deribit_basis_zscore_fear_gate_long_v11 · strategy

190

closed trades

36%

win rate

-425.38

total pnl ($)

0.250

weight

7d window — n=54 wr=30% pnl=-202.27 · 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 05:21	SOL	Buy	70.5606→71.3963	+5.35	timeout
06-28 22:53	SOL	Buy	71.7748→69.9855	-12.85	stop_loss
06-28 21:57	SOL	Buy	70.9146→70.3534	-4.26	timeout
06-28 19:53	SOL	Buy	71.1787→70.3854	-5.87	timeout
06-28 05:28	SOL	Buy	71.8878→70.1004	-12.83	stop_loss
06-28 05:28	SOL	Buy	71.8878→70.1004	-12.79	stop_loss
06-27 22:16	SOL	Buy	71.9398→70.1534	-12.87	stop_loss
06-27 21:16	SOL	Buy	71.8708→71.4553	-3.32	timeout
06-27 19:25	SOL	Buy	72.8189→71.0068	-12.89	stop_loss
06-27 15:40	SOL	Buy	72.1748→72.9701	+5.09	timeout
06-26 22:04	SOL	Buy	73.2→71.3836	-12.87	stop_loss
06-26 15:39	SOL	Buy	69.0884→72.1072	+21.36	take_profit
06-26 09:52	SOL	Buy	70.5776→68.8202	-12.92	stop_loss
06-26 06:39	SOL	Buy	66.554→69.4616	+21.32	take_profit
06-26 06:22	SOL	Buy	66.402→69.3036	+21.32	take_profit
06-26 06:22	SOL	Buy	66.1279→69.0446	+21.51	take_profit
06-26 06:22	SOL	Buy	65.9239→68.8207	+21.43	take_profit
06-25 23:24	SOL	Buy	64.8267→67.6588	+21.39	take_profit
06-25 13:45	SOL	Buy	67.8082→66.119	-12.91	stop_loss
06-25 13:45	SOL	Buy	67.8262→66.119	-13.04	stop_loss
06-25 13:45	SOL	Buy	67.9752→66.2769	-12.95	stop_loss
06-25 13:43	SOL	Buy	68.3653→66.6666	-12.87	stop_loss
06-25 13:40	SOL	Buy	68.9703→67.2573	-12.88	stop_loss
06-25 12:27	SOL	Buy	69.5004→67.7759	-12.88	stop_loss
06-25 05:08	SOL	Buy	66.0129→68.8997	+21.46	take_profit
06-25 05:02	SOL	Buy	65.7499→68.6347	+21.53	take_profit
06-24 21:59	SOL	Buy	65.1798→68.0298	+21.42	take_profit
06-24 17:20	SOL	Buy	67.3161→65.6473	-12.84	stop_loss
06-24 16:51	SOL	Buy	68.0082→66.3069	-12.96	stop_loss
06-24 16:45	SOL	Buy	68.7633→67.0584	-12.85	stop_loss
06-24 15:47	SOL	Buy	68.9683→67.2593	-12.85	stop_loss
06-24 15:45	SOL	Buy	69.1424→67.4261	-12.87	stop_loss
06-24 15:44	SOL	Buy	69.3134→67.595	-12.85	stop_loss
06-24 15:33	SOL	Buy	69.7265→67.9898	-12.91	stop_loss
06-24 13:12	SOL	Buy	68.7653→68.7977	-0.25	timeout
06-24 12:11	SOL	Buy	69.1174→69.6995	+3.75	timeout
06-24 11:06	SOL	Buy	68.9183→68.9327	-0.25	timeout
06-24 10:05	SOL	Buy	69.0604→69.2106	+0.72	timeout
06-24 09:05	SOL	Buy	68.8023→69.4316	+4.28	timeout
06-23 08:24	SOL	Buy	69.9185→68.1857	-12.84	stop_loss
06-23 08:15	SOL	Buy	70.3395→68.5914	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.5177→69.7326	-12.92	stop_loss
06-23 06:21	SOL	Buy	71.5957→69.8186	-12.81	stop_loss
06-23 06:21	SOL	Buy	71.7008→69.9195	-12.83	stop_loss
06-23 06:20	SOL	Buy	71.8708→70.0844	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.9498→70.1644	-12.83	stop_loss
06-22 22:28	SOL	Buy	73.6781→71.8453	-12.78	stop_loss
06-22 22:27	SOL	Buy	73.8961→72.0641	-12.76	stop_loss
06-22 22:27	SOL	Buy	73.8391→72.0082	-12.72	stop_loss
06-22 22:27	SOL	Buy	73.9431→72.1101	-12.75	stop_loss
06-22 21:39	SOL	Buy	74.0641→72.223	-12.78	stop_loss
06-22 09:35	SOL	Buy	73.8901→73.7199	-1.75	timeout
06-22 08:33	SOL	Buy	72.9419→73.9689	+6.46	timeout
06-22 07:28	SOL	Buy	73.255→74.2709	+6.42	timeout
06-22 06:10	SOL	Buy	73.141→74.0619	+5.80	timeout
06-22 03:42	SOL	Buy	73.6871→73.7999	+0.28	timeout
06-21 08:01	SOL	Buy	71.5237→73.238	+11.45	timeout
06-21 06:58	SOL	Buy	72.0758→73.298	+8.01	timeout
06-21 05:54	SOL	Buy	71.7938→73.047	+8.25	timeout
06-20 22:33	SOL	Buy	70.9576→74.0589	+21.29	take_profit
06-20 22:13	SOL	Buy	69.9905→73.069	+21.43	take_profit
06-20 05:10	SOL	Buy	68.5973→71.6103	+21.47	take_profit
06-20 05:06	SOL	Buy	68.1292→71.1133	+21.41	take_profit
06-20 05:00	SOL	Buy	68.2962→70.8704	+18.35	timeout
06-20 03:48	SOL	Buy	68.9233→69.9975	+7.24	timeout
06-20 02:46	SOL	Buy	69.4574→69.6036	+0.49	timeout
06-19 07:38	SOL	Buy	69.6514→67.9198	-12.90	stop_loss
06-19 07:37	SOL	Buy	69.7565→68.0258	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9386→69.165	-12.95	stop_loss
06-18 15:29	SOL	Buy	71.6097→69.8226	-12.88	stop_loss
06-18 11:14	SOL	Buy	71.9938→71.0823	-6.78	timeout
06-17 22:02	SOL	Buy	73.035→71.2137	-12.93	stop_loss
06-17 19:40	SOL	Buy	73.409→71.5854	-12.88	stop_loss
06-17 19:29	SOL	Buy	73.8101→71.9712	-12.92	stop_loss
06-17 18:05	SOL	Buy	73.9561→72.1061	-12.97	stop_loss
06-17 17:31	SOL	Buy	73.21→73.7309	+2.96	timeout
06-17 16:28	SOL	Buy	73.276→74.6068	+8.48	timeout
06-17 15:24	SOL	Buy	73.118→72.9691	-1.31	timeout
06-17 14:23	SOL	Buy	72.9939→72.3731	-4.54	timeout
06-17 11:01	SOL	Buy	73.7871→71.9542	-12.78	stop_loss
06-16 14:33	SOL	Buy	74.1641→72.325	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4772→72.6028	-13.05	stop_loss
06-16 14:27	SOL	Buy	74.5902→72.7347	-12.90	stop_loss
06-16 14:23	SOL	Buy	74.9072→73.0445	-12.90	stop_loss
06-16 14:16	SOL	Buy	75.3403→73.4672	-12.90	stop_loss
06-16 02:28	SOL	Buy	74.6142→72.7647	-12.83	stop_loss
06-16 02:27	SOL	Buy	74.7982→72.9196	-13.00	stop_loss
06-16 02:27	SOL	Buy	74.8852→73.0285	-12.84	stop_loss
06-16 02:18	SOL	Buy	75.0873→73.2254	-12.84	stop_loss
06-16 02:18	SOL	Buy	75.1393→73.2753	-12.84	stop_loss
06-15 15:42	SOL	Buy	71.5617→74.6888	+21.38	take_profit
06-15 15:41	SOL	Buy	71.4177→74.5498	+21.47	take_profit
06-15 15:39	SOL	Buy	71.3377→74.4588	+21.42	take_profit
06-15 15:38	SOL	Buy	71.1487→74.2679	+21.45	take_profit
06-15 13:16	SOL	Buy	70.4476→73.527	+21.39	take_profit
06-14 23:51	SOL	Buy	68.1582→71.1363	+21.45	take_profit
06-14 23:49	SOL	Buy	68.0602→71.0393	+21.48	take_profit
06-14 22:44	SOL	Buy	67.6141→70.5704	+21.45	take_profit
06-14 21:50	SOL	Buy	67.4961→70.4454	+21.44	take_profit
06-14 21:35	SOL	Buy	66.949→69.8785	+21.49	take_profit

Paper vs Live

Paper (trades.jsonl)

190

closed

36%

win rate

-425.38

total pnl ($)

-45.3 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	190	36%	-45.3	-425.38

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…