deribit_basis_zscore_fear_long_v54 · strategy

closed trades

34%

win rate

-401.38

total pnl ($)

0.250

weight

7d window — n=26 wr=23% pnl=-179.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60534→59038.5	-12.83	stop_loss
06-28 22:41	BTC	Buy	60582→59092.5	-12.77	stop_loss
06-28 19:14	BTC	Buy	60011→59467	-4.95	timeout
06-27 20:02	BTC	Buy	59554→60211	+5.17	timeout
06-27 16:49	BTC	Buy	59245→60778	+12.45	timeout
06-27 15:25	BTC	Buy	59310→60741	+11.63	timeout
06-27 14:45	BTC	Buy	59474→60628	+9.25	timeout
06-26 17:42	BTC	Buy	59383→59965	+4.22	timeout
06-25 13:58	BTC	Buy	59629→58162	-12.66	stop_loss
06-25 13:57	BTC	Buy	59738→58267.9	-12.67	stop_loss
06-25 13:55	BTC	Buy	59866→58393.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60282→58798.6	-12.66	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 14:19	BTC	Buy	62465.1→60883.5	-13.05	stop_loss
06-24 14:19	BTC	Buy	62437.1→60883.5	-12.82	stop_loss
06-24 14:13	BTC	Buy	62620.1→61079.4	-12.68	stop_loss
06-24 14:02	BTC	Buy	62715.1→61166.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	62979.1→61430.2	-12.72	stop_loss
06-23 08:28	BTC	Buy	63428.2→61868	-12.74	stop_loss
06-23 08:24	BTC	Buy	63818.2→62243.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63970.2→62395.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-23 06:11	BTC	Buy	64179.2→63159.8	-8.45	timeout
06-23 04:37	BTC	Buy	64484.2→63828.8	-5.58	timeout
06-23 03:33	BTC	Buy	64309.2→64035.8	-2.57	timeout
06-22 20:51	BTC	Buy	63886.2→64419.8	+3.71	timeout
06-22 17:39	BTC	Buy	63795.2→64459.8	+4.65	timeout
06-21 00:35	BTC	Buy	62996.1→64238.8	+9.31	timeout
06-20 22:05	BTC	Buy	62893.1→64001.8	+8.37	timeout
06-20 21:01	BTC	Buy	63073.2→63909.8	+6.20	timeout
06-20 19:57	BTC	Buy	62932.1→63896.8	+7.28	timeout
06-20 17:17	BTC	Buy	62503.1→63888.8	+10.60	timeout
06-18 15:40	BTC	Buy	64214.2→62634.5	-12.86	stop_loss
06-18 15:37	BTC	Buy	64436.2→62846.4	-12.91	stop_loss
06-18 15:18	BTC	Buy	64722.2→63118.3	-12.81	stop_loss
06-18 15:17	BTC	Buy	64931.2→63316.2	-12.86	stop_loss
06-18 15:17	BTC	Buy	64953.2→63356.1	-12.71	stop_loss
06-17 19:42	BTC	Buy	65727.3→64110.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65871.3→64246.6	-12.84	stop_loss
06-17 08:44	BTC	Buy	66493.3→64853.3	-12.80	stop_loss
06-17 08:39	BTC	Buy	66544.3→64900.3	-12.80	stop_loss
06-17 08:20	BTC	Buy	66810.3→65167.1	-12.74	stop_loss
06-16 14:33	BTC	Buy	66932.3→65285.1	-12.83	stop_loss
06-16 01:06	BTC	Buy	64517.2→66288.7	+13.33	timeout
06-15 21:50	BTC	Buy	64483.2→66368.7	+14.06	timeout
06-15 16:10	BTC	Buy	64447.2→67276.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64308.2→67160.6	+21.75	take_profit
06-15 15:47	BTC	Buy	64263.2→67087.6	+21.55	take_profit
06-14 08:24	BTC	Buy	63502.2→64475.8	+7.17	timeout
06-14 04:45	BTC	Buy	63720.2→64343.8	+4.53	timeout
06-14 03:04	BTC	Buy	63568.2→64459.8	+6.61	timeout
06-14 00:40	BTC	Buy	63631.2→64539.8	+6.69	timeout
06-13 17:42	BTC	Buy	63303.2→64084.8	+5.69	timeout
06-12 08:15	BTC	Buy	61601.1→63260.8	+12.90	timeout
06-11 18:01	BTC	Buy	61054.1→63735.8	+21.38	take_profit
06-11 16:30	BTC	Buy	61016.1→62598.9	+12.31	timeout
06-11 15:27	BTC	Buy	61356.1→62694.9	+10.27	timeout
06-11 14:30	BTC	Buy	61547.1→62995.9	+11.11	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:39	BTC	Buy	62864.1→61312.3	-12.82	stop_loss
06-09 14:29	BTC	Buy	63118.2→61566.1	-12.76	stop_loss
06-09 14:21	BTC	Buy	63160.2→61607.1	-12.75	stop_loss
06-09 13:29	BTC	Buy	61818.1→62332.9	+3.77	timeout
06-09 12:27	BTC	Buy	61959.1→62658.9	+5.31	timeout
06-07 22:14	BTC	Buy	60937→63613.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60878→63550.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60391→63042.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60188→62831.9	+21.54	take_profit
06-07 06:36	BTC	Buy	59616→62234.9	+21.58	take_profit
06-06 04:32	BTC	Buy	61159.1→59655.2	-12.75	stop_loss
06-06 04:12	BTC	Buy	61723.1→60203.9	-12.76	stop_loss
06-06 04:12	BTC	Buy	61747.1→60228.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60921→59422.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:58	BTC	Buy	62261.1→60729.6	-12.75	stop_loss
06-05 13:55	BTC	Buy	62561.1→61020.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62767.1→61213.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62843.1→61297.3	-12.66	stop_loss
06-05 06:19	BTC	Buy	63337.2→61779	-12.72	stop_loss
06-05 06:01	BTC	Buy	63723.2→62155.8	-12.70	stop_loss
06-05 05:59	BTC	Buy	63826.2→62255.7	-12.71	stop_loss
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 10:28	BTC	Buy	64112.2→62517.6	-12.86	stop_loss
06-04 09:30	BTC	Buy	64252.2→62665.5	-12.79	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 19:55	BTC	Buy	66809.3→65166.1	-12.77	stop_loss
06-03 19:54	BTC	Buy	66964.3→65317.1	-12.77	stop_loss
06-03 19:54	BTC	Buy	66996.3→65324.1	-12.96	stop_loss
06-03 19:54	BTC	Buy	67009.4→65359	-12.80	stop_loss
06-03 16:27	BTC	Buy	67176.4→65523.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67254.4→65599.9	-12.75	stop_loss
06-03 03:49	BTC	Buy	67267.4→65612.9	-12.75	stop_loss
06-03 03:49	BTC	Buy	67311.4→65654.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67451.4→65790.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	68088.4→66241.5	-14.02	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

34%

win rate

-401.38

total pnl ($)

-81.0 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	99	34%	-81.0	-401.38

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…