fear_greed_deribit_zscore_long_x3485390 · strategy

closed trades

45%

win rate

-197.70

total pnl ($)

0.804

weight

7d window — n=23 wr=43% pnl=-70.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 20:18	BTC	Buy	59571→59745	+0.98	timeout
06-26 14:12	BTC	Buy	59740→59997	+1.68	timeout
06-26 02:21	BTC	Buy	59860→58326.9	-13.25	stop_loss
06-26 01:29	BTC	Buy	59541→59287	-2.57	timeout
06-25 13:46	BTC	Buy	61221.1→59654.2	-13.24	stop_loss
06-25 13:44	BTC	Buy	61630.1→60053	-13.21	stop_loss
06-25 07:20	BTC	Buy	60849→61804.9	+7.40	timeout
06-25 01:10	BTC	Buy	59888→60709	+6.40	timeout
06-24 14:19	BTC	Buy	62591.1→60951.5	-13.54	stop_loss
06-24 13:46	BTC	Buy	62930.1→61318.3	-13.25	stop_loss
06-24 07:22	BTC	Buy	62573.1→62695.9	+0.50	timeout
06-24 00:59	BTC	Buy	62550.1→62976.9	+2.95	timeout
06-23 18:26	BTC	Buy	62330.1→62342.9	-0.35	timeout
06-23 08:27	BTC	Buy	63650.2→62018.9	-13.25	stop_loss
06-23 06:42	BTC	Buy	63902.2→62958.9	-7.84	timeout
06-23 00:28	BTC	Buy	64658.2→63816.8	-6.95	timeout
06-22 18:25	BTC	Buy	64155.2→64642.8	+3.33	timeout
06-22 12:17	BTC	Buy	63951.2→64688.8	+5.27	timeout
06-22 06:17	BTC	Buy	63660.2→64192.8	+3.73	timeout
06-22 00:14	BTC	Buy	64091.2→63457.8	-5.39	timeout
06-21 17:56	BTC	Buy	64189.2→64135.8	-0.85	timeout
06-21 11:44	BTC	Buy	64420.2→64239.8	-1.83	timeout
06-21 03:05	BTC	Buy	63814.2→64219.8	+2.73	timeout
06-20 10:33	BTC	Buy	63455.2→63627.8	+0.89	timeout
06-20 04:28	BTC	Buy	63050.2→63535.8	+3.41	timeout
06-19 22:27	BTC	Buy	63232.2→63276.8	-0.11	timeout
06-19 16:23	BTC	Buy	62678.1→63266.8	+4.25	timeout
06-19 10:37	BTC	Buy	62910.1→62421.9	-4.30	timeout
06-19 04:14	BTC	Buy	63155.2→62853.9	-2.82	timeout
06-18 15:57	BTC	Buy	63893.2→62255.7	-13.25	stop_loss
06-18 15:37	BTC	Buy	64519.2→62843.4	-13.32	stop_loss
06-18 10:23	BTC	Buy	64631.2→63887.8	-6.24	timeout
06-18 04:20	BTC	Buy	64323.2→63851.8	-4.12	timeout
06-17 22:09	BTC	Buy	65190.3→64156.8	-8.37	timeout
06-17 16:05	BTC	Buy	65451.3→65810.7	+2.31	timeout
06-17 10:04	BTC	Buy	65872.3→64844.8	-8.28	timeout
06-17 04:02	BTC	Buy	65584.3→65813.7	+1.28	timeout
06-16 21:59	BTC	Buy	66057.3→65744.7	-2.85	timeout
06-16 15:57	BTC	Buy	66320.3→65933.7	-3.35	timeout
06-16 09:48	BTC	Buy	66344.3→66555.7	+1.14	timeout
06-16 03:41	BTC	Buy	66631.3→66073.7	-4.63	timeout
06-15 21:40	BTC	Buy	66475.3→66401.7	-1.02	timeout
06-15 15:34	BTC	Buy	65757.3→66586.7	+5.86	timeout
06-15 09:28	BTC	Buy	65422.3→65636.7	+1.19	timeout
06-15 03:21	BTC	Buy	63794.2→65695.7	+14.44	timeout
06-14 21:20	BTC	Buy	64299.2→64747.8	+3.03	timeout
06-14 15:21	BTC	Buy	64305.2→64014.8	-2.71	timeout
06-14 09:14	BTC	Buy	64626.2→64400.8	-2.21	timeout
06-14 03:13	BTC	Buy	64151.2→64470.8	+2.05	timeout
06-13 21:09	BTC	Buy	64136.2→64266.8	+0.56	timeout
06-13 15:04	BTC	Buy	63674.2→64193.8	+3.62	timeout
06-13 09:47	BTC	Buy	63804.2→63763.8	-0.79	timeout
06-13 03:33	BTC	Buy	63643.2→63460.8	-1.88	timeout
06-12 16:31	BTC	Buy	63474.2→63872.8	+2.68	timeout
06-12 10:37	BTC	Buy	63557.2→63703.8	+0.68	timeout
06-12 04:16	BTC	Buy	63487.2→63534.8	-0.10	timeout
06-11 21:44	BTC	Buy	62910.1→63481.8	+4.05	timeout
06-11 14:46	BTC	Buy	62832.1→62865.9	-0.21	timeout
06-11 05:59	BTC	Buy	61272.1→62614.9	+10.46	timeout
06-10 22:37	BTC	Buy	61854.1→61328.9	-4.69	timeout
06-10 16:17	BTC	Buy	61681.1→62297.9	+4.52	timeout
06-10 03:27	BTC	Buy	61756.1→62016.9	+1.70	timeout
06-09 16:09	BTC	Buy	62472.1→60873.5	-13.26	stop_loss
06-09 14:29	BTC	Buy	63197.2→61580.1	-13.25	stop_loss
06-09 02:50	BTC	Buy	63356.2→62686.9	-5.73	timeout
06-08 20:32	BTC	Buy	63161.2→63224.8	+0.04	timeout
06-08 14:28	BTC	Buy	63026.2→63816.8	+5.81	timeout
06-08 06:35	BTC	Buy	63023.2→63000.8	-0.63	timeout
06-08 00:43	BTC	Buy	62189.1→63772.8	+12.25	timeout
06-07 18:39	BTC	Buy	62327.1→62156.9	-1.80	timeout
06-07 12:28	BTC	Buy	61491.1→61946.9	+3.25	timeout
06-07 06:24	BTC	Buy	60508→61837.9	+10.56	timeout
06-07 00:22	BTC	Buy	60646→60807	+0.87	timeout
06-06 14:07	BTC	Buy	61028.1→60921	-1.32	timeout
06-06 04:27	BTC	Buy	61413.1→59839.1	-13.27	stop_loss
06-05 18:54	BTC	Buy	60696→59142.5	-13.26	stop_loss
06-05 13:49	BTC	Buy	63030.2→61417.2	-13.25	stop_loss
06-05 06:23	BTC	Buy	62854.1→61245.3	-13.24	stop_loss
06-05 05:33	BTC	Buy	63468.2→63476.8	-0.36	timeout
06-05 00:02	BTC	Buy	63765.2→63775.8	-0.34	timeout
06-04 17:56	BTC	Buy	63145.2→63408.8	+1.61	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 12:38	BTC	Buy	66353.3→66937.7	+3.97	timeout
06-03 07:32	BTC	Buy	66360.3→67191.6	+5.77	timeout
06-02 23:56	BTC	Buy	67284.4→66772.7	-4.26	timeout
06-02 14:10	BTC	Buy	70036.5→68238.4	-13.30	stop_loss
06-02 09:51	BTC	Buy	70917.5→69444.5	-10.89	timeout
05-31 00:59	BTC	Buy	73895.7→74012.3	+0.32	timeout
05-29 22:52	BTC	Buy	73014.7→73382.3	+2.06	timeout
05-29 15:47	BTC	Buy	73372.7→73724.3	+1.93	timeout
05-29 05:43	BTC	Buy	73865.7→73387.3	-3.73	timeout
05-28 22:34	BTC	Buy	73002.6→73542.3	+3.20	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-197.70

total pnl ($)

-42.0 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	94	45%	-42.0	-197.70

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 13:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…