1→63374.8+2.87timeout
06-19 20:04BTCBuy63199.2→62998.8-2.07timeout
06-19 14:30BTCBuy63759.2→63266.8-4.21timeout
06-18 15:40BTCBuy64339.2→62755.5-12.43stop_loss
06-18 15:37BTCBuy64504.2→62913.4-12.56stop_loss
06-18 15:37BTCBuy64543.2→62956.4-12.62stop_loss
06-18 05:05BTCBuy65265.3→63660-12.76stop_loss
06-17 22:03BTCBuy65469.3→63853.9-12.77stop_loss
06-17 22:03BTCBuy65552.3→63937.8-12.74stop_loss
06-17 19:28BTCBuy65680.3→64709.8-7.87timeout
06-17 13:26BTCBuy66086.3→64855.8-9.81timeout
06-17 07:30BTCBuy66297.3→65518.7-6.35timeout
06-16 18:05BTCBuy66788.3→66091.7-5.74timeout
06-16 11:36BTCBuy66171.3→66350.7+0.83timeout
06-16 03:09BTCBuy65547.3→65727.7+0.93timeout
06-15 13:22BTCBuy64044.2→66856.7+21.52take_profit
06-15 13:16BTCBuy63947.2→66754.7+21.52take_profit
06-15 07:08BTCBuy64219.2→65774.7+11.65timeout
06-13 21:40BTCBuy63541.2→64327.8+5.71timeout
06-13 13:29BTCBuy63359.2→64198.8+6.11timeout
06-13 05:51BTCBuy63300.2→63519.8+1.28timeout
06-12 23:43BTCBuy63615.2→63506.8-1.35timeout
06-12 17:41BTCBuy63291.2→63809.8+3.63timeout
06-11 09:43BTCBuy61258.1→62884.9+12.69timeout
06-09 16:39BTCBuy62319.1→60781.6-12.80stop_loss
06-09 00:49BTCBuy63970.2→62394.7-12.78stop_loss
06-08 22:34BTCBuy62928.1→63262.8+2.17timeout
06-08 16:28BTCBuy62164.1→63866.8+13.16timeout
06-08 07:20BTCBuy62107.1→63126.8+7.72timeout
06-07 22:15BTCBuy61522.1→64222.8+21.51take_profit
06-06 04:15BTCBuy61492.1→59979-12.76stop_loss
06-05 18:52BTCBuy60895→59397.3-12.76stop_loss
06-05 13:48BTCBuy63072.2→61521.1-12.75stop_loss
06-05 06:22BTCBuy62874.1→61325.3-12.71stop_loss
06-05 06:22BTCBuy62890.1→61343.2-12.74stop_loss
06-05 06:03BTCBuy63616.2→62050.9-12.73stop_loss
06-05 05:59BTCBuy63799.2→62226.8-12.73stop_loss
06-04 09:27BTCBuy64407.2→62823.4-12.74stop_loss
06-04 00:29BTCBuy64997.2→63399.1-12.74stop_loss
06-03 20:55BTCBuy66353.3→64652.4-13.31stop_loss
06-03 19:55BTCBuy66858.3→65168.1-13.11stop_loss
06-03 03:50BTCBuy67181.4→65527.9-12.76stop_loss
06-02 23:00BTCBuy67927.4→66256.5-12.75stop_loss
06-02 12:06BTCBuy70977.5→69229.9-12.81stop_loss
05-30 14:52BTCBuy73004.7→73905.3+5.57timeout
05-30 07:49BTCBuy73378.7→73479.3+0.19timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
35%
win rate
-347.56
total pnl ($)
-96.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7235%-96.5-347.56

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems