deribit_basis_zscore_low_extreme_fear_long · strategy

closed trades

44%

win rate

-200.58

total pnl ($)

1.037

weight

7d window — n=13 wr=38% pnl=-29.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 10:29	BTC	Buy	60430→59339	-9.47	timeout
06-30 03:48	BTC	Buy	59873→59645	-2.32	timeout
06-29 20:22	BTC	Buy	59951→60366	+2.94	timeout
06-28 08:02	BTC	Buy	60211→60198	-0.58	timeout
06-27 21:20	BTC	Buy	60322→60354	-0.15	timeout
06-27 07:40	BTC	Buy	59939→60393	+3.31	timeout
06-26 20:24	BTC	Buy	60292→59751	-4.99	timeout
06-26 01:59	BTC	Buy	58328.9→59340	+8.23	timeout
06-25 13:57	BTC	Buy	60696→58233	-20.70	stop_loss
06-25 06:20	BTC	Buy	59736→61675.9	+15.80	timeout
06-24 15:59	BTC	Buy	62740.1→60193.9	-20.73	stop_loss
06-24 04:20	BTC	Buy	62636.1→62611.9	-0.68	timeout
06-23 22:06	BTC	Buy	62522.1→62616.9	+0.32	timeout
06-23 16:13	BTC	Buy	64021.2→62712.9	-10.65	timeout
06-23 10:12	BTC	Buy	64332.2→62418.9	-15.22	timeout
06-23 01:57	BTC	Buy	65503.3→64106.8	-11.10	timeout
06-22 06:13	BTC	Buy	63976.2→64196.8	+1.27	timeout
06-21 09:31	BTC	Buy	63909.2→64043.8	+0.54	timeout
06-21 03:29	BTC	Buy	64158.2→64328.8	+0.88	timeout
06-20 05:26	BTC	Buy	62906.1→63687.8	+5.77	timeout
06-19 20:34	BTC	Buy	62631.1→63024.8	+2.67	timeout
06-19 15:14	BTC	Buy	62693.1→63148.8	+3.23	timeout
06-19 08:52	BTC	Buy	63073.2→62631.9	-3.88	timeout
06-18 18:29	BTC	Buy	63940.2→62827.9	-9.04	timeout
06-18 04:01	BTC	Buy	65797.3→64251.8	-12.21	timeout
06-17 21:06	BTC	Buy	64939.2→64234.8	-5.86	timeout
06-17 01:50	BTC	Buy	66156.3→65862.7	-2.68	timeout
06-16 19:26	BTC	Buy	66339.3→65666.7	-5.57	timeout
06-16 03:24	BTC	Buy	66646.3→65760.7	-7.07	timeout
06-15 20:05	BTC	Buy	65722.3→66530.7	+5.67	timeout
06-14 23:07	BTC	Buy	64476.2→65365.7	+6.43	timeout
06-14 15:32	BTC	Buy	64502.2→63995.8	-4.38	timeout
06-14 08:03	BTC	Buy	64251.2→64388.8	+0.61	timeout
06-13 10:28	BTC	Buy	63602.2→63751.8	+0.69	timeout
06-13 01:30	BTC	Buy	63303.2→63643.8	+2.20	timeout
06-12 17:56	BTC	Buy	63349.2→63801.8	+3.12	timeout
06-12 11:47	BTC	Buy	63587.2→63799.8	+1.18	timeout
06-12 05:43	BTC	Buy	63298.2→63373.8	+0.12	timeout
06-11 02:59	BTC	Buy	62043.1→62155.9	+0.43	timeout
06-10 01:46	BTC	Buy	62352.1→62016.9	-3.09	timeout
06-09 19:44	BTC	Buy	63168.2→61855.9	-10.88	timeout
06-09 03:14	BTC	Buy	64165.2→62883.9	-10.43	timeout
06-08 10:51	BTC	Buy	63180.2→63087.8	-1.18	timeout
06-08 01:59	BTC	Buy	61706.1→63176.8	+11.44	timeout
06-07 19:42	BTC	Buy	62198.1→61233.9	-8.17	timeout
06-07 13:30	BTC	Buy	61585.1→61815.9	+1.41	timeout
06-06 20:02	BTC	Buy	60907→60507	-3.70	timeout
06-06 13:59	BTC	Buy	61081.1→60796	-2.77	timeout
06-06 07:35	BTC	Buy	59727→60985	+10.05	timeout
06-05 15:39	BTC	Buy	62742.1→60195.9	-20.73	stop_loss
06-05 08:04	BTC	Buy	63408.2→62883.9	-4.59	timeout
06-04 21:53	BTC	Buy	62936.1→63375.8	+3.06	timeout
06-04 17:01	BTC	Buy	64171.2→63507.8	-5.66	timeout
06-04 01:22	BTC	Buy	65358.3→62705.5	-20.74	stop_loss
06-03 23:51	BTC	Buy	66835.3→64120.7	-20.76	stop_loss
06-03 17:24	BTC	Buy	67008.4→65809.7	-9.42	timeout
06-03 11:04	BTC	Buy	66218.3→67219.6	+7.04	timeout
06-03 03:24	BTC	Buy	67598.4→66406.7	-9.27	timeout
06-02 14:27	BTC	Buy	70413.5→67468.9	-21.38	stop_loss
05-31 03:11	BTC	Buy	73890.7→74071.3	+0.74	timeout
05-29 21:10	BTC	Buy	73790.7→73682.3	-1.21	timeout
05-29 02:54	BTC	Buy	72949.6→73248.3	+1.54	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-200.58

total pnl ($)

-64.6 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	62	44%	-64.6	-200.58

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…