deribit_basis_ann_zscore_extreme_fear_rev_long · strategy

closed trades

37%

win rate

-56.84

total pnl ($)

0.250

weight

7d window — n=28 wr=18% pnl=-166.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:16	SOL	Buy	71.9118→70.1294	-12.84	stop_loss
06-27 22:16	SOL	Buy	72.1238→70.3333	-12.86	stop_loss
06-27 22:15	SOL	Buy	72.3348→70.5081	-13.07	stop_loss
06-26 21:03	SOL	Buy	73.7851→71.9332	-13.01	stop_loss
06-26 14:19	SOL	Buy	68.3302→71.3173	+21.35	take_profit
06-26 06:22	SOL	Buy	66.1139→69.0026	+21.34	take_profit
06-26 02:21	SOL	Buy	67.6181→65.9401	-12.86	stop_loss
06-25 23:30	SOL	Buy	65.8689→68.7497	+21.41	take_profit
06-25 23:27	SOL	Buy	65.2808→68.1368	+21.40	take_profit
06-25 13:47	SOL	Buy	67.4571→65.7852	-12.78	stop_loss
06-25 13:45	SOL	Buy	67.7662→66.082	-12.83	stop_loss
06-25 13:42	SOL	Buy	68.5313→66.8315	-12.84	stop_loss
06-25 13:38	SOL	Buy	69.2404→67.5191	-12.85	stop_loss
06-24 22:00	SOL	Buy	65.2618→68.1428	+21.62	take_profit
06-24 16:46	SOL	Buy	68.6113→66.9095	-12.66	stop_loss
06-24 16:45	SOL	Buy	68.8263→67.1044	-12.83	stop_loss
06-24 15:58	SOL	Buy	68.9383→67.2013	-13.00	stop_loss
06-24 15:45	SOL	Buy	69.2234→67.5061	-12.81	stop_loss
06-24 15:33	SOL	Buy	69.8705→68.1367	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.4297→69.6547	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.9278→70.1344	-12.78	stop_loss
06-23 06:06	SOL	Buy	72.5269→70.724	-12.67	stop_loss
06-23 05:25	SOL	Buy	72.8229→71.0048	-12.38	stop_loss
06-22 22:28	SOL	Buy	73.348→71.4855	-12.70	stop_loss
06-22 22:28	SOL	Buy	73.605→71.7553	-12.78	stop_loss
06-22 19:40	SOL	Buy	73.243→72.6681	-4.10	timeout
06-22 15:35	SOL	Buy	73.636→73.596	-0.70	timeout
06-21 21:09	SOL	Buy	74.3782→72.5138	-12.97	stop_loss
06-21 16:52	SOL	Buy	71.4697→74.5928	+21.21	take_profit
06-21 16:52	SOL	Buy	71.4007→74.5268	+21.30	take_profit
06-20 22:12	SOL	Buy	69.7195→72.7661	+21.27	take_profit
06-20 05:13	SOL	Buy	69.4174→72.4501	+21.25	take_profit
06-20 05:10	SOL	Buy	68.9733→71.9892	+21.29	take_profit
06-20 05:10	SOL	Buy	68.6653→71.6782	+21.32	take_profit
06-20 05:08	SOL	Buy	68.5393→71.5373	+21.31	take_profit
06-18 15:40	SOL	Buy	70.9156→69.15	-12.92	stop_loss
06-18 15:26	SOL	Buy	71.6427→69.8656	-12.93	stop_loss
06-18 15:25	SOL	Buy	71.6617→69.8846	-12.97	stop_loss
06-18 15:25	SOL	Buy	71.6707→69.8865	-12.95	stop_loss
06-18 15:17	SOL	Buy	72.0708→70.2843	-12.94	stop_loss
06-17 22:03	SOL	Buy	72.9929→71.1817	-12.82	stop_loss
06-17 19:43	SOL	Buy	73.332→71.5135	-12.87	stop_loss
06-17 12:30	SOL	Buy	73.369→71.5485	-12.83	stop_loss
06-17 11:03	SOL	Buy	73.7351→71.9062	-12.79	stop_loss
06-17 11:02	SOL	Buy	73.7681→71.9272	-12.89	stop_loss
06-17 11:01	SOL	Buy	73.7921→71.9592	-12.79	stop_loss
06-17 00:46	SOL	Buy	72.9119→73.571	+4.13	timeout
06-16 14:33	SOL	Buy	74.1881→72.3489	-12.86	stop_loss
06-16 14:27	SOL	Buy	74.6742→72.8236	-12.85	stop_loss
06-16 02:27	SOL	Buy	74.8122→72.9526	-12.88	stop_loss
06-15 22:26	SOL	Buy	75.6453→73.769	-12.88	stop_loss
06-15 15:41	SOL	Buy	71.4727→74.6008	+21.45	take_profit
06-15 15:38	SOL	Buy	71.2087→74.3219	+21.43	take_profit
06-15 10:54	SOL	Buy	68.9063→71.9372	+21.60	take_profit
06-14 23:52	SOL	Buy	68.2172→71.1983	+21.44	take_profit
06-14 23:52	SOL	Buy	68.2072→71.1893	+21.50	take_profit
06-14 23:27	SOL	Buy	67.8782→70.8854	+21.81	take_profit
06-14 21:00	SOL	Buy	67.3371→67.7918	+3.28	timeout
06-14 16:52	SOL	Buy	66.87→67.5249	+4.68	timeout
06-14 10:26	SOL	Buy	66.686→68.4607	+12.96	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-56.84

total pnl ($)

-19.7 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 ($)
SOL	60	37%	-19.7	-56.84

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 17:33	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…