deribit_basis_zscore_extreme_fear_gate_long_06064a · strategy

closed trades

43%

win rate

-14.96

total pnl ($)

1.243

weight

7d window — n=21 wr=52% pnl=+25.82 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 16:51	SOL	Buy	71.7358→74.0399	+15.53	timeout
06-29 10:12	SOL	Buy	71.0147→73.259	+15.32	timeout
06-28 22:53	SOL	Buy	71.8788→70.0974	-12.82	stop_loss
06-28 17:42	SOL	Buy	70.3816→71.1973	+5.41	timeout
06-27 23:40	SOL	Buy	71.5847→70.5744	-7.50	timeout
06-27 17:39	SOL	Buy	71.7188→72.3042	+3.60	timeout
06-27 10:39	SOL	Buy	71.7458→71.9892	+1.25	timeout
06-27 04:43	SOL	Buy	72.8919→72.1622	-5.38	timeout
06-26 15:39	SOL	Buy	68.9903→72.0092	+21.40	take_profit
06-26 07:39	SOL	Buy	67.8652→70.8324	+21.39	take_profit
06-26 06:39	SOL	Buy	66.53→69.4386	+21.34	take_profit
06-25 13:46	SOL	Buy	67.6331→65.9571	-12.84	stop_loss
06-25 13:39	SOL	Buy	69.0994→67.3752	-12.93	stop_loss
06-25 05:07	SOL	Buy	65.9489→68.8317	+21.45	take_profit
06-24 15:45	SOL	Buy	69.0704→67.3562	-12.86	stop_loss
06-24 15:41	SOL	Buy	69.5894→67.8609	-12.88	stop_loss
06-24 13:14	SOL	Buy	69.9535→68.6457	-9.81	timeout
06-24 07:13	SOL	Buy	68.8933→69.5896	+4.73	timeout
06-24 00:50	SOL	Buy	68.9783→69.9965	+7.11	timeout
06-23 08:17	SOL	Buy	70.1925→68.4505	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.5867→69.8046	-12.84	stop_loss
06-22 21:02	SOL	Buy	73.8331→72.7801	-7.49	timeout
06-22 14:57	SOL	Buy	73.8411→73.289	-4.24	timeout
06-22 08:49	SOL	Buy	73.454→73.8979	+2.50	timeout
06-22 02:34	SOL	Buy	73.8291→74.1219	+1.49	timeout
06-21 19:24	SOL	Buy	73.309→74.2759	+6.07	timeout
06-20 17:50	SOL	Buy	71.6697→71.4503	-2.06	timeout
06-19 07:37	SOL	Buy	69.8445→68.1117	-12.87	stop_loss
06-17 06:08	SOL	Buy	74.1281→73.6589	-3.61	timeout
06-16 17:30	SOL	Buy	73.7131→73.109	-4.50	timeout
06-16 14:31	SOL	Buy	74.4132→72.5478	-12.99	stop_loss
06-15 13:20	SOL	Buy	71.1287→74.2439	+21.43	take_profit
06-14 23:27	SOL	Buy	67.7992→70.7744	+21.53	take_profit
06-14 22:44	SOL	Buy	67.6952→70.6734	+21.56	take_profit
06-14 18:59	SOL	Buy	68.1852→67.3689	-6.32	timeout
06-14 01:33	SOL	Buy	67.8882→68.9067	+7.20	timeout
06-11 19:08	SOL	Buy	64.9447→66.6	+12.22	timeout
06-10 21:42	SOL	Buy	63.5625→62.9416	-5.23	timeout
06-09 16:40	SOL	Buy	65.0718→63.4577	-12.85	stop_loss
06-09 00:24	SOL	Buy	67.6411→65.9571	-12.83	stop_loss
06-08 12:09	SOL	Buy	66.1719→66.2041	-0.15	timeout
06-07 22:15	SOL	Buy	64.9967→67.8428	+21.68	take_profit
06-07 19:35	SOL	Buy	65.2888→63.6686	-12.81	stop_loss
06-07 17:50	SOL	Buy	64.1946→65.2822	+8.34	timeout
06-07 06:36	SOL	Buy	62.1193→64.8433	+21.55	take_profit
06-06 04:07	SOL	Buy	63.5465→61.9717	-12.81	stop_loss
06-05 23:33	SOL	Buy	64.3216→62.6822	-13.18	stop_loss
06-05 13:56	SOL	Buy	66.2939→64.648	-12.84	stop_loss
06-05 05:57	SOL	Buy	67.7062→66.0181	-12.90	stop_loss
06-03 15:34	SOL	Buy	75.3313→73.4612	-12.80	stop_loss
06-02 09:25	SOL	Buy	80.8751→78.8707	-12.82	stop_loss
05-31 03:35	SOL	Buy	82.6264→83.2565	+3.32	timeout
05-29 14:26	SOL	Buy	82.4294→80.3817	-12.91	stop_loss
05-29 09:43	SOL	Buy	82.5604→82.4026	-1.46	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-14.96

total pnl ($)

-6.0 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	54	43%	-6.0	-14.96

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:57	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…