deribit_basis_zscore_fear_long_v53

not live
98
closed trades
42%
win rate
-310.47
total pnl ($)
0.250
weight
7d window — n=29 wr=34% pnl=-185.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 98 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:47BTCBuy60522→59567-8.32timeout
06-27 11:45BTCBuy59395→60281+6.98timeout
06-27 03:34BTCBuy59185→60270+8.72timeout
06-26 19:11BTCBuy59320→59964+4.85timeout
06-26 14:46BTCBuy59354→59612+1.67timeout
06-26 12:40BTCBuy60616→59124.5-12.76stop_loss
06-26 02:14BTCBuy60073→58593.8-12.76stop_loss
06-25 13:58BTCBuy59669→58202-12.67stop_loss
06-25 13:49BTCBuy60732→59236.4-12.73stop_loss
06-25 13:48BTCBuy60889→59390.3-12.71stop_loss
06-25 13:46BTCBuy61251.1→59744.1-12.74stop_loss
06-25 13:42BTCBuy61703.1→60184.9-12.73stop_loss
06-24 16:51BTCBuy61173.1→59657.2-12.82stop_loss
06-24 15:08BTCBuy62345.1→60809.5-12.71stop_loss
06-24 14:19BTCBuy62460.1→60880.5-13.09stop_loss
06-24 14:17BTCBuy62550.1→61000.4-12.82stop_loss
06-24 13:57BTCBuy62740.1→61197.3-12.74stop_loss
06-24 13:27BTCBuy62016.1→61790.9-2.27timeout
06-24 09:18BTCBuy62432.1→62709.9+1.70timeout
06-24 05:48BTCBuy63373.2→62917.9-4.10timeout
06-23 06:21BTCBuy64275.2→62694.5-12.77stop_loss
06-23 06:20BTCBuy64449.2→62864.4-12.76stop_loss
06-23 06:18BTCBuy64620.2→63031.3-12.76stop_loss
06-23 06:01BTCBuy64889.2→63290.2-12.80stop_loss
06-23 04:02BTCBuy63929.2→64064.8+0.61timeout
06-22 20:00BTCBuy64180.2→64497.8+1.99timeout
06-22 15:55BTCBuy64194.2→64795.8+4.26timeout
06-22 11:47BTCBuy64209.2→64580.8+2.29timeout
06-22 07:39BTCBuy64203.2→64300.8+0.28timeout
06-22 03:37BTCBuy64289.2→64172.8-1.43timeout
06-21 18:59BTCBuy63763.2→64134.8+2.50timeout
06-21 14:50BTCBuy63848.2→64032.8+1.06timeout
06-20 07:09BTCBuy62825.1→63616.8+5.84timeout
06-20 03:31BTCBuy62796.1→63400.8+4.38timeout
06-19 23:23BTCBuy62816.1→63265.8+3.10timeout
06-19 19:21BTCBuy62713.1→62986.9+1.71timeout
06-19 16:01BTCBuy62511.1→63213.8+5.21timeout
06-18 15:51BTCBuy64165.2→62585.6-12.48stop_loss
06-18 15:40BTCBuy64238.2→62658.5-12.56stop_loss
06-18 15:37BTCBuy64443.2→62856.4-12.64stop_loss
06-18 15:37BTCBuy64473.2→62878.4-12.57stop_loss
06-18 11:34BTCBuy64710.2→64020.8-5.84timeout
06-17 19:50BTCBuy65606.3→63964.8-12.96stop_loss
06-17 19:40BTCBuy65801.3→64178.7-12.79stop_loss
06-17 19:00BTCBuy65799.3→65557.7-2.32timeout
06-17 14:50BTCBuy65653.3→65146.7-4.32timeout
06-17 08:44BTCBuy66502.3→64864.3-12.80stop_loss
06-17 06:59BTCBuy66411.3→65591.7-6.65timeout
06-16 23:32BTCBuy66169.3→65696.7-4.11timeout
06-16 14:22BTCBuy66457.3→65651.7-6.60timeout
