deribit_basis_zscore_long_fear_extreme · strategy

115

closed trades

35%

win rate

-441.65

total pnl ($)

0.250

weight

7d window — n=28 wr=18% pnl=-190.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:26	BTC	Buy	59375→58471.1	-8.06	timeout
06-30 12:58	BTC	Buy	59870→58396.9	-12.73	stop_loss
06-30 12:25	BTC	Buy	60243→58722.7	-13.05	stop_loss
06-30 11:44	BTC	Buy	59708→59213	-4.57	timeout
06-30 10:14	BTC	Buy	59632→59330	-2.96	timeout
06-29 16:46	BTC	Buy	60135→59829	-3.22	timeout
06-28 22:03	BTC	Buy	60376→59795	-5.29	timeout
06-28 20:19	BTC	Buy	60419→59644	-6.83	timeout
06-28 19:46	BTC	Buy	60781→59285.4	-12.73	stop_loss
06-28 16:43	BTC	Buy	60348→59660	-6.11	timeout
06-28 03:43	BTC	Buy	60457→60163	-2.88	timeout
06-27 15:21	BTC	Buy	58853.9→60734	+15.54	timeout
06-27 08:52	BTC	Buy	59403→60445	+8.27	timeout
06-27 07:19	BTC	Buy	59202→60294	+8.77	timeout
06-27 04:07	BTC	Buy	59593→60389	+6.24	timeout
06-26 12:43	BTC	Buy	60529→59040.5	-12.75	stop_loss
06-26 06:04	BTC	Buy	59423→59724	+2.09	timeout
06-26 02:16	BTC	Buy	59977→58501.8	-12.73	stop_loss
06-25 13:57	BTC	Buy	59815→58337.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60354→58867.6	-12.68	stop_loss
06-25 13:48	BTC	Buy	60825→59315.4	-12.80	stop_loss
06-25 13:48	BTC	Buy	60865→59368.3	-12.69	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 15:31	BTC	Buy	62240.1→60708.6	-12.67	stop_loss
06-24 15:30	BTC	Buy	62290.1→60758.6	-12.66	stop_loss
06-24 14:19	BTC	Buy	62443.1→60890.5	-12.85	stop_loss
06-24 14:19	BTC	Buy	62426.1→60890.5	-12.72	stop_loss
06-24 13:44	BTC	Buy	62927.1→61375.2	-12.77	stop_loss
06-23 08:27	BTC	Buy	63559.2→61995.9	-12.64	stop_loss
06-23 08:27	BTC	Buy	63645.2→62076.8	-12.66	stop_loss
06-23 08:24	BTC	Buy	63665.2→62092.8	-12.71	stop_loss
06-23 08:17	BTC	Buy	64027.2→62440.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64223.2→62638.5	-12.82	stop_loss
06-22 03:48	BTC	Buy	64162.2→64107.8	-0.97	timeout
06-22 01:56	BTC	Buy	63382.2→64614.8	+9.15	timeout
06-21 23:18	BTC	Buy	63668.2→63690.8	-0.24	timeout
06-21 21:40	BTC	Buy	63641.2→63898.8	+1.57	timeout
06-21 19:52	BTC	Buy	63702.2→64186.8	+3.37	timeout
06-20 12:53	BTC	Buy	62993.1→63535.8	+3.79	timeout
06-20 11:17	BTC	Buy	62758.1→63675.8	+6.80	timeout
06-20 09:38	BTC	Buy	62895.1→63605.8	+5.04	timeout
06-20 07:58	BTC	Buy	62968.1→63639.8	+4.80	timeout
06-20 05:18	BTC	Buy	62550.1→63726.8	+8.97	timeout
06-18 15:58	BTC	Buy	63803.2→62233.8	-12.60	stop_loss
06-18 15:52	BTC	Buy	64068.2→62492.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64344.2→62758.5	-12.59	stop_loss
06-18 15:37	BTC	Buy	64496.2→62879.4	-12.78	stop_loss
06-18 15:17	BTC	Buy	64886.2→63282.2	-12.36	stop_loss
06-17 22:03	BTC	Buy	65563.3→63942.8	-12.81	stop_loss
06-17 19:50	BTC	Buy	65598.3→63964.8	-12.90	stop_loss
