deribit_basis_low_meanrev_fear_gate_long · strategy

217

closed trades

40%

win rate

-345.58

total pnl ($)

0.849

weight

7d window — n=63 wr=43% pnl=-62.86 · 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	71.9208→70.1294	-12.90	stop_loss
06-27 22:15	SOL	Buy	72.1578→70.3542	-12.95	stop_loss
06-27 19:31	SOL	Buy	72.7049→70.8839	-12.97	stop_loss
06-27 19:25	SOL	Buy	72.8869→71.0778	-12.86	stop_loss
06-27 18:52	SOL	Buy	72.5209→71.8842	-4.86	timeout
06-27 17:53	SOL	Buy	72.5449→72.1792	-3.03	timeout
06-27 16:51	SOL	Buy	72.6109→72.7601	+0.43	timeout
06-27 15:51	SOL	Buy	71.7018→72.8311	+7.45	timeout
06-27 14:50	SOL	Buy	71.0287→72.7691	+11.85	timeout
06-26 16:00	SOL	Buy	69.9145→72.9791	+21.45	take_profit
06-26 16:00	SOL	Buy	69.4654→72.5041	+21.38	take_profit
06-26 14:28	SOL	Buy	68.8303→71.8392	+21.38	take_profit
06-26 14:28	SOL	Buy	68.7113→71.7232	+21.45	take_profit
06-26 14:12	SOL	Buy	67.9902→70.9634	+21.35	take_profit
06-26 12:43	SOL	Buy	70.0295→68.2846	-12.94	stop_loss
06-26 10:39	SOL	Buy	70.4056→68.6554	-12.90	stop_loss
06-26 07:02	SOL	Buy	67.1931→70.1295	+21.37	take_profit
06-26 06:59	SOL	Buy	66.999→69.9355	+21.44	take_profit
06-26 06:43	SOL	Buy	66.77→69.7095	+21.48	take_profit
06-26 06:22	SOL	Buy	66.1279→69.0196	+21.32	take_profit
06-26 02:13	SOL	Buy	67.7192→66.0381	-12.86	stop_loss
06-26 02:13	SOL	Buy	67.7282→66.0381	-12.93	stop_loss
06-25 23:30	SOL	Buy	65.8339→68.7297	+21.53	take_profit
06-25 23:30	SOL	Buy	65.7919→68.7087	+21.71	take_profit
06-25 23:28	SOL	Buy	65.3228→68.2208	+21.72	take_profit
06-25 13:46	SOL	Buy	67.6701→65.9811	-12.95	stop_loss
06-25 13:45	SOL	Buy	67.7932→66.092	-13.01	stop_loss
06-25 13:44	SOL	Buy	68.2312→66.5397	-12.86	stop_loss
06-25 13:40	SOL	Buy	68.9323→67.1553	-13.35	stop_loss
06-25 13:38	SOL	Buy	69.3894→67.669	-12.86	stop_loss
06-25 05:09	SOL	Buy	66.0769→68.9697	+21.48	take_profit
06-25 05:07	SOL	Buy	65.9719→68.8547	+21.45	take_profit
06-24 20:47	SOL	Buy	64.8257→67.6598	+21.42	take_profit
06-24 17:47	SOL	Buy	66.3409→64.6929	-12.87	stop_loss
06-24 17:19	SOL	Buy	67.4671→65.7952	-12.84	stop_loss
06-24 16:45	SOL	Buy	68.8473→67.1263	-12.95	stop_loss
06-24 15:45	SOL	Buy	69.1764→67.4571	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2684→67.5511	-12.85	stop_loss
06-24 15:42	SOL	Buy	69.4864→67.7359	-13.05	stop_loss
06-24 15:33	SOL	Buy	69.7575→68.0288	-12.85	stop_loss
06-24 12:45	SOL	Buy	69.0204→69.7315	+4.67	timeout
06-24 11:45	SOL	Buy	69.2594→69.4896	+1.26	timeout
06-24 10:42	SOL	Buy	68.6613→69.1616	+3.29	timeout
06-24 09:41	SOL	Buy	68.7153→69.2186	+3.35	timeout
06-24 08:42	SOL	Buy	68.7713→69.3986	+4.23	timeout
06-23 08:17	SOL	Buy	70.1325→68.3825	-12.91	stop_loss
06-23 08:15	SOL	Buy	70.2615→68.5015	-12.97	stop_loss
06-23 06:21	SOL	Buy	71.6968→69.9115	-12.84	stop_loss
06-23 06:20	SOL	Buy	71.8878→70.0974	-12.83	stop_loss
