deribit_basis_zscore_mempool_fear · strategy

closed trades

53%

win rate

-174.54

total pnl ($)

0.929

weight

7d window — n=17 wr=41% pnl=-32.49 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:41	BTC	Buy	58492.9→58811.1	+2.23	timeout
06-30 18:42	BTC	Buy	59535→58403.1	-10.03	timeout
06-30 09:13	BTC	Buy	60377→59331	-9.12	timeout
06-30 02:37	BTC	Buy	59502→59966	+3.48	timeout
06-29 13:31	BTC	Buy	59258→60057	+6.23	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:29	BTC	Buy	60239→60184	-0.91	timeout
06-28 02:26	BTC	Buy	60571→60053	-4.73	timeout
06-27 20:10	BTC	Buy	60480→60225	-2.53	timeout
06-27 00:56	BTC	Buy	59250→60009	+5.94	timeout
06-26 13:18	BTC	Buy	60315→58770.7	-13.26	stop_loss
06-26 12:38	BTC	Buy	59763→59426	-3.30	timeout
06-26 06:36	BTC	Buy	59478→60022	+4.13	timeout
06-25 13:45	BTC	Buy	61363.1→59792.1	-13.25	stop_loss
06-25 13:44	BTC	Buy	61710.1→60130.9	-13.23	stop_loss
06-25 11:56	BTC	Buy	61060.1→61221.9	+0.87	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 13:47	BTC	Buy	62876.1→61266.3	-13.25	stop_loss
06-24 13:46	BTC	Buy	62932.1→61318.3	-13.27	stop_loss
06-24 11:48	BTC	Buy	62717.1→62745.9	-0.23	timeout
06-24 05:46	BTC	Buy	62495.1→62898.9	+2.75	timeout
06-23 23:37	BTC	Buy	62556.1→62625.9	+0.12	timeout
06-23 17:38	BTC	Buy	63434.2→62588.9	-7.11	timeout
06-23 08:17	BTC	Buy	64046.2→62403.7	-13.28	stop_loss
06-23 04:10	BTC	Buy	64743.2→64032.8	-5.93	timeout
06-22 21:05	BTC	Buy	64226.2→64406.8	+0.95	timeout
06-22 15:01	BTC	Buy	64012.2→65000.7	+7.22	timeout
06-22 09:00	BTC	Buy	63801.2→64136.8	+2.14	timeout
06-22 02:27	BTC	Buy	64018.2→64478.8	+3.10	timeout
06-21 19:44	BTC	Buy	64185.2→64171.8	-0.55	timeout
06-21 09:55	BTC	Buy	64011.2→64186.8	+0.87	timeout
06-20 19:46	BTC	Buy	63731.2→63922.8	+1.07	timeout
06-20 13:44	BTC	Buy	63530.2→63421.8	-1.33	timeout
06-20 05:17	BTC	Buy	62980.1→63727.8	+5.49	timeout
06-19 21:02	BTC	Buy	62590.1→63147.8	+3.98	timeout
06-19 15:20	BTC	Buy	62530.1→63047.8	+3.74	timeout
06-19 09:09	BTC	Buy	63109.2→62461.9	-5.50	timeout
06-18 15:58	BTC	Buy	63883.2→62248.7	-13.09	stop_loss
06-18 15:53	BTC	Buy	64069.2→62428.6	-13.19	stop_loss
06-17 22:03	BTC	Buy	65557.3→63843.9	-13.52	stop_loss
06-17 07:16	BTC	Buy	65586.3→65670.7	+0.23	timeout
06-17 01:09	BTC	Buy	66174.3→65781.7	-3.45	timeout
06-16 19:13	BTC	Buy	66341.3→65656.7	-5.65	timeout
06-16 12:16	BTC	Buy	66375.3→66610.7	+1.28	timeout
06-16 03:47	BTC	Buy	67156.4→66117.7	-8.16	timeout
06-15 21:52	BTC	Buy	65540.3→66396.7	+6.06	timeout
06-15 15:49	BTC	Buy	65893.3→67123.6	+8.89	timeout
06-15 09:08	BTC	Buy	63998.2→65681.7	+12.71	timeout
06-15 02:01	BTC	Buy	64296.2→65435.7	+8.39	timeout
06-14 19:52	BTC	Buy	64394.2→63755.8	-5.43	timeout
06-14 13:50	BTC	Buy	64619.2→64276.8	-3.10	timeout
06-14 07:52	BTC	Buy	64307.2→64387.8	+0.17	timeout
06-14 01:51	BTC	Buy	64106.2→64608.8	+3.48	timeout
06-13 19:51	BTC	Buy	63822.2→64297.8	+3.28	timeout
06-13 13:46	BTC	Buy	63781.2→64077.8	+1.85	timeout
06-13 07:30	BTC	Buy	63669.2→63758.8	+0.25	timeout
06-12 23:39	BTC	Buy	63672.2→63453.8	-2.19	timeout
06-12 17:51	BTC	Buy	63297.2→63790.8	+3.44	timeout
06-12 11:39	BTC	Buy	63503.2→63676.8	+0.88	timeout
06-12 05:38	BTC	Buy	63179.2→63360.8	+0.96	timeout
06-11 22:59	BTC	Buy	63135.2→63491.8	+2.31	timeout
06-11 16:56	BTC	Buy	62762.1→62554.9	-2.13	timeout
06-11 09:54	BTC	Buy	61222.1→62908.9	+13.26	timeout
06-11 02:52	BTC	Buy	61901.1→62013.9	+0.43	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 07:46	BTC	Buy	61825.1→62016.9	+1.16	timeout
06-09 16:39	BTC	Buy	62357.1→60761.6	-13.25	stop_loss
06-09 14:29	BTC	Buy	63168.2→61550.1	-13.26	stop_loss
06-09 01:40	BTC	Buy	63482.2→62772.9	-6.03	timeout
06-08 19:21	BTC	Buy	63142.2→63487.8	+2.26	timeout
06-08 10:55	BTC	Buy	62921.1→63118.8	+1.12	timeout
06-08 04:55	BTC	Buy	62165.1→62759.9	+4.33	timeout
06-07 22:55	BTC	Buy	62368.1→62895.9	+3.78	timeout
06-07 16:27	BTC	Buy	61493.1→62164.9	+4.98	timeout
06-07 10:24	BTC	Buy	60507→62516.9	+16.16	timeout
06-07 04:22	BTC	Buy	60692→61541.9	+6.55	timeout
06-06 14:44	BTC	Buy	60936→60920	-0.58	timeout
06-06 08:10	BTC	Buy	60926→61052.9	+0.54	timeout
06-05 18:24	BTC	Buy	61254.1→60301	-8.26	timeout
06-05 14:06	BTC	Buy	62004.1→60415.8	-13.26	stop_loss
06-05 05:59	BTC	Buy	63866.2→62214.8	-13.35	stop_loss
06-04 21:56	BTC	Buy	63145.2→63283.8	+0.66	timeout
06-04 11:11	BTC	Buy	63796.2→62163.8	-13.22	stop_loss
06-04 00:29	BTC	Buy	64958.2→63296.2	-13.24	stop_loss
06-03 20:55	BTC	Buy	66654.3→64944.3	-13.30	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:27	BTC	Buy	66357.3→67290.6	+6.51	timeout
06-03 03:50	BTC	Buy	67280.4→65557.9	-13.26	stop_loss
06-02 14:10	BTC	Buy	70035.5→68227.5	-13.37	stop_loss
06-02 12:31	BTC	Buy	70961.5→69146	-13.30	stop_loss
06-02 07:03	BTC	Buy	71552.6→69716.6	-13.35	stop_loss
06-01 03:54	BTC	Buy	73634.7→73762.3	+0.39	timeout
05-31 19:05	BTC	Buy	73960.7→73581.3	-3.05	timeout
05-30 02:52	BTC	Buy	73004.7→73700.3	+4.29	timeout
05-29 19:48	BTC	Buy	73375.7→73618.3	+1.17	timeout
05-29 02:38	BTC	Buy	72866.6→73421.3	+3.29	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

-174.54

total pnl ($)

-36.2 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	96	53%	-36.2	-174.54

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…