deribit_basis_discount_fear_fade_long

not live
89
closed trades
43%
win rate
-158.12
total pnl ($)
0.554
weight
7d window — n=22 wr=36% pnl=-110.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 11:29SOLBuy70.7066→68.5294-15.87stop_loss
06-26 07:07SOLBuy67.3101→70.6564+24.37take_profit
06-26 06:22SOLBuy65.7939→69.0666+24.35take_profit
06-25 13:53SOLBuy67.1611→65.0917-15.84stop_loss
06-25 13:48SOLBuy67.6331→65.5514-15.84stop_loss
06-25 13:45SOLBuy68.3332→66.2269-15.86stop_loss
06-24 16:51SOLBuy68.7633→66.6237-16.01stop_loss
06-24 16:45SOLBuy69.2804→67.1233-16.02stop_loss
06-24 16:34SOLBuy69.0624→67.7368-10.02timeout
06-24 15:46SOLBuy69.4544→67.3162-15.86stop_loss
06-24 10:24SOLBuy68.8713→68.9936+0.53timeout
06-23 06:23SOLBuy71.8158→69.6037-15.83stop_loss
06-23 06:21SOLBuy71.9458→69.7267-15.80stop_loss
06-22 22:51SOLBuy72.9889→71.8872-7.81timeout
06-22 22:28SOLBuy73.6931→71.4235-15.73stop_loss
06-22 22:27SOLBuy74.3512→72.0092-16.13stop_loss
06-22 16:50SOLBuy74.2841→72.7101-11.02timeout
06-22 09:21SOLBuy73.511→73.7529+1.05timeout
06-22 03:20SOLBuy73.63→73.8789+1.18timeout
06-21 20:01SOLBuy71.9068→74.4348+16.98timeout
06-21 13:59SOLBuy71.2407→73.8119+17.45timeout
06-21 06:38SOLBuy72.2128→73.292+7.00timeout
06-20 05:13SOLBuy68.9783→72.4471+24.67take_profit
06-20 05:10SOLBuy68.6443→72.0682+24.45take_profit
06-20 03:31SOLBuy69.1924→69.9385+4.83timeout
06-19 21:16SOLBuy69.4514→69.2286-1.96timeout
06-19 15:42SOLBuy69.2614→69.4396+0.92timeout
06-18 15:37SOLBuy71.7048→69.4968-15.90stop_loss
06-18 15:17SOLBuy72.3549→70.1064-16.07stop_loss
06-18 11:52SOLBuy72.1318→70.8034-9.58timeout
06-17 22:03SOLBuy73.054→70.805-15.84stop_loss
06-17 19:46SOLBuy73.632→71.3536-16.01stop_loss
06-17 12:29SOLBuy73.8321→71.5535-15.80stop_loss
06-17 10:58SOLBuy74.3722→72.0531-15.93stop_loss
06-17 06:59SOLBuy74.1691→73.371-5.42timeout
06-16 22:29SOLBuy73.7951→73.8119-0.34timeout
06-16 02:18SOLBuy75.5893→73.2524-15.91stop_loss
06-15 15:47SOLBuy71.3527→74.9288+24.63take_profit
06-15 15:46SOLBuy71.2937→74.8388+24.46take_profit
06-15 04:50SOLBuy68.4873→70.9744+17.56timeout
06-15 00:07SOLBuy68.0812→71.4643+24.42take_profit
06-14 22:44SOLBuy67.2441→70.5934+24.47take_profit
06-14 18:30SOLBuy68.2572→67.2549-7.58timeout
06-14 11:30SOLBuy67.8672→68.1698+1.93timeout
06-14 01:52SOLBuy67.4511→68.9037+10.63timeout
06-13 19:45SOLBuy66.99→68.2928+9.45timeout
06-13 11:24SOLBuy67.0291→67.8488+5.73timeout
06-13 05:48SOLBuy66.684→66.609-0.87timeout
06-12 23:35SOLBuy66.896→66.558-2.80timeout
06-12 17:36SOLBuy66.557→67.5579+7.25timeout
06-12 07:06SOLBuy64.9547→66.2851+9.80timeout
06-11 17:32SOLBuy63.2975→66.448+24.33take_profit
06-11 09:31SOLBuy63.4735→65.1972+12.98timeout
06-10 18:43SOLBuy65.4328→63.4188-15.82stop_loss
06-09 16:06SOLBuy65.9719→63.9384-15.85stop_loss
06-09 14:20SOLBuy66.853→64.7719-16.00stop_loss
06-09 14:17SOLBuy67.1051→65.0377-15.80stop_loss
06-09 11:46SOLBuy66.768→66.0351-5.81timeout
06-09 04:12SOLBuy65.8269→66.1151+1.93timeout
06-08 22:08SOLBuy64.9587→67.2549+17.28timeout
06-08 16:10SOLBuy64.8537→67.2729+18.07timeout
06-08 06:33SOLBuy64.7587→65.7291+7.38timeout
06-07 08:55SOLBuy62.4904→65.5972+24.75take_profit
06-07 08:45SOLBuy62.1753→65.2652+24.54take_profit
06-07 06:28SOLBuy61.4852→64.5403+24.52take_profit
06-06 08:29SOLBuy60.3511→63.3505+24.42take_profit
06-06 04:05SOLBuy64.3927→62.4104-15.74stop_loss
06-05 18:54SOLBuy64.6197→62.6163-15.95stop_loss
06-05 16:09SOLBuy65.5868→63.5667-15.88stop_loss
06-05 06:20SOLBuy66.996→64.9318-15.82stop_loss
06-05 04:02SOLBuy68.8923→66.7636-15.77stop_loss
06-04 21:34SOLBuy70.0975→67.9358-15.81stop_loss
06-04 09:23SOLBuy70.1235→67.9638-15.78stop_loss
06-04 01:21SOLBuy71.7098→69.4648-16.04stop_loss
06-03 20:55SOLBuy73.212→70.9539-15.83stop_loss
06-03 16:21SOLBuy74.8912→72.5828-15.79stop_loss
06-02 19:33SOLBuy76.7515→74.3656-15.98stop_loss
06-02 14:23SOLBuy79.764→77.2608-16.09stop_loss
06-02 14:22SOLBuy80.224→77.7304-15.90stop_loss
06-01 13:55SOLBuy81.8603→79.3184-16.10stop_loss
06-01 08:58SOLBuy82.8014→80.9409-11.84timeout
06-01 02:40SOLBuy82.9924→82.2387-4.93timeout
05-31 10:00SOLBuy82.3343→82.6796+1.53timeout
05-31 06:44SOLBuy82.6214→82.9226+1.28timeout
05-30 17:23SOLBuy83.0945→82.9146-1.62timeout
05-30 07:50SOLBuy82.0193→82.2837+1.07timeout
05-29 21:25SOLBuy82.5964→82.0037-4.19timeout
05-29 13:58SOLBuy80.7841→81.4878+3.80timeout
05-29 07:43SOLBuy81.2172→81.9417+3.90timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
43%
win rate
-158.12
total pnl ($)
-36.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL8943%-36.1-158.12

Recent bounces (last 20 of 1)

timesymsidereason
06-27 12:58SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems