deribit_basis_zscore_k2_fear20_long

not live
96
closed trades
47%
win rate
-214.97
total pnl ($)
0.726
weight
7d window — n=22 wr=41% pnl=-64.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 96 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:08BTCBuy60446→59531-8.00timeout
06-29 23:41BTCBuy59808→60223+3.03timeout
06-29 16:48BTCBuy59770→59865+0.27timeout
06-29 10:17BTCBuy59578→60248+5.10timeout
06-28 23:50BTCBuy60242→59717-4.85timeout
06-28 17:14BTCBuy59982→59614-3.50timeout
06-28 08:37BTCBuy60238→60231-0.51timeout
06-28 02:27BTCBuy60596→60098-4.56timeout
06-27 19:49BTCBuy60476→60184-2.84timeout
06-26 23:18BTCBuy59394→59955+4.26timeout
06-26 16:24BTCBuy59965→59987-0.31timeout
06-26 09:54BTCBuy60012→59624-3.71timeout
06-26 03:44BTCBuy59150→59456+2.15timeout
06-25 13:48BTCBuy61215.1→59342.3-15.74stop_loss
06-25 13:46BTCBuy61672.1→59785.1-15.71stop_loss
06-25 10:37BTCBuy60909→61509.9+4.49timeout
06-25 04:39BTCBuy60272→60890+4.69timeout
06-24 14:19BTCBuy62863.1→60939.5-15.73stop_loss
06-24 14:19BTCBuy62859.1→60936.5-15.66stop_loss
06-24 10:54BTCBuy62533.1→62486.9-0.82timeout
06-24 04:03BTCBuy62417.1→62712.9+1.89timeout
06-23 21:58BTCBuy62354.1→62555.9+1.18timeout
06-23 17:40BTCBuy63452.2→62563.9-7.46timeout
06-23 06:22BTCBuy64502.2→62525.6-15.68stop_loss
06-23 01:09BTCBuy65011.3→64207.8-6.63timeout
06-22 19:44BTCBuy64237.2→64396.8+0.79timeout
06-22 13:37BTCBuy64408.2→65296.7+6.41timeout
06-22 07:02BTCBuy64241.2→63973.8-2.57timeout
06-22 00:56BTCBuy64133.2→63792.8-3.13timeout
06-21 18:56BTCBuy64271.2→64141.8-1.46timeout
06-21 12:46BTCBuy64255.2→64018.8-2.26timeout
06-21 03:48BTCBuy64156.2→64371.8+1.23timeout
06-20 11:32BTCBuy63299.2→63667.8+2.44timeout
06-20 05:04BTCBuy62887.1→63550.8+4.82timeout
06-19 22:29BTCBuy62486.1→63242.8+5.59timeout
06-19 17:18BTCBuy62590.1→63029.8+3.06timeout
06-19 10:48BTCBuy62805.1→62425.9-3.43timeout
06-19 05:08BTCBuy62529.1→62589.9+0.06timeout
06-18 23:33BTCBuy63994.2→62894.9-9.03timeout
06-18 17:04BTCBuy63714.2→62526.9-9.64timeout
06-18 10:53BTCBuy64385.2→64178.8-2.08timeout
06-17 23:03BTCBuy64721.2→64312.8-3.62timeout
06-17 22:03BTCBuy65903.3→63850.9-16.02stop_loss
06-17 17:15BTCBuy65772.3→65809.7-0.22timeout
06-17 11:09BTCBuy65768.3→64663.8-8.88timeout
06-17 04:51BTCBuy65730.3→65944.7+1.17timeout
06-16 22:39BTCBuy66600.3→65706.7-7.20timeout
06-16 16:37BTCBuy65828.3→65719.7-1.32timeout
06-16 07:46BTCBuy66636.3→66284.7-3.07timeout
06-15 22:58BTCBuy65867.3→66204.7+2.10timeout
06-15 16:03BTCBuy65815.3→67122.6+9.45timeout
06-15 07:26BTCBuy63787.2→65960.7+16.57timeout
06-14 23:42BTCBuy64598.2→65586.7+7.20timeout
06-14 17:40BTCBuy64340.2→63778.8-4.86timeout
06-14 11:29BTCBuy64456.2→64546.8+0.26timeout
06-14 05:13BTCBuy63962.2→64308.8+2.27timeout
06-13 22:56BTCBuy63788.2→64436.8+4.62timeout
06-13 16:44BTCBuy63607.2→64014.8+2.75timeout
06-13 09:34BTCBuy63516.2→63801.8+1.76timeout
06-12 21:31BTCBuy63764.2→63522.8-2.36timeout
06-12 15:28BTCBuy63392.2→64226.8+6.09timeout
06-12 08:16BTCBuy63476.2→63274.8-2.09timeout
06-12 00:31BTCBuy62593.1→63566.8+7.27timeout
06-11 04:02BTCBuy62493.1→62601.9+0.35timeout
06-10 20:19BTCBuy61597.1→61809.9+1.25timeout
06-10 03:11BTCBuy61632.1→62016.9+2.73timeout
06-09 14:46BTCBuy63172.2→61239.3-15.76stop_loss
06-09 08:29BTCBuy63159.2→62860.9-2.81timeout
06-09 02:27BTCBuy63747.2→62652.9-9.03timeout
06-08 20:06BTCBuy63133.2→63397.8+1.63timeout
06-08 14:02BTCBuy63106.2→63804.8+5.06timeout
06-08 08:09BTCBuy61551.1→63155.8+12.54timeout
06-08 02:02BTCBuy61769.1→63097.8+10.27timeout
06-07 19:49BTCBuy62231.1→61365.9-7.38timeout
06-07 13:58BTCBuy61477.1→61767.9+1.90timeout
06-07 07:44BTCBuy60585→62185.9+12.78timeout
06-07 01:34BTCBuy60756→61516.9+5.78timeout
06-06 04:32BTCBuy61542.1→59659.2-15.75stop_loss
06-06 03:22BTCBuy60679→60820+0.71timeout
06-05 13:59BTCBuy62622.1→60706.6-15.75stop_loss
06-05 13:49BTCBuy63136.2→61204.3-15.75stop_loss
06-05 06:20BTCBuy63614.2→61666.1-15.74stop_loss
06-05 03:49BTCBuy63750.2→62764.9-8.15timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 10:30BTCBuy64351.2→62378.7-15.75stop_loss
06-04 00:30BTCBuy65253.3→63257.2-15.74stop_loss
06-03 20:55BTCBuy66912.3→64864.3-15.77stop_loss
06-03 16:41BTCBuy66370.3→65920.7-3.87timeout
06-03 14:33BTCBuy66659.3→66730.7+0.06timeout
06-03 06:46BTCBuy67207.4→67200.6-0.53timeout
06-02 15:26BTCBuy69473.5→67347.9-15.75stop_loss
06-02 13:47BTCBuy70790.5→68876.6-13.99timeout
05-31 07:47BTCBuy74028.7→73856.3-1.69timeout
05-30 02:53BTCBuy73053.7→73721.3+4.10timeout
05-29 19:48BTCBuy73376.7→73619.3+1.17timeout
05-29 02:52BTCBuy72881.6→73306.3+2.40timeout

Paper vs Live

Paper (trades.jsonl)
96
closed
47%
win rate
-214.97
total pnl ($)
-44.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9647%-44.6-214.97

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:43BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems