deribit_basis_zscore_fear_long_v6

not live
26
closed trades
46%
win rate
-64.69
total pnl ($)
1.104
weight
7d window — n=7 wr=57% pnl=-18.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:11BTCBuy59118→59852+5.71timeout
06-24 17:20BTCBuy60962→59461.3-12.74stop_loss
06-24 15:10BTCBuy62314.1→60901-11.73timeout
06-23 05:25BTCBuy64951.2→63353.1-12.77stop_loss
06-22 14:53BTCBuy64049.2→64951.8+6.49timeout
06-21 14:49BTCBuy63872.2→63997.8+0.60timeout
06-20 08:54BTCBuy62600.1→63383.8+5.70timeout
06-18 15:37BTCBuy64554.2→62965.4-12.65stop_loss
06-18 04:11BTCBuy65363.3→63743.9-12.86stop_loss
06-16 17:05BTCBuy66839.3→65733.7-8.83timeout
06-15 13:16BTCBuy63931.2→66747.7+21.59take_profit
06-14 16:56BTCBuy64023.2→63931.8-1.20timeout
06-13 16:54BTCBuy63919.2→63980.8+0.03timeout
06-12 16:46BTCBuy62616.1→63872.8+9.54timeout
06-11 16:44BTCBuy62217.1→62637.9+2.83timeout
06-10 16:39BTCBuy60818→62258.9+11.30timeout
06-09 13:36BTCBuy63751.2→62175.8-12.79stop_loss
06-08 14:03BTCBuy61778.1→63699.8+15.06timeout
06-07 13:58BTCBuy60795→61712.9+7.08timeout
06-05 18:51BTCBuy61046.1→59544.2-12.76stop_loss
06-05 05:59BTCBuy63819.2→62247.7-12.72stop_loss
06-03 23:42BTCBuy65824.3→64203.7-12.76stop_loss
06-02 23:25BTCBuy67800.4→66132.6-12.75stop_loss
06-02 09:04BTCBuy71299.6→69542.7-12.83stop_loss
05-30 21:06BTCBuy73674.7→73946.3+1.28timeout
05-29 14:40BTCBuy72984.6→72706.4-2.50timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-64.69
total pnl ($)
-49.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-49.2-64.69

Recent bounces (last 20 of 1)

timesymsidereason
06-24 15:26BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems