deribit_basis_discount_fear_long_v46

LIVE-ELIGIBLE
222
closed trades
40%
win rate
-263.82
total pnl ($)
2.231
weight
7d window — n=47 wr=53% pnl=+222.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 14:17SOLBuy73.7801→77.0534+21.76take_profit
07-01 14:16SOLBuy73.638→76.8705+21.53take_profit
07-01 14:16SOLBuy73.34→76.5445+21.43take_profit
07-01 04:31SOLBuy72.6049→75.7886+21.37take_profit
07-01 04:31SOLBuy72.4979→75.6676+21.32take_profit
06-30 12:59SOLBuy73.8951→72.0561-12.84stop_loss
06-30 12:47SOLBuy74.0651→72.229-12.82stop_loss
06-30 12:45SOLBuy74.1901→72.344-12.82stop_loss
06-30 12:38SOLBuy74.2111→72.3629-12.88stop_loss
06-30 12:24SOLBuy74.3782→72.5338-12.82stop_loss
06-30 04:20SOLBuy75.5583→73.6791-12.92stop_loss
06-30 04:10SOLBuy75.7334→73.854-12.92stop_loss
06-30 01:11SOLBuy75.9644→74.0748-12.91stop_loss
06-29 17:15SOLBuy73.097→76.2986+21.43take_profit
06-29 17:13SOLBuy72.1148→75.2687+21.33take_profit
06-29 17:05SOLBuy71.5457→74.6798+21.36take_profit
06-29 12:15SOLBuy70.9936→74.0959+21.34take_profit
06-29 12:14SOLBuy70.9546→74.0549+21.32take_profit
06-29 12:12SOLBuy70.7426→73.8369+21.34take_profit
06-29 01:57SOLBuy70.8396→71.4353+3.60timeout
06-29 00:57SOLBuy70.6916→71.4533+4.79timeout
06-28 23:27SOLBuy70.4986→70.8254+1.97timeout
06-28 21:47SOLBuy71.0527→70.4234-4.73timeout
06-28 19:48SOLBuy71.0917→70.3984-5.18timeout
06-27 22:15SOLBuy72.1398→70.3512-12.84stop_loss
06-27 22:15SOLBuy72.2438→70.4132-13.11stop_loss
06-27 22:15SOLBuy72.2108→70.4132-12.89stop_loss
06-27 21:15SOLBuy71.9228→71.4063-4.02timeout
06-27 19:31SOLBuy72.7759→70.9718-12.84stop_loss
06-27 01:55SOLBuy73.196→71.3716-12.89stop_loss
06-26 14:28SOLBuy68.8973→71.9192+21.45take_profit
06-26 13:19SOLBuy69.8595→68.1257-12.89stop_loss
06-26 09:51SOLBuy70.6596→68.9052-12.88stop_loss
06-26 07:02SOLBuy67.2961→70.2745+21.65take_profit
06-26 07:02SOLBuy67.2431→70.1825+21.35take_profit
06-26 06:24SOLBuy66.471→69.3806+21.41take_profit
06-26 06:22SOLBuy66.0129→68.8997+21.35take_profit
06-26 06:22SOLBuy65.9169→68.7977+21.31take_profit
06-25 23:30SOLBuy65.7669→68.6497+21.46take_profit
06-25 23:28SOLBuy65.3938→68.2518+21.39take_profit
06-25 13:48SOLBuy67.4061→65.7193-12.97stop_loss
06-25 13:48SOLBuy67.4331→65.7572-12.88stop_loss
06-25 13:44SOLBuy68.1132→66.4078-12.97stop_loss
06-25 13:38SOLBuy69.3314→67.609-12.88stop_loss
06-25 05:09SOLBuy66.1219→69.0106+21.44take_profit
06-25 05:02SOLBuy65.9249→68.8057+21.45take_profit
06-25 05:02SOLBuy65.7399→68.6257+21.54take_profit
06-24 17:19SOLBuy67.6721→65.9901-12.88stop_loss
06-24 16:51SOLBuy68.4163→66.7066-12.94stop_loss
06-24 16:45SOLBuy68.8173→67.0934-12.98stop_loss
06-24 15:12SOLBuy69.9445→68.2036-12.90stop_loss
06-24 13:11SOLBuy68.7583→68.7847-0.29timeout
06-24 12:10SOLBuy69.1854→69.7885+3.91timeout
06-24 10:54SOLBuy68.6913→69.0456+2.22timeout
06-24 09:52SOLBuy68.9383→69.2836+2.17timeout
06-24 08:52SOLBuy68.6403→69.3696+5.01timeout
06-23 08:17SOLBuy70.0965→68.3555-12.86stop_loss
06-23 08:15SOLBuy70.3145→68.5704-12.84stop_loss
06-23 08:13SOLBuy71.0117→69.1031-13.85stop_loss
06-23 06:21SOLBuy71.7298→69.9445-12.85stop_loss
06-23 06:21SOLBuy71.7358→69.9575-12.79stop_loss
06-23 06:20SOLBuy71.8698→70.0844-12.85stop_loss
06-23 06:20SOLBuy71.8818→70.1004-12.81stop_loss
06-23 05:25SOLBuy72.7649→70.9559-12.79stop_loss
06-22 22:28SOLBuy73.65→71.8213-12.78stop_loss
06-22 22:27SOLBuy73.8731→72.0042-13.01stop_loss
06-22 22:27SOLBuy73.8431→72.0042-12.79stop_loss
06-22 19:25SOLBuy74.2541→72.4109-12.84stop_loss
06-22 19:08SOLBuy74.2871→72.4349-12.89stop_loss
06-22 09:10SOLBuy73.12→73.8909+4.67timeout
06-22 08:07SOLBuy73.168→74.0649+5.53timeout
06-22 06:01SOLBuy73.184→73.8919+4.34timeout
06-22 04:36SOLBuy73.7621→73.57-1.77timeout
06-22 03:32SOLBuy73.588→73.9499+1.95timeout
06-21 08:05SOLBuy71.5087→73.236+11.54timeout
06-21 07:02SOLBuy71.7048→73.2+9.96timeout
06-21 05:53SOLBuy71.7258→73.014+8.50timeout
06-20 22:13SOLBuy70.0245→73.089+21.32take_profit
06-20 22:12SOLBuy69.6454→72.6891+21.28take_profit
06-20 05:10SOLBuy68.8973→71.9262+21.51take_profit
06-20 05:10SOLBuy68.6213→71.6263+21.40take_profit
06-20 05:06SOLBuy68.1402→71.1213+21.38take_profit
06-20 02:37SOLBuy69.4944→69.5776+0.04timeout
06-20 01:34SOLBuy69.5544→69.7365+0.79timeout
06-19 12:47SOLBuy69.5844→67.8589-12.80stop_loss
06-19 07:37SOLBuy69.8055→68.0517-13.04stop_loss
06-19 07:37SOLBuy69.8315→68.0957-12.90stop_loss
06-18 15:40SOLBuy70.9356→69.17-12.88stop_loss
06-18 15:39SOLBuy71.2007→69.4248-12.90stop_loss
06-18 15:30SOLBuy71.4947→69.7137-12.86stop_loss
06-18 15:17SOLBuy72.0898→70.2913-12.89stop_loss
06-18 15:17SOLBuy72.1568→70.3642-12.81stop_loss
06-17 22:03SOLBuy72.6319→70.8099-13.00stop_loss
06-17 22:03SOLBuy72.8259→71.0158-12.90stop_loss
06-17 22:02SOLBuy73.053→71.2417-12.85stop_loss
06-17 19:43SOLBuy73.311→71.4805-13.01stop_loss
06-17 16:28SOLBuy73.264→74.5718+8.33timeout
06-17 15:25SOLBuy73.143→73.011-1.19timeout
06-17 14:23SOLBuy73.012→72.3731-4.67timeout
06-17 05:42SOLBuy73.6881→73.8139+0.44timeout

Paper vs Live

Paper (trades.jsonl)
222
closed
40%
win rate
-263.82
total pnl ($)
-24.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL22240%-24.1-263.82

Recent bounces (last 20 of 15)

timesymsidereason
07-01 17:10SOLBuycircuit_breaker
07-01 17:10SOLBuycircuit_breaker
07-01 15:26SOLBuycircuit_breaker
07-01 14:25SOLBuycircuit_breaker
07-01 06:19SOLBuycircuit_breaker
07-01 06:19SOLBuycircuit_breaker
07-01 04:48SOLBuycircuit_breaker
06-30 16:50SOLBuycircuit_breaker
06-30 15:50SOLBuycircuit_breaker
06-30 14:35SOLBuycircuit_breaker
06-30 13:25SOLBuycircuit_breaker
06-30 12:25SOLBuycircuit_breaker
06-30 05:50SOLBuycircuit_breaker
06-30 04:50SOLBuycircuit_breaker
06-30 01:39SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems