deribit_basis_oversold_zscore_long_v2 · strategy

205

closed trades

38%

win rate

-377.43

total pnl ($)

0.250

weight

7d window — n=49 wr=29% pnl=-197.42 · 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	71.9668→70.1764	-12.89	stop_loss
06-27 22:15	SOL	Buy	72.2118→70.4102	-12.92	stop_loss
06-27 22:15	SOL	Buy	72.3619→70.5661	-12.86	stop_loss
06-27 20:58	SOL	Buy	72.1378→71.1873	-7.03	timeout
06-27 19:31	SOL	Buy	72.7029→70.8999	-12.85	stop_loss
06-27 18:52	SOL	Buy	72.4359→71.8852	-4.27	timeout
06-27 15:42	SOL	Buy	72.1918→72.99	+5.10	timeout
06-26 22:04	SOL	Buy	73.211→71.3916	-12.89	stop_loss
06-26 14:28	SOL	Buy	68.8853→71.9072	+21.47	take_profit
06-26 12:43	SOL	Buy	70.0105→68.2756	-12.88	stop_loss
06-26 09:52	SOL	Buy	70.5976→68.8202	-13.05	stop_loss
06-26 06:47	SOL	Buy	66.87→69.7995	+21.37	take_profit
06-26 06:22	SOL	Buy	66.0399→68.9257	+21.30	take_profit
06-26 06:22	SOL	Buy	66.0159→68.9097	+21.40	take_profit
06-26 06:22	SOL	Buy	65.9839→68.8687	+21.32	take_profit
06-26 06:22	SOL	Buy	65.9719→68.8567	+21.32	take_profit
06-25 13:46	SOL	Buy	67.6101→65.9341	-12.83	stop_loss
06-25 13:46	SOL	Buy	67.6431→65.9651	-12.84	stop_loss
06-25 13:44	SOL	Buy	68.1282→66.4368	-12.84	stop_loss
06-25 13:44	SOL	Buy	68.2592→66.5617	-12.88	stop_loss
06-25 13:38	SOL	Buy	69.2484→67.5291	-12.87	stop_loss
06-25 12:28	SOL	Buy	69.4544→67.729	-12.89	stop_loss
06-25 05:02	SOL	Buy	65.7909→68.6657	+21.44	take_profit
06-24 20:50	SOL	Buy	65.0578→67.9038	+21.44	take_profit
06-24 17:21	SOL	Buy	66.911→65.2526	-12.84	stop_loss
06-24 17:19	SOL	Buy	67.4651→65.7862	-12.89	stop_loss
06-24 15:58	SOL	Buy	68.9063→67.1983	-12.83	stop_loss
06-24 15:42	SOL	Buy	69.5154→67.7899	-12.87	stop_loss
06-24 15:39	SOL	Buy	69.6424→67.9158	-12.85	stop_loss
06-24 14:21	SOL	Buy	69.5344→68.6017	-7.20	timeout
06-24 13:12	SOL	Buy	68.8383→68.5797	-2.36	timeout
06-24 12:11	SOL	Buy	69.1064→69.6945	+3.80	timeout
06-24 09:36	SOL	Buy	68.8913→69.2326	+2.17	timeout
06-24 08:35	SOL	Buy	68.6703→69.4886	+5.61	timeout
06-23 08:17	SOL	Buy	70.2155→68.4745	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.6687→69.8905	-12.80	stop_loss
06-23 06:21	SOL	Buy	71.7298→69.9445	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.8798→70.0974	-12.81	stop_loss
06-23 05:34	SOL	Buy	72.7079→70.8879	-12.86	stop_loss
06-23 05:25	SOL	Buy	72.7769→70.9668	-12.79	stop_loss
06-22 22:28	SOL	Buy	72.9049→71.0918	-12.73	stop_loss
06-22 22:27	SOL	Buy	73.8571→72.0042	-12.86	stop_loss
06-22 22:21	SOL	Buy	73.159→72.4981	-4.81	timeout
06-22 19:25	SOL	Buy	74.2401→72.3969	-12.84	stop_loss
06-22 18:10	SOL	Buy	74.0041→73.394	-4.58	timeout
06-22 08:52	SOL	Buy	73.02→73.8729	+5.25	timeout
06-21 23:36	SOL	Buy	74.0811→72.245	-12.88	stop_loss
06-21 22:26	SOL	Buy	73.533→73.026	-4.05	timeout
06-21 21:24	SOL	Buy	72.2868→72.9391	+3.91	timeout
06-21 16:52	SOL	Buy	71.4307→74.5538	+21.27	take_profit
06-21 14:48	SOL	Buy	71.9398→73.8469	+12.66	timeout
06-21 08:17	SOL	Buy	71.5857→73.061	+9.75	timeout
06-20 22:12	SOL	Buy	69.6504→72.6951	+21.28	take_profit
06-20 14:11	SOL	Buy	72.3268→70.5331	-12.90	stop_loss
06-20 05:13	SOL	Buy	69.3544→72.4351	+21.75	take_profit
06-20 05:11	SOL	Buy	69.2464→72.3052	+21.62	take_profit
06-20 05:10	SOL	Buy	68.9613→71.9892	+21.49	take_profit
06-20 05:07	SOL	Buy	68.3483→71.3533	+21.49	take_profit
06-19 23:24	SOL	Buy	69.4384→69.3236	-1.19	timeout
06-19 22:23	SOL	Buy	69.5144→69.2886	-1.96	timeout
06-19 17:59	SOL	Buy	68.6373→69.3266	+4.61	timeout
06-19 15:53	SOL	Buy	68.6993→69.2756	+3.84	timeout
06-19 07:37	SOL	Buy	69.8065→68.0647	-12.96	stop_loss
06-18 15:39	SOL	Buy	71.1697→69.4019	-12.94	stop_loss
06-18 15:39	SOL	Buy	71.2037→69.4258	-12.99	stop_loss
06-18 15:17	SOL	Buy	72.0838→70.2863	-12.89	stop_loss
06-18 15:17	SOL	Buy	72.2138→70.4202	-12.84	stop_loss
06-18 15:16	SOL	Buy	72.2878→70.4962	-12.81	stop_loss
06-17 22:03	SOL	Buy	72.5799→70.73	-13.21	stop_loss
06-17 19:46	SOL	Buy	73.163→71.3436	-12.89	stop_loss
06-17 19:44	SOL	Buy	73.272→71.4535	-12.94	stop_loss
06-17 19:29	SOL	Buy	73.8711→72.0122	-13.05	stop_loss
06-17 17:07	SOL	Buy	73.268→73.7809	+2.90	timeout
06-17 12:29	SOL	Buy	73.37→71.5515	-12.75	stop_loss
06-17 11:05	SOL	Buy	73.494→71.6724	-12.79	stop_loss
06-17 11:02	SOL	Buy	73.7431→71.9132	-12.83	stop_loss
06-17 04:38	SOL	Buy	73.327→73.7189	+2.25	timeout
06-17 02:34	SOL	Buy	72.9639→74.0189	+6.85	timeout
06-17 00:28	SOL	Buy	73.9421→73.461	-3.65	timeout
06-16 14:33	SOL	Buy	74.1861→72.343	-12.89	stop_loss
06-16 14:30	SOL	Buy	74.5362→72.6887	-12.91	stop_loss
06-16 02:27	SOL	Buy	74.7862→72.9326	-12.84	stop_loss
06-16 02:27	SOL	Buy	75.0453→73.1774	-12.89	stop_loss
06-15 15:42	SOL	Buy	71.5607→74.6888	+21.39	take_profit
06-15 15:40	SOL	Buy	71.3787→74.5008	+21.41	take_profit
06-15 15:38	SOL	Buy	71.2167→74.3318	+21.40	take_profit
06-15 13:20	SOL	Buy	71.0477→74.1589	+21.44	take_profit
06-15 13:08	SOL	Buy	70.0345→73.101	+21.43	take_profit
06-14 23:49	SOL	Buy	68.0732→71.0493	+21.45	take_profit
06-14 23:48	SOL	Buy	68.0002→70.9714	+21.44	take_profit
06-14 22:44	SOL	Buy	67.6081→70.5664	+21.44	take_profit
06-14 21:52	SOL	Buy	67.5851→70.5384	+21.46	take_profit
06-14 21:39	SOL	Buy	67.001→69.9295	+21.46	take_profit
06-14 14:35	SOL	Buy	68.7993→67.0864	-12.80	stop_loss
06-14 14:08	SOL	Buy	68.1092→67.6958	-3.33	timeout
06-14 12:49	SOL	Buy	67.9032→67.7898	-1.09	timeout
06-14 11:45	SOL	Buy	67.7922→68.2038	+2.74	timeout
06-14 08:19	SOL	Buy	67.4191→68.2628	+5.86	timeout
06-13 21:11	SOL	Buy	66.796→68.2358	+10.53	timeout
06-13 13:33	SOL	Buy	66.632→67.8678	+8.92	timeout

Paper vs Live

Paper (trades.jsonl)

205

closed

38%

win rate

-377.43

total pnl ($)

-37.2 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	205	38%	-37.2	-377.43

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…