deribit_basis_annualized_fear_gate_oversold_long · strategy

214

closed trades

38%

win rate

-358.60

total pnl ($)

0.854

weight

7d window — n=58 wr=40% pnl=-62.08 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:16	SOL	Buy	72.0998→70.3083	-12.87	stop_loss
06-27 22:16	SOL	Buy	72.1098→70.3173	-12.88	stop_loss
06-27 22:09	SOL	Buy	71.6467→70.7354	-6.80	timeout
06-27 19:04	SOL	Buy	72.5159→71.9452	-4.40	timeout
06-27 18:03	SOL	Buy	72.5889→71.9322	-4.98	timeout
06-27 17:02	SOL	Buy	72.4829→72.1482	-2.91	timeout
06-27 16:04	SOL	Buy	72.6879→72.7561	-0.05	timeout
06-26 22:04	SOL	Buy	73.269→71.4485	-12.89	stop_loss
06-26 19:32	SOL	Buy	70.6506→73.7489	+21.44	take_profit
06-26 16:00	SOL	Buy	70.4466→73.541	+21.51	take_profit
06-26 16:00	SOL	Buy	69.7425→72.8301	+21.63	take_profit
06-26 15:39	SOL	Buy	69.0614→72.1012	+21.52	take_profit
06-26 14:28	SOL	Buy	68.7613→71.7792	+21.47	take_profit
06-26 14:21	SOL	Buy	68.6033→71.6013	+21.39	take_profit
06-26 13:19	SOL	Buy	69.8695→68.1217	-12.99	stop_loss
06-26 09:51	SOL	Buy	70.6506→68.8982	-12.86	stop_loss
06-26 06:43	SOL	Buy	66.699→69.6266	+21.41	take_profit
06-26 06:22	SOL	Buy	66.359→69.2656	+21.37	take_profit
06-26 06:22	SOL	Buy	66.0539→68.9797	+21.62	take_profit
06-26 06:22	SOL	Buy	65.9989→68.8877	+21.33	take_profit
06-26 06:22	SOL	Buy	65.9439→68.8267	+21.31	take_profit
06-25 13:48	SOL	Buy	67.4001→65.6873	-13.18	stop_loss
06-25 13:48	SOL	Buy	67.4301→65.7572	-12.87	stop_loss
06-25 13:40	SOL	Buy	69.0144→67.2982	-12.90	stop_loss
06-25 13:38	SOL	Buy	69.2814→67.5631	-12.86	stop_loss
06-25 13:38	SOL	Buy	69.3814→67.656	-12.90	stop_loss
06-25 05:09	SOL	Buy	66.1679→69.0746	+21.57	take_profit
06-25 05:07	SOL	Buy	65.9769→68.8607	+21.46	take_profit
06-25 05:02	SOL	Buy	65.6718→68.5507	+21.52	take_profit
06-24 17:19	SOL	Buy	67.6421→65.9571	-12.91	stop_loss
06-24 16:45	SOL	Buy	68.8033→67.0924	-12.89	stop_loss
06-24 15:58	SOL	Buy	68.8863→67.1783	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2374→67.5161	-12.89	stop_loss
06-24 15:42	SOL	Buy	69.4574→67.7359	-12.85	stop_loss
06-24 15:33	SOL	Buy	69.8555→68.1057	-12.98	stop_loss
06-24 13:05	SOL	Buy	68.7733→69.1296	+2.11	timeout
06-24 12:02	SOL	Buy	69.2444→69.6715	+2.64	timeout
06-24 11:00	SOL	Buy	68.7853→69.0846	+1.82	timeout
06-24 09:59	SOL	Buy	68.8333→69.2976	+3.02	timeout
06-24 08:57	SOL	Buy	68.6923→69.4116	+4.94	timeout
06-23 08:17	SOL	Buy	70.1035→68.3655	-12.84	stop_loss
06-23 08:15	SOL	Buy	70.2955→68.5434	-12.89	stop_loss
06-23 08:13	SOL	Buy	70.9186→69.135	-12.98	stop_loss
06-23 06:21	SOL	Buy	71.7418→69.9595	-12.80	stop_loss
06-23 06:20	SOL	Buy	71.8168→70.0235	-12.88	stop_loss
06-23 06:20	SOL	Buy	71.9448→70.1614	-12.78	stop_loss
06-23 06:01	SOL	Buy	72.5899→70.79	-12.74	stop_loss
06-23 05:34	SOL	Buy	72.7259→70.9179	-12.74	stop_loss
06-22 22:27	SOL	Buy	73.8771→72.0441	-12.74	stop_loss
06-22 22:27	SOL	Buy	74.0261→72.1911	-12.74	stop_loss
06-22 21:39	SOL	Buy	74.1821→72.34	-12.79	stop_loss
06-22 19:25	SOL	Buy	74.2351→72.3939	-12.81	stop_loss
06-22 16:08	SOL	Buy	74.4932→72.6138	-13.04	stop_loss
06-22 10:16	SOL	Buy	73.9891→73.8669	-1.43	timeout
06-22 09:13	SOL	Buy	73.166→73.9299	+4.62	timeout
06-22 08:01	SOL	Buy	73.226→74.0189	+4.81	timeout
06-22 06:58	SOL	Buy	73.32→73.7079	+2.15	timeout
06-22 05:54	SOL	Buy	73.041→73.8699	+5.18	timeout
06-21 09:59	SOL	Buy	71.5667→74.0239	+16.57	timeout
06-21 08:53	SOL	Buy	71.3167→73.078	+11.75	timeout
06-21 07:48	SOL	Buy	71.7168→73.284	+10.44	timeout
06-21 06:45	SOL	Buy	72.1868→73.312	+7.32	timeout
06-21 05:42	SOL	Buy	71.7208→73.175	+9.65	timeout
06-20 05:10	SOL	Buy	69.1514→72.1732	+21.38	take_profit
06-20 05:10	SOL	Buy	68.8803→71.9042	+21.48	take_profit
06-20 05:10	SOL	Buy	68.8633→71.8802	+21.44	take_profit
06-20 05:10	SOL	Buy	68.7963→71.8072	+21.41	take_profit
06-20 05:10	SOL	Buy	68.5573→71.5793	+21.55	take_profit
06-19 19:40	SOL	Buy	69.1554→68.7767	-3.13	timeout
06-19 18:39	SOL	Buy	68.5103→68.8607	+2.09	timeout
06-19 17:37	SOL	Buy	68.9583→69.2646	+1.83	timeout
06-19 16:37	SOL	Buy	68.6913→69.2666	+3.75	timeout
06-19 07:38	SOL	Buy	69.6654→67.9188	-13.03	stop_loss
06-18 15:39	SOL	Buy	71.1237→69.3599	-12.83	stop_loss
06-18 15:37	SOL	Buy	71.2647→69.4968	-12.85	stop_loss
06-18 15:32	SOL	Buy	71.4587→69.6807	-12.84	stop_loss
06-18 15:29	SOL	Buy	71.5807→69.7896	-12.96	stop_loss
06-18 15:29	SOL	Buy	71.5797→69.7896	-12.90	stop_loss
06-18 12:29	SOL	Buy	71.7748→71.2663	-3.94	timeout
06-18 11:23	SOL	Buy	71.9878→70.8234	-8.53	timeout
06-18 05:08	SOL	Buy	72.4069→70.6121	-12.74	stop_loss
06-17 21:47	SOL	Buy	73.134→71.3206	-12.87	stop_loss
06-17 19:29	SOL	Buy	73.7141→71.8533	-13.08	stop_loss
06-17 18:05	SOL	Buy	73.9881→72.1451	-12.91	stop_loss
06-17 15:35	SOL	Buy	73.225→73.158	-0.75	timeout
06-17 14:33	SOL	Buy	72.3669→72.3671	-0.29	timeout
06-17 11:05	SOL	Buy	73.631→71.8063	-12.77	stop_loss
06-17 10:59	SOL	Buy	73.8631→72.0192	-12.88	stop_loss
06-17 08:49	SOL	Buy	74.0621→72.213	-12.89	stop_loss
06-17 02:56	SOL	Buy	72.8909→73.9469	+6.86	timeout
06-16 22:42	SOL	Buy	73.9171→73.7429	-1.65	timeout
06-16 15:29	SOL	Buy	74.0441→73.117	-6.76	timeout
06-16 14:23	SOL	Buy	73.677→72.9671	-5.35	timeout
06-16 13:23	SOL	Buy	74.0571→74.0849	-0.34	timeout
06-16 02:27	SOL	Buy	74.9662→73.0935	-12.93	stop_loss
06-15 22:26	SOL	Buy	75.6603→73.785	-12.86	stop_loss
06-15 15:41	SOL	Buy	71.4607→74.5998	+21.49	take_profit
06-15 15:38	SOL	Buy	71.2867→74.4028	+21.39	take_profit
06-15 13:18	SOL	Buy	70.8506→73.9689	+21.55	take_profit
06-15 13:16	SOL	Buy	70.5136→73.6	+21.42	take_profit

Paper vs Live

Paper (trades.jsonl)

214

closed

38%

win rate

-358.60

total pnl ($)

-34.2 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	214	38%	-34.2	-358.60

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…