deribit_basis_zscore_extreme_long_fear_gated · strategy

200

closed trades

40%

win rate

-255.43

total pnl ($)

1.085

weight

7d window — n=44 wr=41% pnl=-28.90 · 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 02:50	SOL	Buy	70.7216→72.0992	+9.14	timeout
06-29 01:40	SOL	Buy	70.7956→71.5393	+4.65	timeout
06-28 05:55	SOL	Buy	71.7278→70.3864	-9.71	timeout
06-27 22:16	SOL	Buy	71.9808→70.1963	-12.85	stop_loss
06-27 22:16	SOL	Buy	72.1008→70.3083	-12.88	stop_loss
06-27 22:15	SOL	Buy	72.3629→70.5481	-12.99	stop_loss
06-27 22:02	SOL	Buy	72.4589→70.6511	-12.92	stop_loss
06-27 18:50	SOL	Buy	72.4609→71.8802	-4.48	timeout
06-27 01:55	SOL	Buy	73.196→71.3766	-12.86	stop_loss
06-26 16:00	SOL	Buy	69.5664→72.6351	+21.57	take_profit
06-26 15:39	SOL	Buy	68.9723→71.9892	+21.40	take_profit
06-26 13:19	SOL	Buy	69.9765→68.2326	-12.94	stop_loss
06-26 07:02	SOL	Buy	67.3101→70.2875	+21.63	take_profit
06-26 07:02	SOL	Buy	67.2301→70.1745	+21.39	take_profit
06-26 06:43	SOL	Buy	66.682→69.6156	+21.48	take_profit
06-26 06:39	SOL	Buy	66.605→69.5276	+21.41	take_profit
06-26 06:22	SOL	Buy	66.1779→69.0716	+21.32	take_profit
06-25 23:30	SOL	Buy	65.7469→68.6387	+21.53	take_profit
06-25 13:47	SOL	Buy	67.4621→65.7812	-12.85	stop_loss
06-25 13:46	SOL	Buy	67.6131→65.9371	-12.81	stop_loss
06-25 13:46	SOL	Buy	67.6822→66.0021	-12.82	stop_loss
06-25 13:45	SOL	Buy	67.9702→66.2769	-12.85	stop_loss
06-25 13:38	SOL	Buy	69.2504→67.5291	-12.86	stop_loss
06-25 05:02	SOL	Buy	65.8109→68.6947	+21.46	take_profit
06-24 22:00	SOL	Buy	65.2488→68.0998	+21.40	take_profit
06-24 21:59	SOL	Buy	65.1948→68.0508	+21.46	take_profit
06-24 17:19	SOL	Buy	67.6741→65.9861	-12.91	stop_loss
06-24 15:33	SOL	Buy	69.8855→68.1507	-12.86	stop_loss
06-24 15:21	SOL	Buy	68.6933→68.5187	-1.73	timeout
06-24 14:18	SOL	Buy	69.5364→68.7407	-6.14	timeout
06-24 13:13	SOL	Buy	68.8493→68.5957	-2.32	timeout
06-24 12:08	SOL	Buy	69.2344→69.7085	+2.93	timeout
06-24 08:19	SOL	Buy	68.5323→69.2626	+4.94	timeout
06-23 08:15	SOL	Buy	70.2465→68.5015	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.5067→69.7346	-12.75	stop_loss
06-23 06:21	SOL	Buy	71.6247→69.8326	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.8868→70.1044	-12.78	stop_loss
06-23 05:25	SOL	Buy	72.7769→70.9619	-12.78	stop_loss
06-22 22:28	SOL	Buy	73.056→71.0698	-13.75	stop_loss
06-22 22:27	SOL	Buy	73.8421→72.0112	-12.63	stop_loss
06-22 21:10	SOL	Buy	72.6879→72.7521	+0.21	timeout
06-22 19:25	SOL	Buy	74.2111→72.3699	-12.79	stop_loss
06-22 12:35	SOL	Buy	73.089→74.3189	+7.86	timeout
06-22 03:37	SOL	Buy	73.674→73.7849	+0.26	timeout
06-21 21:09	SOL	Buy	74.2181→72.3629	-12.93	stop_loss
06-21 21:09	SOL	Buy	74.3271→72.4799	-12.87	stop_loss
06-21 14:49	SOL	Buy	71.9638→73.8499	+12.50	timeout
06-21 10:26	SOL	Buy	71.5777→74.1659	+17.49	timeout
06-21 09:03	SOL	Buy	71.4397→73.115	+11.13	timeout
06-21 07:50	SOL	Buy	71.6007→73.253	+10.94	timeout
06-20 22:12	SOL	Buy	69.7965→72.8491	+21.29	take_profit
06-20 05:11	SOL	Buy	69.1994→72.2252	+21.37	take_profit
06-20 05:10	SOL	Buy	69.0224→72.0682	+21.58	take_profit
06-20 05:07	SOL	Buy	68.3282→71.3353	+21.45	take_profit
06-20 05:07	SOL	Buy	68.3122→71.3073	+21.37	take_profit
06-19 23:28	SOL	Buy	69.4734→69.3836	-1.14	timeout
06-19 19:59	SOL	Buy	69.4014→68.9247	-3.80	timeout
06-19 17:59	SOL	Buy	68.6373→69.3306	+4.61	timeout
06-19 07:37	SOL	Buy	69.7845→68.0517	-12.90	stop_loss
06-19 07:37	SOL	Buy	69.8315→68.0957	-12.90	stop_loss
06-18 15:39	SOL	Buy	71.1367→69.3729	-12.92	stop_loss
06-18 15:17	SOL	Buy	72.0648→70.2773	-12.97	stop_loss
06-18 15:17	SOL	Buy	72.1848→70.3712	-13.09	stop_loss
06-18 15:17	SOL	Buy	72.1808→70.3712	-13.07	stop_loss
06-18 15:16	SOL	Buy	72.2938→70.4992	-12.95	stop_loss
06-17 22:03	SOL	Buy	72.5879→70.761	-13.02	stop_loss
06-17 22:02	SOL	Buy	73.011→71.1957	-12.88	stop_loss
06-17 19:43	SOL	Buy	73.306→71.4815	-12.98	stop_loss
06-17 19:29	SOL	Buy	73.8271→71.9932	-12.88	stop_loss
06-17 17:10	SOL	Buy	73.18→73.568	+2.05	timeout
06-17 12:29	SOL	Buy	73.426→71.6034	-12.74	stop_loss
06-17 11:05	SOL	Buy	73.512→71.6854	-12.82	stop_loss
06-17 10:59	SOL	Buy	73.8601→72.0222	-12.85	stop_loss
06-17 00:29	SOL	Buy	73.8791→73.464	-3.24	timeout
06-16 14:33	SOL	Buy	74.0711→72.231	-12.89	stop_loss
06-16 14:31	SOL	Buy	74.4112→72.5648	-12.87	stop_loss
06-16 14:14	SOL	Buy	73.364→73.6899	+1.72	timeout
06-16 13:09	SOL	Buy	73.059→74.4098	+8.70	timeout
06-16 02:27	SOL	Buy	74.7972→72.9416	-12.86	stop_loss
06-16 02:18	SOL	Buy	75.1203→73.2524	-12.89	stop_loss
06-15 22:31	SOL	Buy	75.4343→73.5632	-12.87	stop_loss
06-15 15:41	SOL	Buy	71.4397→74.5778	+21.51	take_profit
06-15 15:38	SOL	Buy	71.1537→74.2659	+21.43	take_profit
06-15 13:20	SOL	Buy	71.0807→74.1869	+21.38	take_profit
06-15 13:20	SOL	Buy	71.0527→74.1579	+21.39	take_profit
06-15 10:54	SOL	Buy	68.8963→71.9372	+21.67	take_profit
06-14 23:49	SOL	Buy	68.0612→71.0373	+21.44	take_profit
06-14 22:44	SOL	Buy	67.6321→70.5894	+21.43	take_profit
06-14 22:44	SOL	Buy	67.6321→70.5894	+21.45	take_profit
06-14 21:39	SOL	Buy	67.001→69.9295	+21.44	take_profit
06-14 20:01	SOL	Buy	68.1662→67.5999	-4.34	timeout
06-14 18:31	SOL	Buy	68.2662→67.2589	-7.59	timeout
06-14 13:41	SOL	Buy	68.2142→67.5849	-4.91	timeout
06-14 12:39	SOL	Buy	67.8182→67.7568	-0.73	timeout
06-14 08:13	SOL	Buy	67.3271→68.1738	+5.93	timeout
06-13 19:35	SOL	Buy	67.0331→68.0048	+6.97	timeout
06-13 13:40	SOL	Buy	66.98→67.9858	+7.15	timeout
06-13 12:36	SOL	Buy	66.825→67.8538	+7.33	timeout
06-13 11:22	SOL	Buy	66.958→67.8438	+6.23	timeout
06-13 05:50	SOL	Buy	66.752→66.661	-0.99	timeout

Paper vs Live

Paper (trades.jsonl)

200

closed

40%

win rate

-255.43

total pnl ($)

-25.9 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	200	40%	-25.9	-255.43

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 03:06	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…