deribit_basis_zscore_long_fear_btcdom

not live
78
closed trades
54%
win rate
-143.40
total pnl ($)
0.919
weight
7d window — n=19 wr=53% pnl=-51.82  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:48BTCBuy60155→60109-0.85timeout
06-28 04:46BTCBuy60754→60129-5.60timeout
06-27 17:38BTCBuy60190→60575+2.75timeout
06-27 11:37BTCBuy59972→60219+1.59timeout
06-27 05:37BTCBuy59964→60179+1.35timeout
06-26 23:33BTCBuy59443→59953+3.82timeout
06-26 17:29BTCBuy59940→60156+1.30timeout
06-26 11:22BTCBuy60113→59433-6.14timeout
06-26 05:20BTCBuy59462→59881+3.08timeout
06-25 13:48BTCBuy61301.1→59425.3-15.74stop_loss
06-25 13:46BTCBuy61607.1→59722.1-15.73stop_loss
06-25 11:15BTCBuy60884→61305.9+3.00timeout
06-25 05:10BTCBuy59886→61641.9+14.22timeout
06-24 15:45BTCBuy62372.1→60463.7-15.73stop_loss
06-24 14:19BTCBuy62791.1→60868.5-15.75stop_loss
06-24 11:08BTCBuy62504.1→62326.9-1.88timeout
06-24 05:10BTCBuy62442.1→62791.9+2.32timeout
06-23 22:59BTCBuy62319.1→62552.9+1.44timeout
06-23 17:02BTCBuy63635.2→62513.9-9.25timeout
06-20 20:08BTCBuy63532.2→63939.8+2.78timeout
06-20 14:05BTCBuy63463.2→63262.8-2.06timeout
06-19 20:00BTCBuy62593.1→63040.8+3.11timeout
06-18 06:32BTCBuy65418.3→64035.8-11.02timeout
06-17 12:43BTCBuy65800.3→64846.8-7.73timeout
06-16 21:59BTCBuy66494.3→65745.7-6.13timeout
06-16 15:54BTCBuy66065.3→65912.7-1.61timeout
06-16 09:49BTCBuy66374.3→66490.7+0.43timeout
06-16 03:45BTCBuy66880.3→66092.7-6.32timeout
06-15 21:39BTCBuy65502.3→66432.7+6.62timeout
06-15 15:33BTCBuy65702.3→66612.7+6.49timeout
06-15 09:26BTCBuy64907.2→65655.7+5.32timeout
06-15 03:15BTCBuy64078.2→65696.7+12.16timeout
06-14 21:10BTCBuy64437.2→63990.8-3.93timeout
06-14 15:07BTCBuy64477.2→64085.8-3.49timeout
06-14 09:01BTCBuy64267.2→64409.8+0.63timeout
06-14 02:58BTCBuy64207.2→64467.8+1.59timeout
06-13 20:52BTCBuy63787.2→64226.8+2.98timeout
06-13 14:47BTCBuy63622.2→64184.8+3.95timeout
06-13 08:45BTCBuy63502.2→63857.8+2.31timeout
06-13 02:51BTCBuy63605.2→63532.8-1.02timeout
06-12 20:43BTCBuy63370.2→63529.8+0.80timeout
06-12 14:40BTCBuy63589.2→63691.8+0.32timeout
06-12 08:39BTCBuy63303.2→63434.8+0.55timeout
06-12 02:39BTCBuy62890.1→63573.8+4.93timeout
06-11 20:33BTCBuy62927.1→63367.8+2.98timeout
06-11 14:32BTCBuy61944.1→62922.9+7.40timeout
06-11 08:27BTCBuy61876.1→62883.9+7.62timeout
06-11 02:26BTCBuy62041.1→62063.9-0.29timeout
06-10 20:19BTCBuy61596.1→61808.9+1.25timeout
06-10 05:55BTCBuy61703.1→62016.9+2.15timeout
06-09 23:55BTCBuy62584.1→62016.9-4.93timeout
06-09 14:30BTCBuy63366.2→61425.2-15.77stop_loss
06-09 11:55BTCBuy63014.2→62586.9-3.81timeout
06-09 05:49BTCBuy63452.2→63397.8-0.89timeout
06-08 23:46BTCBuy63614.2→63009.8-5.21timeout
06-08 17:42BTCBuy62398.1→63272.8+6.51timeout
06-08 11:35BTCBuy63134.2→63616.8+3.36timeout
06-08 05:43BTCBuy62293.1→62432.9+0.67timeout
06-07 23:37BTCBuy62611.1→63163.8+3.96timeout
06-07 17:33BTCBuy61650.1→62211.9+4.12timeout
06-07 11:29BTCBuy60654→62518.9+14.94timeout
06-07 05:31BTCBuy60694→61742.9+8.21timeout
06-06 23:12BTCBuy60644→60683-0.09timeout
06-06 17:05BTCBuy59844→60670+6.46timeout
06-06 04:27BTCBuy61731.1→59830.1-15.85stop_loss
06-06 03:16BTCBuy60536→60827+1.95timeout
06-05 13:59BTCBuy62568.1→60652.6-15.76stop_loss
06-05 13:52BTCBuy63004.2→61074.4-15.77stop_loss
06-05 06:19BTCBuy63717.2→61766-15.73stop_loss
06-05 03:46BTCBuy63752.2→62710.9-8.59timeout
06-04 21:40BTCBuy62890.1→63218.8+2.17timeout
06-04 10:30BTCBuy64363.2→62394.7-15.71stop_loss
06-04 00:30BTCBuy65235.3→63240.2-15.74stop_loss
06-03 20:55BTCBuy66808.3→64764.4-15.76stop_loss
06-03 17:24BTCBuy67014.4→65780.7-9.68timeout
06-03 13:00BTCBuy66853.3→67138.6+1.67timeout
06-03 05:10BTCBuy67417.4→67053.6-3.16timeout
06-02 13:15BTCBuy70990.5→68804.1-15.91stop_loss

Paper vs Live

Paper (trades.jsonl)
78
closed
54%
win rate
-143.40
total pnl ($)
-36.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7854%-36.6-143.40

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems