deribit_basis_zscores_fear_long

not live
88
closed trades
42%
win rate
-276.83
total pnl ($)
0.511
weight
7d window — n=20 wr=30% pnl=-121.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:39BTCBuy60188→59445-6.66timeout
06-28 21:00BTCBuy60272→59630-5.77timeout
06-28 10:46BTCBuy60390→60109-2.80timeout
06-27 21:16BTCBuy59727→60353+4.86timeout
06-27 19:11BTCBuy59935→60570+4.88timeout
06-26 21:24BTCBuy59590→59766+0.95timeout
06-26 19:22BTCBuy59201→59900+5.32timeout
06-26 14:32BTCBuy59151→59953+6.28timeout
06-25 13:53BTCBuy60267→58723.7-13.19stop_loss
06-25 13:48BTCBuy60835→59276.4-13.23stop_loss
06-25 13:44BTCBuy61627.1→60043-13.28stop_loss
06-24 14:17BTCBuy62613.1→61007.4-13.27stop_loss
06-24 13:46BTCBuy62917.1→61307.3-13.24stop_loss
06-24 13:44BTCBuy62409.1→61488.9-7.82timeout
06-24 09:37BTCBuy62456.1→62636.9+0.92timeout
06-24 07:35BTCBuy62884.1→62645.9-2.39timeout
06-23 08:17BTCBuy64007.2→62367.7-13.27stop_loss
06-23 06:22BTCBuy64163.2→62520.6-13.26stop_loss
06-23 06:18BTCBuy64620.2→62965.4-13.28stop_loss
06-22 22:44BTCBuy65456.3→63780.9-13.25stop_loss
06-22 09:46BTCBuy64096.2→64063.8-0.78timeout
06-22 07:43BTCBuy64186.2→64237.8-0.04timeout
06-22 03:33BTCBuy64317.2→64233.8-1.18timeout
06-21 08:18BTCBuy63524.2→64061.8+3.68timeout
06-21 02:41BTCBuy63375.2→64219.8+6.20timeout
06-21 00:40BTCBuy63526.2→64254.8+5.23timeout
06-20 01:35BTCBuy62835.1→63518.8+4.98timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-19 17:17BTCBuy62497.1→63029.8+3.81timeout
06-18 15:57BTCBuy64011.2→62366.7-13.26stop_loss
06-18 15:40BTCBuy64426.2→62775.5-12.97stop_loss
06-18 10:39BTCBuy64911.2→63990.8-7.63timeout
06-18 08:41BTCBuy65046.3→64507.8-4.62timeout
06-17 19:50BTCBuy65674.3→63964.8-13.48stop_loss
06-17 08:31BTCBuy66823.3→65105.2-13.29stop_loss
06-17 06:58BTCBuy66412.3→65576.7-6.77timeout
06-16 17:18BTCBuy66943.3→65813.7-8.99timeout
06-16 08:07BTCBuy65716.3→66329.7+4.28timeout
06-16 05:50BTCBuy65752.3→66066.7+1.99timeout
06-15 13:20BTCBuy63961.2→66837.7+22.06take_profit
06-15 05:37BTCBuy64290.2→65687.7+10.40timeout
06-14 21:51BTCBuy64463.2→65528.7+7.77timeout
06-14 12:44BTCBuy63998.2→64322.8+2.09timeout
06-13 14:49BTCBuy63490.2→64186.8+4.99timeout
06-13 07:25BTCBuy62989.1→63704.8+5.22timeout
06-13 03:03BTCBuy63584.2→63658.8+0.14timeout
06-12 12:28BTCBuy62695.1→63459.8+5.57timeout
06-12 07:07BTCBuy62631.1→63022.8+2.63timeout
06-11 22:23BTCBuy61177.1→63550.8+18.82timeout
06-11 10:19BTCBuy61156.1→62788.9+12.77timeout
06-10 19:01BTCBuy61735.1→61843.9+0.38timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-10 09:21BTCBuy62322.1→60724.6-13.17stop_loss
06-09 14:29BTCBuy63180.2→61563.1-13.25stop_loss
06-09 13:19BTCBuy63959.2→62322.7-13.23stop_loss
06-09 06:27BTCBuy63023.2→63427.8+2.71timeout
06-08 22:48BTCBuy63190.2→63214.8-0.28timeout
06-08 12:25BTCBuy61949.1→62984.9+7.90timeout
06-08 02:02BTCBuy61513.1→63099.8+12.38timeout
06-07 21:47BTCBuy60805→61686.9+6.82timeout
06-07 07:01BTCBuy60713→62002.9+10.22timeout
06-06 23:53BTCBuy60960→60815-1.74timeout
06-06 19:51BTCBuy60397→60600+1.29timeout
06-06 04:12BTCBuy61811.1→60228.9-13.25stop_loss
06-05 18:52BTCBuy60912→59352.3-13.26stop_loss
06-05 13:57BTCBuy62391.1→60794.5-13.25stop_loss
06-05 06:20BTCBuy63235.2→61613.1-13.25stop_loss
06-05 06:01BTCBuy63742.2→62108.8-13.22stop_loss
06-05 02:32BTCBuy63170.2→62724.9-3.96timeout
06-04 01:19BTCBuy64428.2→62779.5-13.24stop_loss
06-04 00:29BTCBuy65099.3→63433.1-13.24stop_loss
06-04 00:24BTCBuy65682.3→64001.8-13.24stop_loss
06-03 20:45BTCBuy66813.3→65100.2-13.29stop_loss
06-03 03:43BTCBuy67621.4→65890.7-13.25stop_loss
06-02 14:27BTCBuy69392.5→67613.8-13.28stop_loss
06-02 13:36BTCBuy70577.5→68770.2-13.27stop_loss
06-02 12:30BTCBuy70991.5→69169.9-13.34stop_loss
06-01 15:25BTCBuy73999.7→71111.9-20.05stop_loss
06-01 04:36BTCBuy74174.7→73419.3-5.60timeout
05-31 14:58BTCBuy73895.7→73587.3-2.55timeout
05-31 04:58BTCBuy73341.7→74183.3+5.22timeout
05-30 18:39BTCBuy73823.7→73989.3+0.56timeout
05-30 15:18BTCBuy73494.7→73902.3+2.17timeout
05-29 21:29BTCBuy73687.7→73499.3-1.78timeout
05-29 20:19BTCBuy73548.7→73592.3-0.20timeout
05-29 15:46BTCBuy73040.7→73754.3+4.38timeout
05-29 13:26BTCBuy73090.7→72957.4-1.38timeout
05-29 10:34BTCBuy73394.7→73546.3+0.53timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
42%
win rate
-276.83
total pnl ($)
-62.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8842%-62.5-276.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems