deribit_basis_zscore_contrarian_long_v5

not live
207
closed trades
38%
win rate
-343.12
total pnl ($)
0.608
weight
7d window — n=50 wr=36% pnl=-107.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 08:07SOLBuy71.1417→72.6911+10.29timeout
06-29 05:21SOLBuy70.5606→71.3963+5.35timeout
06-29 02:50SOLBuy70.7206→72.0202+8.59timeout
06-29 01:31SOLBuy70.7486→71.0963+1.86timeout
06-28 22:53SOLBuy71.7748→69.9645-12.99stop_loss
06-28 01:14SOLBuy71.6617→70.5284-8.24timeout
06-27 22:16SOLBuy71.9668→70.1274-13.23stop_loss
06-27 22:15SOLBuy72.1768→70.3872-12.85stop_loss
06-27 22:15SOLBuy72.2178→70.3872-13.12stop_loss
06-27 22:02SOLBuy72.3989→70.6001-12.86stop_loss
06-27 19:00SOLBuy72.4899→71.8522-4.87timeout
06-26 22:04SOLBuy73.361→71.5375-12.89stop_loss
06-26 16:00SOLBuy69.8165→72.9061+21.63take_profit
06-26 15:41SOLBuy69.1604→72.1862+21.39take_profit
06-26 15:39SOLBuy69.0114→72.0282+21.39take_profit
06-26 09:51SOLBuy70.7896→69.0351-12.86stop_loss
06-26 07:02SOLBuy67.2241→70.1695+21.42take_profit
06-26 06:43SOLBuy66.69→69.6176+21.43take_profit
06-26 06:39SOLBuy66.572→69.4896+21.37take_profit
06-26 06:22SOLBuy66.2309→69.1446+21.47take_profit
06-26 06:22SOLBuy66.0279→68.9257+21.40take_profit
06-25 23:30SOLBuy65.7469→68.6397+21.54take_profit
06-25 13:46SOLBuy67.6411→65.9571-12.88stop_loss
06-25 13:45SOLBuy67.9432→66.2569-12.83stop_loss
06-25 13:45SOLBuy68.0802→66.3908-12.83stop_loss
06-25 13:41SOLBuy68.7133→67.0084-12.85stop_loss
06-25 13:38SOLBuy69.1134→67.3992-12.84stop_loss
06-25 05:08SOLBuy66.0039→68.8957+21.49take_profit
06-24 20:50SOLBuy65.0748→67.9198+21.42take_profit
06-24 17:47SOLBuy66.359→64.7079-12.89stop_loss
06-24 17:19SOLBuy67.5521→65.8742-12.87stop_loss
06-24 16:51SOLBuy68.3733→66.6227-13.25stop_loss
06-24 16:45SOLBuy68.8493→67.1233-13.02stop_loss
06-24 15:57SOLBuy68.7043→67.3279-10.17timeout
06-24 15:47SOLBuy68.9763→67.2663-12.86stop_loss
06-24 13:09SOLBuy68.7683→68.9207+0.63timeout
06-24 12:09SOLBuy69.1714→69.7715+3.88timeout
06-23 08:24SOLBuy69.9015→67.9558-14.36stop_loss
06-23 08:15SOLBuy70.4996→68.7443-12.89stop_loss
06-23 06:20SOLBuy71.8138→70.0295-12.81stop_loss
06-23 06:20SOLBuy71.8648→70.0814-12.82stop_loss
06-23 06:20SOLBuy71.8818→70.0974-12.81stop_loss
06-23 05:34SOLBuy72.7209→70.9169-12.75stop_loss
06-23 05:25SOLBuy72.7649→70.9559-12.79stop_loss
06-22 23:31SOLBuy72.8539→71.9662-6.21timeout
06-22 22:27SOLBuy73.9921→72.1571-12.76stop_loss
06-22 22:20SOLBuy73.07→72.6171-3.37timeout
06-22 19:08SOLBuy74.2841→72.4349-12.82stop_loss
06-22 16:08SOLBuy74.4922→72.6298-12.95stop_loss
06-22 12:36SOLBuy73.072→74.3528+8.16timeout
06-22 08:57SOLBuy73.076→73.8699+4.83timeout
06-22 00:41SOLBuy73.107→73.374+1.48timeout
06-21 22:26SOLBuy73.507→73.026-3.87timeout
06-21 21:09SOLBuy74.5722→72.7197-12.90stop_loss
06-21 15:59SOLBuy71.9918→74.1189+14.17timeout
06-21 10:50SOLBuy71.6637→74.1119+16.48timeout
06-21 08:18SOLBuy71.6047→73.082+9.76timeout
06-20 22:34SOLBuy71.1887→74.2989+21.34take_profit
06-20 22:12SOLBuy69.7805→72.8431+21.36take_profit
06-20 05:11SOLBuy69.1924→72.2392+21.55take_profit
06-20 05:10SOLBuy68.9443→71.9792+21.54take_profit
06-20 05:10SOLBuy68.7153→71.7222+21.40take_profit
06-20 05:06SOLBuy68.1562→71.1473+21.45take_profit
06-19 23:11SOLBuy69.3664→69.2416-1.26timeout
06-19 19:28SOLBuy68.8513→68.8577-0.35timeout
06-19 17:18SOLBuy68.9073→69.0396+0.57timeout
06-19 12:47SOLBuy69.5964→67.8699-12.81stop_loss
06-19 07:37SOLBuy69.8525→68.1157-12.91stop_loss
06-18 15:40SOLBuy70.8996→69.137-12.88stop_loss
06-18 15:18SOLBuy71.8358→70.0514-12.85stop_loss
06-18 15:17SOLBuy72.0058→70.2213-12.79stop_loss
06-18 15:17SOLBuy72.0678→70.2793-12.80stop_loss
06-18 15:16SOLBuy72.2658→70.4742-12.80stop_loss
06-18 11:57SOLBuy72.0528→70.8734-8.61timeout
06-18 08:52SOLBuy72.2098→71.9592-2.09timeout
06-17 22:03SOLBuy72.9849→71.1607-12.95stop_loss
06-17 19:44SOLBuy73.272→71.4535-12.94stop_loss
06-17 19:29SOLBuy73.8091→71.9722-12.91stop_loss
06-17 17:11SOLBuy73.273→73.65+1.97timeout
06-17 16:08SOLBuy73.291→73.8099+2.99timeout
06-17 11:03SOLBuy73.7021→71.8733-12.83stop_loss
06-17 08:49SOLBuy74.0051→72.1531-12.93stop_loss
06-17 04:41SOLBuy73.271→73.8089+3.25timeout
06-17 02:34SOLBuy72.9779→74.0829+7.17timeout
06-16 15:06SOLBuy73.9111→73.281-4.78timeout
06-16 14:33SOLBuy74.1651→72.325-12.90stop_loss
06-16 14:33SOLBuy74.1751→72.337-12.86stop_loss
06-16 02:27SOLBuy74.7762→72.9196-12.86stop_loss
06-16 02:12SOLBuy75.2253→73.3523-12.88stop_loss
06-16 02:12SOLBuy75.2443→73.3783-12.84stop_loss
06-15 22:26SOLBuy75.6493→73.774-12.86stop_loss
06-15 15:47SOLBuy71.7458→74.8808+21.39take_profit
06-15 15:41SOLBuy71.5317→74.6578+21.38take_profit
06-15 13:20SOLBuy71.1297→74.2469+21.46take_profit
06-15 13:19SOLBuy70.8806→73.9869+21.45take_profit
06-15 13:16SOLBuy70.3676→73.449+21.43take_profit
06-14 23:51SOLBuy68.1642→71.1473+21.49take_profit
06-14 23:47SOLBuy67.9752→70.9484+21.46take_profit
06-14 22:44SOLBuy67.6081→70.5664+21.44take_profit
06-14 21:40SOLBuy67.3931→70.3694+21.68take_profit

Paper vs Live

Paper (trades.jsonl)
207
closed
38%
win rate
-343.12
total pnl ($)
-33.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL20738%-33.7-343.12

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:04SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems