deribit_basis_zscore_extreme_fear_gate_long_v2

not live
90
closed trades
42%
win rate
-212.28
total pnl ($)
0.992
weight
7d window — n=24 wr=42% pnl=-44.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53SOLBuy71.8298→69.4718-20.32stop_loss
06-28 17:14SOLBuy70.5216→71.5813+8.55timeout
06-28 08:38SOLBuy71.2417→71.7892+3.98timeout
06-27 22:15SOLBuy72.7899→70.5441-19.05stop_loss
06-27 19:36SOLBuy72.0238→71.0163-8.93timeout
06-26 16:00SOLBuy69.6414→73.108+29.26take_profit
06-26 15:42SOLBuy68.7973→72.2162+29.26take_profit
06-26 12:31SOLBuy67.9022→69.1746+10.61timeout
06-26 06:23SOLBuy66.417→69.1856+24.38timeout
06-25 13:45SOLBuy68.3763→66.2709-19.01stop_loss
06-25 13:40SOLBuy69.2294→67.0964-19.02stop_loss
06-25 12:15SOLBuy68.0292→68.0708-0.22timeout
06-25 05:01SOLBuy65.2458→68.4897+29.35take_profit
06-24 15:42SOLBuy69.8085→67.656-19.05stop_loss
06-24 15:42SOLBuy69.8795→67.722-19.08stop_loss
06-24 06:20SOLBuy68.8373→69.8055+8.06timeout
06-24 00:08SOLBuy69.2144→69.7795+4.52timeout
06-23 08:14SOLBuy71.0407→68.8462-19.04stop_loss
06-23 06:17SOLBuy72.6939→70.4542-18.90stop_loss
06-22 22:27SOLBuy74.3752→72.0831-18.95stop_loss
06-22 19:16SOLBuy74.2511→72.6391-13.52timeout
06-22 13:13SOLBuy73.324→74.5058+9.04timeout
06-22 07:07SOLBuy74.1831→73.8559-3.22timeout
06-22 01:08SOLBuy73.7031→73.391-3.07timeout
06-21 19:00SOLBuy73.285→74.1789+6.69timeout
06-21 12:43SOLBuy73.116→73.185-0.06timeout
06-21 03:59SOLBuy72.0088→73.619+12.83timeout
06-20 17:50SOLBuy71.6697→71.4503-2.47timeout
06-20 01:26SOLBuy68.4773→69.5276+8.62timeout
06-19 19:23SOLBuy68.4473→68.8797+3.28timeout
06-19 14:01SOLBuy69.9385→69.1536-7.22timeout
06-19 07:39SOLBuy69.0504→67.9338-10.28timeout
06-18 15:40SOLBuy71.3937→69.195-19.03stop_loss
06-18 15:37SOLBuy71.6707→69.4648-19.06stop_loss
06-18 13:53SOLBuy72.1648→71.2243-8.30timeout
06-18 07:54SOLBuy71.5607→71.7202+0.86timeout
06-18 01:49SOLBuy72.6979→72.1772-4.78timeout
06-17 19:45SOLBuy73.264→71.5983-14.27timeout
06-17 13:29SOLBuy73.402→72.2282-10.04timeout
06-17 07:26SOLBuy73.8681→73.161-6.09timeout
06-16 18:59SOLBuy74.1691→73.9509-2.30timeout
06-16 14:33SOLBuy74.5662→72.271-19.01stop_loss
06-16 09:23SOLBuy74.7832→74.9198+0.59timeout
06-15 23:58SOLBuy72.6599→73.9759+10.37timeout
06-15 15:42SOLBuy71.1487→74.6888+29.28take_profit
06-15 09:20SOLBuy68.9563→71.3983+20.77timeout
06-14 21:16SOLBuy68.0512→68.4077+2.76timeout
06-14 14:31SOLBuy68.9553→67.3809-14.14timeout
06-14 08:28SOLBuy68.1682→68.2688+0.37timeout
06-14 02:23SOLBuy68.1982→68.9217+6.00timeout
06-13 20:17SOLBuy67.4141→68.2128+6.68timeout
06-13 09:28SOLBuy66.797→67.3469+4.47timeout
06-13 00:00SOLBuy66.826→66.782-0.78timeout
06-12 17:49SOLBuy66.703→67.3939+5.79timeout
06-12 11:52SOLBuy66.757→66.928+0.92timeout
06-12 05:41SOLBuy66.587→66.632-0.14timeout
06-11 23:01SOLBuy65.4378→66.732+11.24timeout
06-10 20:18SOLBuy64.1456→63.4185-7.21timeout
06-10 18:43SOLBuy65.4098→63.3968-18.98stop_loss
06-10 03:09SOLBuy65.0278→65.5232+4.12timeout
06-09 14:20SOLBuy66.859→64.7919-19.07stop_loss
06-09 08:14SOLBuy67.0591→66.552-5.05timeout
06-09 02:18SOLBuy66.682→65.6002-10.10timeout
06-08 20:06SOLBuy65.8979→67.4379+13.53timeout
06-08 14:03SOLBuy66.1149→66.683+4.63timeout
06-07 22:15SOLBuy64.3366→67.6269+30.37take_profit
06-07 22:14SOLBuy63.9406→67.1229+29.38take_profit
06-07 19:48SOLBuy64.8417→63.6594-11.07timeout
06-07 13:48SOLBuy63.8096→64.2064+3.51timeout
06-07 06:28SOLBuy61.6803→64.7483+29.44take_profit
06-07 01:34SOLBuy62.2823→63.6584+12.73timeout
06-06 04:05SOLBuy64.3837→62.4004-18.90stop_loss
06-05 19:04SOLBuy64.3376→62.3544-19.03stop_loss
06-05 16:08SOLBuy65.6919→63.6646-19.10stop_loss
06-05 06:22SOLBuy66.783→64.7259-18.97stop_loss
06-05 04:03SOLBuy68.7603→66.6427-18.88stop_loss
06-05 02:43SOLBuy69.5364→67.3882-18.87stop_loss
06-04 21:41SOLBuy68.0612→67.7168-3.46timeout
06-04 08:11SOLBuy70.8246→68.6414-18.97stop_loss
06-04 01:50SOLBuy71.0307→68.8412-18.95stop_loss
06-03 16:39SOLBuy73.558→72.6181-8.09timeout
06-03 16:19SOLBuy75.0773→72.7657-18.99stop_loss
06-03 14:28SOLBuy74.3592→73.8099-4.90timeout
06-02 22:51SOLBuy76.1314→73.78-19.04stop_loss
06-02 14:27SOLBuy79.3089→76.862-19.02stop_loss
06-02 13:47SOLBuy80.224→79.0871-8.94timeout
05-31 07:45SOLBuy82.9444→82.6176-2.99timeout
05-30 02:51SOLBuy81.1842→82.8476+11.70timeout
05-29 19:49SOLBuy82.0233→82.1947+0.62timeout
05-29 02:40SOLBuy80.8721→81.9037+7.09timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
42%
win rate
-212.28
total pnl ($)
-40.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9042%-40.0-212.28

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:15SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems