deribit_basis_zscore_low_fear_long_v2 · strategy

160

closed trades

45%

win rate

-447.85

total pnl ($)

0.250

weight

7d window — n=41 wr=44% pnl=-187.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:23	BTC	Buy	60262→59646	-5.56	timeout
06-28 19:20	BTC	Buy	60434→59427	-8.76	timeout
06-28 18:15	BTC	Buy	60519→59605	-7.98	timeout
06-28 17:08	BTC	Buy	60523→59751	-6.80	timeout
06-28 16:02	BTC	Buy	60778→59891	-7.74	timeout
06-27 19:55	BTC	Buy	59829→60114	+1.98	timeout
06-27 18:53	BTC	Buy	59633→60494	+6.79	timeout
06-27 17:53	BTC	Buy	59964→60583	+4.72	timeout
06-27 16:52	BTC	Buy	60022→60776	+5.82	timeout
06-27 15:51	BTC	Buy	60152→60740	+4.54	timeout
06-26 18:52	BTC	Buy	59408→59614	+1.17	timeout
06-26 17:51	BTC	Buy	59501→59962	+3.34	timeout
06-26 16:47	BTC	Buy	59257→60047	+6.12	timeout
06-26 15:45	BTC	Buy	59289→60341	+8.41	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.41	timeout
06-25 17:57	BTC	Buy	59400→59558	+0.91	timeout
06-25 13:58	BTC	Buy	59609→58142	-12.70	stop_loss
06-25 13:57	BTC	Buy	59812→58329.9	-12.77	stop_loss
06-25 13:55	BTC	Buy	59919→58445.8	-12.70	stop_loss
06-25 13:53	BTC	Buy	60384→58896.6	-12.71	stop_loss
06-24 16:51	BTC	Buy	61082.1→59580.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61270.1→59745.1	-12.87	stop_loss
06-24 14:17	BTC	Buy	62579.1→61024.4	-12.87	stop_loss
06-24 14:13	BTC	Buy	62629.1→61088.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62637.1→61095.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62700.1→61158.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.75	stop_loss
06-24 10:43	BTC	Buy	62216.1→62589.9	+2.51	timeout
06-24 09:42	BTC	Buy	62317.1→62621.9	+1.92	timeout
06-24 08:41	BTC	Buy	62329.1→62702.9	+2.46	timeout
06-24 07:38	BTC	Buy	62969.1→62605.9	-3.38	timeout
06-24 06:44	BTC	Buy	62914.1→62748.9	-1.82	timeout
06-23 06:22	BTC	Buy	64092.2→62508.6	-12.84	stop_loss
06-23 06:20	BTC	Buy	64371.2→62788.4	-12.76	stop_loss
06-23 06:20	BTC	Buy	64489.2→62898.4	-12.80	stop_loss
06-23 06:08	BTC	Buy	64664.2→63070.3	-12.79	stop_loss
06-23 06:08	BTC	Buy	64669.2→63077.3	-12.78	stop_loss
06-22 19:50	BTC	Buy	64191.2→64356.8	+0.80	timeout
06-22 18:48	BTC	Buy	64174.2→64441.8	+1.58	timeout
06-22 17:45	BTC	Buy	64131.2→64451.8	+2.01	timeout
06-22 16:40	BTC	Buy	64031.2→64563.8	+3.71	timeout
06-22 05:55	BTC	Buy	64224.2→64164.8	-0.93	timeout
06-21 19:27	BTC	Buy	63850.2→64190.8	+2.25	timeout
06-21 18:23	BTC	Buy	63817.2→63981.8	+0.91	timeout
06-21 17:19	BTC	Buy	63899.2→64135.8	+1.47	timeout
06-21 16:16	BTC	Buy	63984.2→64105.8	+0.45	timeout
06-21 05:43	BTC	Buy	63631.2→64308.8	+4.87	timeout
06-20 19:13	BTC	Buy	63028.2→63864.8	+6.20	timeout
06-20 18:09	BTC	Buy	63098.2→63800.8	+5.11	timeout
06-20 17:10	BTC	Buy	62931.1→63859.8	+6.89	timeout
06-20 16:06	BTC	Buy	63163.2→63985.8	+5.94	timeout
06-20 05:35	BTC	Buy	62578.1→63635.8	+8.00	timeout
06-19 18:45	BTC	Buy	62771.1→63025.8	+1.56	timeout
06-19 17:43	BTC	Buy	62558.1→63061.8	+3.57	timeout
06-19 16:42	BTC	Buy	62656.1→63248.8	+4.32	timeout
06-19 15:50	BTC	Buy	62754.1→63187.8	+3.10	timeout
06-19 05:03	BTC	Buy	63755.2→62551.9	-9.84	timeout
06-18 15:57	BTC	Buy	63874.2→62303.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64093.2→62506.6	-12.54	stop_loss
06-18 15:51	BTC	Buy	64161.2→62573.6	-12.57	stop_loss
06-18 15:40	BTC	Buy	64252.2→62667.5	-12.75	stop_loss
06-18 14:35	BTC	Buy	65166.3→63867.8	-10.40	timeout
06-18 04:11	BTC	Buy	65413.3→63804.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65659.3→64042.8	-12.78	stop_loss
06-17 19:39	BTC	Buy	65841.3→64218.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65982.3→64356.6	-12.77	stop_loss
06-17 16:39	BTC	Buy	65826.3→65979.7	+0.73	timeout
06-17 15:36	BTC	Buy	65945.3→65364.7	-4.86	timeout
06-17 14:34	BTC	Buy	65537.3→65185.7	-3.14	timeout
06-17 13:31	BTC	Buy	66100.3→64925.8	-9.38	timeout
06-16 22:43	BTC	Buy	66254.3→65713.7	-4.62	timeout
06-16 15:29	BTC	Buy	66635.3→65750.7	-7.17	timeout
06-16 14:23	BTC	Buy	66462.3→65526.7	-7.57	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66863.3→66118.7	-6.10	timeout
06-15 22:16	BTC	Buy	65114.3→66355.7	+9.03	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63801.2→66602.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	take_profit
06-15 12:50	BTC	Buy	63716.2→66513.7	+21.51	take_profit
06-14 22:01	BTC	Buy	64406.2→65435.7	+7.50	timeout
06-14 20:58	BTC	Buy	64258.2→63992.8	-2.54	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:50	BTC	Buy	64042.2→63747.8	-2.83	timeout
06-14 17:48	BTC	Buy	64063.2→63797.8	-2.60	timeout
06-13 21:30	BTC	Buy	63497.2→64234.8	+5.34	timeout
06-13 20:26	BTC	Buy	63511.2→64215.8	+5.09	timeout
06-13 19:19	BTC	Buy	63735.2→64149.8	+2.80	timeout
06-13 18:20	BTC	Buy	63682.2→64021.8	+2.19	timeout
06-13 17:19	BTC	Buy	63828.2→64007.8	+0.96	timeout
06-12 20:51	BTC	Buy	63263.2→63410.8	+0.70	timeout
06-12 19:46	BTC	Buy	63652.2→63632.8	-0.61	timeout
06-12 18:38	BTC	Buy	63495.2→63778.8	+1.77	timeout
06-12 17:33	BTC	Buy	63368.2→63800.8	+2.95	timeout
06-12 16:30	BTC	Buy	62582.1→63868.8	+9.78	timeout
06-11 19:49	BTC	Buy	61918.1→63679.8	+13.65	timeout
06-11 18:43	BTC	Buy	61774.1→63493.8	+13.34	timeout
06-11 17:40	BTC	Buy	61761.1→63196.8	+11.07	timeout
06-11 16:43	BTC	Buy	62241.1→62638.9	+2.67	timeout
06-11 15:39	BTC	Buy	62224.1→62805.9	+4.07	timeout

Paper vs Live

Paper (trades.jsonl)

160

closed

45%

win rate

-447.85

total pnl ($)

-55.8 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	160	45%	-55.8	-447.85

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…