opt_deribit_basis_zscore_fear_long

not live
81
closed trades
38%
win rate
-295.70
total pnl ($)
1.013
weight
7d window — n=21 wr=52% pnl=-9.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 06:10BTCBuy64184.2→64250.8+0.05timeout
06-22 05:05BTCBuy64232.2→64071.8-1.71timeout
06-22 03:33BTCBuy64330.2→64246.8-1.17timeout
06-21 05:00BTCBuy63564.2→64247.8+4.94timeout
06-21 03:48BTCBuy63434.2→64371.8+6.95timeout
06-21 02:05BTCBuy63472.2→64214.8+5.36timeout
06-20 00:35BTCBuy62993.1→63715.8+5.26timeout
06-19 21:27BTCBuy62924.1→63139.8+1.21timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:37BTCBuy64440.2→62842.4-12.56stop_loss
06-18 15:17BTCBuy64819.2→63203.2-12.60stop_loss
06-18 15:17BTCBuy64883.2→63285.2-12.43stop_loss
06-17 19:33BTCBuy65703.3→64394.8-10.42timeout
06-17 16:19BTCBuy65749.3→65890.7+0.57timeout
06-17 11:05BTCBuy66155.3→64525.5-12.84stop_loss
06-16 18:05BTCBuy66788.3→66091.7-5.74timeout
06-16 15:22BTCBuy66630.3→65713.7-7.40timeout
06-16 12:02BTCBuy66170.3→66407.7+1.26timeout
06-15 13:33BTCBuy64237.2→66845.7+19.87timeout
06-15 12:29BTCBuy64449.2→66230.7+13.39timeout
06-15 11:04BTCBuy64453.2→65882.7+10.64timeout
06-14 09:45BTCBuy63787.2→64519.8+5.24timeout
06-14 08:39BTCBuy63843.2→64481.8+4.52timeout
06-14 07:37BTCBuy63798.2→64301.8+3.49timeout
06-13 09:34BTCBuy63893.2→63801.8-1.25timeout
06-13 08:27BTCBuy63481.2→63779.8+1.80timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-12 09:03BTCBuy62926.1→63458.8+3.71timeout
06-12 07:51BTCBuy62676.1→62988.9+2.01timeout
06-12 06:44BTCBuy62899.1→62904.9-0.45timeout
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 16:37BTCBuy61282.1→62312.9+7.90timeout
06-10 15:35BTCBuy61303.1→62291.9+7.56timeout
06-10 14:41BTCBuy61487.1→61996.9+3.66timeout
06-09 15:56BTCBuy62550.1→61011.4-12.75stop_loss
06-09 14:35BTCBuy62961.1→61410.2-12.77stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 12:26BTCBuy63003.2→62726.9-2.59timeout
06-09 00:46BTCBuy64069.2→62493.6-12.75stop_loss
06-08 22:08BTCBuy61850.1→63427.8+12.27timeout
06-08 11:37BTCBuy62611.1→63804.8+9.06timeout
06-08 06:19BTCBuy61796.1→63075.8+9.89timeout
06-07 15:27BTCBuy60636→61811.9+9.23timeout
06-07 10:44BTCBuy60389→62332.9+15.66timeout
06-07 05:58BTCBuy60869→61733.9+6.70timeout
06-06 14:31BTCBuy60414→60793+2.69timeout
06-06 04:27BTCBuy61290.1→59770.1-12.85stop_loss
06-06 04:13BTCBuy61641.1→60121.9-12.78stop_loss
06-05 18:52BTCBuy60777→59282.4-12.75stop_loss
06-05 18:52BTCBuy60930→59431.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 13:49BTCBuy62975.1→61419.2-12.81stop_loss
06-05 06:24BTCBuy62670.1→61121.4-12.80stop_loss
06-05 06:21BTCBuy63112.2→61560.1-12.74stop_loss
06-05 06:20BTCBuy63236.2→61677.1-12.74stop_loss
06-05 02:30BTCBuy64116.2→62539.6-12.74stop_loss
06-05 01:46BTCBuy62618.1→63352.8+5.43timeout
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 01:22BTCBuy64283.2→62702.5-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:53BTCBuy67080.4→65409-12.94stop_loss
06-03 19:52BTCBuy67122.4→65471-12.79stop_loss
06-03 16:27BTCBuy67185.4→65532.9-12.76stop_loss
06-03 03:43BTCBuy67471.4→65810.8-12.76stop_loss
06-03 03:28BTCBuy67780.4→66112.6-12.76stop_loss
06-02 23:04BTCBuy67811.4→66142.6-12.76stop_loss
06-02 14:10BTCBuy69987.5→68264.4-12.77stop_loss
06-02 12:31BTCBuy70863.5→69120-12.80stop_loss
06-02 09:29BTCBuy71025.6→69274.9-12.81stop_loss
06-01 22:26BTCBuy73973.7→71240.8-19.07stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
05-31 18:58BTCBuy74010.7→73611.3-3.22timeout
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-29 19:13BTCBuy73453.7→73400.3-0.87timeout
05-29 16:55BTCBuy73385.7→74028.3+3.84timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 14:36BTCBuy72865.6→72764.4-1.27timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
38%
win rate
-295.70
total pnl ($)
-72.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8138%-72.8-295.70

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems