deribit_basis_zscore_fear_gated_long_v10 · strategy

200

closed trades

41%

win rate

-179.27

total pnl ($)

2.162

weight

7d window — n=47 wr=51% pnl=+138.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:03	SOL	Buy	75.0143→73.1544	-12.82	stop_loss
06-30 08:36	SOL	Buy	75.3513→73.4742	-12.88	stop_loss
06-30 04:20	SOL	Buy	75.5273→73.6541	-12.85	stop_loss
06-29 17:15	SOL	Buy	73.324→76.5665	+21.64	take_profit
06-29 17:15	SOL	Buy	72.9049→76.1786	+21.96	take_profit
06-29 17:15	SOL	Buy	72.7249→75.9026	+21.36	take_profit
06-29 17:15	SOL	Buy	72.6489→75.8696	+21.66	take_profit
06-29 17:15	SOL	Buy	72.3048→75.4637	+21.33	take_profit
06-29 07:51	SOL	Buy	70.9696→72.7511	+11.95	timeout
06-29 05:15	SOL	Buy	70.5366→71.2423	+4.42	timeout
06-28 22:53	SOL	Buy	71.4477→69.6767	-12.82	stop_loss
06-28 22:53	SOL	Buy	71.9108→70.1244	-12.84	stop_loss
06-28 21:59	SOL	Buy	70.9436→70.3774	-4.31	timeout
06-28 09:50	SOL	Buy	71.7438→71.6782	-1.06	timeout
06-28 05:28	SOL	Buy	71.9038→70.1094	-12.88	stop_loss
06-27 22:15	SOL	Buy	72.1568→70.3622	-12.89	stop_loss
06-27 22:15	SOL	Buy	72.1798→70.3822	-12.90	stop_loss
06-27 20:54	SOL	Buy	72.1938→71.1893	-7.39	timeout
06-27 15:44	SOL	Buy	72.1448→72.994	+5.46	timeout
06-26 21:03	SOL	Buy	73.7021→71.8743	-12.86	stop_loss
06-26 16:00	SOL	Buy	69.7665→72.8371	+21.52	take_profit
06-26 14:13	SOL	Buy	68.2242→71.2293	+21.52	take_profit
06-26 13:19	SOL	Buy	69.8875→68.1537	-12.89	stop_loss
06-26 07:03	SOL	Buy	67.6501→70.6084	+21.39	take_profit
06-26 06:39	SOL	Buy	66.53→69.4366	+21.39	take_profit
06-26 06:22	SOL	Buy	66.3069→69.2166	+21.39	take_profit
06-26 06:22	SOL	Buy	65.9939→68.8797	+21.35	take_profit
06-25 23:30	SOL	Buy	65.7959→68.6837	+21.47	take_profit
06-25 23:30	SOL	Buy	65.6999→68.5897	+21.53	take_profit
06-25 23:24	SOL	Buy	64.8177→67.6499	+21.38	take_profit
06-25 13:48	SOL	Buy	67.3621→65.6873	-12.83	stop_loss
06-25 13:45	SOL	Buy	67.8202→66.136	-12.82	stop_loss
06-25 13:45	SOL	Buy	68.0952→66.4068	-12.80	stop_loss
06-25 05:09	SOL	Buy	66.0599→68.9487	+21.44	take_profit
06-25 05:02	SOL	Buy	65.8859→68.7757	+21.50	take_profit
06-24 20:49	SOL	Buy	64.9147→67.7508	+21.40	take_profit
06-24 17:47	SOL	Buy	66.512→64.8558	-12.90	stop_loss
06-24 17:19	SOL	Buy	67.6661→65.9771	-12.93	stop_loss
06-24 16:47	SOL	Buy	68.5413→66.8415	-12.85	stop_loss
06-24 16:46	SOL	Buy	68.6333→66.9275	-12.88	stop_loss
06-24 16:46	SOL	Buy	68.6953→66.9864	-12.89	stop_loss
06-24 15:33	SOL	Buy	69.8365→68.1057	-12.83	stop_loss
06-24 12:30	SOL	Buy	69.2484→69.7105	+2.85	timeout
06-24 11:26	SOL	Buy	69.0134→68.8367	-1.75	timeout
06-24 10:19	SOL	Buy	68.9073→69.0326	+0.55	timeout
06-24 09:15	SOL	Buy	68.8263→69.3786	+3.65	timeout
06-24 08:15	SOL	Buy	68.7633→69.2816	+3.49	timeout
06-23 08:15	SOL	Buy	70.4186→68.6554	-12.96	stop_loss
06-23 06:21	SOL	Buy	71.5897→69.7966	-12.92	stop_loss
06-23 06:21	SOL	Buy	71.6377→69.8606	-12.81	stop_loss
06-23 06:21	SOL	Buy	71.7658→69.9845	-12.83	stop_loss
06-23 06:20	SOL	Buy	71.9548→70.1704	-12.81	stop_loss
06-23 06:08	SOL	Buy	72.4569→70.658	-12.79	stop_loss
06-22 22:28	SOL	Buy	73.011→71.0698	-13.54	stop_loss
06-22 22:27	SOL	Buy	74.0361→72.199	-12.76	stop_loss
06-22 22:00	SOL	Buy	73.0039→72.6821	-2.48	timeout
06-22 21:39	SOL	Buy	74.0491→72.211	-12.78	stop_loss
06-22 19:25	SOL	Buy	74.2431→72.4029	-12.75	stop_loss
06-22 07:18	SOL	Buy	73.449→74.1239	+4.06	timeout
06-22 06:12	SOL	Buy	73.108→74.0049	+5.64	timeout
06-22 00:43	SOL	Buy	73.096→73.282	+0.84	timeout
06-21 16:52	SOL	Buy	71.3207→74.4398	+21.27	take_profit
06-21 15:58	SOL	Buy	72.0068→74.0979	+13.92	timeout
06-21 06:30	SOL	Buy	72.0578→73.193	+7.40	timeout
06-21 05:22	SOL	Buy	71.7208→73.152	+9.47	timeout
06-20 22:28	SOL	Buy	70.7696→73.8619	+21.35	take_profit
06-20 05:11	SOL	Buy	69.2544→72.2822	+21.39	take_profit
06-20 05:10	SOL	Buy	68.6103→71.6263	+21.49	take_profit
06-20 05:07	SOL	Buy	68.3823→71.3753	+21.39	take_profit
06-20 05:07	SOL	Buy	68.3643→71.3693	+21.49	take_profit
06-19 15:53	SOL	Buy	68.7393→69.2746	+3.53	timeout
06-19 12:47	SOL	Buy	69.6034→67.8659	-12.89	stop_loss
06-19 07:39	SOL	Buy	69.6254→67.8988	-12.87	stop_loss
06-19 07:37	SOL	Buy	69.7765→68.0467	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8535→68.1157	-12.91	stop_loss
06-18 15:40	SOL	Buy	70.9946→69.234	-12.87	stop_loss
06-18 15:40	SOL	Buy	71.1107→69.3299	-13.03	stop_loss
06-18 15:36	SOL	Buy	71.3727→69.5698	-13.19	stop_loss
06-18 15:25	SOL	Buy	71.6988→69.9205	-12.84	stop_loss
06-18 15:17	SOL	Buy	72.1358→70.3443	-12.83	stop_loss
06-18 11:26	SOL	Buy	71.9748→70.9174	-7.79	timeout
06-18 05:04	SOL	Buy	72.4599→70.664	-12.74	stop_loss
06-17 21:47	SOL	Buy	73.124→71.3046	-12.90	stop_loss
06-17 17:31	SOL	Buy	73.103→73.7869	+4.08	timeout
06-17 16:26	SOL	Buy	73.276→74.0789	+4.88	timeout
06-17 15:26	SOL	Buy	73.195→73.045	-1.32	timeout
06-17 11:02	SOL	Buy	73.7531→71.9182	-12.80	stop_loss
06-17 08:48	SOL	Buy	74.0921→72.256	-12.80	stop_loss
06-16 14:33	SOL	Buy	74.1841→72.344	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4972→72.6478	-12.93	stop_loss
06-16 14:27	SOL	Buy	74.6442→72.7937	-12.86	stop_loss
06-16 14:22	SOL	Buy	74.9122→73.0545	-12.86	stop_loss
06-16 14:17	SOL	Buy	75.2663→73.3983	-12.87	stop_loss
06-16 02:28	SOL	Buy	74.6302→72.7687	-12.92	stop_loss
06-16 02:27	SOL	Buy	75.0753→73.2124	-12.85	stop_loss
06-16 02:11	SOL	Buy	75.3093→73.4342	-12.89	stop_loss
06-15 16:13	SOL	Buy	72.5799→75.7586	+21.46	take_profit
06-15 15:40	SOL	Buy	71.3757→74.4958	+21.40	take_profit
06-15 15:38	SOL	Buy	71.2707→74.3888	+21.42	take_profit
06-15 15:38	SOL	Buy	71.1507→74.2699	+21.46	take_profit

Paper vs Live

Paper (trades.jsonl)

200

closed

41%

win rate

-179.27

total pnl ($)

-18.3 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	200	41%	-18.3	-179.27

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…