deribit_basis_zscore_extreme_fear_gated_long_v7

not live
89
closed trades
36%
win rate
-253.76
total pnl ($)
0.653
weight
7d window — n=22 wr=32% pnl=-101.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53SOLBuy71.7468→69.4768-16.31stop_loss
06-28 20:37SOLBuy71.4827→70.7224-5.69timeout
06-28 10:55SOLBuy70.9686→71.4193+2.65timeout
06-27 22:15SOLBuy72.7329→70.4412-16.20stop_loss
06-26 22:04SOLBuy73.8681→71.5914-15.88stop_loss
06-26 16:00SOLBuy69.6744→73.139+24.35take_profit
06-26 16:00SOLBuy68.8473→72.2692+24.38take_profit
06-26 06:07SOLBuy66.74→68.1088+9.73timeout
06-26 02:24SOLBuy67.9582→65.8642-15.86stop_loss
06-25 13:45SOLBuy68.4563→66.3479-15.85stop_loss
06-25 13:39SOLBuy69.4574→67.3162-15.85stop_loss
06-25 11:58SOLBuy68.0882→68.1068-0.35timeout
06-24 22:00SOLBuy64.9317→68.1598+24.42take_profit
06-24 15:43SOLBuy69.7945→67.646-15.85stop_loss
06-24 15:43SOLBuy69.8035→67.654-15.86stop_loss
06-24 00:08SOLBuy69.2354→69.7395+3.35timeout
06-23 08:14SOLBuy71.0076→68.8152-15.86stop_loss
06-23 06:08SOLBuy72.7369→70.4962-15.75stop_loss
06-22 22:27SOLBuy74.4712→72.1731-15.81stop_loss
06-22 19:18SOLBuy74.1601→72.6521-10.57timeout
06-22 13:07SOLBuy73.535→74.3079+4.73timeout
06-22 07:04SOLBuy74.2101→73.8379-2.98timeout
06-22 01:07SOLBuy73.677→73.513-1.55timeout
06-21 18:56SOLBuy73.275→74.1689+5.57timeout
06-21 12:44SOLBuy73.118→73.215+0.14timeout
06-21 04:01SOLBuy71.8068→73.608+12.06timeout
06-20 17:20SOLBuy71.9108→71.4663-3.62timeout
06-20 01:26SOLBuy68.4803→69.5366+7.23timeout
06-19 19:23SOLBuy68.4483→68.8807+2.74timeout
06-19 13:19SOLBuy69.8445→68.4427-10.44timeout
06-19 07:17SOLBuy68.6413→68.4747-1.71timeout
06-18 15:40SOLBuy71.3797→69.165-15.95stop_loss
06-18 15:39SOLBuy71.5907→69.3549-16.06stop_loss
06-18 13:18SOLBuy72.3989→71.6473-5.59timeout
06-18 05:04SOLBuy72.9259→70.681-15.79stop_loss
06-18 01:09SOLBuy72.2698→72.4771+1.07timeout
06-17 19:08SOLBuy73.377→73.198-1.74timeout
06-17 13:02SOLBuy73.328→72.2342-7.86timeout
06-17 07:02SOLBuy73.8091→73.311-3.81timeout
06-16 18:59SOLBuy74.1691→73.9539-1.87timeout
06-16 14:31SOLBuy74.9012→72.5938-15.86stop_loss
06-16 09:24SOLBuy74.8282→74.9348+0.29timeout
06-15 16:09SOLBuy71.7718→75.3477+24.47take_profit
06-15 15:46SOLBuy71.2267→74.7688+24.40take_profit
06-15 09:19SOLBuy68.9063→71.4303+17.90timeout
06-14 19:02SOLBuy68.1602→67.3719-6.11timeout
06-14 12:56SOLBuy68.7243→67.7338-7.56timeout
06-14 06:28SOLBuy68.2522→68.3068-0.01timeout
06-13 23:07SOLBuy67.4521→68.8897+10.26timeout
06-13 16:49SOLBuy66.901→67.9798+7.58timeout
06-13 09:14SOLBuy66.811→67.3699+3.78timeout
06-13 00:03SOLBuy66.924→66.746-1.67timeout
06-12 17:43SOLBuy66.699→67.4079+4.96timeout
06-12 11:43SOLBuy67.0291→66.925-1.29timeout
06-12 05:43SOLBuy66.657→66.7-0.13timeout
06-10 20:17SOLBuy64.2186→63.3425-7.16timeout
06-10 20:05SOLBuy65.2708→63.2589-15.83stop_loss
06-10 03:08SOLBuy65.0228→65.5232+3.47timeout
06-09 14:20SOLBuy66.881→64.8178-15.86stop_loss
06-09 08:13SOLBuy67.0241→66.568-3.85timeout
06-09 02:10SOLBuy66.646→65.9581-5.46timeout
06-08 20:05SOLBuy65.9149→67.4029+10.88timeout
06-08 14:00SOLBuy66.1799→66.721+3.65timeout
06-07 22:15SOLBuy64.3366→67.6269+25.31take_profit
06-07 22:14SOLBuy63.9406→67.1229+24.49take_profit
06-07 19:48SOLBuy64.8417→63.6594-9.23timeout
06-07 13:48SOLBuy63.6415→64.2564+4.65timeout
06-07 06:28SOLBuy61.6712→64.7363+24.51take_profit
06-07 01:34SOLBuy62.2633→63.5765+10.10timeout
06-06 04:05SOLBuy64.3607→62.3784-15.75stop_loss
06-05 18:54SOLBuy64.6007→62.6103-15.85stop_loss
06-05 16:08SOLBuy65.6959→63.6726-15.88stop_loss
06-05 06:17SOLBuy67.4891→65.4085-15.83stop_loss
06-05 04:03SOLBuy68.7823→66.6596-15.77stop_loss
06-04 22:07SOLBuy69.6434→67.4971-15.80stop_loss
06-04 21:43SOLBuy68.0862→67.8718-1.93timeout
06-04 08:11SOLBuy70.8556→68.6683-15.83stop_loss
06-04 01:50SOLBuy71.0867→68.8952-15.80stop_loss
06-03 16:39SOLBuy73.558→72.5751-7.03timeout
06-03 16:21SOLBuy74.7022→72.4029-15.82stop_loss
06-03 03:50SOLBuy74.5252→72.22-15.90stop_loss
06-02 22:51SOLBuy76.2044→73.821-16.06stop_loss
06-02 14:27SOLBuy79.2489→76.7381-16.27stop_loss
06-02 13:48SOLBuy80.291→79.0081-8.35timeout
06-01 07:56SOLBuy81.5802→80.7519-5.59timeout
05-31 23:15SOLBuy82.8114→82.6046-1.72timeout
05-31 03:24SOLBuy82.6204→83.2195+3.13timeout
05-29 19:48SOLBuy82.0043→82.1877+0.62timeout
05-29 02:37SOLBuy80.9221→81.8407+5.21timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
36%
win rate
-253.76
total pnl ($)
-57.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL8936%-57.6-253.76

Recent bounces (last 20 of 2)

timesymsidereason
06-28 23:44SOLBuycircuit_breaker
06-28 15:38SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems