deribit_basis_zscore_low_fear_long_v42

not live
102
closed trades
48%
win rate
-215.34
total pnl ($)
0.653
weight
7d window — n=25 wr=32% pnl=-97.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:08BTCBuy60701→59144.5-13.28stop_loss
06-29 10:12BTCBuy59610→60205+4.47timeout
06-29 03:34BTCBuy60019→60014-0.51timeout
06-28 21:07BTCBuy60364→59664-6.25timeout
06-28 14:52BTCBuy60128→60050-1.12timeout
06-28 08:06BTCBuy60230→60145-1.17timeout
06-28 01:57BTCBuy60531→60199-3.21timeout
06-27 19:38BTCBuy60406→60077-3.15timeout
06-26 21:54BTCBuy59757→59944+1.08timeout
06-26 15:26BTCBuy58837.9→60280+11.78timeout
06-26 09:15BTCBuy59594→60135+4.11timeout
06-26 03:11BTCBuy59125→58878.1-2.51timeout
06-25 13:51BTCBuy60712→59157.4-13.22stop_loss
06-25 13:44BTCBuy61728.1→60144.9-13.27stop_loss
06-25 09:05BTCBuy60715→61675.9+7.46timeout
06-24 17:20BTCBuy60962→59401.3-13.23stop_loss
06-24 14:17BTCBuy62609.1→61005.4-13.25stop_loss
06-24 14:13BTCBuy62678.1→61073.4-13.25stop_loss
06-24 09:01BTCBuy62460.1→62728.9+1.68timeout
06-24 02:58BTCBuy62534.1→62632.9+0.31timeout
06-23 20:53BTCBuy62405.1→62357.9-0.83timeout
06-23 06:21BTCBuy64238.2→62592.6-13.26stop_loss
06-23 06:20BTCBuy64447.2→62793.4-13.29stop_loss
06-23 02:29BTCBuy64945.2→64154.8-6.53timeout
06-22 20:03BTCBuy64130.2→64570.8+2.97timeout
06-22 13:59BTCBuy64536.2→65506.7+6.99timeout
06-22 07:52BTCBuy64184.2→64241.8+0.02timeout
06-22 01:54BTCBuy64053.2→64607.8+3.84timeout
06-21 19:24BTCBuy64196.2→64171.8-0.62timeout
06-21 05:42BTCBuy63829.2→64299.8+3.24timeout
06-20 23:19BTCBuy63652.2→64247.8+4.22timeout
06-20 17:14BTCBuy63784.2→63906.8+0.49timeout
06-20 10:48BTCBuy63348.2→63587.8+1.41timeout
06-20 04:46BTCBuy63204.2→63567.8+2.43timeout
06-19 22:43BTCBuy62406.1→63290.8+6.62timeout
06-19 17:23BTCBuy62558.1→63010.8+3.17timeout
06-19 11:08BTCBuy62791.1→62430.9-3.28timeout
06-19 04:54BTCBuy62630.1→62484.9-1.58timeout
06-18 17:04BTCBuy63734.2→62501.9-9.99timeout
06-18 15:57BTCBuy63941.2→62300.7-13.21stop_loss
06-18 10:57BTCBuy64328.2→64129.8-2.03timeout
06-17 23:08BTCBuy64663.2→64233.8-3.77timeout
06-17 19:40BTCBuy65882.3→64196.7-13.24stop_loss
06-17 17:13BTCBuy65770.3→65872.7+0.28timeout
06-17 11:11BTCBuy65747.3→64665.8-8.71timeout
06-17 05:04BTCBuy65760.3→65874.7+0.40timeout
06-16 22:57BTCBuy66480.3→65764.7-5.87timeout
06-16 16:39BTCBuy65837.3→65787.7-0.87timeout
06-16 10:23BTCBuy66300.3→66668.7+2.30timeout
06-16 02:59BTCBuy66571.3→65675.7-7.16timeout
06-15 21:03BTCBuy65670.3→66481.7+5.70timeout
06-15 14:46BTCBuy65548.3→66574.7+7.39timeout
06-15 07:57BTCBuy63781.2→65648.7+14.19timeout
06-15 01:53BTCBuy64282.2→65522.7+9.18timeout
06-14 19:49BTCBuy64393.2→63743.8-5.52timeout
06-14 13:48BTCBuy64606.2→64300.8-2.81timeout
06-14 07:43BTCBuy64249.2→64285.8-0.17timeout
06-14 01:39BTCBuy64211.2→64544.8+2.16timeout
06-13 19:39BTCBuy63799.2→64224.8+2.88timeout
06-13 13:45BTCBuy63774.2→64115.8+2.20timeout
06-13 07:13BTCBuy63674.2→63693.8-0.30timeout
06-12 21:37BTCBuy63853.2→63537.8-2.94timeout
06-12 15:39BTCBuy63448.2→63915.8+3.21timeout
06-12 08:54BTCBuy63362.2→63430.8+0.06timeout
06-12 01:45BTCBuy63015.2→63407.8+2.61timeout
06-11 18:46BTCBuy62832.1→63514.8+4.92timeout
06-11 09:56BTCBuy61257.1→62907.9+12.96timeout
06-11 02:51BTCBuy61941.1→62067.9+0.54timeout
06-10 20:18BTCBuy61677.1→61769.9+0.27timeout
06-10 07:38BTCBuy61887.1→62016.9+0.65timeout
06-09 16:39BTCBuy62390.1→60793.5-13.26stop_loss
06-09 14:29BTCBuy63167.2→61550.1-13.25stop_loss
06-09 06:48BTCBuy63354.2→63381.8-0.26timeout
06-09 00:34BTCBuy63184.2→62732.9-4.04timeout
06-08 18:27BTCBuy63046.2→63554.8+3.54timeout
06-08 10:28BTCBuy62937.1→63095.8+0.81timeout
06-08 04:22BTCBuy62265.1→62843.9+4.19timeout
06-07 22:21BTCBuy62432.1→63140.8+5.23timeout
06-07 16:21BTCBuy61583.1→62212.9+4.61timeout
06-07 10:18BTCBuy60722→62436.9+13.67timeout
06-07 04:13BTCBuy60788→61513.9+5.52timeout
06-06 18:07BTCBuy61016.1→60468-4.91timeout
06-06 04:27BTCBuy61439.1→59867.1-13.25stop_loss
06-05 18:54BTCBuy60656→59102.5-13.26stop_loss
06-05 13:56BTCBuy62585.1→60971.4-13.35stop_loss
06-05 13:49BTCBuy63040.2→61426.2-13.25stop_loss
06-05 06:01BTCBuy63717.2→62086.8-13.22stop_loss
06-05 03:47BTCBuy63765.2→62734.9-8.50timeout
06-04 21:44BTCBuy62864.1→63462.8+4.32timeout
06-04 09:30BTCBuy64324.2→62677.5-13.24stop_loss
06-04 00:29BTCBuy64998.2→63335.1-13.24stop_loss
06-03 19:54BTCBuy67092.4→65367-13.32stop_loss
06-03 16:38BTCBuy66354.3→65846.7-4.30timeout
06-03 11:28BTCBuy66388.3→67310.6+6.43timeout
06-03 03:50BTCBuy67228.4→65486-13.41stop_loss
06-02 14:10BTCBuy70035.5→68238.4-13.30stop_loss
06-02 12:33BTCBuy70923.5→69109-13.31stop_loss
06-01 02:28BTCBuy73550.7→73491.3-0.89timeout
05-30 22:19BTCBuy73631.7→73896.3+1.29timeout
05-30 14:58BTCBuy73752.7→73887.3+0.39timeout

Paper vs Live

Paper (trades.jsonl)
102
closed
48%
win rate
-215.34
total pnl ($)
-42.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10248%-42.0-215.34

Recent bounces (last 20 of 1)

timesymsidereason
06-29 12:15BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems