deribit_basis_zscore_negative_two_confluence_fear_long

not live
97
closed trades
36%
win rate
-400.09
total pnl ($)
0.296
weight
7d window — n=24 wr=29% pnl=-159.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 97 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:47BTCBuy60780→59223.4-13.24stop_loss
06-28 19:38BTCBuy59902→59412-4.51timeout
06-27 20:34BTCBuy59511→60233+5.73timeout
06-27 18:28BTCBuy59628→60459+6.55timeout
06-27 16:21BTCBuy59713→60711+8.01timeout
06-27 14:31BTCBuy59264→60578+10.62timeout
06-26 17:50BTCBuy59339→59963+4.61timeout
06-25 13:53BTCBuy60254→58707.7-13.21stop_loss
06-25 13:53BTCBuy60283→58723.7-13.30stop_loss
06-25 13:48BTCBuy60960→59397.3-13.21stop_loss
06-25 13:48BTCBuy60996→59417.3-13.34stop_loss
06-24 16:51BTCBuy61373.1→59800.1-13.24stop_loss
06-24 14:19BTCBuy62523.1→60882.5-13.54stop_loss
06-24 14:19BTCBuy62443.1→60841.5-13.24stop_loss
06-24 14:19BTCBuy62454.1→60841.5-13.33stop_loss
06-24 13:47BTCBuy62895.1→61283.3-13.25stop_loss
06-24 13:22BTCBuy63348.2→61713-13.36stop_loss
06-23 08:17BTCBuy63990.2→62349.7-13.28stop_loss
06-23 08:15BTCBuy64087.2→62562.9-12.43timeout
06-23 06:18BTCBuy64649.2→62994.3-13.27stop_loss
06-23 06:10BTCBuy64178.2→63133.8-8.66timeout
06-23 03:33BTCBuy64331.2→64019.8-2.87timeout
06-22 21:24BTCBuy63920.2→64223.8+1.91timeout
06-22 17:46BTCBuy63805.2→64458.8+4.56timeout
06-21 00:27BTCBuy62925.1→64220.8+9.78timeout
06-20 22:20BTCBuy62783.1→64059.8+9.72timeout
06-20 20:05BTCBuy63149.2→63901.8+5.58timeout
06-20 17:56BTCBuy62567.1→63830.8+9.63timeout
06-20 16:21BTCBuy62668.1→63996.8+10.01timeout
06-18 15:40BTCBuy64281.2→62636.5-12.98stop_loss
06-18 15:39BTCBuy64443.2→62790.4-13.04stop_loss
06-18 15:38BTCBuy64488.2→62837.4-13.05stop_loss
06-18 15:18BTCBuy64778.2→63118.3-12.85stop_loss
06-18 15:17BTCBuy64969.2→63305.2-12.81stop_loss
06-17 22:03BTCBuy65526.3→63848.9-13.24stop_loss
06-17 19:42BTCBuy65809.3→64122.7-13.27stop_loss
06-17 19:29BTCBuy66162.3→64464.5-13.30stop_loss
06-17 08:52BTCBuy66493.3→64789.3-13.32stop_loss
06-17 08:31BTCBuy66823.3→65113.2-13.28stop_loss
06-17 06:10BTCBuy65842.3→65815.7-0.71timeout
06-16 13:11BTCBuy64294.2→66099.7+13.43timeout
06-16 11:03BTCBuy64464.2→66584.7+15.82timeout
06-16 06:45BTCBuy64237.2→66398.7+16.53timeout
06-15 15:59BTCBuy64058.2→67254.6+24.42take_profit
06-15 01:49BTCBuy63802.2→65600.7+13.59timeout
06-14 11:29BTCBuy63807.2→64553.8+5.40timeout
06-14 09:28BTCBuy63761.2→64318.8+3.80timeout
06-14 05:18BTCBuy63500.2→64323.8+6.09timeout
06-13 17:38BTCBuy63146.2→64080.8+6.91timeout
06-12 12:39BTCBuy61660.1→63388.8+13.42timeout
06-12 10:38BTCBuy61296.1→63703.8+19.03timeout
06-12 08:26BTCBuy61492.1→63458.8+15.35timeout
06-11 18:59BTCBuy61805.1→63435.8+12.48timeout
06-11 15:24BTCBuy61453.1→62745.9+9.88timeout
06-10 09:21BTCBuy62296.1→60699.6-13.17stop_loss
06-09 14:43BTCBuy62891.1→61281.3-13.28stop_loss
06-09 14:30BTCBuy63052.2→61431.2-13.32stop_loss
06-09 14:21BTCBuy63220.2→61602.1-13.25stop_loss
06-09 14:18BTCBuy63355.2→61733-13.26stop_loss
06-09 08:26BTCBuy62448.1→62915.9+3.25timeout
06-07 22:15BTCBuy60770→63802.8+24.52take_profit
06-07 22:15BTCBuy60750→63781.8+24.52take_profit
06-07 22:14BTCBuy60535→63555.8+24.51take_profit
06-07 22:14BTCBuy60483→63500.8+24.51take_profit
06-07 08:23BTCBuy59474→62441.9+24.61take_profit
06-06 04:27BTCBuy61341.1→59771.1-13.25stop_loss
06-05 18:54BTCBuy60706→59152.4-13.25stop_loss
06-05 18:43BTCBuy61370.1→59799.1-13.25stop_loss
06-05 15:37BTCBuy61846.1→60255.8-13.29stop_loss
06-05 14:26BTCBuy61983.1→60396.8-13.25stop_loss
06-05 13:57BTCBuy62402.1→60799.5-13.29stop_loss
06-05 13:57BTCBuy62436.1→60837.5-13.25stop_loss
06-05 13:56BTCBuy62505.1→60901.5-13.29stop_loss
06-05 06:24BTCBuy62723.1→61116.4-13.20stop_loss
06-05 06:20BTCBuy63290.2→61670.1-13.20stop_loss
06-05 06:03BTCBuy63629.2→62000.9-13.18stop_loss
06-05 05:59BTCBuy63850.2→62214.8-13.21stop_loss
06-04 09:29BTCBuy64402.2→62753.5-13.25stop_loss
06-04 01:16BTCBuy64457.2→62807.4-13.25stop_loss
06-04 00:29BTCBuy65053.3→63388.1-13.25stop_loss
06-03 20:55BTCBuy66421.3→64652.4-13.81stop_loss
06-03 19:55BTCBuy66888.3→65166.1-13.38stop_loss
06-03 19:55BTCBuy66903.3→65166.1-13.50stop_loss
06-03 19:52BTCBuy67183.4→65464-13.28stop_loss
06-03 16:24BTCBuy67348.4→65624.9-13.26stop_loss
06-03 03:49BTCBuy67331.4→65599.9-13.31stop_loss
06-03 03:44BTCBuy67411.4→65682.9-13.28stop_loss
06-02 22:59BTCBuy68022.4→66241.5-13.54stop_loss
06-02 14:27BTCBuy69444.5→67663.8-13.28stop_loss
06-02 14:08BTCBuy70347.5→68547.3-13.26stop_loss
06-02 12:35BTCBuy70886.5→69069-13.34stop_loss
06-01 15:32BTCBuy73617.7→71299.8-16.31stop_loss
06-01 15:32BTCBuy73631.7→71299.8-16.42stop_loss
06-01 15:32BTCBuy73613.7→71299.8-16.32stop_loss
05-31 12:06BTCBuy73349.7→73854.3+2.72timeout
05-31 09:53BTCBuy73711.7→73861.3+0.26timeout
05-31 07:50BTCBuy73372.7→73847.3+2.48timeout

Paper vs Live

Paper (trades.jsonl)
97
closed
36%
win rate
-400.09
total pnl ($)
-82.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9736%-82.2-400.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems