deribit_basis_zscore_fear_gate_long_v78

not live
90
closed trades
42%
win rate
-104.79
total pnl ($)
1.136
weight
7d window — n=25 wr=44% pnl=-14.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:49SOLBuy72.1398→71.1113-7.57timeout
06-27 19:31SOLBuy72.7259→70.9219-12.85stop_loss
06-26 14:28SOLBuy68.6763→71.6812+21.41take_profit
06-26 14:19SOLBuy68.3372→71.3393+21.46take_profit
06-26 07:02SOLBuy67.1781→70.1195+21.39take_profit
06-25 23:30SOLBuy65.8459→68.7317+21.46take_profit
06-25 13:44SOLBuy68.2792→66.5867-12.84stop_loss
06-25 13:41SOLBuy68.6103→66.9095-12.84stop_loss
06-25 10:38SOLBuy67.8482→68.4887+4.20timeout
06-24 17:16SOLBuy67.7422→66.059-12.87stop_loss
06-24 15:47SOLBuy68.9963→67.2832-12.87stop_loss
06-24 15:33SOLBuy69.7255→67.9898-12.91stop_loss
06-24 11:05SOLBuy69.2974→68.9906-2.62timeout
06-24 04:49SOLBuy68.9583→69.5786+4.17timeout
06-23 22:17SOLBuy68.8943→69.7365+5.78timeout
06-23 06:21SOLBuy71.5447→69.7436-13.02stop_loss
06-23 06:20SOLBuy71.8458→70.0544-12.84stop_loss
06-22 22:28SOLBuy73.62→71.7583-13.03stop_loss
06-22 20:40SOLBuy73.7691→72.7471-7.29timeout
06-22 14:27SOLBuy74.1311→73.9979-1.40timeout
06-22 02:24SOLBuy73.9511→74.1339+0.74timeout
06-21 23:36SOLBuy74.1201→72.281-12.87stop_loss
06-21 19:27SOLBuy73.26→74.3278+6.76timeout
06-21 05:08SOLBuy71.5277→73.293+11.85timeout
06-20 22:47SOLBuy71.5007→73.639+14.43timeout
06-20 16:41SOLBuy70.7456→71.5253+4.99timeout
06-20 05:11SOLBuy69.2524→72.3052+21.58take_profit
06-20 04:40SOLBuy69.2504→70.6064+9.31timeout
06-19 22:40SOLBuy68.1032→69.2826+8.26timeout
06-19 17:23SOLBuy68.4603→69.0826+4.13timeout
06-19 11:09SOLBuy69.4024→68.1608-9.37timeout
06-19 04:55SOLBuy68.9933→68.2458-5.92timeout
06-18 15:44SOLBuy70.7256→68.9552-13.03stop_loss
06-18 15:43SOLBuy70.8266→69.0581-12.96stop_loss
06-18 10:58SOLBuy71.7328→71.3863-2.85timeout
06-17 23:08SOLBuy72.0088→71.7672-2.10timeout
06-17 19:29SOLBuy73.675→71.8493-12.85stop_loss
06-17 11:05SOLBuy73.59→71.7533-12.90stop_loss
06-17 11:02SOLBuy73.7761→71.9452-12.80stop_loss
06-17 05:05SOLBuy73.181→73.9179+4.60timeout
06-16 16:40SOLBuy73.322→73.158-1.51timeout
06-16 14:23SOLBuy74.7002→72.8336-12.95stop_loss
06-15 22:26SOLBuy75.7454→73.852-12.97stop_loss
06-15 15:41SOLBuy71.4557→74.5778+21.41take_profit
06-15 15:38SOLBuy71.1997→74.3139+21.39take_profit
06-15 09:52SOLBuy70.5216→71.0893+3.63timeout
06-14 19:01SOLBuy68.1512→67.3809-5.98timeout
06-14 12:56SOLBuy68.7233→67.7338-7.56timeout
06-14 06:31SOLBuy68.3042→68.2908-0.51timeout
06-13 23:09SOLBuy67.4851→68.8767+9.91timeout
06-13 16:50SOLBuy66.938→67.8288+6.18timeout
06-13 09:45SOLBuy66.641→67.3149+4.66timeout
06-13 01:29SOLBuy66.773→67.1149+2.16timeout
06-12 18:41SOLBuy66.0029→67.3639+9.95timeout
06-12 12:37SOLBuy67.0151→66.789-2.21timeout
06-12 06:36SOLBuy66.758→66.0731-5.57timeout
06-12 00:30SOLBuy65.2048→66.827+11.91timeout
06-10 20:18SOLBuy64.1426→63.3935-6.18timeout
06-10 17:36SOLBuy65.3818→63.7585-12.86stop_loss
06-10 03:09SOLBuy65.0278→65.5232+3.44timeout
06-09 14:15SOLBuy66.876→65.2176-12.83stop_loss
06-09 02:20SOLBuy66.749→65.5702-9.13timeout
06-09 00:36SOLBuy67.1321→65.4654-12.81stop_loss
06-08 20:07SOLBuy65.8929→67.2999+10.27timeout
06-08 14:05SOLBuy66.0699→66.463+2.54timeout
06-07 22:15SOLBuy64.7077→67.5389+21.61take_profit
06-07 22:14SOLBuy64.4727→67.3799+22.13take_profit
06-07 19:51SOLBuy64.7637→63.9494-6.41timeout
06-07 13:51SOLBuy63.5795→64.2894+5.39timeout
06-07 06:23SOLBuy61.7553→64.4553+21.52take_profit
06-07 01:35SOLBuy62.3644→63.7194+10.43timeout
06-05 23:33SOLBuy64.4357→62.8281-12.92stop_loss
06-05 18:52SOLBuy64.6007→62.9491-13.23stop_loss
06-05 14:06SOLBuy65.6959→64.0633-12.83stop_loss
06-05 06:01SOLBuy67.5261→65.8482-12.84stop_loss
06-05 03:43SOLBuy68.5873→66.8765-12.81stop_loss
06-04 21:45SOLBuy68.0862→68.0128-0.89timeout
06-04 21:36SOLBuy69.5304→67.7999-12.85stop_loss
06-04 07:59SOLBuy70.8656→69.1001-12.83stop_loss
06-04 01:19SOLBuy71.3837→69.6057-12.83stop_loss
06-03 16:42SOLBuy73.673→72.6401-7.36timeout
06-03 16:02SOLBuy74.8312→72.9765-12.82stop_loss
06-03 11:17SOLBuy73.8831→75.6167+11.30timeout
06-02 22:48SOLBuy76.0634→74.1748-12.82stop_loss
06-02 14:22SOLBuy79.835→77.8294-12.97stop_loss
06-02 09:25SOLBuy80.8611→78.8557-12.83stop_loss
05-31 07:46SOLBuy82.9904→82.6296-2.70timeout
05-30 02:54SOLBuy81.2012→82.9416+10.22timeout
05-29 19:50SOLBuy82.0193→82.2057+0.61timeout
05-29 02:40SOLBuy80.8931→81.8917+5.69timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
42%
win rate
-104.79
total pnl ($)
-23.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9042%-23.8-104.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems