deribit_basis_zscore_fear_long_v48 · strategy

closed trades

38%

win rate

-308.73

total pnl ($)

0.525

weight

7d window — n=21 wr=24% pnl=-88.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 98 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 17:58	BTC	Buy	58400.9→60176	+11.73	timeout
07-01 11:48	BTC	Buy	59279→58620.1	-4.88	timeout
07-01 05:06	BTC	Buy	59451→59317	-1.37	timeout
06-30 13:34	BTC	Buy	60070→58231	-12.61	stop_loss
06-30 12:50	BTC	Buy	60413→58564.8	-12.58	stop_loss
06-30 11:37	BTC	Buy	59925→59147	-5.54	timeout
06-30 04:56	BTC	Buy	59771→59422	-2.64	timeout
06-29 22:18	BTC	Buy	59437→60426	+6.28	timeout
06-29 11:26	BTC	Buy	60334→59958	-2.97	timeout
06-29 05:11	BTC	Buy	60018→59526	-3.65	timeout
06-28 20:31	BTC	Buy	60246→59636	-4.39	timeout
06-28 14:26	BTC	Buy	60596→60090	-3.73	timeout
06-28 07:54	BTC	Buy	60473→60176	-2.33	timeout
06-27 11:57	BTC	Buy	59327→60335	+6.41	timeout
06-27 05:55	BTC	Buy	59921→60215	+1.60	timeout
06-26 17:12	BTC	Buy	59295→60173	+5.49	timeout
06-26 02:24	BTC	Buy	60140→58299.9	-12.59	stop_loss
06-25 13:58	BTC	Buy	60017→58179	-12.54	stop_loss
06-25 13:53	BTC	Buy	60874→59008.5	-12.57	stop_loss
06-25 13:48	BTC	Buy	61220.1→59347.3	-12.59	stop_loss
06-25 13:46	BTC	Buy	61586.1→59691.2	-12.64	stop_loss
06-24 15:45	BTC	Buy	62336.1→60429.7	-12.58	stop_loss
06-24 15:40	BTC	Buy	62467.1→60555.7	-12.54	stop_loss
06-24 15:33	BTC	Buy	62576.1→60660.6	-12.56	stop_loss
06-24 14:19	BTC	Buy	62855.1→60880.5	-12.91	stop_loss
06-24 10:35	BTC	Buy	62272.1→62554.9	+1.43	timeout
06-24 04:51	BTC	Buy	63681.2→62760.9	-6.19	timeout
06-23 08:28	BTC	Buy	63872.2→61915.9	-12.59	stop_loss
06-23 08:24	BTC	Buy	64209.2→62242.7	-12.57	stop_loss
06-23 06:18	BTC	Buy	64981.2→62993.3	-12.61	stop_loss
06-23 02:48	BTC	Buy	64398.2→64141.8	-1.95	timeout
06-22 20:40	BTC	Buy	63972.2→64478.8	+2.79	timeout
06-22 14:28	BTC	Buy	64012.2→65001.7	+5.74	timeout
06-22 07:25	BTC	Buy	64168.2→64216.8	-0.08	timeout
06-21 06:43	BTC	Buy	63722.2→64281.8	+3.15	timeout
06-21 00:42	BTC	Buy	63534.2→64273.8	+4.25	timeout
06-20 18:39	BTC	Buy	63054.2→63822.8	+4.52	timeout
06-20 12:37	BTC	Buy	62455.1→63588.8	+6.86	timeout
06-20 06:33	BTC	Buy	62824.1→63661.8	+4.97	timeout
06-20 01:11	BTC	Buy	62942.1→63399.8	+2.55	timeout
06-19 19:04	BTC	Buy	62646.1→63065.8	+2.30	timeout
06-19 14:06	BTC	Buy	63829.2→63085.8	-4.94	timeout
06-18 15:55	BTC	Buy	64387.2→62415.7	-12.53	stop_loss
06-18 15:53	BTC	Buy	64405.2→62428.6	-12.44	stop_loss
06-18 15:40	BTC	Buy	64619.2→62640.5	-12.47	stop_loss
06-18 13:31	BTC	Buy	64924.2→64277.8	-4.33	timeout
06-18 07:41	BTC	Buy	65517.3→64394.8	-7.24	timeout
06-18 01:36	BTC	Buy	65594.3→64612.8	-6.38	timeout
06-17 19:24	BTC	Buy	65697.3→64675.8	-6.58	timeout
06-17 13:07	BTC	Buy	66321.3→65052.7	-8.02	timeout
06-17 07:02	BTC	Buy	66377.3→65587.7	-5.11	timeout
06-16 16:28	BTC	Buy	67136.4→65701.7	-8.98	timeout
06-16 10:14	BTC	Buy	65727.3→66505.7	+4.33	timeout
06-16 04:03	BTC	Buy	65815.3→66177.7	+1.88	timeout
06-15 15:46	BTC	Buy	63787.2→66971.7	+19.56	take_profit
06-15 11:42	BTC	Buy	64598.2→66196.7	+9.55	timeout
06-15 05:39	BTC	Buy	64327.2→65682.7	+8.06	timeout
06-14 23:29	BTC	Buy	64456.2→65704.7	+7.41	timeout
06-14 17:13	BTC	Buy	63962.2→63935.8	-0.59	timeout
06-14 11:08	BTC	Buy	63862.2→64470.8	+3.46	timeout
06-14 04:44	BTC	Buy	63607.2→64364.8	+4.43	timeout
06-13 21:33	BTC	Buy	63523.2→64247.8	+4.18	timeout
06-13 09:43	BTC	Buy	63864.2→63770.8	-1.01	timeout
06-13 03:40	BTC	Buy	63443.2→63468.8	-0.20	timeout
06-12 20:57	BTC	Buy	63374.2→63443.8	+0.06	timeout
06-12 13:57	BTC	Buy	62964.1→63127.8	+0.62	timeout
06-11 16:09	BTC	Buy	62421.1→62717.9	+1.43	timeout
06-11 08:17	BTC	Buy	61681.1→62779.9	+6.67	timeout
06-10 15:08	BTC	Buy	61561.1→61952.9	+2.15	timeout
06-09 14:46	BTC	Buy	63167.2→61234.3	-12.60	stop_loss
06-09 14:43	BTC	Buy	63219.2→61283.3	-12.62	stop_loss
06-09 14:12	BTC	Buy	63814.2→62077.9	-11.24	timeout
06-09 08:05	BTC	Buy	63148.2→62945.9	-1.70	timeout
06-09 02:01	BTC	Buy	63107.2→62751.9	-2.60	timeout
06-08 19:57	BTC	Buy	61289.1→63376.8	+13.24	timeout
06-08 13:53	BTC	Buy	61761.1→63800.8	+12.81	timeout
06-08 07:48	BTC	Buy	62227.1→63304.8	+6.54	timeout
06-08 01:48	BTC	Buy	61512.1→63077.8	+9.76	timeout
06-07 19:39	BTC	Buy	60564→61282.9	+4.43	timeout
06-07 13:33	BTC	Buy	60712→61810.9	+6.86	timeout
06-06 15:20	BTC	Buy	60656→60456	-1.67	timeout
06-06 04:33	BTC	Buy	61504.1→59622.2	-12.60	stop_loss
06-05 13:59	BTC	Buy	62585.1→60670.6	-12.60	stop_loss
06-05 13:51	BTC	Buy	63040.2→61106.4	-12.63	stop_loss
06-05 09:44	BTC	Buy	62864.1→62802.9	-0.73	timeout
06-05 06:19	BTC	Buy	63717.2→61766	-12.59	stop_loss
06-05 06:17	BTC	Buy	63765.2→61815	-12.56	stop_loss
06-04 10:28	BTC	Buy	64416.2→62445.6	-12.57	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-12.60	stop_loss
06-03 23:18	BTC	Buy	66353.3→64323.6	-12.61	stop_loss
06-03 23:02	BTC	Buy	66649.3→64591.5	-12.71	stop_loss
06-03 20:45	BTC	Buy	67110.4→65054.2	-12.63	stop_loss
06-03 18:45	BTC	Buy	67270.4→66025.7	-7.81	timeout
06-02 15:26	BTC	Buy	69479.5→67352.9	-12.61	stop_loss
06-02 14:00	BTC	Buy	70852.5→68685.2	-12.62	stop_loss
05-30 14:53	BTC	Buy	73067.7→73889.3	+4.02	timeout
05-30 07:50	BTC	Buy	73373.7→73502.3	+0.31	timeout
05-29 14:37	BTC	Buy	72924.6→72785.4	-1.23	timeout

Paper vs Live

Paper (trades.jsonl)

closed

38%

win rate

-308.73

total pnl ($)

-78.5 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	98	38%	-78.5	-308.73

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…