deribit_basis_zscores_fear_long_v2 · strategy

151

closed trades

46%

win rate

-435.50

total pnl ($)

0.250

weight

7d window — n=37 wr=41% pnl=-169.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 05:53	BTC	Buy	60230→59920	-3.02	timeout
06-28 02:53	BTC	Buy	60322→60133	-2.01	timeout
06-27 21:19	BTC	Buy	59693→60348	+5.11	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.33	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.86	timeout
06-27 04:26	BTC	Buy	59916→60444	+3.97	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.96	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 18:04	BTC	Buy	59437→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59622→58156	-12.66	stop_loss
06-25 13:54	BTC	Buy	59973→58467.8	-12.92	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-25 13:51	BTC	Buy	60688→59195.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60903→59403.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61294.1→59730.1	-13.18	stop_loss
06-24 15:25	BTC	Buy	62173.1→60876	-10.80	timeout
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:47	BTC	Buy	62821.1→61276.3	-12.73	stop_loss
06-24 13:44	BTC	Buy	62908.1→61359.2	-12.76	stop_loss
06-24 13:08	BTC	Buy	62141.1→62200.9	+0.03	timeout
06-24 12:07	BTC	Buy	62427.1→62807.9	+2.60	timeout
06-24 08:19	BTC	Buy	62411.1→62675.9	+1.62	timeout
06-23 08:17	BTC	Buy	63988.2→62395.7	-12.91	stop_loss
06-23 08:17	BTC	Buy	64037.2→62461.6	-12.76	stop_loss
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.93	stop_loss
06-23 06:08	BTC	Buy	64716.2→63123.3	-12.78	stop_loss
06-22 23:34	BTC	Buy	63368.2→63959.8	+4.21	timeout
06-22 22:02	BTC	Buy	63710.2→64334.8	+4.45	timeout
06-22 06:10	BTC	Buy	64177.2→64258.8	+0.17	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 23:14	BTC	Buy	64247.2→63660.8	-4.99	timeout
06-21 21:56	BTC	Buy	64003.2→63740.8	-2.50	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 00:13	BTC	Buy	63463.2→64224.8	+5.49	timeout
06-20 23:02	BTC	Buy	63275.2→64243.8	+7.20	timeout
06-20 22:00	BTC	Buy	63043.2→63966.8	+6.88	timeout
06-20 21:00	BTC	Buy	63190.2→63893.8	+5.13	timeout
06-20 01:09	BTC	Buy	63003.2→63414.8	+2.83	timeout
06-20 00:04	BTC	Buy	62898.1→63530.8	+4.63	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:57	BTC	Buy	62504.1→63182.8	+4.98	timeout
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64195.2→62599.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:37	BTC	Buy	64510.2→62874.4	-12.94	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.55	stop_loss
06-18 09:22	BTC	Buy	64919.2→64424.8	-4.35	timeout
06-17 22:03	BTC	Buy	65554.3→63928.8	-12.84	stop_loss
06-17 19:42	BTC	Buy	65702.3→64085.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65762.3→64139.7	-12.80	stop_loss
06-17 19:39	BTC	Buy	65837.3→64216.7	-12.76	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.48	timeout
06-17 04:40	BTC	Buy	65861.3→65899.7	-0.20	timeout
06-16 19:22	BTC	Buy	66530.3→65665.7	-7.04	timeout
06-16 18:15	BTC	Buy	66784.3→66082.7	-5.78	timeout
06-16 17:16	BTC	Buy	66914.3→65769.7	-9.09	timeout
06-16 07:01	BTC	Buy	65724.3→66388.7	+4.69	timeout
06-16 03:58	BTC	Buy	65936.3→66092.7	+0.78	timeout
06-15 13:46	BTC	Buy	64323.2→66549.7	+16.87	timeout
06-15 13:16	BTC	Buy	63907.2→66713.7	+21.53	take_profit
06-15 12:43	BTC	Buy	64317.2→66419.7	+15.91	timeout
06-15 05:39	BTC	Buy	64327.2→65682.7	+10.07	timeout
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-14 13:44	BTC	Buy	64159.2→64349.8	+1.04	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+1.94	timeout
06-14 08:09	BTC	Buy	63756.2→64426.8	+4.74	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 10:47	BTC	Buy	63660.2→63856.8	+1.00	timeout
06-13 08:39	BTC	Buy	63451.2→63850.8	+2.60	timeout
06-13 04:32	BTC	Buy	63779.2→63535.8	-2.35	timeout
06-13 02:19	BTC	Buy	63578.2→63767.8	+1.01	timeout
06-13 00:18	BTC	Buy	63617.2→63531.8	-1.24	timeout
06-12 09:50	BTC	Buy	62895.1→63830.8	+6.90	timeout
06-12 08:31	BTC	Buy	62918.1→63467.8	+3.83	timeout
06-12 04:11	BTC	Buy	62622.1→63495.8	+6.45	timeout
06-12 00:09	BTC	Buy	61562.1→63699.8	+16.82	timeout
06-11 19:30	BTC	Buy	61181.1→63867.8	+21.39	take_profit
06-11 09:17	BTC	Buy	61054.1→62758.9	+13.40	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 16:43	BTC	Buy	61081.1→62255.9	+9.10	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:25	BTC	Buy	63662.2→62263.9	-11.41	timeout
06-09 01:47	BTC	Buy	63129.2→62737.9	-3.54	timeout
06-08 23:09	BTC	Buy	62791.1→63541.8	+5.50	timeout
06-08 22:06	BTC	Buy	61755.1→63478.8	+13.47	timeout
06-08 20:48	BTC	Buy	61793.1→63338.8	+12.01	timeout
06-08 12:22	BTC	Buy	62027.1→62861.9	+6.27	timeout
06-07 22:14	BTC	Buy	60642→63304.8	+21.52	take_profit

Paper vs Live

Paper (trades.jsonl)

151

closed

46%

win rate

-435.50

total pnl ($)

-57.5 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	151	46%	-57.5	-435.50

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…