deribit_basis_low_fear_long_v15

LIVE-ELIGIBLE
219
closed trades
39%
win rate
-272.63
total pnl ($)
1.132
weight
7d window — n=60 wr=43% pnl=-13.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 12:15SOLBuy70.9936→74.0959+21.34take_profit
06-29 12:12SOLBuy70.7056→73.8219+21.51take_profit
06-29 12:12SOLBuy70.7546→73.8469+21.32take_profit
06-29 10:19SOLBuy70.4756→73.557+21.38take_profit
06-29 00:35SOLBuy70.6106→70.7924+0.69timeout
06-28 23:34SOLBuy70.5486→71.2523+4.62timeout
06-28 22:34SOLBuy70.8266→70.7844-0.61timeout
06-28 20:33SOLBuy71.2367→70.9134-2.57timeout
06-28 19:33SOLBuy71.1127→71.1643+0.05timeout
06-27 22:42SOLBuy71.7668→70.8704-6.69timeout
06-27 22:16SOLBuy71.9368→70.1294-13.01stop_loss
06-27 22:15SOLBuy72.2678→70.4132-13.28stop_loss
06-27 19:31SOLBuy72.7749→70.9688-12.86stop_loss
06-27 19:25SOLBuy72.8089→71.0008-12.87stop_loss
06-27 18:32SOLBuy72.5529→71.8972-4.97timeout
06-27 17:26SOLBuy72.3829→72.2052-1.83timeout
06-27 16:25SOLBuy72.3118→72.6521+1.78timeout
06-27 15:20SOLBuy71.1467→72.8661+11.67timeout
06-26 20:58SOLBuy73.8341→71.9892-12.95stop_loss
06-26 16:00SOLBuy69.8215→72.8811+21.42take_profit
06-26 15:42SOLBuy69.1974→72.2212+21.37take_profit
06-26 14:28SOLBuy68.9203→71.9352+21.41take_profit
06-26 14:28SOLBuy68.7463→71.7562+21.43take_profit
06-26 14:28SOLBuy68.7763→71.7812+21.38take_profit
06-26 09:51SOLBuy70.7336→68.9731-12.91stop_loss
06-26 07:01SOLBuy67.0851→70.0375+21.47take_profit
06-26 06:39SOLBuy66.594→69.5156+21.39take_profit
06-26 06:22SOLBuy66.1169→69.0206+21.44take_profit
06-26 06:22SOLBuy65.9449→68.8267+21.32take_profit
06-26 06:22SOLBuy65.9399→68.8207+21.30take_profit
06-25 13:51SOLBuy66.833→65.1396-13.07stop_loss
06-25 13:48SOLBuy67.3581→65.6873-12.81stop_loss
06-25 13:45SOLBuy67.8402→66.155-12.83stop_loss
06-25 13:45SOLBuy68.0172→66.3269-12.84stop_loss
06-25 13:40SOLBuy68.9923→67.2802-12.84stop_loss
06-25 05:02SOLBuy65.9269→68.8097+21.45take_profit
06-24 21:59SOLBuy65.1988→68.0508+21.43take_profit
06-24 17:20SOLBuy66.948→65.2875-12.85stop_loss
06-24 17:20SOLBuy67.3291→65.6553-12.88stop_loss
06-24 16:45SOLBuy68.8423→67.1233-12.94stop_loss
06-24 15:46SOLBuy69.0464→67.3262-12.88stop_loss
06-24 15:45SOLBuy69.1824→67.4531-12.83stop_loss
06-24 15:42SOLBuy69.4854→67.7469-12.98stop_loss
06-24 15:33SOLBuy69.7985→68.0657-12.87stop_loss
06-24 12:52SOLBuy68.8633→69.4616+3.86timeout
06-24 11:48SOLBuy69.1524→69.4806+1.92timeout
06-24 10:39SOLBuy68.8023→69.0976+1.79timeout
06-24 09:34SOLBuy68.8573→69.2896+2.78timeout
06-24 08:32SOLBuy68.6363→69.4206+5.44timeout
06-23 08:17SOLBuy70.1235→68.3825-12.84stop_loss
06-23 08:15SOLBuy70.4266→68.6653-12.94stop_loss
06-23 06:21SOLBuy71.7358→69.9575-12.79stop_loss
06-23 06:20SOLBuy72.0018→70.2173-12.78stop_loss
06-23 05:34SOLBuy72.7069→70.9039-12.71stop_loss
06-23 05:25SOLBuy72.7499→70.9439-12.76stop_loss
06-23 05:25SOLBuy72.8309→71.0198-12.76stop_loss
06-22 22:28SOLBuy73.315→71.4705-13.00stop_loss
06-22 22:28SOLBuy73.322→71.4705-13.02stop_loss
06-22 19:01SOLBuy74.3021→72.4609-12.82stop_loss
06-22 15:49SOLBuy74.8692→73.0125-12.83stop_loss
06-22 15:19SOLBuy74.0031→73.503-3.88timeout
06-22 11:07SOLBuy73.8181→74.1129+1.45timeout
06-22 10:03SOLBuy73.9141→73.7729-1.55timeout
06-22 07:57SOLBuy73.155→74.0859+5.76timeout
06-22 05:40SOLBuy73.161→74.0029+5.26timeout
06-21 15:07SOLBuy71.6848→74.0909+16.18timeout
06-21 09:54SOLBuy71.5877→73.9409+15.84timeout
06-21 08:48SOLBuy71.3797→72.9101+10.12timeout
06-21 07:44SOLBuy71.7598→73.308+10.30timeout
06-21 05:38SOLBuy71.7248→73.149+9.44timeout
06-20 14:11SOLBuy72.2938→70.4992-12.90stop_loss
06-20 05:11SOLBuy69.2204→72.2532+21.44take_profit
06-20 05:10SOLBuy69.0184→72.0682+21.62take_profit
06-20 05:10SOLBuy68.9753→71.9892+21.38take_profit
06-20 05:10SOLBuy68.6913→71.7352+21.68take_profit
06-20 05:10SOLBuy68.5993→71.6263+21.57take_profit
06-19 19:35SOLBuy68.9473→68.7877-1.55timeout
06-19 18:34SOLBuy68.6733→69.0976+2.63timeout
06-19 17:30SOLBuy69.0864→68.9737-1.19timeout
06-19 16:51SOLBuy68.8833→69.0176+0.56timeout
06-19 07:37SOLBuy69.7655→68.0358-12.88stop_loss
06-18 15:44SOLBuy70.7786→69.0101-12.95stop_loss
06-18 15:40SOLBuy71.0937→69.3299-12.86stop_loss
06-18 15:39SOLBuy71.1707→69.3969-12.96stop_loss
06-18 15:17SOLBuy71.9698→70.1544-13.18stop_loss
06-18 15:17SOLBuy72.0858→70.2983-12.95stop_loss
06-18 13:12SOLBuy72.3178→71.5893-5.36timeout
06-18 12:05SOLBuy72.0908→70.9344-8.38timeout
06-18 05:04SOLBuy72.4819→70.682-12.77stop_loss
06-17 22:03SOLBuy72.5409→70.74-12.86stop_loss
06-17 19:29SOLBuy73.7621→71.9332-12.86stop_loss
06-17 18:05SOLBuy74.0541→72.213-12.89stop_loss
06-17 15:58SOLBuy73.321→73.6989+1.98timeout
06-17 14:57SOLBuy72.8889→72.3851-3.76timeout
06-17 12:30SOLBuy73.366→71.5465-12.80stop_loss
06-17 11:03SOLBuy73.676→71.8503-12.81stop_loss
06-17 10:58SOLBuy73.9071→72.0631-12.89stop_loss
06-17 04:15SOLBuy73.6861→73.616-0.90timeout
06-17 03:06SOLBuy72.9709→73.9219+6.13timeout
06-16 22:59SOLBuy73.7641→73.8029-0.18timeout

Paper vs Live

Paper (trades.jsonl)
219
closed
39%
win rate
-272.63
total pnl ($)
-25.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL21939%-25.6-272.63

Recent bounces (last 20 of 4)

timesymsidereason
06-29 14:58SOLBuycircuit_breaker
06-29 13:52SOLBuycircuit_breaker
06-29 12:51SOLBuycircuit_breaker
06-29 10:50SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems