deribit_basis_zscore_low_fear_wide_stop_long · strategy

150

closed trades

41%

win rate

-509.89

total pnl ($)

0.308

weight

7d window — n=36 wr=39% pnl=-135.77 · 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 11:40	BTC	Buy	59802→59167	-5.74	timeout
06-30 09:52	BTC	Buy	59899→59364	-4.90	timeout
06-30 08:42	BTC	Buy	59816→59214	-5.46	timeout
06-30 01:01	BTC	Buy	59617→59804	+1.18	timeout
06-29 23:41	BTC	Buy	59778→60222	+3.29	timeout
06-29 08:05	BTC	Buy	60160→60008	-1.75	timeout
06-29 06:52	BTC	Buy	60005→60085	+0.24	timeout
06-29 05:50	BTC	Buy	59932→59879	-0.92	timeout
06-28 19:25	BTC	Buy	60274→59478	-7.03	timeout
06-28 18:23	BTC	Buy	60460→59622	-7.36	timeout
06-28 07:04	BTC	Buy	60305→60110	-2.05	timeout
06-28 05:52	BTC	Buy	60239→59920	-3.09	timeout
06-28 04:39	BTC	Buy	60345→60091	-2.56	timeout
06-27 19:19	BTC	Buy	59939→60494	+4.21	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:49	BTC	Buy	59638→60317	+5.25	timeout
06-27 01:40	BTC	Buy	59297→59923	+4.80	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.26	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-26 02:13	BTC	Buy	60113→58626.7	-12.80	stop_loss
06-25 17:52	BTC	Buy	59408→59480	+0.19	timeout
06-25 13:59	BTC	Buy	59489→58024.1	-12.69	stop_loss
06-25 13:57	BTC	Buy	59815→58328.9	-12.81	stop_loss
06-25 13:57	BTC	Buy	59804→58328.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60447→58957.6	-12.69	stop_loss
06-24 17:20	BTC	Buy	60952→59429.3	-12.92	stop_loss
06-24 16:51	BTC	Buy	61349.1→59837.1	-12.75	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62780.1→61233.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63053.2→61499.2	-12.77	stop_loss
06-24 10:29	BTC	Buy	62332.1→62507.9	+0.92	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.91	timeout
06-24 05:47	BTC	Buy	63354.2→62904.9	-4.05	timeout
06-23 08:17	BTC	Buy	64003.2→62427.6	-12.78	stop_loss
06-23 08:17	BTC	Buy	64011.2→62436.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64124.2→62533.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 04:59	BTC	Buy	65143.3→63541	-12.77	stop_loss
06-22 22:38	BTC	Buy	65418.3→63809.9	-12.74	stop_loss
06-22 22:21	BTC	Buy	63724.2→64202.8	+3.30	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 04:41	BTC	Buy	64490.2→63957.8	-4.60	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:08	BTC	Buy	63483.2→64207.8	+5.22	timeout
06-21 00:00	BTC	Buy	63536.2→64283.8	+5.42	timeout
06-20 21:53	BTC	Buy	63087.2→63987.8	+6.70	timeout
06-20 19:37	BTC	Buy	62956.1→63860.8	+6.76	timeout
06-20 00:34	BTC	Buy	62999.1→63734.8	+5.35	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:57	BTC	Buy	63832.2→62258.7	-12.65	stop_loss
06-18 15:57	BTC	Buy	63943.2→62365.7	-12.64	stop_loss
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.69	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64549.2→62955.4	-12.61	stop_loss
06-18 09:56	BTC	Buy	64836.2→64175.8	-5.64	timeout
06-18 04:11	BTC	Buy	65374.3→63743.9	-12.93	stop_loss
06-18 04:11	BTC	Buy	65437.3→63827.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65554.3→63940.8	-12.74	stop_loss
06-17 19:42	BTC	Buy	65702.3→64086.7	-12.75	stop_loss
06-17 16:18	BTC	Buy	65770.3→65965.7	+0.99	timeout
06-17 08:44	BTC	Buy	66515.3→64876.3	-12.80	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 21:24	BTC	Buy	66510.3→65711.7	-6.55	timeout
06-16 18:09	BTC	Buy	66771.3→66077.7	-5.72	timeout
06-16 15:44	BTC	Buy	66887.3→65813.7	-8.50	timeout
06-16 10:57	BTC	Buy	65873.3→66481.7	+4.10	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-15 13:20	BTC	Buy	64023.2→66838.7	+21.56	take_profit
06-15 13:18	BTC	Buy	63977.2→66785.7	+21.52	take_profit
06-15 12:59	BTC	Buy	64303.2→66540.7	+16.97	timeout
06-15 09:36	BTC	Buy	64442.2→65539.7	+8.07	timeout
06-15 02:58	BTC	Buy	64474.2→65420.7	+6.86	timeout
06-14 13:48	BTC	Buy	64052.2→64301.8	+1.50	timeout
06-14 12:43	BTC	Buy	64003.2→64315.8	+2.00	timeout
06-14 09:19	BTC	Buy	63806.2→64307.8	+3.43	timeout
06-14 08:06	BTC	Buy	63765.2→64383.8	+4.33	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 10:33	BTC	Buy	63670.2→63785.8	+0.38	timeout
06-13 09:26	BTC	Buy	63673.2→63783.8	+0.33	timeout
06-13 07:17	BTC	Buy	62960.1→63677.8	+5.24	timeout
06-13 04:51	BTC	Buy	63694.2→63626.8	-0.97	timeout
06-13 00:39	BTC	Buy	63690.2→63583.8	-1.38	timeout
06-12 10:08	BTC	Buy	62942.1→63709.8	+5.55	timeout
06-12 08:41	BTC	Buy	62906.1→63406.8	+3.45	timeout
06-12 06:50	BTC	Buy	62792.1→62926.9	+0.58	timeout
06-12 00:34	BTC	Buy	61825.1→63651.8	+14.19	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 09:16	BTC	Buy	61033.1→62778.9	+13.74	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 22:16	BTC	Buy	62624.1→61084.4	-12.75	stop_loss
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

41%

win rate

-509.89

total pnl ($)

-67.8 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	150	41%	-67.8	-509.89

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…