deribit_basis_zscore_low_fear_dom_long · strategy

closed trades

44%

win rate

-188.21

total pnl ($)

0.833

weight

7d window — n=22 wr=36% pnl=-65.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 87 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 10:55	BTC	Buy	60165→60140	-0.68	timeout
06-28 04:53	BTC	Buy	60785→60140	-5.76	timeout
06-27 07:41	BTC	Buy	59919→60400	+3.56	timeout
06-27 01:19	BTC	Buy	58666.9→59954	+10.50	timeout
06-26 13:18	BTC	Buy	60282→58735.7	-13.29	stop_loss
06-26 12:41	BTC	Buy	59760→59186	-5.27	timeout
06-26 06:20	BTC	Buy	59691→59766	+0.18	timeout
06-25 13:46	BTC	Buy	61292.1→59718.1	-13.29	stop_loss
06-25 13:44	BTC	Buy	61668.1→60086.9	-13.24	stop_loss
06-25 12:22	BTC	Buy	60933→61127.9	+1.15	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 14:02	BTC	Buy	62771.1→61163.3	-13.25	stop_loss
06-24 13:57	BTC	Buy	62803.1→61194.3	-13.26	stop_loss
06-24 00:08	BTC	Buy	62459.1→62796.9	+2.26	timeout
06-23 17:49	BTC	Buy	63363.2→62476.9	-7.45	timeout
06-23 06:21	BTC	Buy	64401.2→62753.5	-13.26	stop_loss
06-23 01:22	BTC	Buy	65070.3→64217.8	-6.98	timeout
06-22 19:21	BTC	Buy	64266.2→64375.8	+0.38	timeout
06-22 13:08	BTC	Buy	63915.2→65009.7	+8.04	timeout
06-22 07:05	BTC	Buy	64153.2→64074.8	-1.07	timeout
06-22 01:04	BTC	Buy	64078.2→63906.8	-1.82	timeout
06-21 18:56	BTC	Buy	64270.2→64141.8	-1.43	timeout
06-21 12:43	BTC	Buy	64283.2→64039.8	-2.31	timeout
06-21 05:43	BTC	Buy	63854.2→64320.8	+3.20	timeout
06-20 12:41	BTC	Buy	63541.2→63584.8	-0.13	timeout
06-20 06:39	BTC	Buy	63054.2→63716.8	+4.80	timeout
06-20 00:36	BTC	Buy	62436.1→63700.8	+9.67	timeout
06-19 18:33	BTC	Buy	62824.1→63101.8	+1.75	timeout
06-19 13:11	BTC	Buy	62942.1→62800.9	-1.52	timeout
06-19 07:04	BTC	Buy	62646.1→62810.9	+0.89	timeout
06-19 02:06	BTC	Buy	63829.2→63079.8	-6.27	timeout
06-18 15:40	BTC	Buy	64387.2→62737.5	-13.16	stop_loss
06-18 13:20	BTC	Buy	64619.2→64339.8	-2.61	timeout
06-18 07:34	BTC	Buy	64405.2→64248.8	-1.68	timeout
06-18 01:31	BTC	Buy	64924.2→64669.8	-2.43	timeout
06-17 19:41	BTC	Buy	65517.3→64217.8	-10.36	timeout
06-17 13:36	BTC	Buy	65594.3→65033.7	-4.73	timeout
06-17 07:24	BTC	Buy	65697.3→65473.7	-2.16	timeout
06-17 01:07	BTC	Buy	66321.3→65760.7	-4.68	timeout
06-16 19:02	BTC	Buy	66377.3→65719.7	-5.45	timeout
06-16 00:16	BTC	Buy	66230.3→66379.7	+0.68	timeout
06-15 18:10	BTC	Buy	65849.3→66765.7	+6.46	timeout
06-15 09:22	BTC	Buy	64669.2→65694.7	+7.48	timeout
06-14 23:47	BTC	Buy	64585.2→65602.7	+7.43	timeout
06-14 17:45	BTC	Buy	64346.2→63806.8	-4.69	timeout
06-14 11:29	BTC	Buy	64456.2→64546.8	+0.26	timeout
06-14 05:12	BTC	Buy	63942.2→64317.8	+2.49	timeout
06-13 23:08	BTC	Buy	63862.2→64437.8	+4.05	timeout
06-13 16:44	BTC	Buy	63607.2→64014.8	+2.75	timeout
06-13 09:33	BTC	Buy	63535.2→63789.8	+1.51	timeout
06-12 23:25	BTC	Buy	63844.2→63460.8	-3.48	timeout
06-12 17:47	BTC	Buy	63344.2→63815.8	+3.27	timeout
06-12 11:41	BTC	Buy	63662.2→63693.8	-0.24	timeout
06-12 05:42	BTC	Buy	63341.2→63350.8	-0.40	timeout
06-11 19:05	BTC	Buy	62640.1→63474.8	+6.15	timeout
06-11 04:00	BTC	Buy	62606.1→62657.9	-0.11	timeout
06-10 20:18	BTC	Buy	61682.1→61771.9	+0.25	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:29	BTC	Buy	63180.2→61563.1	-13.25	stop_loss
06-09 08:15	BTC	Buy	63246.2→62897.9	-3.22	timeout
06-09 02:11	BTC	Buy	63750.2→62721.9	-8.51	timeout
06-08 20:05	BTC	Buy	63148.2→63361.8	+1.22	timeout
06-08 14:00	BTC	Buy	63229.2→63721.8	+3.42	timeout
06-08 01:57	BTC	Buy	61763.1→63168.8	+10.90	timeout
06-07 22:15	BTC	Buy	61504.1→64204.8	+21.51	take_profit
06-07 19:48	BTC	Buy	62202.1→61203.9	-8.45	timeout
06-07 13:48	BTC	Buy	61512.1→61703.9	+1.10	timeout
06-07 07:39	BTC	Buy	60564→62181.9	+12.92	timeout
06-07 01:33	BTC	Buy	60712→61497.9	+5.99	timeout
06-06 04:20	BTC	Buy	61504.1→59925	-13.29	stop_loss
06-05 18:54	BTC	Buy	60656→59102.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62585.1→60971.4	-13.35	stop_loss
06-05 13:49	BTC	Buy	63040.2→61426.2	-13.25	stop_loss
06-05 06:01	BTC	Buy	63717.2→62086.8	-13.22	stop_loss
06-05 03:47	BTC	Buy	63765.2→62734.9	-8.50	timeout
06-04 21:44	BTC	Buy	62864.1→63462.8	+4.32	timeout
06-04 10:27	BTC	Buy	64263.2→62582.6	-13.50	stop_loss
06-04 00:29	BTC	Buy	64973.2→63310.2	-13.24	stop_loss
06-03 19:55	BTC	Buy	66925.3→65168.1	-13.59	stop_loss
06-03 16:39	BTC	Buy	66354.3→65817.7	-4.52	timeout
06-03 11:46	BTC	Buy	66687.3→67090.6	+2.51	timeout
06-03 03:43	BTC	Buy	67556.4→65818.8	-13.32	stop_loss
06-02 14:10	BTC	Buy	70035.5→68227.5	-13.37	stop_loss
06-02 12:30	BTC	Buy	70978.5→69161.9	-13.30	stop_loss
05-30 02:52	BTC	Buy	73004.7→73700.3	+4.29	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:57	BTC	Buy	72991.6→73231.3	+1.13	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-188.21

total pnl ($)

-43.1 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	87	44%	-43.1	-188.21

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…