deribit_basis_zscore_fear_gate_long_v81

not live
91
closed trades
37%
win rate
-207.46
total pnl ($)
1.067
weight
7d window — n=22 wr=41% pnl=-31.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53SOLBuy71.8588→70.0774-12.91stop_loss
06-28 17:16SOLBuy70.5286→71.5893+7.13timeout
06-28 08:40SOLBuy71.2457→72.1362+5.72timeout
06-27 19:38SOLBuy72.0078→70.9804-7.58timeout
06-27 19:31SOLBuy72.7399→70.9239-12.93stop_loss
06-26 16:00SOLBuy69.5964→72.6381+21.34take_profit
06-26 14:28SOLBuy68.8343→71.8442+21.40take_profit
06-26 06:22SOLBuy66.417→69.3196+21.33take_profit
06-26 02:13SOLBuy67.9022→66.195-13.03stop_loss
06-25 13:43SOLBuy68.3763→66.6666-12.95stop_loss
06-25 13:38SOLBuy69.2294→67.5061-12.90stop_loss
06-25 12:15SOLBuy68.0292→68.0708-0.18timeout
06-24 22:00SOLBuy65.2628→68.1448+21.64take_profit
06-24 15:33SOLBuy69.8085→68.0697-12.91stop_loss
06-24 15:33SOLBuy69.8795→68.1367-12.93stop_loss
06-24 06:21SOLBuy68.8413→69.8115+6.73timeout
06-24 00:08SOLBuy69.2144→69.7795+3.77timeout
06-23 08:13SOLBuy71.0407→69.233-13.14stop_loss
06-23 05:34SOLBuy72.7009→70.8889-12.81stop_loss
06-22 19:16SOLBuy74.2511→72.6391-11.27timeout
06-22 16:16SOLBuy74.4312→72.5748-12.92stop_loss
06-22 13:13SOLBuy73.324→74.5058+7.53timeout
06-22 01:08SOLBuy73.7031→73.391-2.56timeout
06-21 21:09SOLBuy74.2371→72.3969-12.86stop_loss
06-21 19:00SOLBuy73.285→74.1789+5.57timeout
06-21 12:43SOLBuy73.116→73.185-0.05timeout
06-21 03:59SOLBuy72.0088→73.619+10.70timeout
06-20 17:50SOLBuy71.6697→71.4503-2.06timeout
06-20 01:26SOLBuy68.4773→69.5276+7.18timeout
06-19 19:23SOLBuy68.4473→68.8797+2.74timeout
06-19 07:39SOLBuy69.0504→67.9338-8.57timeout
06-19 04:55SOLBuy69.9385→68.2046-12.86stop_loss
06-18 15:36SOLBuy71.3937→69.6197-12.88stop_loss
06-18 15:25SOLBuy71.6707→69.8865-12.94stop_loss
06-18 13:53SOLBuy72.1648→71.2243-6.92timeout
06-18 07:54SOLBuy71.5607→71.7202+0.71timeout
06-17 22:03SOLBuy72.6979→70.8539-13.13stop_loss
06-17 19:44SOLBuy73.264→71.4435-12.95stop_loss
06-17 12:29SOLBuy73.402→71.5515-13.01stop_loss
06-17 07:26SOLBuy73.8681→73.161-5.11timeout
06-16 14:33SOLBuy74.1691→72.329-12.87stop_loss
06-16 14:31SOLBuy74.3912→72.5448-12.86stop_loss
06-16 02:27SOLBuy74.7832→72.9196-12.91stop_loss
06-15 16:14SOLBuy72.6599→75.8376+21.42take_profit
06-15 13:20SOLBuy71.1277→74.2449+21.45take_profit
06-15 09:20SOLBuy68.9563→71.3983+17.31timeout
06-14 19:03SOLBuy68.1502→67.3499-6.20timeout
06-14 12:58SOLBuy68.7313→67.7398-7.57timeout
06-14 06:26SOLBuy68.2002→68.2538-0.02timeout
06-13 23:32SOLBuy67.8372→68.9207+7.58timeout
06-13 16:50SOLBuy66.938→67.8288+6.19timeout
06-13 09:44SOLBuy66.734→67.2929+3.78timeout
06-13 01:29SOLBuy66.773→67.1149+2.16timeout
06-12 18:41SOLBuy65.9789→67.4069+10.46timeout
06-12 12:36SOLBuy66.977→66.79-1.92timeout
06-12 06:35SOLBuy66.678→66.0171-5.40timeout
06-12 00:30SOLBuy65.0788→66.861+13.17timeout
06-10 20:18SOLBuy64.1426→63.3935-6.18timeout
06-10 17:32SOLBuy65.4228→63.8005-12.84stop_loss
06-09 16:39SOLBuy65.1368→63.5007-13.01stop_loss
06-09 14:15SOLBuy66.859→65.1976-12.86stop_loss
06-09 02:19SOLBuy66.639→65.6182-7.96timeout
06-09 00:36SOLBuy67.1131→65.4474-12.80stop_loss
06-08 20:05SOLBuy65.8999→67.4259+11.17timeout
06-08 14:01SOLBuy66.0929→66.72+4.31timeout
06-07 22:14SOLBuy64.3096→67.1229+21.61take_profit
06-07 22:14SOLBuy63.8296→66.621+21.47take_profit
06-07 19:49SOLBuy64.8047→63.9184-6.95timeout
06-07 13:49SOLBuy63.6295→64.2214+4.46timeout
06-07 05:18SOLBuy61.6803→64.3753+21.48take_profit
06-07 01:34SOLBuy62.2823→63.6584+10.61timeout
06-05 23:33SOLBuy64.3837→62.7742-12.94stop_loss
06-05 18:54SOLBuy64.3376→62.7432-12.84stop_loss
06-05 14:06SOLBuy65.6919→64.0633-12.80stop_loss
06-05 06:19SOLBuy66.783→65.1276-12.81stop_loss
06-05 03:02SOLBuy68.7603→67.0534-12.76stop_loss
06-04 21:41SOLBuy68.0612→67.7168-2.89timeout
06-04 21:36SOLBuy69.5364→67.8129-12.80stop_loss
06-04 07:59SOLBuy70.8366→69.0801-12.77stop_loss
06-04 01:19SOLBuy71.3617→69.5797-12.86stop_loss
06-03 16:40SOLBuy73.56→72.7161-6.09timeout
06-03 16:21SOLBuy74.3101→72.4679-12.83stop_loss
06-03 11:47SOLBuy73.9001→75.1727+8.18timeout
06-02 19:33SOLBuy76.6685→74.7174-13.15stop_loss
06-02 14:22SOLBuy79.84→77.7994-13.18stop_loss
06-02 09:29SOLBuy80.7131→78.7128-12.82stop_loss
06-01 03:49SOLBuy81.9713→82.7216+4.12timeout
05-31 19:27SOLBuy82.6784→81.4398-8.02timeout
05-31 07:46SOLBuy83.0024→82.6436-2.69timeout
05-30 02:52SOLBuy81.4112→82.8626+8.42timeout
05-29 19:48SOLBuy81.9993→82.1867+0.62timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
37%
win rate
-207.46
total pnl ($)
-46.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9137%-46.0-207.46

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:15SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems