deribit_basis_zscore_fear_long_v55 · strategy

146

closed trades

45%

win rate

-493.19

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-188.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:04	BTC	Buy	60082→59867	-2.25	timeout
06-28 21:02	BTC	Buy	60312→59619	-6.17	timeout
06-28 19:59	BTC	Buy	60139→59458	-6.10	timeout
06-28 16:48	BTC	Buy	60785→59700	-9.39	timeout
06-28 02:52	BTC	Buy	60319→60122	-2.09	timeout
06-27 21:18	BTC	Buy	59685→60339	+5.10	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.32	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.85	timeout
06-27 15:40	BTC	Buy	60442→60794	+2.48	timeout
06-26 20:22	BTC	Buy	59594→59698	+0.33	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.98	timeout
06-26 13:19	BTC	Buy	60012→58530.8	-12.80	stop_loss
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 18:04	BTC	Buy	59437→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59622→58156	-12.66	stop_loss
06-25 13:54	BTC	Buy	59973→58467.8	-12.92	stop_loss
06-25 13:53	BTC	Buy	60424→58937.6	-12.66	stop_loss
06-25 13:51	BTC	Buy	60688→59194.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61294.1→59730.1	-13.18	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.67	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 08:17	BTC	Buy	64037.2→62461.6	-12.77	stop_loss
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:21	BTC	Buy	64123.2→62545.6	-12.78	stop_loss
06-23 06:08	BTC	Buy	64716.2→63123.3	-12.78	stop_loss
06-22 23:34	BTC	Buy	63368.2→63959.8	+4.21	timeout
06-22 22:24	BTC	Buy	63714.2→64213.8	+3.47	timeout
06-22 06:10	BTC	Buy	64177.2→64257.8	+0.16	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-21 23:13	BTC	Buy	64248.2→63722.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:54	BTC	Buy	63322.2→64224.8	+6.67	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-20 01:08	BTC	Buy	63026.2→63433.8	+2.80	timeout
06-20 00:04	BTC	Buy	62898.1→63530.8	+4.63	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:56	BTC	Buy	62537.1→63148.8	+4.44	timeout
06-18 15:54	BTC	Buy	64001.2→62427.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64195.2→62599.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.54	stop_loss
06-18 10:49	BTC	Buy	64852.2→63998.8	-7.10	timeout
06-18 09:45	BTC	Buy	64953.2→64262.8	-5.88	timeout
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65656.3→64036.8	-12.78	stop_loss
06-17 19:41	BTC	Buy	65785.3→64166.7	-12.76	stop_loss
06-17 08:44	BTC	Buy	66520.3→64884.3	-12.78	stop_loss
06-17 08:31	BTC	Buy	66735.3→65093.2	-12.79	stop_loss
06-17 06:57	BTC	Buy	66494.3→65586.7	-7.30	timeout
06-17 04:39	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-16 17:16	BTC	Buy	66914.3→65769.7	-9.09	timeout
06-16 09:14	BTC	Buy	65669.3→66719.7	+7.55	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.38	timeout
06-16 04:13	BTC	Buy	65685.3→66113.7	+2.86	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.64	timeout
06-15 08:06	BTC	Buy	64390.2→65713.7	+9.82	timeout
06-15 05:38	BTC	Buy	64311.2→65695.7	+10.30	timeout
06-15 02:51	BTC	Buy	64459.2→65461.7	+7.29	timeout
06-14 21:37	BTC	Buy	64274.2→64873.8	+4.18	timeout
06-14 12:38	BTC	Buy	63997.2→64311.8	+2.02	timeout
06-14 07:50	BTC	Buy	63843.2→64391.8	+3.84	timeout
06-14 04:39	BTC	Buy	63584.2→64397.8	+6.00	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.89	timeout
06-13 19:42	BTC	Buy	63702.2→64250.8	+3.85	timeout
06-13 12:35	BTC	Buy	63498.2→63996.8	+3.39	timeout
06-13 04:52	BTC	Buy	63715.2→63598.8	-1.35	timeout
06-13 03:02	BTC	Buy	63570.2→63654.8	+0.21	timeout
06-13 00:39	BTC	Buy	63690.2→63583.8	-1.38	timeout
06-12 17:46	BTC	Buy	63339.2→63823.8	+3.36	timeout
06-12 09:02	BTC	Buy	62899.1→63451.8	+3.87	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.61	timeout
06-12 00:06	BTC	Buy	61627.1→63616.8	+15.58	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 16:11	BTC	Buy	62349.1→62716.9	+2.35	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 18:59	BTC	Buy	61767.1→61844.9	+0.12	timeout
06-10 16:09	BTC	Buy	60927→62397.9	+11.57	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:24	BTC	Buy	61774.1→62019.9	+1.51	timeout
06-09 16:40	BTC	Buy	62268.1→60734.6	-12.78	stop_loss
06-09 14:39	BTC	Buy	62886.1→61339.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.75	stop_loss
06-09 13:27	BTC	Buy	63561.2→62315.9	-10.23	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

45%

win rate

-493.19

total pnl ($)

-67.5 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	146	45%	-67.5	-493.19

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…