deribit_basis_zscore_fear_long_x203 · strategy

231

closed trades

48%

win rate

-500.63

total pnl ($)

0.250

weight

7d window — n=67 wr=43% pnl=-199.40 · 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 05:26	BTC	Buy	60370→59392	-8.52	timeout
06-30 04:13	BTC	Buy	59777→59540	-2.40	timeout
06-30 03:02	BTC	Buy	59314→59924	+4.73	timeout
06-30 01:47	BTC	Buy	59459→59829	+2.69	timeout
06-29 19:26	BTC	Buy	60032→60373	+2.31	timeout
06-29 14:08	BTC	Buy	60685→59192.4	-12.76	stop_loss
06-29 13:56	BTC	Buy	59500→59359	-1.69	timeout
06-29 12:45	BTC	Buy	59334→59944	+4.62	timeout
06-29 11:38	BTC	Buy	59794→59874	+0.14	timeout
06-29 10:15	BTC	Buy	59572→60193	+4.69	timeout
06-29 05:40	BTC	Buy	59479→59716	+1.54	timeout
06-28 21:43	BTC	Buy	60350→59678	-6.02	timeout
06-28 20:30	BTC	Buy	60187→59686	-4.60	timeout
06-28 19:22	BTC	Buy	60114→59464	-5.84	timeout
06-28 18:19	BTC	Buy	59885→59619	-2.66	timeout
06-28 17:11	BTC	Buy	60016→59630	-3.66	timeout
06-28 03:34	BTC	Buy	60784→60195	-5.29	timeout
06-27 21:00	BTC	Buy	60430→60313	-1.39	timeout
06-27 19:56	BTC	Buy	60532→60130	-3.75	timeout
06-27 18:47	BTC	Buy	60436→60516	+0.22	timeout
06-27 17:07	BTC	Buy	60198→60508	+2.11	timeout
06-27 14:50	BTC	Buy	60281→60609	+2.27	timeout
06-27 06:41	BTC	Buy	59734→60383	+4.98	timeout
06-27 05:42	BTC	Buy	59963→60182	+1.38	timeout
06-27 04:39	BTC	Buy	60190→60339	+0.79	timeout
06-27 03:39	BTC	Buy	60403→60306	-1.26	timeout
06-27 02:38	BTC	Buy	59578→60240	+5.09	timeout
06-26 17:25	BTC	Buy	59786→60071	+1.88	timeout
06-26 14:49	BTC	Buy	58577.9→59819	+10.12	timeout
06-26 13:19	BTC	Buy	59985→58505.8	-12.79	stop_loss
06-26 12:40	BTC	Buy	60563→59072.5	-12.77	stop_loss
06-26 06:15	BTC	Buy	59412→59697	+1.95	timeout
06-26 05:16	BTC	Buy	59552→60000	+3.32	timeout
06-26 03:05	BTC	Buy	59353→58574.1	-6.98	timeout
06-26 02:24	BTC	Buy	59752→58278.9	-12.76	stop_loss
06-26 02:11	BTC	Buy	59479→59238	-2.47	timeout
06-25 13:48	BTC	Buy	60866→59368.3	-12.74	stop_loss
06-25 13:44	BTC	Buy	61623.1→60107.9	-12.73	stop_loss
06-25 13:44	BTC	Buy	61654.1→60137.9	-12.74	stop_loss
06-25 13:42	BTC	Buy	61712.1→60193.9	-12.74	stop_loss
06-25 13:41	BTC	Buy	61884.1→60360.8	-12.75	stop_loss
06-25 08:19	BTC	Buy	60707→61707.9	+7.80	timeout
06-25 07:17	BTC	Buy	59617→61850.9	+18.30	timeout
06-25 06:16	BTC	Buy	59624→61750.9	+17.40	timeout
06-25 05:14	BTC	Buy	59749→61594.9	+15.00	timeout
06-25 04:12	BTC	Buy	60469→60800	+2.29	timeout
06-24 17:20	BTC	Buy	60883→59379.3	-12.78	stop_loss
06-24 17:20	BTC	Buy	60952→59442.3	-12.82	stop_loss
06-24 15:43	BTC	Buy	62064.1→60536.7	-12.75	stop_loss
06-24 14:19	BTC	Buy	62453.1→60880.5	-13.04	stop_loss
06-24 14:13	BTC	Buy	62671.1→61126.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62802.1→61256.3	-12.76	stop_loss
06-24 12:29	BTC	Buy	62817.1→62804.9	-0.55	timeout
06-24 11:22	BTC	Buy	62582.1→62292.9	-2.77	timeout
06-24 10:15	BTC	Buy	62710.1→62570.9	-1.59	timeout
06-24 09:10	BTC	Buy	62494.1→62707.9	+1.23	timeout
06-24 07:10	BTC	Buy	62311.1→62659.9	+2.32	timeout
06-23 23:51	BTC	Buy	62407.1→62696.9	+1.88	timeout
06-23 22:48	BTC	Buy	62254.1→62534.9	+1.81	timeout
06-23 21:47	BTC	Buy	62339.1→62621.9	+1.83	timeout
06-23 20:44	BTC	Buy	62360.1→62445.9	+0.24	timeout
06-23 18:47	BTC	Buy	62946.1→62096.9	-7.21	timeout
06-23 08:24	BTC	Buy	63784.2→62196.8	-12.89	stop_loss
06-23 08:17	BTC	Buy	63986.2→62403.7	-12.84	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64041.2→62465.6	-12.77	stop_loss
06-23 06:20	BTC	Buy	64396.2→62812.4	-12.76	stop_loss
06-23 04:14	BTC	Buy	64701.2→64020.8	-5.71	timeout
06-23 00:21	BTC	Buy	64706.2→63845.8	-7.08	timeout
06-22 22:16	BTC	Buy	64191.2→64286.8	+0.29	timeout
06-22 21:12	BTC	Buy	64171.2→64367.8	+1.08	timeout
06-22 15:53	BTC	Buy	64092.2→64840.8	+5.40	timeout
06-22 14:47	BTC	Buy	64404.2→64915.8	+3.47	timeout
06-22 11:35	BTC	Buy	63340.2→64602.8	+9.45	timeout
06-22 09:31	BTC	Buy	63738.2→64086.8	+2.25	timeout
06-22 08:29	BTC	Buy	64086.2→64161.8	+0.12	timeout
06-22 03:40	BTC	Buy	64243.2→64202.8	-0.80	timeout
06-22 02:25	BTC	Buy	64055.2→64500.8	+2.98	timeout
06-21 22:36	BTC	Buy	64298.2→63598.8	-5.88	timeout
06-21 20:32	BTC	Buy	64024.2→64056.8	-0.20	timeout
06-21 19:26	BTC	Buy	64168.2→64192.8	-0.24	timeout
06-21 14:12	BTC	Buy	64221.2→64046.8	-1.77	timeout
06-21 13:11	BTC	Buy	64232.2→64117.8	-1.31	timeout
06-21 09:53	BTC	Buy	63996.2→64142.8	+0.64	timeout
06-21 04:34	BTC	Buy	63908.2→64520.8	+4.35	timeout
06-20 19:01	BTC	Buy	63708.2→63782.8	+0.14	timeout
06-20 17:58	BTC	Buy	63654.2→63819.8	+0.84	timeout
06-20 16:57	BTC	Buy	63541.2→63964.8	+2.86	timeout
06-20 13:52	BTC	Buy	63549.2→63433.8	-1.38	timeout
06-20 12:43	BTC	Buy	63560.2→63580.8	-0.31	timeout
06-20 06:16	BTC	Buy	63133.2→63607.8	+3.31	timeout
06-20 05:02	BTC	Buy	62970.1→63536.8	+4.05	timeout
06-20 03:58	BTC	Buy	63203.2→63404.8	+1.15	timeout
06-20 01:29	BTC	Buy	62759.1→63486.8	+5.35	timeout
06-19 21:51	BTC	Buy	62329.1→63093.8	+5.66	timeout
06-19 15:42	BTC	Buy	62660.1→63207.8	+3.97	timeout
06-19 14:40	BTC	Buy	62894.1→63322.8	+3.01	timeout
06-19 13:38	BTC	Buy	62891.1→62830.9	-0.88	timeout
06-19 12:34	BTC	Buy	63002.1→62447.9	-4.80	timeout

Paper vs Live

Paper (trades.jsonl)

231

closed

48%

win rate

-500.63

total pnl ($)

-43.2 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	231	48%	-43.2	-500.63

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…