deribit_basis_zscore_low_long_fear_weak

not live
72
closed trades
42%
win rate
-256.70
total pnl ($)
0.523
weight
7d window — n=20 wr=35% pnl=-114.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 14:26BTCBuy60571→60089-4.46timeout
06-28 07:48BTCBuy60454→60220-2.42timeout
06-27 06:37BTCBuy60096→60262+0.93timeout
06-27 00:33BTCBuy59738→59871+0.64timeout
06-26 18:30BTCBuy59649→59786+0.60timeout
06-25 18:19BTCBuy59695→59641-0.87timeout
06-25 13:51BTCBuy60996→59120.5-15.79stop_loss
06-25 13:46BTCBuy61662.1→59775.1-15.74stop_loss
06-24 15:45BTCBuy62366.1→60458.7-15.67stop_loss
06-24 14:19BTCBuy62786.1→60845.5-15.90stop_loss
06-24 14:19BTCBuy62784.1→60845.5-15.88stop_loss
06-24 12:07BTCBuy62442.1→62791.9+2.34timeout
06-24 05:51BTCBuy63400.2→62861.9-4.75timeout
06-23 08:17BTCBuy64420.2→62430.6-15.91stop_loss
06-23 07:14BTCBuy64183.2→62999.8-9.69timeout
06-23 01:12BTCBuy63858.2→64229.8+2.47timeout
06-22 19:06BTCBuy64143.2→64338.8+1.03timeout
06-22 07:00BTCBuy64275.2→63954.8-2.96timeout
06-22 00:46BTCBuy64255.2→63835.8-3.73timeout
06-21 17:42BTCBuy63828.2→64049.8+1.37timeout
06-21 01:01BTCBuy63513.2→64254.8+5.33timeout
06-20 06:49BTCBuy62767.1→63715.8+7.09timeout
06-20 01:05BTCBuy63068.2→63496.8+2.97timeout
06-19 19:01BTCBuy62688.1→63053.8+2.44timeout
06-18 15:53BTCBuy64422.2→62451.6-15.47stop_loss
06-18 15:40BTCBuy64639.2→62658.5-15.56stop_loss
06-18 13:31BTCBuy64932.2→64319.8-5.16timeout
06-17 19:02BTCBuy65683.3→65596.7-1.14timeout
06-17 12:58BTCBuy66404.3→65014.7-10.95timeout
06-17 07:02BTCBuy66377.3→65588.7-6.42timeout
06-16 10:12BTCBuy65731.3→66504.7+5.38timeout
06-16 04:03BTCBuy65829.3→66172.7+2.20timeout
06-15 16:10BTCBuy63769.2→67279.6+27.02take_profit
06-15 05:19BTCBuy64330.2→65674.7+9.99timeout
06-14 23:15BTCBuy64430.2→65583.7+8.47timeout
06-14 17:13BTCBuy63944.2→63934.8-0.59timeout
06-14 04:43BTCBuy63594.2→64368.8+5.69timeout
06-13 21:33BTCBuy63535.2→64246.8+5.12timeout
06-13 11:46BTCBuy63810.2→63874.8-0.03timeout
06-12 23:39BTCBuy63503.2→63452.8-0.89timeout
06-12 17:38BTCBuy63179.2→63810.8+4.53timeout
06-12 07:04BTCBuy62650.1→63066.8+2.83timeout
06-11 16:01BTCBuy62538.1→62755.9+1.14timeout
06-11 08:17BTCBuy61681.1→62779.9+8.33timeout
06-10 15:10BTCBuy61678.1→61935.9+1.59timeout
06-09 14:46BTCBuy63168.2→61236.3-15.75stop_loss
06-09 14:43BTCBuy63223.2→61289.3-15.76stop_loss
06-09 14:18BTCBuy63726.2→61772-15.80stop_loss
06-09 02:01BTCBuy63136.2→62751.9-3.48timeout
06-08 20:01BTCBuy61268.1→63368.8+16.66timeout
06-08 13:57BTCBuy61761.1→63769.8+15.77timeout
06-08 01:48BTCBuy61488.1→63106.8+12.64timeout
06-07 19:39BTCBuy60556→61258.9+5.41timeout
06-07 13:33BTCBuy60711→61811.9+8.60timeout
06-06 15:15BTCBuy60497→60547-0.03timeout
06-06 04:33BTCBuy61466.1→59585.2-15.75stop_loss
06-05 13:52BTCBuy63004.2→61075.4-15.76stop_loss
06-05 09:39BTCBuy62821.1→62817.9-0.45timeout
06-05 06:18BTCBuy63741.2→61791-15.72stop_loss
06-05 06:17BTCBuy63784.2→61829-15.73stop_loss
06-04 10:30BTCBuy64324.2→62353.7-15.74stop_loss
06-04 00:39BTCBuy64998.2→63010.3-15.74stop_loss
06-03 23:18BTCBuy66354.3→64324.6-15.75stop_loss
06-03 20:55BTCBuy66693.3→64652.4-15.80stop_loss
06-03 20:46BTCBuy67092.4→65025.2-15.87stop_loss
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 14:09BTCBuy70886.5→68404.4-17.98stop_loss
06-01 15:38BTCBuy73792.7→71293.8-17.48stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.18timeout
05-30 14:52BTCBuy73014.7→73905.3+5.50timeout
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout
05-29 14:39BTCBuy72935.6→72682.4-2.32timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
42%
win rate
-256.70
total pnl ($)
-71.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7242%-71.0-256.70

Recent bounces (last 20 of 1)

timesymsidereason
06-28 18:01BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems