deribit_basis_zscore_extreme_fear_gate_long_v3

not live
87
closed trades
41%
win rate
-128.96
total pnl ($)
1.102
weight
7d window — n=25 wr=44% pnl=-18.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 87 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:21SOLBuy68.5353→71.5353+21.42take_profit
06-26 14:19SOLBuy68.3893→71.3933+21.46take_profit
06-26 05:12SOLBuy66.3389→68.0928+12.69timeout
06-26 02:13SOLBuy67.7752→66.0271-13.35stop_loss
06-25 13:44SOLBuy68.1692→66.4098-13.35stop_loss
06-25 13:40SOLBuy69.0734→67.2802-13.41stop_loss
06-25 11:16SOLBuy67.8572→68.3078+2.81timeout
06-24 17:22SOLBuy66.97→65.2396-13.37stop_loss
06-24 16:45SOLBuy68.8663→67.0904-13.35stop_loss
06-24 15:33SOLBuy69.9005→68.0947-13.38stop_loss
06-24 11:22SOLBuy69.4784→68.7807-5.45timeout
06-24 05:12SOLBuy68.7213→69.7435+7.11timeout
06-23 22:34SOLBuy68.7743→69.4046+4.25timeout
06-23 06:21SOLBuy71.5207→69.6707-13.37stop_loss
06-23 06:20SOLBuy71.8878→70.0275-13.31stop_loss
06-22 22:28SOLBuy73.615→71.7114-13.33stop_loss
06-22 21:05SOLBuy73.9911→72.7801-8.54timeout
06-22 14:48SOLBuy73.9001→73.474-3.38timeout
06-22 08:40SOLBuy73.9461→73.7509-1.84timeout
06-22 02:28SOLBuy73.8511→74.1659+1.64timeout
06-21 19:25SOLBuy73.266→74.2789+6.39timeout
06-20 18:43SOLBuy72.2258→71.8012-3.46timeout
06-20 12:41SOLBuy69.7765→71.5293+12.08timeout
06-20 05:10SOLBuy68.9303→71.9442+21.39take_profit
06-20 00:36SOLBuy68.1792→69.9915+12.80timeout
06-19 18:32SOLBuy68.6323→68.9737+2.03timeout
06-19 07:37SOLBuy69.7755→67.9748-13.37stop_loss
06-19 07:04SOLBuy68.6533→68.5657-1.13timeout
06-18 15:40SOLBuy71.0327→69.197-13.38stop_loss
06-18 15:29SOLBuy71.6507→69.7846-13.52stop_loss
06-18 13:19SOLBuy72.3619→71.6053-5.63timeout
06-18 07:35SOLBuy72.1268→71.5473-4.44timeout
06-18 01:31SOLBuy72.2568→72.4941+1.24timeout
06-17 19:41SOLBuy73.323→71.7982-10.91timeout
06-17 13:35SOLBuy73.363→72.3681-7.15timeout
06-17 07:24SOLBuy73.9111→73.229-5.03timeout
06-16 14:33SOLBuy74.1461→72.23-13.39stop_loss
06-16 14:27SOLBuy74.7542→72.8266-13.35stop_loss
06-15 22:26SOLBuy75.6573→73.7001-13.41stop_loss
06-15 15:40SOLBuy71.3847→74.5038+21.40take_profit
06-15 15:38SOLBuy71.1897→74.3019+21.42take_profit
06-14 23:41SOLBuy68.2232→70.7404+18.02timeout
06-14 22:44SOLBuy67.6081→70.5664+21.44take_profit
06-14 17:40SOLBuy68.2592→67.4459-6.32timeout
06-14 11:29SOLBuy68.9913→68.1898-6.17timeout
06-14 05:12SOLBuy67.9032→68.4547+3.68timeout
06-13 23:08SOLBuy67.4711→68.9117+10.27timeout
06-13 16:43SOLBuy66.874→68.0328+8.19timeout
06-13 09:13SOLBuy66.772→67.3689+4.08timeout
06-12 23:44SOLBuy66.982→66.601-3.20timeout
06-12 17:43SOLBuy66.713→67.4139+4.90timeout
06-12 11:42SOLBuy67.0411→66.942-1.25timeout
06-12 05:36SOLBuy66.626→66.73+0.32timeout
06-11 22:05SOLBuy65.3508→66.933+11.58timeout
06-10 20:17SOLBuy64.2186→63.3595-7.03timeout
06-10 17:42SOLBuy65.2638→63.5797-13.35stop_loss
06-10 03:08SOLBuy65.0378→65.5232+3.35timeout
06-09 14:16SOLBuy66.862→65.1097-13.54stop_loss
06-09 02:10SOLBuy66.742→65.9781-6.02timeout
06-09 00:49SOLBuy67.0391→65.2935-13.40stop_loss
06-08 20:05SOLBuy65.9149→67.4029+10.88timeout
06-08 14:00SOLBuy66.2179→66.76+3.66timeout
06-07 22:14SOLBuy64.3597→67.1899+21.73take_profit
06-07 22:14SOLBuy63.7726→66.559+21.45take_profit
06-07 19:47SOLBuy64.8287→63.6674-9.07timeout
06-07 13:48SOLBuy63.7356→64.2244+3.65timeout
06-07 05:18SOLBuy61.6923→64.4053+21.62take_profit
06-07 01:34SOLBuy62.2843→63.6405+10.45timeout
06-05 23:33SOLBuy64.3567→62.6872-13.41stop_loss
06-05 18:52SOLBuy64.5737→62.9081-13.35stop_loss
06-05 13:57SOLBuy66.1029→64.3981-13.30stop_loss
06-05 06:17SOLBuy67.1231→65.3775-13.42stop_loss
06-05 03:02SOLBuy68.7803→67.0034-13.27stop_loss
06-04 21:45SOLBuy68.0992→68.0128-0.99timeout
06-04 21:36SOLBuy69.5944→67.7889-13.38stop_loss
06-04 08:01SOLBuy70.8366→69.0051-13.31stop_loss
06-04 01:23SOLBuy71.0397→69.2-13.33stop_loss
06-03 16:39SOLBuy73.558→72.5551-7.17timeout
06-03 16:21SOLBuy74.3211→72.4039-13.33stop_loss
06-03 11:33SOLBuy73.423→75.4097+13.10timeout
06-02 19:33SOLBuy76.6035→74.6175-13.38stop_loss
06-02 14:22SOLBuy79.5829→77.5296-13.30stop_loss
06-02 09:25SOLBuy80.9401→78.8527-13.32stop_loss
05-31 07:45SOLBuy82.9444→82.6176-2.49timeout
05-30 02:51SOLBuy81.1842→82.8476+9.75timeout
05-29 19:48SOLBuy81.9993→82.1867+0.62timeout
05-29 02:40SOLBuy80.8741→81.9047+5.89timeout

Paper vs Live

Paper (trades.jsonl)
87
closed
41%
win rate
-128.96
total pnl ($)
-30.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL8741%-30.2-128.96

Recent bounces (last 20 of 5)

timesymsidereason
06-26 12:11SOLBuybelow_min_notional_skip
06-25 17:15SOLBuybelow_min_notional_skip
06-25 05:33SOLBuybelow_min_notional_skip
06-24 17:00SOLBuybelow_min_notional_skip
06-24 11:28SOLBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems