deribit_basis_zscore_extreme_fear_gated_long_v6 · strategy

194

closed trades

42%

win rate

-250.37

total pnl ($)

1.091

weight

7d window — n=51 wr=43% pnl=-27.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:51	SOL	Buy	70.9556→72.8281	+12.60	timeout
06-29 06:20	SOL	Buy	70.4206→72.7661	+16.05	timeout
06-29 05:13	SOL	Buy	70.5206→71.0813	+3.40	timeout
06-28 22:53	SOL	Buy	71.3147→69.4848	-13.23	stop_loss
06-28 22:53	SOL	Buy	71.8928→70.0944	-12.90	stop_loss
06-28 05:28	SOL	Buy	71.8688→70.0844	-12.77	stop_loss
06-28 05:28	SOL	Buy	71.8998→70.1154	-12.81	stop_loss
06-27 22:16	SOL	Buy	72.0438→70.2543	-12.87	stop_loss
06-27 22:15	SOL	Buy	72.2048→70.4152	-12.84	stop_loss
06-27 22:15	SOL	Buy	72.1388→70.3492	-12.85	stop_loss
06-27 15:44	SOL	Buy	72.1488→72.9811	+5.34	timeout
06-26 20:36	SOL	Buy	73.8691→72.0332	-12.88	stop_loss
06-26 16:00	SOL	Buy	69.8435→72.9791	+21.95	take_profit
06-26 16:00	SOL	Buy	69.6724→72.7191	+21.37	take_profit
06-26 15:42	SOL	Buy	69.2014→72.2262	+21.37	take_profit
06-26 09:51	SOL	Buy	70.7106→68.9582	-12.86	stop_loss
06-26 07:02	SOL	Buy	67.3101→70.2695	+21.51	take_profit
06-26 07:02	SOL	Buy	67.2471→70.1885	+21.36	take_profit
06-26 06:24	SOL	Buy	66.479→69.3876	+21.40	take_profit
06-26 06:22	SOL	Buy	66.0239→68.9097	+21.31	take_profit
06-26 06:22	SOL	Buy	66.0019→68.8877	+21.35	take_profit
06-25 23:30	SOL	Buy	65.6949→68.5697	+21.42	take_profit
06-25 14:33	SOL	Buy	64.0566→66.86	+21.43	take_profit
06-25 13:48	SOL	Buy	67.2731→65.5993	-12.86	stop_loss
06-25 13:46	SOL	Buy	67.6441→65.9651	-12.84	stop_loss
06-25 13:46	SOL	Buy	67.7222→66.0271	-12.94	stop_loss
06-25 05:09	SOL	Buy	66.1799→69.0806	+21.51	take_profit
06-25 05:02	SOL	Buy	65.7659→68.6497	+21.52	take_profit
06-24 22:01	SOL	Buy	65.4798→68.3447	+21.44	take_profit
06-24 17:19	SOL	Buy	67.6011→65.9031	-13.01	stop_loss
06-24 16:51	SOL	Buy	68.4043→66.7086	-12.84	stop_loss
06-24 16:51	SOL	Buy	68.4273→66.7296	-12.86	stop_loss
06-24 15:45	SOL	Buy	69.2504→67.5251	-12.91	stop_loss
06-24 15:33	SOL	Buy	69.8055→68.0557	-12.99	stop_loss
06-24 12:55	SOL	Buy	68.8863→69.5056	+4.01	timeout
06-24 11:54	SOL	Buy	69.1534→69.8565	+4.66	timeout
06-24 10:53	SOL	Buy	68.6723→69.0036	+2.06	timeout
06-24 09:53	SOL	Buy	68.9383→69.2956	+2.25	timeout
06-24 08:52	SOL	Buy	68.6403→69.3696	+5.01	timeout
06-23 08:17	SOL	Buy	70.0955→68.3555	-12.86	stop_loss
06-23 08:15	SOL	Buy	70.2655→68.5214	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.6687→69.8905	-12.80	stop_loss
06-23 06:21	SOL	Buy	71.7198→69.9395	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.8658→70.0844	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.8928→70.1044	-12.85	stop_loss
06-23 06:01	SOL	Buy	72.5909→70.79	-12.78	stop_loss
06-22 22:28	SOL	Buy	73.635→71.7913	-12.89	stop_loss
06-22 22:27	SOL	Buy	73.8541→72.0042	-12.86	stop_loss
06-22 22:27	SOL	Buy	73.9911→72.1481	-12.81	stop_loss
06-22 22:27	SOL	Buy	73.05→72.3361	-5.17	timeout
06-22 21:27	SOL	Buy	72.8319→72.6461	-1.54	timeout
06-22 08:52	SOL	Buy	73.02→73.8729	+5.24	timeout
06-22 07:48	SOL	Buy	73.338→74.1409	+4.94	timeout
06-22 06:10	SOL	Buy	73.14→74.0729	+5.88	timeout
06-21 16:52	SOL	Buy	71.3037→74.4388	+21.39	take_profit
06-21 15:50	SOL	Buy	71.9728→74.0489	+13.82	timeout
06-21 06:25	SOL	Buy	72.0638→73.171	+7.21	timeout
06-21 05:23	SOL	Buy	71.7468→73.193	+9.57	timeout
06-20 22:33	SOL	Buy	70.9596→74.0619	+21.36	take_profit
06-20 05:10	SOL	Buy	68.5983→71.6103	+21.46	take_profit
06-20 05:07	SOL	Buy	68.3332→71.3223	+21.38	take_profit
06-20 05:07	SOL	Buy	68.2952→71.2893	+21.43	take_profit
06-20 05:06	SOL	Buy	68.1542→71.1473	+21.47	take_profit
06-20 02:49	SOL	Buy	69.5204→69.6985	+0.72	timeout
06-19 07:38	SOL	Buy	69.6775→67.9368	-12.96	stop_loss
06-19 07:38	SOL	Buy	69.6664→67.9368	-12.89	stop_loss
06-19 07:37	SOL	Buy	69.7845→68.0547	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8195→68.0867	-12.88	stop_loss
06-18 15:40	SOL	Buy	71.1137→69.3509	-12.90	stop_loss
06-18 15:36	SOL	Buy	71.3817→69.6067	-12.91	stop_loss
06-18 15:29	SOL	Buy	71.5997→69.7796	-13.27	stop_loss
06-18 15:25	SOL	Buy	71.6818→69.8865	-13.02	stop_loss
06-18 15:17	SOL	Buy	71.9768→70.1604	-13.18	stop_loss
06-17 22:03	SOL	Buy	72.9539→71.1417	-12.87	stop_loss
06-17 22:02	SOL	Buy	73.011→71.1957	-12.88	stop_loss
06-17 17:43	SOL	Buy	73.249→73.544	+1.41	timeout
06-17 16:36	SOL	Buy	73.107→74.0319	+5.73	timeout
06-17 15:30	SOL	Buy	73.162→72.8841	-2.50	timeout
06-17 11:01	SOL	Buy	73.8381→72.0082	-12.77	stop_loss
06-17 08:39	SOL	Buy	74.1541→72.312	-12.79	stop_loss
06-16 14:33	SOL	Buy	74.1681→72.329	-12.86	stop_loss
06-16 14:31	SOL	Buy	74.4372→72.5828	-12.92	stop_loss
06-16 14:27	SOL	Buy	74.6772→72.8266	-12.85	stop_loss
06-16 14:23	SOL	Buy	74.7812→72.9196	-12.91	stop_loss
06-16 14:17	SOL	Buy	75.2253→73.3583	-12.87	stop_loss
06-16 02:28	SOL	Buy	74.7382→72.8826	-12.87	stop_loss
06-16 02:27	SOL	Buy	74.7972→72.9416	-12.86	stop_loss
06-16 02:12	SOL	Buy	75.2663→73.3963	-12.87	stop_loss
06-15 16:14	SOL	Buy	72.6869→75.8666	+21.43	take_profit
06-15 15:51	SOL	Buy	71.8868→75.0327	+21.44	take_profit
06-15 15:41	SOL	Buy	71.4397→74.5778	+21.50	take_profit
06-15 15:38	SOL	Buy	71.3067→74.4228	+21.41	take_profit
06-15 15:38	SOL	Buy	71.1867→74.3019	+21.44	take_profit
06-14 23:53	SOL	Buy	68.2922→71.2763	+21.44	take_profit
06-14 23:27	SOL	Buy	67.8812→70.8484	+21.48	take_profit
06-14 22:44	SOL	Buy	67.6321→70.5934	+21.48	take_profit
06-14 21:50	SOL	Buy	67.4901→70.4454	+21.48	take_profit
06-14 21:39	SOL	Buy	67.001→69.9295	+21.44	take_profit
06-14 11:06	SOL	Buy	67.4541→68.0538	+4.15	timeout
06-14 09:45	SOL	Buy	67.3341→68.3787	+7.34	timeout

Paper vs Live

Paper (trades.jsonl)

194

closed

42%

win rate

-250.37

total pnl ($)

-26.2 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	194	42%	-26.2	-250.37

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:05	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…