deribit_basis_zscore_fear_stableflow · strategy

closed trades

48%

win rate

-200.89

total pnl ($)

0.798

weight

7d window — n=17 wr=47% pnl=-49.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:10	BTC	Buy	60472→59517	-8.33	timeout
06-29 23:37	BTC	Buy	59925→60247	+2.25	timeout
06-29 13:06	BTC	Buy	59543→60201	+5.01	timeout
06-29 03:35	BTC	Buy	60060→60028	-0.73	timeout
06-28 20:49	BTC	Buy	60397→59659	-6.56	timeout
06-28 11:44	BTC	Buy	60028→60253	+1.40	timeout
06-28 05:46	BTC	Buy	60537→59890	-5.79	timeout
06-27 07:42	BTC	Buy	59911→60401	+3.64	timeout
06-27 00:54	BTC	Buy	59256→60030	+6.07	timeout
06-26 13:19	BTC	Buy	60385→58532.8	-15.80	stop_loss
06-26 12:38	BTC	Buy	59739→59463	-2.79	timeout
06-26 06:30	BTC	Buy	59603→59941	+2.39	timeout
06-25 13:48	BTC	Buy	61294.1→59417.3	-15.76	stop_loss
06-25 13:46	BTC	Buy	61636.1→59751.1	-15.72	stop_loss
06-25 12:25	BTC	Buy	60971→61179.9	+1.26	timeout
06-25 06:19	BTC	Buy	59739→61696.9	+15.95	timeout
06-24 14:20	BTC	Buy	62753.1→60823.5	-15.82	stop_loss
06-17 13:07	BTC	Buy	65767.3→65048.7	-5.94	timeout
06-17 07:09	BTC	Buy	65730.3→65579.7	-1.61	timeout
06-17 01:09	BTC	Buy	66175.3→65785.7	-3.42	timeout
06-16 19:00	BTC	Buy	66422.3→65797.7	-5.19	timeout
06-16 03:42	BTC	Buy	66830.3→66049.7	-6.28	timeout
06-15 20:10	BTC	Buy	65710.3→66535.7	+5.80	timeout
06-15 04:39	BTC	Buy	64129.2→65651.7	+11.41	timeout
06-14 20:17	BTC	Buy	64482.2→63802.8	-5.74	timeout
06-14 14:08	BTC	Buy	64592.2→64306.8	-2.66	timeout
06-14 08:03	BTC	Buy	64254.2→64388.8	+0.54	timeout
06-14 02:02	BTC	Buy	64112.2→64547.8	+2.96	timeout
06-13 20:02	BTC	Buy	63797.2→64244.8	+3.06	timeout
06-13 13:53	BTC	Buy	63806.2→64074.8	+1.63	timeout
06-12 18:41	BTC	Buy	62881.1→63885.8	+7.53	timeout
06-12 10:02	BTC	Buy	63547.2→63704.8	+0.74	timeout
06-12 00:30	BTC	Buy	62583.1→63609.8	+7.68	timeout
06-11 04:09	BTC	Buy	62373.1→62597.9	+1.28	timeout
06-10 21:39	BTC	Buy	61383.1→61622.9	+1.49	timeout
06-10 01:46	BTC	Buy	62349.1→62016.9	-3.06	timeout
06-09 14:46	BTC	Buy	63168.2→61236.3	-15.75	stop_loss
06-09 07:02	BTC	Buy	63491.2→63307.8	-1.92	timeout
06-09 00:54	BTC	Buy	63589.2→62535.9	-8.73	timeout
06-08 18:51	BTC	Buy	62953.1→63331.8	+2.53	timeout
06-08 11:47	BTC	Buy	63299.2→63519.8	+1.28	timeout
06-08 05:42	BTC	Buy	62275.1→62395.9	+0.52	timeout
06-07 23:40	BTC	Buy	62637.1→63172.8	+3.82	timeout
06-07 17:39	BTC	Buy	61808.1→62267.9	+3.28	timeout
06-07 11:36	BTC	Buy	60700→62524.9	+14.59	timeout
06-06 04:33	BTC	Buy	61522.1→59626.2	-15.86	stop_loss
06-06 03:20	BTC	Buy	60656→60830	+0.98	timeout
06-05 13:57	BTC	Buy	62785.1→60857.5	-15.80	stop_loss
06-05 13:49	BTC	Buy	63105.2→61169.3	-15.79	stop_loss
06-05 06:20	BTC	Buy	63617.2→61671.1	-15.72	stop_loss
06-05 03:49	BTC	Buy	63699.2→62764.9	-7.75	timeout
06-04 21:45	BTC	Buy	63089.2→63420.8	+2.19	timeout
06-04 10:30	BTC	Buy	64355.2→62386.7	-15.72	stop_loss
06-04 00:29	BTC	Buy	65331.3→63333.1	-15.74	stop_loss
06-03 20:45	BTC	Buy	67158.4→65102.2	-15.78	stop_loss
06-03 16:40	BTC	Buy	66380.3→65884.7	-4.21	timeout
06-03 12:12	BTC	Buy	66796.3→66970.7	+0.78	timeout
06-03 03:43	BTC	Buy	67810.4→65731.8	-15.78	stop_loss
06-02 14:23	BTC	Buy	70175.5→68007.6	-15.91	stop_loss
06-02 13:13	BTC	Buy	71003.6→68832.1	-15.74	stop_loss
05-30 03:04	BTC	Buy	73177.7→73726.3	+3.28	timeout
05-29 19:48	BTC	Buy	73375.7→73619.3	+1.18	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-200.89

total pnl ($)

-64.6 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	62	48%	-64.6	-200.89

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…