06-17 19:44	BTC	Buy	65689.3→64073.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65743.3→64126.7	-12.75	stop_loss
06-17 17:02	BTC	Buy	65851.3→65821.7	-0.81	timeout
06-17 07:47	BTC	Buy	66629.3→65508.7	-8.85	timeout
06-16 19:53	BTC	Buy	65722.3→65562.7	-1.80	timeout
06-16 17:46	BTC	Buy	65693.3→65744.7	-0.17	timeout
06-16 15:13	BTC	Buy	65673.3→65825.7	+0.71	timeout
06-16 00:27	BTC	Buy	64474.2→66257.7	+13.42	timeout
06-15 15:47	BTC	Buy	64303.2→67142.6	+21.63	take_profit
06-15 04:29	BTC	Buy	63972.2→65683.7	+12.88	timeout
06-15 02:12	BTC	Buy	64150.2→65606.7	+10.85	timeout
06-15 00:36	BTC	Buy	64011.2→65558.7	+11.62	timeout
06-14 09:09	BTC	Buy	63551.2→64429.8	+6.38	timeout
06-14 07:33	BTC	Buy	63641.2→64310.8	+4.81	timeout
06-13 15:02	BTC	Buy	63575.2→64184.8	+4.28	timeout
06-13 12:32	BTC	Buy	63611.2→63985.8	+2.37	timeout
06-13 08:54	BTC	Buy	63376.2→63784.8	+2.66	timeout
06-12 18:37	BTC	Buy	62957.1→63780.8	+6.07	timeout
06-12 16:56	BTC	Buy	62761.1→63887.8	+8.45	timeout
06-11 23:01	BTC	Buy	61336.1→63404.8	+16.22	timeout
06-11 19:51	BTC	Buy	61665.1→63621.8	+15.22	timeout
06-11 19:30	BTC	Buy	61170.1→63860.8	+21.36	take_profit
06-11 04:43	BTC	Buy	61095.1→62604.9	+11.68	timeout
06-11 03:11	BTC	Buy	61624.1→62028.9	+2.74	timeout
06-09 16:05	BTC	Buy	62441.1→60905.5	-12.76	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63181.2→61622.1	-12.79	stop_loss
06-09 14:04	BTC	Buy	63644.2→62078.8	-12.74	stop_loss
06-09 13:51	BTC	Buy	63090.2→62375.9	-6.10	timeout
06-09 10:52	BTC	Buy	63126.2→62746.9	-3.37	timeout
06-09 09:25	BTC	Buy	61797.1→62827.9	+7.91	timeout
06-08 19:24	BTC	Buy	62171.1→63417.8	+9.50	timeout
06-08 16:17	BTC	Buy	61558.1→63886.8	+18.30	timeout
06-07 22:15	BTC	Buy	61313.1→64005.8	+21.52	take_profit
06-07 19:19	BTC	Buy	62782.1→61238.3	-12.72	stop_loss
06-07 19:00	BTC	Buy	60748→61989.9	+9.85	timeout
06-07 08:02	BTC	Buy	60155→62400.9	+18.32	timeout
06-07 06:31	BTC	Buy	60236→61999.9	+14.26	timeout
06-07 03:43	BTC	Buy	60423→61606.9	+9.30	timeout
06-07 02:29	BTC	Buy	60333→61198.9	+6.60	timeout
06-06 04:15	BTC	Buy	61518.1→60005	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60053	-12.76	stop_loss
06-05 14:06	BTC	Buy	61985.1→60437.7	-12.93	stop_loss
06-05 13:56	BTC	Buy	62491.1→60954.5	-12.75	stop_loss
06-05 13:55	BTC	Buy	62560.1→61021.4	-12.75	stop_loss
06-05 06:20	BTC	Buy	63268.2→61712	-12.72	stop_loss
06-05 06:19	BTC	Buy	63284.2→61723	-12.77	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:00	BTC	Buy	63755.2→62186.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63809.2→62238.8	-12.71	stop_loss

Paper vs Live

Paper (trades.jsonl)

115

closed

35%

win rate

-441.65

total pnl ($)

-76.7 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	115	35%	-76.7	-441.65

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…