deribit_basis_zscore_extreme_long_fear_dom_fee · strategy

closed trades

46%

win rate

-84.00

total pnl ($)

0.889

weight

7d window — n=18 wr=39% pnl=-55.48 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:54	SOL	Buy	72.1938→72.0392	-1.51	timeout
06-27 02:39	SOL	Buy	70.9396→72.0192	+7.21	timeout
06-26 13:19	SOL	Buy	70.6966→68.1617	-18.42	stop_loss
06-26 07:03	SOL	Buy	66.548→70.5254	+29.37	take_profit
06-26 01:47	SOL	Buy	65.9359→67.2629	+9.59	timeout
06-25 13:41	SOL	Buy	69.4574→66.9644	-18.38	stop_loss
06-25 09:11	SOL	Buy	67.3691→69.1076	+12.38	timeout
06-24 17:19	SOL	Buy	68.3693→65.9031	-18.48	stop_loss
06-24 16:47	SOL	Buy	69.3264→66.8415	-18.38	stop_loss
06-24 12:21	SOL	Buy	69.8595→69.8095	-0.82	timeout
06-23 20:02	SOL	Buy	69.9615→68.9187	-7.79	timeout
06-23 08:13	SOL	Buy	71.9038→69.2869	-18.56	stop_loss
06-23 06:20	SOL	Buy	72.7759→70.1704	-18.26	stop_loss
06-22 15:22	SOL	Buy	73.7931→73.457	-2.60	timeout
06-22 09:28	SOL	Buy	72.7969→73.655	+5.37	timeout
06-21 21:56	SOL	Buy	74.0631→73.088	-7.11	timeout
06-21 15:45	SOL	Buy	73.7221→74.1529	+2.40	timeout
06-21 02:48	SOL	Buy	72.0348→73.332	+8.50	timeout
06-20 14:06	SOL	Buy	69.6674→70.7664	+7.37	timeout
06-20 00:04	SOL	Buy	68.3453→69.6965	+9.42	timeout
06-19 16:45	SOL	Buy	68.5043→69.1426	+4.23	timeout
06-19 10:23	SOL	Buy	69.5194→68.2128	-9.82	timeout
06-18 15:57	SOL	Buy	70.8296→68.2876	-18.41	stop_loss
06-16 19:06	SOL	Buy	74.2831→73.6759	-4.52	timeout
06-15 16:10	SOL	Buy	71.4207→75.6886	+29.45	take_profit
06-15 14:05	SOL	Buy	71.1887→73.458	+15.46	timeout
06-15 00:26	SOL	Buy	68.0612→71.4313	+24.33	timeout
06-14 23:59	SOL	Buy	67.2751→71.2913	+29.39	take_profit
06-14 18:01	SOL	Buy	68.2882→67.3339	-7.35	timeout
06-13 20:08	SOL	Buy	67.2951→68.0978	+5.60	timeout
06-12 19:36	SOL	Buy	66.2399→67.0309	+5.59	timeout
06-12 01:57	SOL	Buy	65.4368→66.546	+8.03	timeout
06-11 19:08	SOL	Buy	64.9437→66.595	+12.19	timeout
06-10 21:50	SOL	Buy	64.8747→62.5443	-18.35	stop_loss
06-10 03:06	SOL	Buy	64.9067→65.5232	+4.37	timeout
06-09 15:55	SOL	Buy	66.678→64.2912	-18.29	stop_loss
06-09 14:23	SOL	Buy	65.6298→65.0062	-5.17	timeout
06-09 08:18	SOL	Buy	66.955→66.432	-4.33	timeout
06-08 21:59	SOL	Buy	66.3289→67.4509	+8.04	timeout
06-08 14:19	SOL	Buy	66.1579→66.656	+3.32	timeout
06-08 08:50	SOL	Buy	64.6087→65.5432	+6.91	timeout
06-07 23:47	SOL	Buy	65.1698→66.3091	+8.52	timeout
06-07 16:27	SOL	Buy	63.3105→64.9353	+12.70	timeout
06-07 08:45	SOL	Buy	61.6092→65.2872	+29.58	take_profit
06-06 04:34	SOL	Buy	62.6674→60.4217	-18.35	stop_loss
06-05 23:33	SOL	Buy	65.1988→62.8481	-18.47	stop_loss
06-05 19:14	SOL	Buy	63.9866→61.6879	-18.40	stop_loss
06-05 14:06	SOL	Buy	66.2749→63.8904	-18.40	stop_loss
06-05 06:23	SOL	Buy	66.936→64.538	-18.32	stop_loss
06-04 08:09	SOL	Buy	71.3597→68.8063	-18.27	stop_loss
06-03 16:21	SOL	Buy	75.0693→72.3619	-18.42	stop_loss
06-02 14:27	SOL	Buy	79.747→76.862	-18.50	stop_loss
06-02 14:22	SOL	Buy	80.7791→77.8883	-18.27	stop_loss
05-29 20:24	SOL	Buy	82.3874→82.2417	-1.38	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-84.00

total pnl ($)

-31.7 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	46%	-31.7	-84.00

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…