deribit_basis_zscore_long_fear_contrarian

not live
23
closed trades
35%
win rate
-48.96
total pnl ($)
0.988
weight
7d window — n=7 wr=29% pnl=-38.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:58BTCBuy59670→58200-12.70stop_loss
06-24 15:30BTCBuy62300.1→60767.6-12.69stop_loss
06-23 08:17BTCBuy63973.2→62369.7-13.08stop_loss
06-23 08:17BTCBuy64002.2→62424.6-12.93stop_loss
06-23 06:08BTCBuy64694.2→63077.3-12.96stop_loss
06-22 17:28BTCBuy62870.1→64556.8+12.93timeout
06-21 15:55BTCBuy62502.1→64192.8+13.24timeout
06-17 22:03BTCBuy65482.3→63845.9-12.94stop_loss
06-17 19:38BTCBuy65844.3→64224.7-12.79stop_loss
06-17 11:02BTCBuy66307.3→64676.4-12.91stop_loss
06-15 15:47BTCBuy64357.2→67196.6+21.63take_profit
06-15 13:18BTCBuy63960.2→66769.7+21.55take_profit
06-15 11:19BTCBuy63462.2→66258.7+21.57take_profit
06-14 12:52BTCBuy62995.1→64279.8+9.75timeout
06-11 18:01BTCBuy61026.1→63709.8+21.40take_profit
06-09 16:04BTCBuy62505.1→60967.5-13.05stop_loss
06-09 14:47BTCBuy62717.1→61172.3-12.77stop_loss
06-09 14:21BTCBuy63182.2→61625.1-12.78stop_loss
06-07 22:14BTCBuy60484→63139.8+21.52take_profit
06-05 13:49BTCBuy63002.1→61450.2-12.77stop_loss
06-05 06:22BTCBuy62893.1→61346.2-12.69stop_loss
06-03 16:24BTCBuy67324.4→65668.9-12.76stop_loss
06-02 14:27BTCBuy69453.5→67745.7-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
35%
win rate
-48.96
total pnl ($)
-42.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2335%-42.1-48.96

Recent bounces (last 20 of 1)

timesymsidereason
06-26 21:51BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems