deribit_basis_zscore_fear_long_v9 · strategy

110

closed trades

44%

win rate

-314.00

total pnl ($)

0.855

weight

7d window — n=22 wr=45% pnl=-56.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 07:04	BTC	Buy	59991→59587	-3.80	timeout
06-29 23:49	BTC	Buy	59697→60231	+4.04	timeout
06-29 22:13	BTC	Buy	59620→60395	+5.94	timeout
06-29 05:12	BTC	Buy	59985→59404	-5.30	timeout
06-28 21:06	BTC	Buy	60328→59637	-6.17	timeout
06-28 20:06	BTC	Buy	60235→59495	-6.57	timeout
06-28 04:27	BTC	Buy	60380→60204	-1.92	timeout
06-27 19:59	BTC	Buy	59809→60142	+2.39	timeout
06-27 19:00	BTC	Buy	59602→60539	+7.44	timeout
06-27 02:53	BTC	Buy	58466.9→60315	+15.34	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 02:16	BTC	Buy	60025→58485.8	-13.26	stop_loss
06-25 17:52	BTC	Buy	59427→59487	+0.09	timeout
06-25 13:57	BTC	Buy	59845→58312.9	-13.17	stop_loss
06-25 13:53	BTC	Buy	60446→58896.6	-13.19	stop_loss
06-24 14:13	BTC	Buy	62713.1→61099.4	-13.31	stop_loss
06-24 14:02	BTC	Buy	62754.1→61148.4	-13.24	stop_loss
06-24 14:02	BTC	Buy	62787.1→61177.3	-13.27	stop_loss
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 08:28	BTC	Buy	62028.1→62660.9	+4.56	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.81	timeout
06-23 08:17	BTC	Buy	63987.2→62343.7	-13.31	stop_loss
06-23 08:17	BTC	Buy	64017.2→62372.7	-13.31	stop_loss
06-23 06:20	BTC	Buy	64130.2→62993.9	-9.35	timeout
06-22 23:31	BTC	Buy	63581.2→63993.8	+2.79	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-21 23:28	BTC	Buy	64243.2→63651.8	-5.03	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-20 23:03	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 22:00	BTC	Buy	63051.2→63965.8	+6.81	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:58	BTC	Buy	62562.1→63183.8	+4.52	timeout
06-19 16:18	BTC	Buy	62567.1→63254.8	+5.05	timeout
06-18 15:40	BTC	Buy	64426.2→62775.5	-12.97	stop_loss
06-18 15:38	BTC	Buy	64485.2→62834.4	-13.04	stop_loss
06-18 15:37	BTC	Buy	64548.2→62892.4	-13.08	stop_loss
06-17 19:50	BTC	Buy	65670.3→63964.8	-13.45	stop_loss
06-17 19:50	BTC	Buy	65716.3→64034.8	-13.26	stop_loss
06-17 19:41	BTC	Buy	65825.3→64139.7	-13.27	stop_loss
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 03:22	BTC	Buy	65701.3→65718.7	-0.35	timeout
06-16 23:31	BTC	Buy	66181.3→65690.7	-4.24	timeout
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-16 02:18	BTC	Buy	65696.3→66055.7	+2.28	timeout
06-15 21:53	BTC	Buy	65494.3→66389.7	+6.33	timeout
06-15 05:37	BTC	Buy	64290.2→65687.7	+10.40	timeout
06-15 01:06	BTC	Buy	64522.2→65397.7	+6.31	timeout
06-14 21:39	BTC	Buy	64306.2→64939.8	+4.44	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-14 00:37	BTC	Buy	63551.2→64530.8	+7.25	timeout
06-13 19:16	BTC	Buy	63695.2→64154.8	+3.16	timeout
06-12 22:06	BTC	Buy	63575.2→63518.8	-0.94	timeout
06-12 20:57	BTC	Buy	63370.2→63449.8	+0.13	timeout
06-12 17:44	BTC	Buy	63282.2→63799.8	+3.62	timeout
06-11 19:30	BTC	Buy	61180.1→63866.8	+21.39	take_profit
06-11 19:18	BTC	Buy	61730.1→63639.8	+14.88	timeout
06-11 16:00	BTC	Buy	62614.1→62722.9	+0.28	timeout
06-10 17:11	BTC	Buy	61445.1→62020.9	+4.18	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+6.70	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+3.22	timeout
06-09 14:29	BTC	Buy	63162.2→61542.1	-13.28	stop_loss
06-09 14:20	BTC	Buy	63301.2→61680.1	-13.26	stop_loss
06-09 14:10	BTC	Buy	63659.2→62029.9	-13.24	stop_loss
06-08 23:04	BTC	Buy	62798.1→63430.8	+4.56	timeout
06-08 22:04	BTC	Buy	61786.1→63480.8	+13.23	timeout
06-08 17:19	BTC	Buy	62272.1→63417.8	+8.66	timeout
06-07 22:14	BTC	Buy	60636→63297.8	+21.51	take_profit
06-07 21:47	BTC	Buy	60805→61686.9	+6.82	timeout
06-07 15:26	BTC	Buy	60621→61851.9	+9.69	timeout
06-06 19:34	BTC	Buy	59692→60594	+7.16	timeout
06-06 18:32	BTC	Buy	60110→60507	+2.90	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-05 18:52	BTC	Buy	60912→59352.3	-13.26	stop_loss
06-05 13:57	BTC	Buy	62431.1→60833.5	-13.25	stop_loss
06-05 13:49	BTC	Buy	62886.1→61268.3	-13.32	stop_loss
06-05 13:49	BTC	Buy	62894.1→61268.3	-13.38	stop_loss
06-05 06:23	BTC	Buy	62810.1→61175.3	-13.40	stop_loss
06-05 06:01	BTC	Buy	63742.2→62108.8	-13.22	stop_loss
06-05 05:59	BTC	Buy	63866.2→62226.8	-13.25	stop_loss
06-04 09:29	BTC	Buy	64376.2→62725.5	-13.27	stop_loss
06-04 01:23	BTC	Buy	64199.2→62556.6	-13.24	stop_loss
06-04 00:29	BTC	Buy	65054.3→63389.1	-13.24	stop_loss
06-04 00:29	BTC	Buy	65103.3→63437.1	-13.24	stop_loss
06-03 19:55	BTC	Buy	66997.3→65270.1	-13.38	stop_loss
06-03 19:54	BTC	Buy	67042.4→65327.1	-13.28	stop_loss
06-03 19:53	BTC	Buy	67148.4→65409	-13.43	stop_loss
06-03 03:44	BTC	Buy	67427.4→65701.8	-13.25	stop_loss
06-03 03:43	BTC	Buy	67635.4→65900.7	-13.28	stop_loss
06-03 03:28	BTC	Buy	67816.4→66068.6	-13.34	stop_loss
06-02 13:00	BTC	Buy	70743.5→68932.1	-13.32	stop_loss
06-02 12:59	BTC	Buy	70788.5→68972	-13.33	stop_loss
06-02 12:31	BTC	Buy	70934.5→69119	-13.30	stop_loss
06-01 15:25	BTC	Buy	73808.7→71111.9	-18.83	stop_loss
06-01 01:59	BTC	Buy	74021.7→73261.3	-5.65	timeout
05-31 23:57	BTC	Buy	73827.7→73669.3	-1.49	timeout
05-31 14:58	BTC	Buy	73895.7→73587.3	-2.55	timeout
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.83	timeout

Paper vs Live

Paper (trades.jsonl)

110

closed

44%

win rate

-314.00

total pnl ($)

-56.8 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	110	44%	-56.8	-314.00

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…