deribit_basis_oversold_zscore_long · strategy

211

closed trades

39%

win rate

-326.32

total pnl ($)

0.727

weight

7d window — n=52 wr=37% pnl=-82.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 01:13	SOL	Buy	71.6868→70.5064	-8.58	timeout
06-27 22:02	SOL	Buy	72.3929→70.5971	-12.84	stop_loss
06-27 21:04	SOL	Buy	71.8508→71.3363	-4.02	timeout
06-27 19:31	SOL	Buy	72.7339→70.9239	-12.89	stop_loss
06-27 19:00	SOL	Buy	72.5279→71.8532	-5.12	timeout
06-27 15:42	SOL	Buy	72.2228→72.992	+4.90	timeout
06-26 22:04	SOL	Buy	73.359→71.5375	-12.88	stop_loss
06-26 16:00	SOL	Buy	69.6154→72.6781	+21.50	take_profit
06-26 15:39	SOL	Buy	69.0294→72.0532	+21.42	take_profit
06-26 14:28	SOL	Buy	68.7803→71.7892	+21.42	take_profit
06-26 10:48	SOL	Buy	70.3746→68.6244	-12.90	stop_loss
06-26 09:51	SOL	Buy	70.6266→68.8662	-12.93	stop_loss
06-26 06:43	SOL	Buy	66.717→69.6386	+21.38	take_profit
06-26 06:43	SOL	Buy	66.646→69.5576	+21.37	take_profit
06-26 06:39	SOL	Buy	66.589→69.5026	+21.35	take_profit
06-26 06:22	SOL	Buy	66.2309→69.1286	+21.34	take_profit
06-26 06:22	SOL	Buy	65.9689→68.8587	+21.35	take_profit
06-26 02:13	SOL	Buy	67.8302→66.145	-12.88	stop_loss
06-25 23:30	SOL	Buy	65.8559→68.7337	+21.40	take_profit
06-25 13:47	SOL	Buy	67.4441→65.7702	-12.88	stop_loss
06-25 13:46	SOL	Buy	67.5921→65.9161	-12.86	stop_loss
06-25 13:44	SOL	Buy	68.1452→66.4518	-12.89	stop_loss
06-25 13:44	SOL	Buy	68.2372→66.5437	-12.86	stop_loss
06-25 13:38	SOL	Buy	69.2294→67.4891	-13.03	stop_loss
06-25 12:28	SOL	Buy	69.4564→67.729	-12.90	stop_loss
06-25 05:09	SOL	Buy	66.0679→68.9567	+21.46	take_profit
06-25 05:02	SOL	Buy	65.8159→68.6937	+21.46	take_profit
06-24 22:01	SOL	Buy	65.4818→68.3447	+21.42	take_profit
06-24 17:19	SOL	Buy	67.6421→65.9571	-12.91	stop_loss
06-24 16:51	SOL	Buy	68.4363→66.7366	-12.87	stop_loss
06-24 16:45	SOL	Buy	68.7653→67.0584	-12.87	stop_loss
06-24 15:42	SOL	Buy	69.5254→67.7989	-12.87	stop_loss
06-24 15:37	SOL	Buy	69.6785→67.9378	-12.95	stop_loss
06-24 14:21	SOL	Buy	69.5344→68.6157	-7.09	timeout
06-24 13:12	SOL	Buy	68.7593→68.8137	-0.09	timeout
06-24 12:10	SOL	Buy	69.2004→69.7855	+3.78	timeout
06-24 09:36	SOL	Buy	68.8923→69.2776	+2.49	timeout
06-24 08:35	SOL	Buy	68.6763→69.4886	+5.56	timeout
06-23 08:15	SOL	Buy	70.2615→68.5015	-12.97	stop_loss
06-23 06:21	SOL	Buy	71.6597→69.8786	-12.82	stop_loss
06-23 06:21	SOL	Buy	71.7218→69.9245	-12.93	stop_loss
06-23 06:20	SOL	Buy	71.8858→70.0974	-12.85	stop_loss
06-23 05:34	SOL	Buy	72.6949→70.8879	-12.77	stop_loss
06-23 05:25	SOL	Buy	72.7659→70.9559	-12.79	stop_loss
06-22 22:20	SOL	Buy	73.061→72.5091	-4.07	timeout
06-22 21:10	SOL	Buy	72.6669→72.7521	+0.31	timeout
06-22 19:01	SOL	Buy	74.3201→72.4779	-12.82	stop_loss
06-22 18:09	SOL	Buy	74.0491→73.372	-5.04	timeout
06-22 16:16	SOL	Buy	74.3692→72.5228	-12.86	stop_loss
06-22 08:31	SOL	Buy	72.9929→73.9259	+5.79	timeout
06-22 07:27	SOL	Buy	73.222→74.3298	+7.05	timeout
06-21 21:09	SOL	Buy	74.4902→72.6368	-12.92	stop_loss
06-21 16:52	SOL	Buy	71.4127→74.5538	+21.40	take_profit
06-21 14:49	SOL	Buy	71.8988→73.8489	+12.96	timeout
06-21 12:42	SOL	Buy	71.5437→73.189	+10.91	timeout
06-21 08:17	SOL	Buy	71.5807→73.061	+9.78	timeout
06-21 05:12	SOL	Buy	72.1568→73.257	+7.10	timeout
06-20 05:13	SOL	Buy	69.3524→72.3831	+21.37	take_profit
06-20 05:10	SOL	Buy	69.1084→72.1542	+21.57	take_profit
06-20 05:10	SOL	Buy	68.6363→71.6383	+21.38	take_profit
06-20 05:07	SOL	Buy	68.3032→71.2893	+21.37	take_profit
06-20 05:06	SOL	Buy	68.1292→71.1133	+21.41	take_profit
06-19 16:18	SOL	Buy	68.6913→69.3956	+4.72	timeout
06-19 12:47	SOL	Buy	69.5844→67.8589	-12.80	stop_loss
06-19 07:38	SOL	Buy	69.6775→67.9258	-13.04	stop_loss
06-19 07:37	SOL	Buy	69.7965→68.0517	-12.98	stop_loss
06-19 07:37	SOL	Buy	69.8455→68.1137	-12.87	stop_loss
06-18 15:37	SOL	Buy	71.2957→69.5278	-12.83	stop_loss
06-18 15:29	SOL	Buy	71.5807→69.7736	-13.07	stop_loss
06-18 15:25	SOL	Buy	71.6908→69.9095	-12.85	stop_loss
06-18 15:17	SOL	Buy	72.0818→70.2853	-12.87	stop_loss
06-18 15:17	SOL	Buy	72.2158→70.4202	-12.84	stop_loss
06-18 11:13	SOL	Buy	72.0538→71.0763	-7.24	timeout
06-18 05:08	SOL	Buy	72.3509→70.5571	-12.77	stop_loss
06-18 05:08	SOL	Buy	72.3839→70.5831	-12.78	stop_loss
06-17 19:29	SOL	Buy	73.663→71.8333	-12.88	stop_loss
06-17 17:10	SOL	Buy	73.26→73.605	+1.75	timeout
06-17 12:30	SOL	Buy	73.356→71.5375	-12.75	stop_loss
06-17 11:05	SOL	Buy	73.594→71.7693	-12.79	stop_loss
06-17 11:01	SOL	Buy	73.8381→72.0082	-12.80	stop_loss
06-17 08:49	SOL	Buy	73.9921→72.1521	-12.85	stop_loss
06-17 02:34	SOL	Buy	72.9669→74.0299	+6.88	timeout
06-16 14:33	SOL	Buy	74.1001→72.263	-12.89	stop_loss
06-16 14:33	SOL	Buy	74.1591→72.321	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4722→72.6128	-12.95	stop_loss
06-16 14:09	SOL	Buy	73.337→73.8199	+2.75	timeout
06-16 02:18	SOL	Buy	75.1003→73.2254	-12.93	stop_loss
06-16 02:11	SOL	Buy	75.3123→73.4382	-12.88	stop_loss
06-16 02:11	SOL	Buy	75.2923→73.4242	-12.84	stop_loss
06-15 22:26	SOL	Buy	75.5793→73.7001	-12.90	stop_loss
06-15 15:41	SOL	Buy	71.4227→74.5498	+21.43	take_profit
06-15 15:38	SOL	Buy	71.2267→74.3388	+21.38	take_profit
06-15 15:38	SOL	Buy	71.1557→74.2699	+21.42	take_profit
06-15 13:20	SOL	Buy	71.0587→74.1689	+21.42	take_profit
06-15 13:16	SOL	Buy	70.4276→73.517	+21.47	take_profit
06-14 23:49	SOL	Buy	68.0682→71.0493	+21.49	take_profit
06-14 22:44	SOL	Buy	67.6241→70.6094	+21.66	take_profit
06-14 22:44	SOL	Buy	67.6081→70.5664	+21.44	take_profit
06-14 21:39	SOL	Buy	66.985→69.9195	+21.51	take_profit
06-14 14:35	SOL	Buy	68.8153→67.1044	-12.81	stop_loss

Paper vs Live

Paper (trades.jsonl)

211

closed

39%

win rate

-326.32

total pnl ($)

-31.3 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	211	39%	-31.3	-326.32

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…