deribit_basis_zscore_fear_regime_long_v3 · strategy

closed trades

37%

win rate

-174.72

total pnl ($)

0.683

weight

7d window — n=13 wr=23% pnl=-96.00 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 01:16	BTC	Buy	60058→59481	-5.30	timeout
06-28 13:09	BTC	Buy	60378→59983	-3.75	timeout
06-27 21:43	BTC	Buy	60017→60233	+1.42	timeout
06-26 19:05	BTC	Buy	59378→59679	+1.97	timeout
06-26 12:40	BTC	Buy	60563→59070.5	-12.78	stop_loss
06-25 13:58	BTC	Buy	59614→58144	-12.72	stop_loss
06-25 13:43	BTC	Buy	61679.1→60161.9	-12.74	stop_loss
06-24 15:08	BTC	Buy	62339.1→60799.5	-12.75	stop_loss
06-24 14:02	BTC	Buy	62714.1→61166.3	-12.79	stop_loss
06-24 06:55	BTC	Buy	62930.1→62741.9	-2.00	timeout
06-23 06:22	BTC	Buy	64097.2→62509.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64323.2→62741.5	-12.76	stop_loss
06-22 08:28	BTC	Buy	64024.2→64228.8	+1.08	timeout
06-21 20:23	BTC	Buy	63920.2→64082.8	+0.82	timeout
06-21 08:18	BTC	Buy	63530.2→64060.8	+3.62	timeout
06-20 19:14	BTC	Buy	63033.2→63871.8	+6.21	timeout
06-20 03:44	BTC	Buy	62686.1→63434.8	+5.54	timeout
06-19 15:49	BTC	Buy	62727.1→63187.8	+3.31	timeout
06-18 15:37	BTC	Buy	64504.2→62892.4	-12.92	stop_loss
06-18 11:36	BTC	Buy	64716.2→63999.8	-6.06	timeout
06-17 19:42	BTC	Buy	65738.3→64121.7	-12.77	stop_loss
06-17 10:56	BTC	Buy	66389.3→64756.4	-12.83	stop_loss
06-16 23:31	BTC	Buy	66172.3→65691.7	-4.17	timeout
06-16 09:23	BTC	Buy	65678.3→66612.7	+6.66	timeout
06-15 21:19	BTC	Buy	64703.2→66491.7	+13.31	timeout
06-15 07:19	BTC	Buy	64277.2→65886.7	+12.05	timeout
06-14 19:17	BTC	Buy	64149.2→63827.8	-3.03	timeout
06-14 07:15	BTC	Buy	63692.2→64215.8	+3.66	timeout
06-13 19:14	BTC	Buy	63694.2→64153.8	+3.16	timeout
06-13 00:46	BTC	Buy	63668.2→63579.8	-1.22	timeout
06-12 12:29	BTC	Buy	62665.1→63429.8	+5.58	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 08:50	BTC	Buy	61219.1→62934.9	+13.45	timeout
06-09 15:56	BTC	Buy	62604.1→61064.4	-12.75	stop_loss
06-09 14:43	BTC	Buy	62840.1→61291.3	-12.78	stop_loss
06-09 12:25	BTC	Buy	62965.1→62716.9	-2.36	timeout
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.70	timeout
06-08 10:08	BTC	Buy	62395.1→63413.8	+7.71	timeout
06-07 21:50	BTC	Buy	60837→61657.9	+6.31	timeout
06-07 05:07	BTC	Buy	59783→61784.9	+16.32	timeout
06-05 18:43	BTC	Buy	61292.1→59785.1	-12.75	stop_loss
06-05 06:17	BTC	Buy	63416.2→61853	-12.77	stop_loss
06-05 03:01	BTC	Buy	64079.2→62498.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64928.2→63331.2	-12.75	stop_loss
06-03 20:55	BTC	Buy	66518.3→64880.3	-12.82	stop_loss
06-03 19:53	BTC	Buy	67091.4→65438	-12.80	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 12:34	BTC	Buy	70845.5→69099	-12.84	stop_loss
06-01 15:33	BTC	Buy	73438.7→71307.8	-15.10	stop_loss
06-01 03:59	BTC	Buy	74121.7→73732.3	-3.15	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.78	timeout
05-30 08:07	BTC	Buy	73631.7→73511.3	-1.31	timeout
05-29 20:42	BTC	Buy	73666.7→73667.3	-0.49	timeout
05-29 07:49	BTC	Buy	73389.7→73371.3	-0.59	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-174.72

total pnl ($)

-64.2 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	54	37%	-64.2	-174.72

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…