deribit_basis_zscore_extreme_discount_long · strategy

196

closed trades

40%

win rate

-243.57

total pnl ($)

1.259

weight

7d window — n=50 wr=46% pnl=+1.89 · 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 09:12	SOL	Buy	71.8068→71.7692	-0.86	timeout
06-27 22:16	SOL	Buy	71.9098→70.1274	-12.84	stop_loss
06-27 22:16	SOL	Buy	72.0898→70.2813	-12.99	stop_loss
06-27 22:15	SOL	Buy	72.2398→70.3972	-13.20	stop_loss
06-27 20:34	SOL	Buy	72.2398→71.2153	-7.51	timeout
06-27 15:40	SOL	Buy	72.1748→72.9701	+5.08	timeout
06-26 21:03	SOL	Buy	73.7701→71.9332	-12.91	stop_loss
06-26 16:00	SOL	Buy	69.8065→72.8571	+21.36	take_profit
06-26 15:39	SOL	Buy	69.1394→72.1612	+21.37	take_profit
06-26 14:12	SOL	Buy	68.0242→70.9963	+21.34	take_profit
06-26 09:51	SOL	Buy	70.6726→68.9142	-12.90	stop_loss
06-26 07:02	SOL	Buy	67.3201→70.2735	+21.45	take_profit
06-26 06:43	SOL	Buy	66.708→69.6296	+21.38	take_profit
06-26 06:43	SOL	Buy	66.693→69.6176	+21.38	take_profit
06-26 06:39	SOL	Buy	66.532→69.4386	+21.37	take_profit
06-25 23:30	SOL	Buy	65.7819→68.7087	+21.79	take_profit
06-25 23:30	SOL	Buy	65.7919→68.7087	+21.71	take_profit
06-25 23:24	SOL	Buy	64.8367→67.6708	+21.40	take_profit
06-25 13:48	SOL	Buy	67.2941→65.6263	-12.85	stop_loss
06-25 13:46	SOL	Buy	67.5981→65.8991	-13.03	stop_loss
06-25 13:45	SOL	Buy	67.8482→66.162	-12.89	stop_loss
06-25 05:09	SOL	Buy	66.1589→69.0566	+21.50	take_profit
06-25 05:02	SOL	Buy	65.8099→68.6857	+21.45	take_profit
06-24 22:01	SOL	Buy	65.5268→68.3927	+21.43	take_profit
06-24 17:19	SOL	Buy	67.5901→65.9151	-12.84	stop_loss
06-24 16:51	SOL	Buy	68.3242→66.6277	-12.87	stop_loss
06-24 16:45	SOL	Buy	68.7803→67.0744	-12.86	stop_loss
06-24 15:45	SOL	Buy	69.2864→67.5571	-12.93	stop_loss
06-24 15:33	SOL	Buy	69.9155→68.1617	-13.00	stop_loss
06-24 12:52	SOL	Buy	68.8773→69.4636	+3.77	timeout
06-24 11:52	SOL	Buy	69.0774→69.8805	+5.39	timeout
06-24 10:48	SOL	Buy	68.6913→69.0826	+2.49	timeout
06-24 09:47	SOL	Buy	68.7903→69.2676	+3.13	timeout
06-24 08:45	SOL	Buy	68.6723→69.4496	+5.33	timeout
06-23 08:17	SOL	Buy	70.2075→68.4555	-12.92	stop_loss
06-23 08:15	SOL	Buy	70.3395→68.5914	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6437→69.8186	-13.14	stop_loss
06-23 06:21	SOL	Buy	71.6838→69.9045	-12.80	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.9195	-13.03	stop_loss
06-23 06:20	SOL	Buy	71.9698→70.1644	-12.96	stop_loss
06-23 06:01	SOL	Buy	72.5629→70.757	-12.82	stop_loss
06-22 22:28	SOL	Buy	73.601→71.7713	-12.75	stop_loss
06-22 22:27	SOL	Buy	73.8401→72.0102	-12.74	stop_loss
06-22 22:27	SOL	Buy	73.8541→72.0182	-12.76	stop_loss
06-22 21:27	SOL	Buy	72.8829→72.6631	-1.77	timeout
06-22 19:08	SOL	Buy	74.2821→72.4349	-12.85	stop_loss
06-22 08:23	SOL	Buy	73.011→74.1439	+7.16	timeout
06-22 07:18	SOL	Buy	73.449→74.1789	+4.46	timeout
06-22 06:10	SOL	Buy	73.141→74.0619	+5.80	timeout
06-22 03:37	SOL	Buy	73.677→73.7849	+0.24	timeout
06-21 15:50	SOL	Buy	71.9898→74.0369	+13.62	timeout
06-21 08:00	SOL	Buy	71.5977→73.194	+10.70	timeout
06-21 06:25	SOL	Buy	72.0758→73.164	+7.08	timeout
06-21 05:23	SOL	Buy	71.7468→73.193	+9.57	timeout
06-20 22:34	SOL	Buy	71.0016→74.1059	+21.36	take_profit
06-20 05:13	SOL	Buy	69.3294→72.3641	+21.42	take_profit
06-20 05:10	SOL	Buy	68.6363→71.6383	+21.38	take_profit
06-20 05:07	SOL	Buy	68.3222→71.3093	+21.37	take_profit
06-20 05:06	SOL	Buy	68.1542→71.1403	+21.42	take_profit
06-20 02:42	SOL	Buy	69.4834→69.5536	-0.05	timeout
06-19 12:47	SOL	Buy	69.5734→67.8399	-12.86	stop_loss
06-19 07:38	SOL	Buy	69.6775→67.9368	-12.96	stop_loss
06-19 07:37	SOL	Buy	69.7655→68.0358	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8195→68.0867	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9386→69.165	-12.95	stop_loss
06-18 15:37	SOL	Buy	71.2997→69.5278	-12.86	stop_loss
06-18 15:25	SOL	Buy	71.6918→69.9095	-12.86	stop_loss
06-18 15:17	SOL	Buy	71.8998→70.1044	-12.88	stop_loss
06-18 15:17	SOL	Buy	72.1468→70.3542	-12.81	stop_loss
06-18 11:14	SOL	Buy	71.9938→71.0823	-6.78	timeout
06-17 22:03	SOL	Buy	72.6739→70.8539	-12.98	stop_loss
06-17 19:46	SOL	Buy	73.216→71.4006	-12.86	stop_loss
06-17 17:30	SOL	Buy	73.166→73.7469	+3.37	timeout
06-17 16:27	SOL	Buy	73.19→74.2889	+6.91	timeout
06-17 15:24	SOL	Buy	73.118→72.9691	-1.31	timeout
06-17 14:22	SOL	Buy	73.157→72.3271	-5.96	timeout
06-17 11:01	SOL	Buy	73.7871→71.9542	-12.77	stop_loss
06-16 14:33	SOL	Buy	74.1641→72.325	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4772→72.6028	-13.05	stop_loss
06-16 14:27	SOL	Buy	74.5902→72.7347	-12.90	stop_loss
06-16 14:23	SOL	Buy	74.9042→73.0455	-12.87	stop_loss
06-16 14:16	SOL	Buy	75.3423→73.4632	-12.94	stop_loss
06-16 02:28	SOL	Buy	74.6142→72.7647	-12.83	stop_loss
06-16 02:27	SOL	Buy	74.7982→72.9196	-13.00	stop_loss
06-16 02:27	SOL	Buy	74.8852→73.0285	-12.84	stop_loss
06-16 02:27	SOL	Buy	75.0303→73.1664	-12.87	stop_loss
06-16 02:18	SOL	Buy	75.1393→73.2753	-12.84	stop_loss
06-15 15:42	SOL	Buy	71.5617→74.6888	+21.38	take_profit
06-15 15:41	SOL	Buy	71.4237→74.5498	+21.42	take_profit
06-15 13:20	SOL	Buy	71.1287→74.2449	+21.45	take_profit
06-15 13:16	SOL	Buy	70.4476→73.528	+21.40	take_profit
06-15 13:13	SOL	Buy	70.3175→73.39	+21.39	take_profit
06-14 23:51	SOL	Buy	68.1582→71.1363	+21.45	take_profit
06-14 23:49	SOL	Buy	68.0792→71.0573	+21.46	take_profit
06-14 22:44	SOL	Buy	67.6121→70.5664	+21.43	take_profit
06-14 21:50	SOL	Buy	67.4721→70.4334	+21.54	take_profit
06-14 21:40	SOL	Buy	67.3221→70.2845	+21.61	take_profit
06-14 08:44	SOL	Buy	67.4451→68.2278	+5.44	timeout
06-14 07:34	SOL	Buy	67.2081→68.1508	+6.61	timeout
06-14 06:10	SOL	Buy	66.76→68.4467	+12.28	timeout

Paper vs Live

Paper (trades.jsonl)

196

closed

40%

win rate

-243.57

total pnl ($)

-25.3 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	196	40%	-25.3	-243.57

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…