deribit_basis_zscore_long_fear_v2 · strategy

106

closed trades

36%

win rate

-403.22

total pnl ($)

0.564

weight

7d window — n=23 wr=30% pnl=-110.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:50	BTC	Buy	60231→60065	-1.83	timeout
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.75	timeout
06-28 07:23	BTC	Buy	60405→60115	-2.83	timeout
06-27 20:53	BTC	Buy	59746→60251	+3.83	timeout
06-27 19:44	BTC	Buy	59904→60165	+1.78	timeout
06-26 19:49	BTC	Buy	59214→59840	+4.74	timeout
06-26 16:47	BTC	Buy	59125→60079	+7.53	timeout
06-26 15:18	BTC	Buy	58941.9→59900	+7.58	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 08:17	BTC	Buy	63967.2→62386.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64247.2→62665.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64288.2→62707.5	-12.77	stop_loss
06-23 02:40	BTC	Buy	64515.2→64162.8	-3.18	timeout
06-22 07:18	BTC	Buy	64244.2→64181.8	-0.96	timeout
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-22 00:42	BTC	Buy	64285.2→63894.8	-3.54	timeout
06-21 06:29	BTC	Buy	63675.2→64233.8	+3.93	timeout
06-21 05:21	BTC	Buy	63695.2→64197.8	+3.50	timeout
06-20 22:38	BTC	Buy	63224.2→64237.8	+7.56	timeout
06-20 00:36	BTC	Buy	63002.1→63683.8	+4.93	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:57	BTC	Buy	63934.2→62352.7	-12.76	stop_loss
06-18 15:57	BTC	Buy	63935.2→62352.7	-12.67	stop_loss
06-18 15:51	BTC	Buy	64109.2→62529.6	-12.70	stop_loss
06-18 11:25	BTC	Buy	64684.2→63886.8	-6.69	timeout
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-18 05:03	BTC	Buy	65331.3→63717.9	-12.81	stop_loss
06-17 16:25	BTC	Buy	65779.3→65964.7	+0.99	timeout
06-17 08:39	BTC	Buy	66577.3→64929.3	-12.84	stop_loss
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-16 15:40	BTC	Buy	66767.3→65844.7	-7.44	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 12:26	BTC	Buy	64480.2→66267.7	+13.42	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-15 03:35	BTC	Buy	64518.2→65698.7	+8.66	timeout
06-14 09:09	BTC	Buy	63791.2→64430.8	+4.51	timeout
06-14 08:06	BTC	Buy	63765.2→64383.8	+4.33	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 07:56	BTC	Buy	63045.2→63807.8	+5.45	timeout
06-13 06:14	BTC	Buy	63260.2→63554.8	+1.87	timeout
06-12 20:59	BTC	Buy	63386.2→63439.8	-0.05	timeout
06-12 07:11	BTC	Buy	62654.1→63067.8	+2.81	timeout
06-12 00:03	BTC	Buy	61587.1→63525.8	+15.18	timeout
06-11 18:02	BTC	Buy	61091.1→63772.8	+21.41	take_profit
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.19	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:12	BTC	Buy	62075.1→62156.9	+0.18	timeout
06-09 15:56	BTC	Buy	62549.1→61010.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:34	BTC	Buy	63416.2→62298.9	-9.24	timeout
06-09 12:31	BTC	Buy	63215.2→62614.9	-5.15	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-08 11:51	BTC	Buy	62618.1→63480.8	+6.42	timeout
06-08 06:19	BTC	Buy	61801.1→63070.8	+9.81	timeout
06-07 15:26	BTC	Buy	60621→61852.9	+9.70	timeout
06-07 10:43	BTC	Buy	60391→62325.9	+15.59	timeout
06-07 05:57	BTC	Buy	60933→61727.9	+6.12	timeout
06-06 14:30	BTC	Buy	60455→60842	+2.76	timeout
06-06 04:31	BTC	Buy	61212.1→59706.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61625.1→60109.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:55	BTC	Buy	62561.1→61020.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 06:24	BTC	Buy	62677.1→61122.4	-12.85	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-05 02:36	BTC	Buy	63060.2→62872.9	-1.91	timeout
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 09:29	BTC	Buy	64345.2→62762.5	-12.74	stop_loss
06-04 02:04	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-03 19:54	BTC	Buy	67043.4→65393	-12.79	stop_loss
06-03 19:52	BTC	Buy	67115.4→65465	-12.78	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67285.4→65630.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67920.4→66245.5	-12.78	stop_loss
06-02 14:27	BTC	Buy	69261.5→67483.9	-13.29	stop_loss
06-02 14:27	BTC	Buy	69474.5→67762.7	-12.78	stop_loss
06-02 07:02	BTC	Buy	71524.6→69761.6	-12.88	stop_loss
06-01 22:26	BTC	Buy	73508.7→71239.8	-16.01	stop_loss
06-01 22:26	BTC	Buy	74003.7→71239.8	-19.27	stop_loss
06-01 05:17	BTC	Buy	74154.7→73438.3	-5.32	timeout
05-31 18:50	BTC	Buy	73997.7→73581.3	-3.34	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.04	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

36%

win rate

-403.22

total pnl ($)

-75.7 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	106	36%	-75.7	-403.22

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:57	BTC	Buy	circuit_breaker
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…