06-16 09:55BTCBuy65537.3→66545.7+7.21timeout
06-16 05:50BTCBuy65753.3→66064.7+1.98timeout
06-15 13:25BTCBuy64110.2→66924.7+21.52take_profit
06-15 13:19BTCBuy63999.2→66810.7+21.53take_profit
06-15 12:05BTCBuy64529.2→66105.7+11.78timeout
06-15 08:01BTCBuy64411.2→65618.7+8.92timeout
06-15 03:57BTCBuy64504.2→65928.7+10.56timeout
06-14 19:55BTCBuy64302.2→63761.8-4.70timeout
06-14 15:50BTCBuy64219.2→64017.8-2.04timeout
06-14 11:45BTCBuy63882.2→64581.8+5.03timeout
06-14 07:42BTCBuy63801.2→64278.8+3.29timeout
06-14 01:49BTCBuy63790.2→64606.8+5.98timeout
06-13 19:42BTCBuy63701.2→64249.8+3.85timeout
06-13 13:32BTCBuy63246.2→64151.8+6.65timeout
06-13 09:12BTCBuy63496.2→63787.8+1.75timeout
06-13 01:00BTCBuy63590.2→63591.8-0.53timeout
06-12 20:54BTCBuy63376.2→63393.8-0.33timeout
06-12 15:18BTCBuy62611.1→64279.8+12.79timeout
06-12 10:49BTCBuy62929.1→63687.8+5.50timeout
06-12 06:44BTCBuy62911.1→62890.9-0.66timeout
06-11 14:48BTCBuy61927.1→62878.9+7.14timeout
06-11 09:28BTCBuy61170.1→62782.9+12.60timeout
06-10 16:23BTCBuy60969→62251.9+10.03timeout
06-09 14:47BTCBuy62718.1→61174.3-12.76stop_loss
06-09 14:21BTCBuy63170.2→61615.1-12.76stop_loss
06-09 13:23BTCBuy63809.2→62239.8-12.72stop_loss
06-09 12:29BTCBuy63076.2→62633.9-3.90timeout
06-09 06:10BTCBuy62925.1→63329.8+2.72timeout
06-08 21:29BTCBuy61757.1→63686.8+15.14timeout
06-08 09:38BTCBuy62520.1→63252.8+5.40timeout
06-08 05:28BTCBuy61822.1→62710.9+6.74timeout
06-07 22:15BTCBuy61505.1→64205.8+21.52take_profit
06-07 02:17BTCBuy60775→61291.9+3.72timeout
06-06 04:27BTCBuy61378.1→59868.1-12.75stop_loss
06-05 18:54BTCBuy60654→59162.4-12.76stop_loss
06-05 18:52BTCBuy60742→59247.4-12.76stop_loss
06-05 13:57BTCBuy62327.1→60794.5-12.75stop_loss
06-05 13:49BTCBuy62760.1→61216.3-12.75stop_loss
06-05 06:23BTCBuy62717.1→61174.3-12.74stop_loss
06-05 06:03BTCBuy63523.2→61945.9-12.84stop_loss
06-05 06:03BTCBuy63526.2→61945.9-12.85stop_loss
06-05 03:11BTCBuy63831.2→62261.7-12.71stop_loss
06-04 11:10BTCBuy63737.2→62169.8-12.73stop_loss
06-04 09:29BTCBuy64352.2→62765.5-12.77stop_loss
06-04 00:25BTCBuy65449.3→63839.9-12.74stop_loss
06-03 23:24BTCBuy65916.3→64295.6-12.74stop_loss
06-03 20:44BTCBuy66782.3→65138.2-12.78stop_loss
06-03 16:24BTCBuy67274.4→65619.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
98
closed
42%
win rate
-310.47
total pnl ($)
-63.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9842%-63.2-310.47

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:04BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems