deribit_basis_extreme_fear_long_v7

not live
99
closed trades
37%
win rate
+10.89
total pnl ($)
1.413
weight
7d window — n=20 wr=40% pnl=+34.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 99 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 16:00SOLBuy69.1154→72.5711+24.51take_profit
06-26 16:00SOLBuy68.8413→72.2652+24.39take_profit
06-26 10:52SOLBuy70.4086→68.5914-13.38stop_loss
06-26 07:03SOLBuy67.2311→70.5794+24.40take_profit
06-26 06:43SOLBuy66.427→69.7295+24.35take_profit
06-26 06:39SOLBuy66.1729→69.4636+24.33take_profit
06-26 06:24SOLBuy66.0709→69.3876+24.55take_profit
06-26 06:22SOLBuy65.9939→69.2756+24.34take_profit
06-25 13:48SOLBuy67.2631→65.5194-13.42stop_loss
06-25 13:46SOLBuy67.7682→66.0181-13.37stop_loss
06-25 13:45SOLBuy67.8522→66.087-13.47stop_loss
06-25 13:45SOLBuy68.0102→66.2569-13.35stop_loss
06-25 13:38SOLBuy69.3044→67.5161-13.36stop_loss
06-25 05:09SOLBuy65.7309→68.9986+24.46take_profit
06-24 17:19SOLBuy67.7202→65.9741-13.34stop_loss
06-24 16:51SOLBuy68.5353→66.7496-13.48stop_loss
06-24 16:47SOLBuy68.6683→66.8765-13.50stop_loss
06-24 15:45SOLBuy69.2424→67.4561-13.35stop_loss
06-24 15:33SOLBuy69.8235→67.9898-13.58stop_loss
06-24 15:33SOLBuy69.8245→67.9898-13.60stop_loss
06-17 22:03SOLBuy73.0099→71.1177-13.49stop_loss
06-17 22:03SOLBuy73.064→71.1777-13.37stop_loss
06-17 11:05SOLBuy73.511→71.6134-13.19stop_loss
06-17 11:05SOLBuy73.6911→71.7903-13.14stop_loss
06-16 14:33SOLBuy74.2311→72.31-13.43stop_loss
06-16 14:32SOLBuy74.3722→72.4529-13.38stop_loss
06-16 02:27SOLBuy74.8962→72.9586-13.38stop_loss
06-16 02:12SOLBuy75.3123→73.3683-13.34stop_loss
06-15 22:26SOLBuy75.6373→73.6791-13.41stop_loss
06-15 15:54SOLBuy71.6207→75.1797+24.38take_profit
06-15 15:51SOLBuy71.4607→75.0117+24.39take_profit
06-15 15:46SOLBuy71.2767→74.8188+24.39take_profit
06-15 15:46SOLBuy71.2597→74.8078+24.43take_profit
06-15 15:41SOLBuy71.0617→74.6008+24.44take_profit
06-15 00:14SOLBuy68.2682→71.6632+24.58take_profit
06-15 00:00SOLBuy67.9562→71.3363+24.47take_profit
06-14 23:47SOLBuy67.5891→70.9484+24.43take_profit
06-14 23:27SOLBuy67.5221→70.8854+24.47take_profit
06-14 23:27SOLBuy67.4271→70.7894+24.50take_profit
06-14 16:16SOLBuy67.7872→67.5419-1.91timeout
06-14 14:35SOLBuy68.8633→67.0804-13.31stop_loss
06-14 14:34SOLBuy68.9883→67.2063-13.30stop_loss
06-14 03:00SOLBuy67.1001→68.7947+12.77timeout
06-14 00:31SOLBuy66.897→68.7067+13.60timeout
06-13 18:18SOLBuy67.1081→68.1658+7.71timeout
06-13 11:57SOLBuy65.8889→67.8268+14.40timeout
06-12 15:07SOLBuy65.3228→68.5757+24.29take_profit
06-11 17:32SOLBuy63.3735→66.531+24.28take_profit
06-11 17:32SOLBuy63.2705→66.425+24.28take_profit
06-11 16:40SOLBuy63.6445→65.5482+14.21timeout
06-11 11:51SOLBuy62.9604→66.0901+24.31take_profit
06-11 10:55SOLBuy62.4874→65.5962+24.35take_profit
06-10 21:51SOLBuy64.1416→62.4794-13.29stop_loss
06-10 20:09SOLBuy64.8217→63.1499-13.30stop_loss
06-09 16:27SOLBuy65.0248→63.9394-8.54timeout
06-09 16:05SOLBuy65.6959→64.0004-13.17stop_loss
06-09 15:57SOLBuy65.8999→64.1982-13.34stop_loss
06-09 15:56SOLBuy65.9529→64.2482-13.32stop_loss
06-09 14:25SOLBuy64.9297→65.1012+0.99timeout
06-09 00:24SOLBuy67.7792→66.0241-13.37stop_loss
06-08 21:09SOLBuy64.8157→68.0388+24.49take_profit
06-08 05:41SOLBuy66.68→64.9608-13.27stop_loss
06-07 22:15SOLBuy64.5737→67.8108+24.94take_profit
06-07 22:14SOLBuy63.9646→67.1639+24.79take_profit
06-07 08:45SOLBuy62.1623→65.2532+24.72take_profit
06-07 08:37SOLBuy61.9683→65.0512+24.59take_profit
06-07 06:36SOLBuy61.8643→64.9583+24.72take_profit
06-07 06:36SOLBuy61.7593→64.8283+24.51take_profit
06-07 06:28SOLBuy61.7133→64.7873+24.59take_profit
06-06 10:38SOLBuy62.7224→61.1023-13.28stop_loss
06-05 23:33SOLBuy64.2816→62.6063-13.47stop_loss
06-05 19:16SOLBuy63.0705→61.444-13.34stop_loss
06-05 18:26SOLBuy65.8279→64.1283-13.37stop_loss
06-05 16:12SOLBuy64.9047→63.2159-13.52stop_loss
06-05 16:11SOLBuy64.9837→63.2978-13.42stop_loss
06-05 16:11SOLBuy65.1008→63.4168-13.37stop_loss
06-05 13:59SOLBuy65.9609→64.2582-13.35stop_loss
06-05 13:57SOLBuy66.1839→64.4751-13.33stop_loss
06-05 06:03SOLBuy67.3491→65.6123-13.32stop_loss
06-05 06:03SOLBuy67.4771→65.7273-13.37stop_loss
06-05 04:01SOLBuy68.5593→66.7886-13.06stop_loss
06-05 03:06SOLBuy68.7703→66.9934-13.30stop_loss
06-05 03:02SOLBuy68.7843→67.0034-13.36stop_loss
06-05 02:58SOLBuy69.0154→67.2343-13.18stop_loss
06-04 21:39SOLBuy69.4824→67.691-13.32stop_loss
06-04 21:31SOLBuy69.9015→68.0937-13.32stop_loss
06-04 21:23SOLBuy70.1765→68.3645-13.31stop_loss
06-04 09:26SOLBuy69.7515→67.9528-13.31stop_loss
06-04 09:12SOLBuy70.0465→68.2396-13.28stop_loss
06-04 08:15SOLBuy70.0925→68.2826-13.26stop_loss
06-04 01:22SOLBuy71.1627→69.3139-13.37stop_loss
06-04 01:16SOLBuy71.6487→69.7986-13.34stop_loss
06-03 20:55SOLBuy72.9039→71.0228-13.33stop_loss
06-03 20:55SOLBuy72.9229→71.0408-13.32stop_loss
06-03 15:46SOLBuy75.1803→73.2374-13.30stop_loss
06-03 15:41SOLBuy75.1893→73.2504-13.30stop_loss
06-03 15:37SOLBuy75.3023→73.3583-13.34stop_loss
06-02 22:51SOLBuy75.6573→73.6931-13.42stop_loss
06-02 22:50SOLBuy76.0404→74.0628-13.43stop_loss

Paper vs Live

Paper (trades.jsonl)
99
closed
37%
win rate
+10.89
total pnl ($)
+1.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9937%+1.2+10.89

Recent bounces (last 20 of 13)

timesymsidereason
06-27 00:28SOLBuystale_intent
06-27 00:28SOLBuystale_intent
06-26 14:33SOLBuytrigger_already_opened
06-26 12:29SOLBuytrigger_already_opened
06-25 16:43SOLBuybelow_min_notional_skip
06-25 14:53SOLBuybelow_min_notional_skip
06-25 06:36SOLBuybelow_min_notional_skip
06-24 20:33SOLBuybelow_min_notional_skip
06-24 18:23SOLBuybelow_min_notional_skip
06-24 16:29SOLBuybelow_min_notional_skip
06-24 14:34SOLBuystale_intent
06-24 12:33SOLBuystale_intent
06-24 06:22SOLBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems