opts_basis_zscore_fear_long

not live
121
closed trades
46%
win rate
-303.31
total pnl ($)
0.250
weight
7d window — n=32 wr=41% pnl=-156.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:10BTCBuy60042→60212+1.02timeout
06-27 19:00BTCBuy59602→60539+7.44timeout
06-27 03:43BTCBuy59413→60290+6.93timeout
06-26 19:19BTCBuy59204→59950+5.73timeout
06-26 14:39BTCBuy59736→59637-1.33timeout
06-26 12:42BTCBuy60537→59044.5-12.79stop_loss
06-26 02:13BTCBuy60100→58620.7-12.75stop_loss
06-25 13:57BTCBuy59783→58312.9-12.67stop_loss
06-25 13:53BTCBuy60367→58882.6-12.66stop_loss
06-25 13:48BTCBuy60824→59318.4-12.79stop_loss
06-25 13:48BTCBuy60919→59414.3-12.75stop_loss
06-25 13:46BTCBuy61278.1→59770.1-12.74stop_loss
06-24 14:17BTCBuy62600.1→61060.4-12.73stop_loss
06-24 13:57BTCBuy62766.1→61222.3-12.75stop_loss
06-24 13:46BTCBuy62843.1→61295.3-12.76stop_loss
06-24 13:43BTCBuy63056.2→61494.2-12.84stop_loss
06-24 12:23BTCBuy62354.1→62736.9+2.62timeout
06-24 08:24BTCBuy62201.1→62661.9+3.16timeout
06-23 08:17BTCBuy63934.2→62360.7-12.76stop_loss
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-23 06:22BTCBuy64080.2→62503.6-12.78stop_loss
06-23 06:20BTCBuy64474.2→62886.4-12.78stop_loss
06-23 05:26BTCBuy64203.2→63367.8-6.99timeout
06-23 01:12BTCBuy63839.2→64229.8+2.62timeout
06-22 21:10BTCBuy63601.2→64374.8+5.62timeout
06-22 16:50BTCBuy64120.2→64617.8+3.42timeout
06-22 08:48BTCBuy63921.2→64076.8+0.68timeout
06-22 04:46BTCBuy64447.2→64019.8-3.79timeout
06-22 00:42BTCBuy64280.2→63917.8-3.29timeout
06-21 18:19BTCBuy63833.2→63976.8+0.75timeout
06-21 14:14BTCBuy63176.2→64031.8+6.39timeout
06-21 06:41BTCBuy63695.2→64282.8+4.16timeout
06-21 02:41BTCBuy63375.2→64219.8+6.20timeout
06-20 22:27BTCBuy63282.2→64217.8+6.94timeout
06-20 17:17BTCBuy63035.2→63888.8+6.29timeout
06-20 09:07BTCBuy62505.1→63438.8+6.90timeout
06-20 05:00BTCBuy62445.1→63567.8+8.55timeout
06-20 00:39BTCBuy62980.1→63549.8+4.06timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-19 15:52BTCBuy62565.1→63190.8+4.56timeout
06-18 15:57BTCBuy63870.2→62298.7-12.59stop_loss
06-18 15:51BTCBuy64160.2→62575.6-12.72stop_loss
06-18 15:51BTCBuy64170.2→62590.6-12.51stop_loss
06-18 11:14BTCBuy64603.2→63989.8-5.28timeout
06-18 05:05BTCBuy65253.3→63647-12.77stop_loss
06-17 19:50BTCBuy65665.3→64050.8-12.76stop_loss
06-17 19:42BTCBuy65742.3→64125.7-12.77stop_loss
06-17 19:06BTCBuy65656.3→65426.7-2.27timeout
06-17 15:01BTCBuy65631.3→65106.7-4.45timeout
06-17 08:44BTCBuy66497.3→64858.3-12.78stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 20:16BTCBuy66513.3→65743.7-6.33timeout
06-16 15:44BTCBuy66892.3→65806.7-8.64timeout
06-16 11:02BTCBuy65931.3→66532.7+4.06timeout
06-16 06:11BTCBuy65854.3→66128.7+1.69timeout
06-16 02:03BTCBuy65486.3→66309.7+5.85timeout
06-15 15:46BTCBuy64160.2→66976.7+21.52take_profit
06-15 12:26BTCBuy64480.2→66265.7+13.41timeout
06-15 07:00BTCBuy64260.2→65739.7+11.05timeout
06-15 02:59BTCBuy64474.2→65441.7+7.02timeout
06-14 21:22BTCBuy64220.2→64659.8+2.95timeout
06-14 13:07BTCBuy64129.2→64338.8+1.18timeout
06-14 09:00BTCBuy63795.2→64429.8+4.47timeout
06-14 05:01BTCBuy63486.2→64349.8+6.39timeout
06-14 00:57BTCBuy63615.2→64512.8+6.64timeout
06-13 19:28BTCBuy63727.2→64129.8+2.71timeout
06-13 08:33BTCBuy63472.2→63779.8+1.88timeout
06-13 04:32BTCBuy63770.2→63528.8-2.34timeout
06-13 00:16BTCBuy63602.2→63570.8-0.81timeout
06-12 15:29BTCBuy62679.1→64182.8+11.46timeout
06-12 11:18BTCBuy63107.2→63745.8+4.54timeout
06-12 06:51BTCBuy62785.1→62925.9+0.62timeout
06-12 00:04BTCBuy61582.1→63548.8+15.42timeout
06-11 16:23BTCBuy62278.1→62631.9+2.27timeout
06-11 12:19BTCBuy61093.1→63103.8+15.89timeout
06-11 08:16BTCBuy61661.1→62772.9+8.44timeout
06-10 19:00BTCBuy61723.1→61871.9+0.70timeout
06-10 09:21BTCBuy62260.1→60718.6-12.74stop_loss
06-09 14:46BTCBuy62778.1→61234.3-12.76stop_loss
06-09 14:17BTCBuy63358.2→61800-12.75stop_loss
06-09 14:16BTCBuy63474.2→61906.9-12.80stop_loss
06-09 13:36BTCBuy63763.2→62192.8-12.75stop_loss
06-09 10:03BTCBuy63452.2→62741.9-6.02timeout
06-09 04:37BTCBuy62789.1→63274.8+3.43timeout
06-09 00:31BTCBuy63582.2→62591.9-8.27timeout
06-08 20:47BTCBuy61775.1→63347.8+12.24timeout
06-08 11:32BTCBuy62547.1→63597.8+7.92timeout
06-08 07:20BTCBuy62108.1→63097.8+7.48timeout
06-07 22:14BTCBuy60686→63350.8+21.51take_profit
06-07 18:54BTCBuy60563→62074.9+12.09timeout
06-07 14:48BTCBuy60905→61820.9+7.05timeout
06-07 10:44BTCBuy60392→62344.9+15.74timeout
06-07 05:07BTCBuy59925→61777.9+15.03timeout
06-06 04:30BTCBuy61267.1→59758.1-12.77stop_loss
06-05 18:51BTCBuy61024.1→59523.2-12.75stop_loss
06-05 14:04BTCBuy62145.1→60616.6-12.75stop_loss
06-05 13:48BTCBuy63068.2→61510.2-12.80stop_loss
06-05 06:21BTCBuy63105.2→61553.1-12.70stop_loss
06-05 06:19BTCBuy63291.2→61731-12.76stop_loss
06-05 06:17BTCBuy63378.2→61819-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
121
closed
46%
win rate
-303.31
total pnl ($)
-49.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC12146%-49.9-303.31

Recent bounces (last 20 of 1)

timesymsidereason
06-28 02:55BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems