deribit_basis_zscore_low_fear_long · strategy

183

closed trades

40%

win rate

-612.56

total pnl ($)

0.250

weight

7d window — n=39 wr=38% pnl=-162.69 · 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 13:02	BTC	Buy	59737→58267.9	-12.74	stop_loss
06-30 13:02	BTC	Buy	59740→58267.9	-12.76	stop_loss
06-30 07:08	BTC	Buy	60019→59531	-4.49	timeout
06-30 05:39	BTC	Buy	59727→59401	-3.12	timeout
06-30 01:03	BTC	Buy	59494→59765	+1.89	timeout
06-29 23:43	BTC	Buy	59730→60232	+3.78	timeout
06-29 20:06	BTC	Buy	59502→60472	+7.55	timeout
06-29 01:59	BTC	Buy	60184→59449	-6.59	timeout
06-29 00:59	BTC	Buy	60155→59629	-4.85	timeout
06-28 21:05	BTC	Buy	60323→59623	-6.27	timeout
06-28 20:03	BTC	Buy	60217→59491	-6.47	timeout
06-28 17:54	BTC	Buy	60581→59562	-8.83	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 20:58	BTC	Buy	59690→60240	+4.22	timeout
06-27 19:50	BTC	Buy	59831→60174	+2.47	timeout
06-27 18:49	BTC	Buy	59609→60494	+6.99	timeout
06-27 16:53	BTC	Buy	59982→60780	+6.18	timeout
06-26 20:22	BTC	Buy	59576→59701	+0.50	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.44	timeout
06-26 18:18	BTC	Buy	59448→59982	+3.93	timeout
06-26 16:49	BTC	Buy	59272→60135	+6.73	timeout
06-26 15:21	BTC	Buy	59162→59929	+5.92	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59521→58055.1	-12.68	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-12.69	stop_loss
06-25 13:57	BTC	Buy	59808→58333.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-25 13:48	BTC	Buy	60845→59348.3	-12.69	stop_loss
06-24 17:47	BTC	Buy	60592→59101.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62549.1→61007.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62644.1→61102.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 10:59	BTC	Buy	62319.1→62419.9	+0.33	timeout
06-24 09:05	BTC	Buy	62384.1→62722.9	+2.20	timeout
06-24 08:05	BTC	Buy	62792.1→62646.9	-1.69	timeout
06-24 07:24	BTC	Buy	63016.2→62732.9	-2.75	timeout
06-23 08:17	BTC	Buy	63977.2→62403.7	-12.76	stop_loss
06-23 08:15	BTC	Buy	64067.2→62490.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64194.2→62604.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64306.2→62722.5	-12.77	stop_loss
06-23 06:20	BTC	Buy	64471.2→62885.4	-12.76	stop_loss
06-23 02:10	BTC	Buy	64501.2→64062.8	-3.85	timeout
06-23 00:52	BTC	Buy	63718.2→64088.8	+2.47	timeout
06-22 22:32	BTC	Buy	63663.2→63948.8	+1.79	timeout
06-22 21:28	BTC	Buy	63662.2→64275.8	+4.36	timeout
06-22 19:14	BTC	Buy	64190.2→64406.8	+1.19	timeout
06-22 01:08	BTC	Buy	64251.2→63926.8	-3.06	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.51	timeout
06-21 22:22	BTC	Buy	64086.2→63705.8	-3.41	timeout
06-21 21:18	BTC	Buy	63942.2→63480.8	-4.06	timeout
06-21 18:39	BTC	Buy	63843.2→64163.8	+2.11	timeout
06-20 23:25	BTC	Buy	63283.2→64247.8	+7.16	timeout
06-20 22:21	BTC	Buy	63193.2→64059.8	+6.41	timeout
06-20 21:18	BTC	Buy	63234.2→63931.8	+5.08	timeout
06-20 19:27	BTC	Buy	62952.1→63832.8	+6.56	timeout
06-20 18:24	BTC	Buy	63107.2→63813.8	+5.15	timeout
06-19 21:33	BTC	Buy	62960.1→63116.8	+0.75	timeout
06-19 20:34	BTC	Buy	63103.2→63018.8	-1.15	timeout
06-19 19:28	BTC	Buy	62781.1→62965.9	+0.99	timeout
06-19 18:22	BTC	Buy	62922.1→63138.8	+1.26	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.79	timeout
06-18 15:56	BTC	Buy	63951.2→62375.7	-12.62	stop_loss
06-18 15:51	BTC	Buy	64163.2→62585.6	-12.49	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64444.2→62859.4	-12.72	stop_loss
06-18 15:36	BTC	Buy	64626.2→63036.3	-12.73	stop_loss
06-18 05:05	BTC	Buy	65253.3→63647	-12.77	stop_loss
06-17 19:50	BTC	Buy	65634.3→64016.8	-12.79	stop_loss
06-17 19:46	BTC	Buy	65680.3→64064.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65749.3→64132.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65880.3→64252.6	-12.81	stop_loss
06-17 16:58	BTC	Buy	65760.3→65873.7	+0.37	timeout
06-17 15:37	BTC	Buy	65902.3→65399.7	-4.27	timeout
06-17 05:43	BTC	Buy	66061.3→65881.7	-1.84	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-16 23:31	BTC	Buy	66161.3→65691.7	-4.08	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 12:56	BTC	Buy	66566.3→66371.7	-1.99	timeout
06-16 05:26	BTC	Buy	65804.3→66063.7	+1.57	timeout
06-16 03:38	BTC	Buy	65724.3→66006.7	+1.72	timeout
06-15 22:30	BTC	Buy	65251.3→66106.7	+6.06	timeout
06-15 13:16	BTC	Buy	63882.2→66686.7	+21.52	take_profit
06-15 11:58	BTC	Buy	64539.2→66185.7	+12.32	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-15 01:25	BTC	Buy	64647.2→65362.7	+5.05	timeout
06-14 22:27	BTC	Buy	64505.2→65119.7	+4.26	timeout
06-14 16:31	BTC	Buy	63992.2→64118.8	+0.49	timeout
06-14 11:05	BTC	Buy	63833.2→64446.8	+4.35	timeout
06-14 01:16	BTC	Buy	63663.2→64680.8	+7.59	timeout
06-13 22:37	BTC	Buy	63515.2→64484.8	+7.15	timeout
06-13 21:31	BTC	Buy	63536.2→64244.8	+5.10	timeout
06-13 16:07	BTC	Buy	63760.2→64007.8	+1.50	timeout
06-13 09:56	BTC	Buy	63810.2→63739.8	-1.08	timeout
06-13 00:16	BTC	Buy	63602.2→63570.8	-0.82	timeout
06-12 22:07	BTC	Buy	63610.2→63517.8	-1.22	timeout
06-12 20:58	BTC	Buy	63373.2→63433.8	+0.01	timeout
06-12 15:01	BTC	Buy	62627.1→64142.8	+11.57	timeout

Paper vs Live

Paper (trades.jsonl)

183

closed

40%

win rate

-612.56

total pnl ($)

-66.7 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	183	40%	-66.7	-612.56

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…