06-23 06:20	SOL	Buy	71.9108→70.1244	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.9858→70.1694	-13.00	stop_loss
06-23 06:00	SOL	Buy	72.6069→70.807	-12.75	stop_loss
06-22 22:28	SOL	Buy	72.8919→71.0698	-12.90	stop_loss
06-22 22:28	SOL	Buy	73.616→71.7553	-13.00	stop_loss
06-22 21:39	SOL	Buy	74.0501→72.211	-12.76	stop_loss
06-22 21:39	SOL	Buy	74.2041→72.3589	-12.79	stop_loss
06-22 19:08	SOL	Buy	74.2831→72.4379	-12.85	stop_loss
06-22 15:49	SOL	Buy	74.8752→73.0125	-12.89	stop_loss
06-22 11:10	SOL	Buy	73.8571→74.0429	+0.72	timeout
06-22 10:08	SOL	Buy	74.0031→73.9569	-0.91	timeout
06-22 08:50	SOL	Buy	73.0009→73.9079	+5.61	timeout
06-22 06:58	SOL	Buy	73.316→73.6919	+2.07	timeout
06-22 05:54	SOL	Buy	73.068→73.8679	+4.98	timeout
06-21 10:00	SOL	Buy	71.5487→74.0209	+16.68	timeout
06-21 08:54	SOL	Buy	71.3187→73.057	+11.59	timeout
06-21 07:50	SOL	Buy	71.6467→73.271	+10.85	timeout
06-21 06:45	SOL	Buy	72.1788→73.302	+7.31	timeout
06-21 05:42	SOL	Buy	71.6677→73.184	+10.09	timeout
06-20 05:13	SOL	Buy	69.3364→72.3761	+21.44	take_profit
06-20 05:10	SOL	Buy	69.1394→72.1662	+21.42	take_profit
06-20 05:10	SOL	Buy	68.8763→71.8892	+21.41	take_profit
06-20 05:10	SOL	Buy	68.8653→71.8812	+21.43	take_profit
06-20 05:10	SOL	Buy	68.8223→71.8572	+21.58	take_profit
06-19 19:46	SOL	Buy	69.3564→68.8407	-4.11	timeout
06-19 18:45	SOL	Buy	68.7073→68.8767	+0.78	timeout
06-19 17:42	SOL	Buy	68.7383→69.3246	+3.88	timeout
06-19 16:42	SOL	Buy	68.7563→69.1656	+2.57	timeout
06-19 15:48	SOL	Buy	68.9263→69.3006	+2.34	timeout
06-18 15:40	SOL	Buy	71.0697→69.3009	-12.88	stop_loss
06-18 15:39	SOL	Buy	71.1497→69.3779	-12.89	stop_loss
06-18 15:39	SOL	Buy	71.1947→69.4149	-12.95	stop_loss
06-18 15:37	SOL	Buy	71.2977→69.5278	-12.86	stop_loss
06-18 15:18	SOL	Buy	71.8688→70.0784	-12.84	stop_loss
06-18 13:34	SOL	Buy	72.2888→71.3543	-6.78	timeout
06-18 11:23	SOL	Buy	71.9678→70.8164	-8.44	timeout
06-18 05:03	SOL	Buy	72.4949→70.698	-12.74	stop_loss
06-18 05:03	SOL	Buy	72.5109→70.711	-12.77	stop_loss
06-17 19:46	SOL	Buy	73.163→71.3396	-12.94	stop_loss
06-17 14:34	SOL	Buy	72.4649→72.2992	-1.43	timeout
06-17 12:29	SOL	Buy	73.373→71.5525	-12.76	stop_loss
06-17 11:03	SOL	Buy	73.6871→71.8563	-12.80	stop_loss
06-17 08:51	SOL	Buy	73.9501→72.1031	-12.93	stop_loss
06-17 08:49	SOL	Buy	74.0391→72.196	-12.86	stop_loss
06-17 02:57	SOL	Buy	72.9469→73.9539	+6.52	timeout
06-16 22:42	SOL	Buy	73.9171→73.7429	-1.65	timeout
06-16 14:33	SOL	Buy	74.1561→72.31	-12.97	stop_loss
06-16 14:23	SOL	Buy	73.643→72.9271	-5.39	timeout
06-16 13:23	SOL	Buy	74.0501→74.0839	-0.30	timeout
06-16 02:27	SOL	Buy	75.0213→73.1524	-12.90	stop_loss
06-15 22:26	SOL	Buy	75.6543→73.779	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

217

closed

40%

win rate

-345.58

total pnl ($)

-32.6 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	217	40%	-32.6	-345.58

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…