deribit_basis_zscore_long_regime_fear

not live
77
closed trades
43%
win rate
-229.88
total pnl ($)
0.802
weight
7d window — n=15 wr=40% pnl=-51.92  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:16BTCBuy60112→59526-5.28timeout
06-29 14:05BTCBuy60727→59231.4-12.77stop_loss
06-29 07:06BTCBuy60086→59996-1.16timeout
06-29 05:09BTCBuy59992→59539-4.23timeout
06-27 20:36BTCBuy59591→60237+5.03timeout
06-27 16:30BTCBuy60046→60685+4.89timeout
06-26 19:22BTCBuy59238→59871+4.77timeout
06-26 16:07BTCBuy59555→60293+5.67timeout
06-25 17:55BTCBuy59433→59549+0.56timeout
06-25 13:53BTCBuy60375→58890.6-12.69stop_loss
06-24 14:13BTCBuy62677.1→61135.4-12.75stop_loss
06-24 13:57BTCBuy62745.1→61200.3-12.76stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-24 06:43BTCBuy62855.1→62787.9-1.04timeout
06-23 08:17BTCBuy63988.2→62409.7-12.80stop_loss
06-23 06:21BTCBuy64142.2→62561.6-12.80stop_loss
06-22 20:20BTCBuy64036.2→64467.8+2.89timeout
06-22 07:23BTCBuy64196.2→64220.8-0.28timeout
06-21 17:46BTCBuy63810.2→64140.8+2.22timeout
06-21 00:49BTCBuy63526.2→64235.8+5.09timeout
06-20 17:16BTCBuy62963.1→63863.8+6.67timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-19 15:52BTCBuy62545.1→63200.8+4.80timeout
06-18 15:57BTCBuy63939.2→62365.7-12.63stop_loss
06-18 15:40BTCBuy64309.2→62725.5-12.73stop_loss
06-17 22:03BTCBuy65488.3→63844.9-12.98stop_loss
06-17 19:29BTCBuy66020.3→64373.6-12.92stop_loss
06-17 17:19BTCBuy65780.3→65883.7+0.27timeout
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 15:31BTCBuy66665.3→65826.7-6.82timeout
06-16 05:49BTCBuy65759.3→66035.7+1.70timeout
06-15 13:19BTCBuy63992.2→66803.7+21.54take_profit
06-15 03:35BTCBuy64514.2→65705.7+8.75timeout
06-14 09:51BTCBuy63732.2→64590.8+6.24timeout
06-14 01:52BTCBuy63799.2→64607.8+5.91timeout
06-13 07:49BTCBuy63012.2→63814.8+5.90timeout
06-12 20:56BTCBuy63373.2→63446.8+0.09timeout
06-12 06:47BTCBuy62845.1→62952.9+0.36timeout
06-11 19:32BTCBuy61213.1→63901.8+21.40take_profit
06-10 18:59BTCBuy61768.1→61843.9+0.11timeout
06-10 15:12BTCBuy61541.1→61890.9+2.35timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 14:17BTCBuy63389.2→61826-12.78stop_loss
06-09 00:46BTCBuy64056.2→62480.6-12.76stop_loss
06-08 15:43BTCBuy62097.1→63807.8+13.27timeout
06-08 13:41BTCBuy61712.1→63536.8+14.29timeout
06-07 14:38BTCBuy60929→62230.9+10.21timeout
06-07 12:32BTCBuy60728→61898.9+9.17timeout
06-06 04:15BTCBuy61515.1→60001-12.76stop_loss
06-06 04:09BTCBuy61845.1→60323.8-12.76stop_loss
06-05 21:04BTCBuy59337→61941.9+21.50take_profit
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:43BTCBuy61351.1→59842.1-12.75stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62422.1→60885.5-12.76stop_loss
06-05 06:21BTCBuy63123.2→61570.1-12.75stop_loss
06-05 05:59BTCBuy63768.2→62199.8-12.70stop_loss
06-05 02:18BTCBuy62418.1→63085.8+4.90timeout
06-04 10:49BTCBuy63809.2→62239.8-12.72stop_loss
06-04 00:39BTCBuy64596.2→63007.3-12.75stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 20:55BTCBuy66375.3→64739.4-12.81stop_loss
06-03 19:54BTCBuy66951.3→65296.1-12.86stop_loss
06-03 03:43BTCBuy67479.4→65810.8-12.82stop_loss
06-02 19:33BTCBuy68003.4→66331.5-12.75stop_loss
06-02 09:12BTCBuy71192.6→69441.8-12.86stop_loss
06-01 22:26BTCBuy73461.7→71239.8-15.70stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
05-31 18:50BTCBuy73997.7→73581.3-3.34timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-30 21:07BTCBuy73734.7→73946.3+0.87timeout
05-30 15:08BTCBuy73535.7→73858.3+1.59timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 23:35BTCBuy73656.7→73271.3-3.09timeout
05-29 19:07BTCBuy73539.7→73452.3-1.09timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 13:27BTCBuy73164.7→73005.3-1.56timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
43%
win rate
-229.88
total pnl ($)
-59.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7743%-59.3-229.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems