deribit_basis_zscore_fear_lowdom_highfee_long

not live
28
closed trades
43%
win rate
-75.98
total pnl ($)
1.092
weight
7d window — n=5 wr=40% pnl=-22.78  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:35BTCBuy59989→60404+2.98timeout
06-25 13:53BTCBuy60777→58917.6-15.70stop_loss
06-23 01:56BTCBuy65479.3→64093.8-11.02timeout
06-21 12:43BTCBuy64282.2→64034.8-2.34timeout
06-21 05:41BTCBuy63818.2→64298.8+3.31timeout
06-19 21:26BTCBuy62409.1→63171.8+5.63timeout
06-19 12:38BTCBuy63002.1→62456.9-4.73timeout
06-18 18:49BTCBuy64079.2→62753.9-10.66timeout
06-18 06:06BTCBuy65035.3→63973.8-8.62timeout
06-15 23:36BTCBuy66123.3→66137.7-0.36timeout
06-15 09:19BTCBuy64703.2→65751.7+7.66timeout
06-13 16:43BTCBuy63594.2→64032.8+3.00timeout
06-12 19:27BTCBuy62990.1→63720.8+5.34timeout
06-12 06:35BTCBuy63417.2→62899.9-4.55timeout
06-10 01:44BTCBuy62376.1→62016.9-3.27timeout
06-08 16:11BTCBuy62950.1→63858.8+6.71timeout
06-07 09:56BTCBuy60770→62525.9+14.00timeout
06-07 02:34BTCBuy60919→61276.9+2.45timeout
06-06 06:56BTCBuy59336→60750+11.45timeout
06-05 15:39BTCBuy62025.1→60127.9-15.74stop_loss
06-05 13:57BTCBuy62714.1→60795.5-15.75stop_loss
06-04 00:29BTCBuy65472.3→63469.1-15.75stop_loss
06-03 20:55BTCBuy66816.3→64772.4-15.76stop_loss
06-03 17:40BTCBuy66947.3→66160.7-6.36timeout
06-03 10:51BTCBuy66538.3→67157.6+4.14timeout
06-03 03:20BTCBuy67597.4→66337.7-9.77timeout
05-30 05:20BTCBuy74250.7→73499.3-5.53timeout
05-29 02:40BTCBuy72875.6→73430.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-75.98
total pnl ($)
-54.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-54.2-75.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems