deribit_basis_zscore_xtreme_fear_dom_long · strategy

closed trades

48%

win rate

-215.97

total pnl ($)

0.748

weight

7d window — n=24 wr=38% pnl=-84.44 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:28	BTC	Buy	60296→59464	-7.40	timeout
06-28 17:08	BTC	Buy	60003→59767	-2.40	timeout
06-28 08:32	BTC	Buy	60238→60184	-0.90	timeout
06-28 02:26	BTC	Buy	60620→60055	-5.11	timeout
06-27 19:48	BTC	Buy	60466→60123	-3.26	timeout
06-27 00:09	BTC	Buy	59414→60100	+5.31	timeout
06-26 17:56	BTC	Buy	59921→59948	-0.27	timeout
06-26 11:47	BTC	Buy	59889→59399	-4.57	timeout
06-26 05:42	BTC	Buy	59592→59876	+1.94	timeout
06-25 13:48	BTC	Buy	61233.1→59359.3	-15.75	stop_loss
06-25 13:46	BTC	Buy	61533.1→59651.2	-15.72	stop_loss
06-25 11:35	BTC	Buy	61031.1→61232.9	+1.20	timeout
06-25 05:29	BTC	Buy	59713→61588.9	+15.27	timeout
06-24 15:44	BTC	Buy	62428.1→60518.7	-15.73	stop_loss
06-24 14:19	BTC	Buy	62869.1→60942.5	-15.76	stop_loss
06-24 11:32	BTC	Buy	62639.1→62443.9	-2.02	timeout
06-24 05:35	BTC	Buy	62618.1→62931.9	+2.02	timeout
06-23 23:18	BTC	Buy	62378.1→62546.9	+0.91	timeout
06-23 17:22	BTC	Buy	63537.2→62552.9	-8.20	timeout
06-23 08:27	BTC	Buy	63982.2→62021.9	-15.75	stop_loss
06-23 03:39	BTC	Buy	64995.2→63944.8	-8.53	timeout
06-22 21:10	BTC	Buy	64146.2→64374.8	+1.33	timeout
06-22 15:03	BTC	Buy	64083.2→65072.7	+7.22	timeout
06-22 09:00	BTC	Buy	63833.2→64117.8	+1.74	timeout
06-22 02:35	BTC	Buy	63972.2→64458.8	+3.31	timeout
06-21 19:44	BTC	Buy	64186.2→64190.8	-0.41	timeout
06-21 05:42	BTC	Buy	63829.2→64299.8	+3.24	timeout
06-20 22:45	BTC	Buy	63593.2→64231.8	+4.57	timeout
06-20 16:40	BTC	Buy	63534.2→63999.8	+3.18	timeout
06-20 10:38	BTC	Buy	63223.2→63592.8	+2.44	timeout
06-20 04:38	BTC	Buy	63302.2→63509.8	+1.20	timeout
06-19 22:37	BTC	Buy	62452.1→63216.8	+5.65	timeout
06-19 17:23	BTC	Buy	62558.1→63010.8	+3.17	timeout
06-19 11:08	BTC	Buy	62791.1→62430.9	-3.28	timeout
06-19 04:54	BTC	Buy	62630.1→62484.9	-1.58	timeout
06-18 23:21	BTC	Buy	63941.2→62786.9	-9.40	timeout
06-18 17:04	BTC	Buy	63734.2→62501.9	-9.99	timeout
06-18 10:57	BTC	Buy	64328.2→64129.8	-2.03	timeout
06-17 23:08	BTC	Buy	64663.2→64233.8	-3.77	timeout
06-17 22:03	BTC	Buy	65882.3→63844.9	-15.91	stop_loss
06-17 17:13	BTC	Buy	65770.3→65872.7	+0.28	timeout
06-17 11:11	BTC	Buy	65747.3→64665.8	-8.71	timeout
06-17 05:04	BTC	Buy	65760.3→65874.7	+0.40	timeout
06-16 22:57	BTC	Buy	66480.3→65764.7	-5.87	timeout
06-16 16:39	BTC	Buy	65837.3→65787.7	-0.87	timeout
06-15 22:54	BTC	Buy	65847.3→66178.7	+2.04	timeout
06-15 16:02	BTC	Buy	65857.3→67102.6	+8.97	timeout
06-15 09:23	BTC	Buy	64641.2→65689.7	+7.66	timeout
06-15 02:03	BTC	Buy	64257.2→65480.7	+9.05	timeout
06-14 19:54	BTC	Buy	64402.2→63750.8	-5.53	timeout
06-14 13:53	BTC	Buy	64610.2→64275.8	-3.04	timeout
06-14 07:50	BTC	Buy	64318.2→64406.8	+0.16	timeout
06-14 01:51	BTC	Buy	64106.2→64607.8	+3.47	timeout
06-13 19:51	BTC	Buy	63838.2→64297.8	+3.15	timeout
06-13 13:53	BTC	Buy	63801.2→64089.8	+1.79	timeout
06-13 07:42	BTC	Buy	63683.2→63795.8	+0.43	timeout
06-12 23:25	BTC	Buy	63839.2→63426.8	-3.70	timeout
06-12 17:22	BTC	Buy	63473.2→63790.8	+2.04	timeout
06-12 10:03	BTC	Buy	63555.2→63662.8	+0.35	timeout
06-12 01:59	BTC	Buy	63051.2→63388.8	+2.17	timeout
06-11 19:08	BTC	Buy	62615.1→63435.8	+6.04	timeout
06-11 03:59	BTC	Buy	62609.1→62660.9	-0.11	timeout
06-10 20:18	BTC	Buy	61677.1→61769.9	+0.27	timeout
06-10 02:38	BTC	Buy	61493.1→62016.9	+3.86	timeout
06-09 14:46	BTC	Buy	63167.2→61235.3	-15.75	stop_loss
06-09 06:48	BTC	Buy	63354.2→63381.8	-0.26	timeout
06-09 00:49	BTC	Buy	63565.2→62461.9	-9.14	timeout
06-08 18:47	BTC	Buy	62958.1→63388.8	+2.94	timeout
06-08 12:45	BTC	Buy	63642.2→63530.8	-1.33	timeout
06-08 06:43	BTC	Buy	62185.1→63004.8	+6.13	timeout
06-08 00:41	BTC	Buy	61810.1→63658.8	+14.45	timeout
06-07 18:33	BTC	Buy	62084.1→62246.9	+0.88	timeout
06-07 12:29	BTC	Buy	60770→61936.9	+9.14	timeout
06-07 06:23	BTC	Buy	60503→61825.9	+10.51	timeout
06-07 00:21	BTC	Buy	60906→60805	-1.29	timeout
06-06 18:07	BTC	Buy	61016.1→60468	-4.91	timeout
06-05 18:51	BTC	Buy	61379.1→59501.3	-15.75	stop_loss
06-05 14:04	BTC	Buy	62485.1→60573.7	-15.75	stop_loss
06-05 06:22	BTC	Buy	63256.2→61319.3	-15.76	stop_loss
06-05 06:20	BTC	Buy	63618.2→61672.1	-15.72	stop_loss
06-05 04:23	BTC	Buy	63690.2→62748.9	-7.81	timeout
06-04 22:02	BTC	Buy	63176.2→63380.8	+1.19	timeout
06-04 17:23	BTC	Buy	63796.2→63191.8	-5.23	timeout
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 23:02	BTC	Buy	66654.3→64615.4	-15.80	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:46	BTC	Buy	66687.3→67090.6	+2.51	timeout
06-03 03:50	BTC	Buy	67556.4→65485	-15.79	stop_loss
06-02 14:23	BTC	Buy	70035.5→67891.6	-15.77	stop_loss
06-02 13:15	BTC	Buy	70978.5→68804.1	-15.78	stop_loss
05-31 23:07	BTC	Buy	73897.7→74039.3	+0.52	timeout
05-31 07:46	BTC	Buy	74029.7→73861.3	-1.66	timeout
05-30 02:52	BTC	Buy	72959.6→73709.3	+4.67	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-215.97

total pnl ($)

-45.2 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	95	48%	-45.2	-215.97

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…