deribit_basis_zscore_fear_gate_x2036931_long · strategy

162

closed trades

36%

win rate

-235.39

total pnl ($)

0.398

weight

7d window — n=41 wr=27% pnl=-142.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:47	SOL	Buy	72.0038→70.2143	-12.85	stop_loss
06-28 13:08	SOL	Buy	71.6717→71.4023	-2.55	timeout
06-28 05:28	SOL	Buy	71.8548→70.0714	-12.77	stop_loss
06-28 02:38	SOL	Buy	71.0237→70.7344	-2.30	timeout
06-27 22:15	SOL	Buy	72.2438→70.4242	-13.05	stop_loss
06-27 21:51	SOL	Buy	72.5399→70.732	-12.91	stop_loss
06-26 22:04	SOL	Buy	73.23→71.4126	-12.88	stop_loss
06-26 16:00	SOL	Buy	69.7775→72.8261	+21.35	take_profit
06-26 15:39	SOL	Buy	69.0314→72.0572	+21.45	take_profit
06-26 09:51	SOL	Buy	70.6266→68.8752	-12.86	stop_loss
06-26 06:59	SOL	Buy	67.009→69.9385	+21.35	take_profit
06-26 06:59	SOL	Buy	66.921→69.8495	+21.41	take_profit
06-26 06:43	SOL	Buy	66.648→69.5646	+21.34	take_profit
06-26 06:39	SOL	Buy	66.6→69.5296	+21.44	take_profit
06-26 06:22	SOL	Buy	66.1799→69.0806	+21.41	take_profit
06-26 02:13	SOL	Buy	67.6962→66.0181	-12.85	stop_loss
06-25 23:30	SOL	Buy	65.7979→68.7067	+21.65	take_profit
06-25 13:48	SOL	Buy	67.3891→65.7153	-12.89	stop_loss
06-25 13:46	SOL	Buy	67.7092→66.0271	-12.88	stop_loss
06-25 13:46	SOL	Buy	67.7272→66.048	-12.86	stop_loss
06-25 13:45	SOL	Buy	67.9642→66.2769	-12.88	stop_loss
06-25 13:39	SOL	Buy	69.1004→67.3752	-12.94	stop_loss
06-25 05:02	SOL	Buy	65.8279→68.7097	+21.49	take_profit
06-24 22:00	SOL	Buy	65.3998→68.2688	+21.49	take_profit
06-24 17:20	SOL	Buy	67.2831→65.6153	-12.84	stop_loss
06-24 16:46	SOL	Buy	68.7443→67.0324	-12.94	stop_loss
06-24 16:45	SOL	Buy	68.7903→67.0834	-12.91	stop_loss
06-24 15:58	SOL	Buy	68.8773→67.1683	-13.02	stop_loss
06-24 15:58	SOL	Buy	68.9343→67.2053	-13.17	stop_loss
06-24 15:47	SOL	Buy	69.0093→67.2892	-12.95	stop_loss
06-23 08:17	SOL	Buy	70.1235→68.3825	-12.84	stop_loss
06-23 06:21	SOL	Buy	71.6157→69.8326	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6677→69.8905	-12.79	stop_loss
06-23 06:01	SOL	Buy	72.5609→70.76	-12.75	stop_loss
06-23 05:27	SOL	Buy	72.7319→70.9289	-12.51	stop_loss
06-23 05:25	SOL	Buy	72.7749→70.9589	-12.83	stop_loss
06-22 22:28	SOL	Buy	72.9109→71.0738	-12.90	stop_loss
06-22 22:28	SOL	Buy	73.377→71.5535	-12.70	stop_loss
06-22 19:00	SOL	Buy	74.3452→72.5008	-12.84	stop_loss
06-22 16:08	SOL	Buy	74.4592→72.6138	-12.84	stop_loss
06-22 12:25	SOL	Buy	73.074→74.3199	+7.87	timeout
06-21 23:16	SOL	Buy	71.5237→72.7991	+8.26	timeout
06-21 21:37	SOL	Buy	71.5707→72.8231	+8.07	timeout
06-21 21:09	SOL	Buy	74.1491→72.297	-12.95	stop_loss
06-21 18:57	SOL	Buy	72.0798→74.1319	+13.56	timeout
06-21 17:21	SOL	Buy	71.7768→74.4198	+17.74	timeout
06-20 22:24	SOL	Buy	70.5706→73.654	+21.34	take_profit
06-20 07:57	SOL	Buy	69.4434→71.4613	+13.88	timeout
06-20 05:13	SOL	Buy	69.3554→72.3971	+21.42	take_profit
06-20 05:10	SOL	Buy	68.6373→71.6383	+21.35	take_profit
06-20 05:10	SOL	Buy	68.5993→71.6263	+21.58	take_profit
06-20 03:53	SOL	Buy	68.7153→69.9965	+8.72	timeout
06-19 07:37	SOL	Buy	69.7035→67.9698	-12.92	stop_loss
06-18 15:39	SOL	Buy	71.1607→69.3969	-12.90	stop_loss
06-18 15:29	SOL	Buy	71.5357→69.7596	-12.97	stop_loss
06-18 15:17	SOL	Buy	72.0708→70.2843	-12.83	stop_loss
06-18 15:17	SOL	Buy	72.0778→70.2843	-12.86	stop_loss
06-18 15:15	SOL	Buy	72.3158→70.5141	-12.88	stop_loss
06-18 05:08	SOL	Buy	72.3799→70.5831	-12.77	stop_loss
06-17 22:03	SOL	Buy	72.9659→71.1557	-12.90	stop_loss
06-17 19:40	SOL	Buy	73.427→71.6034	-12.87	stop_loss
06-17 18:05	SOL	Buy	73.9401→72.1031	-12.88	stop_loss
06-17 14:33	SOL	Buy	73.018→72.3781	-4.59	timeout
06-17 11:03	SOL	Buy	73.676→71.8503	-12.67	stop_loss
06-17 11:02	SOL	Buy	73.7431→71.9142	-12.67	stop_loss
06-17 11:01	SOL	Buy	73.8451→72.0142	-12.80	stop_loss
06-17 02:08	SOL	Buy	73.418→73.7979	+2.19	timeout
06-16 14:31	SOL	Buy	74.3792→72.5268	-12.92	stop_loss
06-16 02:28	SOL	Buy	74.6242→72.7647	-12.90	stop_loss
06-16 02:27	SOL	Buy	74.8182→72.9586	-12.87	stop_loss
06-16 02:27	SOL	Buy	74.8292→72.9586	-12.94	stop_loss
06-16 02:27	SOL	Buy	75.0433→73.1804	-12.85	stop_loss
06-15 15:42	SOL	Buy	71.5517→74.6788	+21.38	take_profit
06-15 15:38	SOL	Buy	71.2797→74.4028	+21.44	take_profit
06-15 15:38	SOL	Buy	71.2717→74.3898	+21.41	take_profit
06-15 13:20	SOL	Buy	71.0447→74.1589	+21.46	take_profit
06-15 13:16	SOL	Buy	70.4946→73.589	+21.48	take_profit
06-15 00:07	SOL	Buy	68.4993→71.5293	+21.69	take_profit
06-14 23:52	SOL	Buy	68.2382→71.2253	+21.49	take_profit
06-14 23:51	SOL	Buy	68.1712→71.1583	+21.51	take_profit
06-14 21:50	SOL	Buy	67.5111→70.4634	+21.43	take_profit
06-14 21:08	SOL	Buy	67.4101→67.8498	+3.23	timeout
06-14 19:32	SOL	Buy	67.1901→67.6079	+3.03	timeout
06-14 09:17	SOL	Buy	66.847→68.0468	+8.67	timeout
06-14 07:41	SOL	Buy	67.1131→68.0418	+6.53	timeout
06-14 04:06	SOL	Buy	67.3771→68.8807	+11.04	timeout
06-13 08:16	SOL	Buy	66.818→67.3599	+3.71	timeout
06-13 05:33	SOL	Buy	66.507→66.702	+1.22	timeout
06-12 15:07	SOL	Buy	65.5598→68.4257	+21.25	take_profit
06-12 15:05	SOL	Buy	65.2598→68.1118	+21.19	take_profit
06-12 15:00	SOL	Buy	65.1528→68.0028	+21.26	take_profit
06-11 17:49	SOL	Buy	64.2076→67.0599	+21.66	take_profit
06-11 11:51	SOL	Buy	63.3595→66.2111	+21.89	take_profit
06-11 11:51	SOL	Buy	63.3385→66.1071	+21.25	take_profit
06-11 11:51	SOL	Buy	63.0105→65.7831	+21.48	take_profit
06-11 03:55	SOL	Buy	62.5644→65.3062	+21.42	take_profit
06-10 21:50	SOL	Buy	64.1366→62.5393	-12.78	stop_loss
06-10 21:50	SOL	Buy	64.1626→62.5693	-12.79	stop_loss
06-10 21:10	SOL	Buy	64.3206→62.7052	-12.73	stop_loss
06-10 09:21	SOL	Buy	64.6627→63.059	-12.73	stop_loss

Paper vs Live

Paper (trades.jsonl)

162

closed

36%

win rate

-235.39

total pnl ($)

-29.7 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	162	36%	-29.7	-235.39

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:09	SOL	Buy	circuit_breaker
06-28 15:35	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…