deribit_basis_zscore_fee_fear_long · strategy

closed trades

47%

win rate

-139.96

total pnl ($)

0.971

weight

7d window — n=11 wr=27% pnl=-47.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:16	BTC	Buy	60562→60116	-4.12	timeout
06-27 20:16	BTC	Buy	60470→60251	-2.23	timeout
06-27 07:39	BTC	Buy	59881→60400	+3.88	timeout
06-26 20:21	BTC	Buy	60226→59715	-4.75	timeout
06-26 02:34	BTC	Buy	59971→58856.1	-9.73	timeout
06-25 13:45	BTC	Buy	61876.1→59983	-15.73	stop_loss
06-25 13:30	BTC	Buy	60838→61233.9	+2.81	timeout
06-25 06:46	BTC	Buy	59555→61709.9	+17.66	timeout
06-24 14:19	BTC	Buy	62804.1→60878.5	-15.78	stop_loss
06-23 06:56	BTC	Buy	64338.2→62905.9	-11.59	timeout
06-23 00:43	BTC	Buy	65062.3→64053.8	-8.19	timeout
06-21 15:33	BTC	Buy	64318.2→64170.8	-1.57	timeout
06-21 09:28	BTC	Buy	63911.2→64030.8	+0.42	timeout
06-21 03:27	BTC	Buy	64185.2→64408.8	+1.29	timeout
06-20 05:18	BTC	Buy	63004.2→63717.8	+5.22	timeout
06-19 20:50	BTC	Buy	62638.1→63159.8	+3.69	timeout
06-19 15:09	BTC	Buy	62893.1→63143.8	+1.59	timeout
06-19 08:52	BTC	Buy	63073.2→62631.9	-3.88	timeout
06-18 18:48	BTC	Buy	64082.2→62752.9	-10.70	timeout
06-18 08:35	BTC	Buy	64395.2→64496.8	+0.32	timeout
06-17 14:30	BTC	Buy	66057.3→65258.7	-6.50	timeout
06-17 07:29	BTC	Buy	65697.3→65517.7	-1.83	timeout
06-17 01:27	BTC	Buy	66117.3→65552.7	-4.75	timeout
06-16 19:31	BTC	Buy	66333.3→65750.7	-4.88	timeout
06-16 03:44	BTC	Buy	66880.3→66089.7	-6.35	timeout
06-15 20:44	BTC	Buy	65752.3→66565.7	+5.70	timeout
06-15 08:08	BTC	Buy	63780.2→65671.7	+14.37	timeout
06-15 01:36	BTC	Buy	64240.2→65451.7	+8.97	timeout
06-14 07:12	BTC	Buy	64151.2→64216.8	+0.06	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:50	BTC	Buy	63633.2→63905.8	+1.69	timeout
06-13 10:26	BTC	Buy	63603.2→63751.8	+0.68	timeout
06-12 18:48	BTC	Buy	62976.1→63806.8	+6.14	timeout
06-12 12:37	BTC	Buy	63672.2→63469.8	-2.08	timeout
06-12 06:35	BTC	Buy	63426.2→62903.9	-4.59	timeout
06-12 00:30	BTC	Buy	62551.1→63608.8	+7.94	timeout
06-11 02:58	BTC	Buy	62028.1→62163.9	+0.61	timeout
06-10 20:51	BTC	Buy	61253.1→61729.9	+3.42	timeout
06-10 04:55	BTC	Buy	61175.1→62016.9	+6.48	timeout
06-09 16:20	BTC	Buy	62718.1→60799.5	-15.78	stop_loss
06-09 14:51	BTC	Buy	62632.1→61219.9	-11.74	timeout
06-09 08:36	BTC	Buy	63282.2→62920.9	-3.31	timeout
06-09 00:26	BTC	Buy	63001.1→62873.9	-1.50	timeout
06-08 16:12	BTC	Buy	62888.1→63854.8	+7.18	timeout
06-08 10:06	BTC	Buy	61764.1→63402.8	+12.81	timeout
06-07 15:28	BTC	Buy	61650.1→61887.9	+1.47	timeout
06-06 21:53	BTC	Buy	60901→60823	-1.05	timeout
06-06 15:52	BTC	Buy	60628→60772	+0.74	timeout
06-06 04:15	BTC	Buy	61848.1→59956	-15.75	stop_loss
06-06 03:38	BTC	Buy	60296→60670	+2.64	timeout
06-05 13:57	BTC	Buy	62764.1→60844.5	-15.75	stop_loss
06-05 13:51	BTC	Buy	63044.2→61114.4	-15.76	stop_loss
06-04 21:57	BTC	Buy	63158.2→63287.8	+0.59	timeout
06-04 17:24	BTC	Buy	63801.2→63142.8	-5.65	timeout
06-04 00:29	BTC	Buy	65340.3→63341.1	-15.75	stop_loss
06-03 20:55	BTC	Buy	66832.3→64784.4	-15.79	stop_loss
06-03 17:31	BTC	Buy	66842.3→65869.7	-7.76	timeout
06-03 10:53	BTC	Buy	66440.3→67177.6	+5.03	timeout
06-03 03:21	BTC	Buy	67621.4→66351.7	-9.84	timeout
06-02 14:10	BTC	Buy	70389.5→68235.5	-15.77	stop_loss
05-31 23:15	BTC	Buy	73888.7→73938.3	-0.10	timeout
05-29 02:40	BTC	Buy	72903.6→73429.3	+3.09	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-139.96

total pnl ($)

-45.0 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	47%	-45.0	-139.96

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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