deribit_basis_z_low_long_v6

not live
123
closed trades
46%
win rate
+33.01
total pnl ($)
0.405
weight
7d window — n=40 wr=40% pnl=-94.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 19:08SOLBuy74.2791→72.4349-12.84stop_loss
06-22 08:22SOLBuy73.0089→74.1769+7.40timeout
06-22 07:17SOLBuy73.388→74.1259+4.52timeout
06-22 03:37SOLBuy73.596→73.7939+0.84timeout
06-22 00:44SOLBuy73.095→73.238+0.62timeout
06-21 15:49SOLBuy71.9848→74.0329+13.63timeout
06-21 08:04SOLBuy71.5877→73.165+10.51timeout
06-21 06:29SOLBuy72.1238→73.156+6.68timeout
06-20 22:28SOLBuy70.7636→73.8599+21.38take_profit
06-20 22:13SOLBuy70.0305→73.091+21.29take_profit
06-20 05:10SOLBuy68.6263→71.6263+21.37take_profit
06-20 05:07SOLBuy68.3172→71.3073+21.40take_profit
06-20 05:07SOLBuy68.2822→71.2893+21.54take_profit
06-20 05:06SOLBuy68.1562→71.1473+21.45take_profit
06-20 02:45SOLBuy69.4734→69.5626+0.08timeout
06-19 07:38SOLBuy69.6584→67.9178-12.98stop_loss
06-19 07:38SOLBuy69.6875→67.9568-12.89stop_loss
06-19 07:37SOLBuy69.7985→68.0617-12.93stop_loss
06-19 07:37SOLBuy69.8605→68.1267-12.88stop_loss
06-18 15:40SOLBuy70.9246→69.165-12.88stop_loss
06-18 15:39SOLBuy71.1177→69.3549-12.90stop_loss
06-18 15:39SOLBuy71.1197→69.3549-12.93stop_loss
06-18 15:35SOLBuy71.4457→69.6747-12.96stop_loss
06-18 15:17SOLBuy72.1978→70.4052-12.84stop_loss
06-18 11:09SOLBuy72.0028→71.3173-5.19timeout
06-17 22:03SOLBuy72.9619→71.1537-12.85stop_loss
06-17 17:35SOLBuy73.3→73.7899+2.74timeout
06-17 16:33SOLBuy73.191→74.1299+5.81timeout
06-17 15:30SOLBuy73.23→72.9191-2.42timeout
06-17 14:28SOLBuy72.9119→72.3162-4.38timeout
06-17 11:01SOLBuy73.8091→71.9782-12.76stop_loss
06-16 15:23SOLBuy73.8651→73.061-5.94timeout
06-16 14:33SOLBuy74.1441→72.305-12.87stop_loss
06-16 14:27SOLBuy74.6122→72.7627-12.86stop_loss
06-16 14:23SOLBuy74.8092→72.9526-12.87stop_loss
06-16 14:17SOLBuy75.2083→73.3423-12.87stop_loss
06-16 02:27SOLBuy74.8182→72.9586-12.87stop_loss
06-16 02:27SOLBuy74.8782→73.0225-12.83stop_loss
06-16 02:27SOLBuy75.0213→73.1364-13.01stop_loss
06-16 02:18SOLBuy75.1483→73.2853-12.83stop_loss
06-15 15:41SOLBuy71.4717→74.6008+21.42take_profit
06-15 15:38SOLBuy71.2717→74.3898+21.41take_profit
06-15 15:38SOLBuy71.2477→74.3628+21.40take_profit
06-15 13:16SOLBuy70.4196→73.499+21.40take_profit
06-15 13:16SOLBuy70.4156→73.494+21.40take_profit
06-14 23:51SOLBuy68.1862→71.1683+21.48take_profit
06-14 23:48SOLBuy68.0052→70.9794+21.46take_profit
06-14 22:44SOLBuy67.5931→70.5494+21.45take_profit
06-14 21:50SOLBuy67.4471→70.3964+21.46take_profit
06-14 21:39SOLBuy66.987→69.9195+21.50take_profit
06-14 11:04SOLBuy67.4101→68.0418+4.35timeout
06-14 07:32SOLBuy67.1901→68.0908+6.30timeout
06-14 04:38SOLBuy66.866→68.8117+14.32timeout
06-14 02:44SOLBuy67.0251→68.8447+13.42timeout
06-14 01:46SOLBuy67.3891→68.8807+10.92timeout
06-13 10:34SOLBuy66.813→67.4249+4.20timeout
06-13 07:23SOLBuy66.2509→67.0489+5.71timeout
06-12 20:56SOLBuy66.553→66.638+0.33timeout
06-12 14:01SOLBuy65.5228→66.937+10.19timeout
06-12 11:03SOLBuy65.5298→66.874+9.70timeout
06-12 10:00SOLBuy65.4178→67.1149+12.48timeout
06-12 06:49SOLBuy65.2518→66.1081+6.12timeout
06-11 17:49SOLBuy64.0796→66.882+21.31take_profit
06-11 11:35SOLBuy63.2695→65.5272+17.24timeout
06-11 10:33SOLBuy63.6575→65.4252+13.28timeout
06-11 09:29SOLBuy63.4505→65.1602+12.87timeout
06-10 21:50SOLBuy64.1066→62.5163-12.73stop_loss
06-10 16:09SOLBuy64.0266→65.2522+8.98timeout
06-10 08:48SOLBuy64.9667→63.3418-12.82stop_loss
06-10 08:32SOLBuy65.2998→63.6616-12.94stop_loss
06-09 16:06SOLBuy65.5848→63.9584-12.84stop_loss
06-09 14:30SOLBuy66.1939→64.548-12.88stop_loss
06-09 14:20SOLBuy66.405→64.7399-12.98stop_loss
06-09 14:18SOLBuy66.607→64.9468-12.90stop_loss
06-09 14:15SOLBuy66.854→65.1936-12.85stop_loss
06-09 12:29SOLBuy66.396→66.2301-1.59timeout
06-09 05:17SOLBuy65.3208→67.0089+12.59timeout
06-09 04:14SOLBuy65.8769→66.0931+1.39timeout
06-09 01:51SOLBuy65.9749→65.7711-1.71timeout
06-08 23:37SOLBuy66.0859→66.858+5.53timeout
06-08 05:42SOLBuy66.55→64.8978-12.83stop_loss
06-08 05:15SOLBuy66.71→65.0437-12.85stop_loss
06-07 22:15SOLBuy64.9727→67.8198+21.74take_profit
06-07 22:15SOLBuy64.7277→67.6139+22.10take_profit
06-07 22:14SOLBuy64.5147→67.3799+21.77take_profit
06-07 22:14SOLBuy64.5097→67.3799+22.17take_profit
06-07 22:14SOLBuy64.0876→66.89+21.81take_profit
06-07 12:11SOLBuy65.7359→64.1003-12.83stop_loss
06-07 08:46SOLBuy62.5814→65.3162+21.69take_profit
06-07 08:45SOLBuy62.4924→65.2242+21.72take_profit
06-07 08:37SOLBuy62.3393→65.0642+21.73take_profit
06-07 06:23SOLBuy61.7533→64.4543+21.57take_profit
06-07 05:13SOLBuy61.6622→64.3603+21.54take_profit
06-06 10:30SOLBuy62.8914→61.3091-12.96stop_loss
06-06 06:22SOLBuy60.6131→63.2615+21.42take_profit
06-05 23:33SOLBuy64.2606→62.6602-12.90stop_loss
06-05 23:33SOLBuy64.3056→62.6752-13.11stop_loss
06-05 19:07SOLBuy63.5565→61.9787-12.86stop_loss
06-05 18:52SOLBuy64.4047→62.8072-12.85stop_loss
06-05 18:52SOLBuy64.5227→62.9221-12.85stop_loss

Paper vs Live

Paper (trades.jsonl)
123
closed
46%
win rate
+33.01
total pnl ($)
+4.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL12346%+4.7+33.01

Recent bounces (last 20 of 1)

timesymsidereason
06-22 11:52SOLBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems