deribit_basis_zscore_high_fear_short · strategy

closed trades

46%

win rate

+40.51

total pnl ($)

1.077

weight

7d window — n=12 wr=25% pnl=-27.85 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 06:16	BTC	Sell	60519→59844	+5.12	timeout
06-27 06:40	BTC	Sell	59757→60378	-5.64	timeout
06-27 00:46	BTC	Sell	59451→59924	-4.42	timeout
06-26 18:21	BTC	Sell	59811→60007	-2.02	timeout
06-26 07:46	BTC	Sell	59184→60521	-11.73	timeout
06-26 01:58	BTC	Sell	58238.1→59381	-10.30	timeout
06-25 11:13	BTC	Sell	60829→61153.1	-3.14	timeout
06-25 05:03	BTC	Sell	59994→61367.1	-11.91	timeout
06-25 00:27	BTC	Sell	62737.9→60903	+14.17	timeout
06-23 20:24	BTC	Sell	62322.9→62438.1	-1.39	timeout
06-23 01:59	BTC	Sell	65508.7→64138.2	+10.02	timeout
06-22 06:10	BTC	Sell	63955.8→64257.2	-2.77	timeout
06-21 12:46	BTC	Sell	64248.8→64025.2	+1.26	timeout
06-21 04:00	BTC	Sell	64047.8→64402.2	-3.21	timeout
06-20 06:53	BTC	Sell	63021.8→63728.2	-6.02	timeout
06-19 21:43	BTC	Sell	62413.9→63102.2	-5.94	timeout
06-19 15:18	BTC	Sell	62374.9→63140.2	-6.58	timeout
06-19 08:55	BTC	Sell	63091.8→62576.1	+3.56	timeout
06-18 18:40	BTC	Sell	64026.8→62700.1	+9.78	timeout
06-18 06:00	BTC	Sell	65471.7→63927.2	+11.35	timeout
06-17 07:23	BTC	Sell	65672.7→65511.3	+0.79	timeout
06-17 00:10	BTC	Sell	66529.7→65723.3	+5.65	timeout
06-16 17:26	BTC	Sell	66063.7→65746.3	+2.00	timeout
06-15 23:37	BTC	Sell	66166.7→66144.3	-0.26	timeout
06-15 09:20	BTC	Sell	64756.8→65729.3	-7.97	timeout
06-15 01:42	BTC	Sell	64319.8→65636.3	-10.67	timeout
06-14 08:02	BTC	Sell	64244.8→64394.2	-1.55	timeout
06-13 10:27	BTC	Sell	63592.8→63759.2	-1.72	timeout
06-13 01:29	BTC	Sell	63358.8→63632.2	-2.60	timeout
06-12 18:48	BTC	Sell	62968.9→63815.2	-7.17	timeout
06-12 12:36	BTC	Sell	63650.8→63486.2	+0.88	timeout
06-12 06:34	BTC	Sell	63431.8→62912.1	+3.67	timeout
06-12 00:30	BTC	Sell	62576.9→63616.2	-8.68	timeout
06-10 07:01	BTC	Sell	61750.9→62023.1	-2.71	timeout
06-10 00:19	BTC	Sell	62770.9→62023.1	+5.46	timeout
06-09 03:20	BTC	Sell	64098.8→62891.1	+8.96	timeout
06-08 10:51	BTC	Sell	63170.8→63117.2	-0.03	timeout
06-08 03:02	BTC	Sell	61802.9→63084.2	-10.79	timeout
06-07 19:44	BTC	Sell	62193.9→61207.1	+7.47	timeout
06-07 13:32	BTC	Sell	61468.9→61896.1	-3.91	timeout
06-06 20:02	BTC	Sell	60901→60515	+2.68	timeout
06-06 14:00	BTC	Sell	61052.9→60761	+1.93	timeout
06-06 07:35	BTC	Sell	59727→60994	-11.03	timeout
06-05 20:10	BTC	Sell	62723.9→60773	+15.10	timeout
06-05 08:04	BTC	Sell	63401.8→62895.1	+3.54	timeout
06-04 22:28	BTC	Sell	62542.9→63376.2	-7.13	timeout
06-04 17:26	BTC	Sell	63824.8→63194.2	+4.53	timeout
06-04 09:03	BTC	Sell	65382.7→63416.2	+14.58	timeout
06-04 01:58	BTC	Sell	66779.7→62111.1	+34.50	take_profit
06-03 17:32	BTC	Sell	66763.7→65849.3	+6.43	timeout
06-03 10:54	BTC	Sell	66505.7→67198.4	-5.59	timeout
06-03 03:24	BTC	Sell	67577.6→66424.3	+8.09	timeout
06-02 18:36	BTC	Sell	70302.5→67260.4	+21.18	timeout
05-31 23:14	BTC	Sell	73871.3→73936.7	-0.91	timeout
05-31 03:12	BTC	Sell	73912.3→74085.7	-1.59	timeout
05-29 20:04	BTC	Sell	73662.3→73503.7	+0.65	timeout
05-29 02:41	BTC	Sell	72967.4→73421.7	-3.50	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+40.51

total pnl ($)

+14.1 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	57	46%	+14.1	+40.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 00:38	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…