deribit_basis_oversold_fear_revert_long

not live
93
closed trades
45%
win rate
-141.29
total pnl ($)
0.981
weight
7d window — n=24 wr=46% pnl=-43.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 93 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 08:58SOLBuy71.1937→71.9082+4.49timeout
06-27 22:16SOLBuy72.7399→70.1294-18.40stop_loss
06-27 19:48SOLBuy72.1398→71.0903-7.71timeout
06-26 15:39SOLBuy68.6513→72.0642+24.38take_profit
06-26 14:21SOLBuy68.2072→71.6043+24.40take_profit
06-26 07:03SOLBuy67.2021→70.5434+24.36take_profit
06-26 04:57SOLBuy65.8099→67.9878+16.03timeout
06-25 13:47SOLBuy68.2312→65.7852-18.38stop_loss
06-25 13:46SOLBuy68.3052→65.8602-18.35stop_loss
06-25 10:54SOLBuy67.7842→68.2968+3.26timeout
06-25 04:50SOLBuy66.921→68.0758+8.25timeout
06-24 16:51SOLBuy69.0354→66.5607-18.37stop_loss
06-24 16:45SOLBuy69.6204→67.1233-18.39stop_loss
06-24 10:49SOLBuy69.4734→69.0696-3.31timeout
06-24 04:49SOLBuy68.9303→69.5886+4.45timeout
06-23 22:35SOLBuy68.7813→69.3726+3.97timeout
06-23 08:13SOLBuy71.8128→69.125-19.11stop_loss
06-23 08:13SOLBuy71.8748→69.244-18.60stop_loss
06-23 02:49SOLBuy73.538→71.8462-11.77timeout
06-22 20:40SOLBuy73.7741→72.7481-7.32timeout
06-22 14:36SOLBuy74.1311→73.6749-3.58timeout
06-22 08:33SOLBuy74.0421→73.9679-1.02timeout
06-22 02:27SOLBuy73.8921→74.0829+0.80timeout
06-21 19:24SOLBuy73.293→74.2989+6.34timeout
06-20 18:47SOLBuy72.2348→71.8102-3.46timeout
06-20 12:45SOLBuy69.7675→71.5693+12.43timeout
06-20 05:11SOLBuy68.8703→72.3052+24.47take_profit
06-20 00:41SOLBuy68.2462→69.7485+10.52timeout
06-19 18:38SOLBuy68.4713→68.9527+3.06timeout
06-19 13:16SOLBuy69.8605→68.5547-9.75timeout
06-19 06:52SOLBuy68.7463→68.4827-2.42timeout
06-18 15:53SOLBuy71.1637→68.6084-18.46stop_loss
06-18 15:43SOLBuy71.6407→69.0581-18.49stop_loss
06-18 13:03SOLBuy72.4579→71.4203-7.54timeout
06-18 05:08SOLBuy73.185→70.5661-18.28stop_loss
06-18 01:18SOLBuy72.3769→72.4351+0.01timeout
06-17 19:21SOLBuy73.211→72.4231-5.91timeout
06-17 13:15SOLBuy73.565→72.3621-8.55timeout
06-17 07:21SOLBuy73.8321→73.225-4.51timeout
06-17 01:10SOLBuy74.3722→73.526-6.12timeout
06-16 18:59SOLBuy74.1691→73.9539-1.90timeout
06-16 02:28SOLBuy75.5493→72.8436-18.36stop_loss
06-15 15:47SOLBuy71.4257→74.9788+24.44take_profit
06-15 15:46SOLBuy71.2757→74.8188+24.44take_profit
06-14 23:51SOLBuy67.7312→71.1043+24.48take_profit
06-14 23:49SOLBuy67.6982→71.0623+24.41take_profit
06-14 19:55SOLBuy68.1992→67.5309-5.23timeout
06-14 13:54SOLBuy68.8893→67.6469-9.39timeout
06-14 07:50SOLBuy68.3473→68.1668-1.85timeout
06-14 01:51SOLBuy67.9642→68.9047+6.63timeout
06-13 19:51SOLBuy67.3281→68.3357+7.12timeout
06-13 13:47SOLBuy67.4211→68.0038+3.92timeout
06-12 23:12SOLBuy66.907→66.503-3.38timeout
06-12 17:24SOLBuy66.772→67.3929+4.29timeout
06-12 08:54SOLBuy66.534→66.847+1.91timeout
06-12 02:00SOLBuy65.5158→66.676+8.41timeout
06-11 19:05SOLBuy64.9837→66.684+12.56timeout
06-11 08:28SOLBuy62.3624→65.4642+24.36take_profit
06-10 21:05SOLBuy65.3198→62.979-18.32stop_loss
06-10 20:19SOLBuy64.1086→63.3985-5.88timeout
06-10 02:23SOLBuy65.0428→65.5232+3.32timeout
06-09 14:44SOLBuy66.853→64.4581-18.34stop_loss
06-09 07:02SOLBuy67.4921→67.0299-3.90timeout
06-09 01:02SOLBuy67.0291→65.5292-11.49timeout
06-08 18:58SOLBuy65.6588→67.4029+12.89timeout
06-08 12:55SOLBuy66.646→66.963+1.96timeout
06-08 06:55SOLBuy65.0908→65.6761+4.21timeout
06-07 22:14SOLBuy64.2286→67.4519+24.86take_profit
06-07 18:47SOLBuy64.8947→65.2742+2.78timeout
06-07 08:46SOLBuy62.3303→65.4282+24.53take_profit
06-07 06:36SOLBuy61.7763→64.8523+24.58take_profit
06-07 00:34SOLBuy62.2043→62.4786+1.86timeout
06-06 18:07SOLBuy62.7674→61.4648-10.73timeout
06-05 18:37SOLBuy65.8919→63.5137-18.50stop_loss
06-05 15:48SOLBuy66.1769→63.8045-18.35stop_loss
06-05 06:19SOLBuy67.5291→65.1077-18.36stop_loss
06-05 06:00SOLBuy68.4123→65.9581-18.27stop_loss
06-05 03:06SOLBuy69.4104→66.9215-18.19stop_loss
06-04 22:03SOLBuy68.7953→68.0518-5.75timeout
06-04 09:31SOLBuy70.1675→67.656-18.28stop_loss
06-04 01:50SOLBuy71.4457→68.8852-18.30stop_loss
06-03 19:31SOLBuy74.4412→71.7703-18.34stop_loss
06-03 16:40SOLBuy73.578→72.6561-6.62timeout
06-03 11:53SOLBuy73.9681→74.9498+6.21timeout
06-02 22:50SOLBuy76.6815→73.9219-18.39stop_loss
06-02 14:27SOLBuy79.837→76.9789-18.31stop_loss
06-02 14:22SOLBuy80.7641→77.8694-18.30stop_loss
06-01 11:26SOLBuy82.3834→81.0678-8.51timeout
06-01 02:26SOLBuy82.0323→82.1997+0.66timeout
05-31 07:49SOLBuy82.9444→82.6216-2.46timeout
05-30 02:53SOLBuy81.4282→82.8796+8.42timeout
05-29 19:48SOLBuy82.0083→82.1887+0.57timeout
05-29 02:37SOLBuy80.9281→81.8477+5.20timeout

Paper vs Live

Paper (trades.jsonl)
93
closed
45%
win rate
-141.29
total pnl ($)
-31.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9345%-31.1-141.29

Recent bounces (last 20 of 2)

timesymsidereason
06-28 11:38SOLBuycircuit_breaker
06-28 05:14SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems