deribit_basis_zscore_fear_long_v49 · strategy

closed trades

45%

win rate

-241.10

total pnl ($)

0.716

weight

7d window — n=21 wr=38% pnl=-83.99 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:50	BTC	Buy	60499→59989	-4.66	timeout
06-26 22:45	BTC	Buy	59531→59916	+2.77	timeout
06-26 15:49	BTC	Buy	59656→60308	+4.98	timeout
06-26 09:17	BTC	Buy	59565→60092	+3.95	timeout
06-26 02:58	BTC	Buy	59495→58467.1	-9.05	timeout
06-25 13:54	BTC	Buy	60778→58538.8	-18.83	stop_loss
06-25 13:48	BTC	Buy	61731.1→59534.2	-18.23	stop_loss
06-25 09:06	BTC	Buy	60748→61687.9	+7.27	timeout
06-25 03:00	BTC	Buy	61078.1→60774	-2.93	timeout
06-24 15:44	BTC	Buy	62753.1→60515.7	-18.32	stop_loss
06-24 15:02	BTC	Buy	62617.1→60970	-13.57	timeout
06-24 07:48	BTC	Buy	62276.1→62695.9	+2.88	timeout
06-24 00:09	BTC	Buy	62444.1→62854.9	+2.86	timeout
06-23 17:49	BTC	Buy	63365.2→62455.9	-7.63	timeout
06-23 07:14	BTC	Buy	64395.2→62998.8	-11.30	timeout
06-23 00:49	BTC	Buy	65157.3→64074.8	-8.75	timeout
06-22 18:45	BTC	Buy	63992.2→64457.8	+3.16	timeout
06-22 12:35	BTC	Buy	63740.2→64903.8	+8.60	timeout
06-22 06:41	BTC	Buy	64161.2→64025.8	-1.51	timeout
06-22 00:26	BTC	Buy	63994.2→63596.8	-3.58	timeout
06-21 18:12	BTC	Buy	64180.2→63964.8	-2.10	timeout
06-21 09:27	BTC	Buy	63939.2→64054.8	+0.39	timeout
06-21 02:47	BTC	Buy	63847.2→64214.8	+2.42	timeout
06-20 00:56	BTC	Buy	62755.1→63509.8	+5.57	timeout
06-19 18:33	BTC	Buy	62813.1→63083.8	+1.70	timeout
06-19 12:36	BTC	Buy	63000.1→62448.9	-4.78	timeout
06-19 06:08	BTC	Buy	62703.1→62760.9	+0.03	timeout
06-19 00:47	BTC	Buy	64288.2→63056.8	-9.97	timeout
06-18 18:27	BTC	Buy	63926.2→62927.9	-8.13	timeout
06-18 12:20	BTC	Buy	64630.2→64072.8	-4.77	timeout
06-18 06:41	BTC	Buy	65596.3→64054.8	-12.20	timeout
06-18 00:33	BTC	Buy	64754.2→64620.8	-1.53	timeout
06-17 18:37	BTC	Buy	65657.3→65466.7	-1.93	timeout
06-17 12:21	BTC	Buy	65724.3→64710.8	-8.19	timeout
06-17 06:16	BTC	Buy	66032.3→65813.7	-2.12	timeout
06-17 00:08	BTC	Buy	66446.3→65699.7	-6.10	timeout
06-16 16:58	BTC	Buy	65846.3→65752.7	-1.20	timeout
06-16 10:41	BTC	Buy	66330.3→66559.7	+1.24	timeout
06-16 03:00	BTC	Buy	66590.3→65646.7	-7.52	timeout
06-15 21:04	BTC	Buy	65670.3→66470.7	+5.62	timeout
06-15 14:47	BTC	Buy	65471.3→66604.7	+8.21	timeout
06-15 08:28	BTC	Buy	63918.2→65646.7	+13.08	timeout
06-15 01:59	BTC	Buy	64289.2→65468.7	+8.71	timeout
06-14 19:55	BTC	Buy	64411.2→63751.8	-5.59	timeout
06-14 13:54	BTC	Buy	64610.2→64265.8	-3.12	timeout
06-14 07:51	BTC	Buy	64304.2→64391.8	+0.16	timeout
06-14 01:45	BTC	Buy	64111.2→64572.8	+3.17	timeout
06-13 19:46	BTC	Buy	63818.2→64269.8	+3.09	timeout
06-13 13:51	BTC	Buy	63780.2→64098.8	+2.02	timeout
06-13 07:40	BTC	Buy	63715.2→63793.8	+0.16	timeout
06-12 21:31	BTC	Buy	63764.2→63526.8	-2.33	timeout
06-12 15:27	BTC	Buy	63393.2→64250.8	+6.27	timeout
06-12 08:57	BTC	Buy	63374.2→63444.8	+0.07	timeout
06-12 02:02	BTC	Buy	63026.2→63438.8	+2.77	timeout
06-11 19:11	BTC	Buy	62656.1→63416.8	+5.55	timeout
06-11 12:04	BTC	Buy	61581.1→63017.8	+11.15	timeout
06-11 04:03	BTC	Buy	62477.1→62616.9	+0.60	timeout
06-10 21:30	BTC	Buy	61238.1→61618.9	+2.65	timeout
06-10 07:28	BTC	Buy	61821.1→62016.9	+1.18	timeout
06-10 01:53	BTC	Buy	62401.1→62016.9	-3.48	timeout
06-09 16:05	BTC	Buy	63153.2→60905.5	-18.30	stop_loss
06-09 00:26	BTC	Buy	62989.1→62831.9	-1.71	timeout
06-08 18:10	BTC	Buy	62903.1→63584.8	+4.93	timeout
06-08 09:34	BTC	Buy	61747.1→63281.8	+11.97	timeout
06-07 19:22	BTC	Buy	62091.1→61468.9	-5.43	timeout
06-07 13:24	BTC	Buy	61509.1→61707.9	+1.16	timeout
06-06 18:07	BTC	Buy	60999→60471	-4.75	timeout
06-06 10:16	BTC	Buy	61488.1→60670	-7.12	timeout
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 14:26	BTC	Buy	62622.1→60388.8	-18.28	stop_loss
06-05 13:56	BTC	Buy	63136.2→60889.5	-18.24	stop_loss
06-05 06:22	BTC	Buy	63614.2→61346.2	-18.25	stop_loss
06-05 03:50	BTC	Buy	63713.2→62790.9	-7.66	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 16:59	BTC	Buy	64363.2→63525.8	-7.00	timeout
06-04 01:16	BTC	Buy	65235.3→62913.4	-18.25	stop_loss
06-03 23:10	BTC	Buy	66755.3→64379.6	-18.25	stop_loss
06-03 16:41	BTC	Buy	66373.3→65927.7	-3.84	timeout
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.05	timeout
06-03 06:46	BTC	Buy	67207.4→67200.6	-0.57	timeout
06-02 19:32	BTC	Buy	69473.5→66657.3	-20.72	stop_loss
06-02 13:47	BTC	Buy	70822.5→68886.6	-14.14	timeout
06-01 02:28	BTC	Buy	73555.7→73491.3	-0.92	timeout
05-29 19:49	BTC	Buy	73377.7→73619.3	+1.18	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-241.10

total pnl ($)

-57.2 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	84	45%	-57.2	-241.10

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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