deribit_basis_zscore_fear_long_v5 · strategy

103

closed trades

37%

win rate

-421.30

total pnl ($)

0.548

weight

7d window — n=22 wr=32% pnl=-116.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:30	BTC	Buy	60081→60071	-0.53	timeout
06-28 20:07	BTC	Buy	60242→59508	-6.52	timeout
06-28 19:05	BTC	Buy	60570→59478	-9.45	timeout
06-28 07:01	BTC	Buy	60365→60045	-3.08	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60004→58522.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60274→58779.7	-12.79	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61269.1→59732.1	-12.97	stop_loss
06-24 14:17	BTC	Buy	62576.1→61033.4	-12.78	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64146.2→62567.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:10	BTC	Buy	63477.2→64222.8	+5.38	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:29	BTC	Buy	66041.3→64417.6	-12.75	stop_loss
06-17 18:32	BTC	Buy	65954.3→65544.7	-3.66	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 08:44	BTC	Buy	66498.3→64853.3	-12.83	stop_loss
06-16 18:21	BTC	Buy	66816.3→65972.7	-6.83	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:00	BTC	Buy	66224.3→66429.7	+1.01	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-14 09:44	BTC	Buy	63788.2→64526.8	+5.29	timeout
06-14 08:37	BTC	Buy	63843.2→64469.8	+4.43	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-13 09:33	BTC	Buy	63868.2→63796.8	-1.10	timeout
06-13 08:26	BTC	Buy	63471.2→63779.8	+1.88	timeout
06-13 07:25	BTC	Buy	62996.1→63705.8	+5.17	timeout
06-12 09:04	BTC	Buy	62889.1→63408.8	+3.61	timeout
06-12 07:51	BTC	Buy	62676.1→62986.9	+1.99	timeout
06-12 06:46	BTC	Buy	62847.1→62940.9	+0.25	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 17:05	BTC	Buy	61627.1→62324.9	+5.16	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.67	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-09 14:47	BTC	Buy	62658.1→61116.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:25	BTC	Buy	62965.1→62713.9	-2.40	timeout
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 06:31	BTC	Buy	62020.1→63015.8	+7.57	timeout
06-07 19:43	BTC	Buy	62697.1→61150.4	-12.77	stop_loss
06-07 12:24	BTC	Buy	60848→61916.9	+8.33	timeout
06-07 10:43	BTC	Buy	60391→62326.9	+15.59	timeout
06-07 05:58	BTC	Buy	60869→61733.9	+6.70	timeout
06-06 04:32	BTC	Buy	61186.1→59680.2	-12.76	stop_loss
06-06 04:13	BTC	Buy	61619.1→60099.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 06:00	BTC	Buy	63726.2→62158.8	-12.70	stop_loss
06-05 01:47	BTC	Buy	62655.1→63333.8	+4.98	timeout
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 09:26	BTC	Buy	64466.2→62878.4	-12.76	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-03 19:53	BTC	Buy	67065.4→65408	-12.84	stop_loss
06-03 19:53	BTC	Buy	67098.4→65445	-12.81	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67166.4→65514.9	-12.75	stop_loss
06-03 03:34	BTC	Buy	67603.4→65927.7	-12.85	stop_loss
06-03 03:33	BTC	Buy	67672.4→66005.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70898.5→69151.9	-12.83	stop_loss
06-02 12:06	BTC	Buy	71006.6→69253.9	-12.85	stop_loss
06-01 22:25	BTC	Buy	73979.7→71211.8	-19.30	stop_loss
06-01 05:11	BTC	Buy	74168.7→73437.3	-5.42	timeout
05-31 18:52	BTC	Buy	73970.7→73576.3	-3.17	timeout
05-31 16:56	BTC	Buy	73895.7→73495.3	-3.22	timeout
05-31 14:58	BTC	Buy	73895.7→73587.3	-2.55	timeout
05-30 07:50	BTC	Buy	73372.7→73502.3	+0.39	timeout
05-29 18:54	BTC	Buy	73653.7→73312.3	-2.83	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

37%

win rate

-421.30

total pnl ($)

-81.4 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	103	37%	-81.4	-421.30

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…