deribit_basis_zscore_fear_long_v31 · strategy

188

closed trades

40%

win rate

-216.83

total pnl ($)

0.768

weight

7d window — n=51 wr=39% pnl=-80.93 · 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 22:53	SOL	Buy	71.3487→69.5548	-13.06	stop_loss
06-28 19:47	SOL	Buy	72.0528→70.2663	-12.78	stop_loss
06-27 22:16	SOL	Buy	71.9728→70.1854	-12.87	stop_loss
06-27 22:16	SOL	Buy	71.9098→70.1274	-12.84	stop_loss
06-27 22:16	SOL	Buy	71.9318→70.1294	-12.98	stop_loss
06-27 22:16	SOL	Buy	72.0978→70.3083	-12.86	stop_loss
06-27 22:15	SOL	Buy	72.2428→70.3972	-13.22	stop_loss
06-27 15:39	SOL	Buy	72.1038→73.002	+5.80	timeout
06-26 21:03	SOL	Buy	73.7881→71.9332	-13.03	stop_loss
06-26 16:00	SOL	Buy	69.7855→72.8371	+21.37	take_profit
06-26 16:00	SOL	Buy	69.5664→72.6271	+21.51	take_profit
06-26 15:39	SOL	Buy	69.0304→72.0462	+21.34	take_profit
06-26 14:13	SOL	Buy	68.1482→71.1273	+21.35	take_profit
06-26 09:51	SOL	Buy	70.6646→68.9052	-12.91	stop_loss
06-26 06:59	SOL	Buy	67.009→69.9385	+21.39	take_profit
06-26 06:43	SOL	Buy	66.729→69.6486	+21.36	take_profit
06-26 06:39	SOL	Buy	66.605→69.5156	+21.37	take_profit
06-26 06:22	SOL	Buy	65.9419→68.8247	+21.31	take_profit
06-25 23:30	SOL	Buy	65.8599→68.7497	+21.48	take_profit
06-25 23:30	SOL	Buy	65.8149→68.7067	+21.51	take_profit
06-25 23:30	SOL	Buy	65.8069→68.7067	+21.57	take_profit
06-25 13:48	SOL	Buy	67.2151→65.5354	-12.96	stop_loss
06-25 13:48	SOL	Buy	67.2611→65.5933	-12.86	stop_loss
06-25 13:45	SOL	Buy	67.8012→66.12	-12.86	stop_loss
06-25 13:44	SOL	Buy	68.1222→66.4078	-13.05	stop_loss
06-25 13:43	SOL	Buy	68.3402→66.6467	-12.84	stop_loss
06-25 05:08	SOL	Buy	66.0029→68.8877	+21.45	take_profit
06-24 20:49	SOL	Buy	65.0098→67.8718	+21.57	take_profit
06-24 17:22	SOL	Buy	66.816→65.1576	-12.86	stop_loss
06-24 17:20	SOL	Buy	67.3411→65.6713	-12.85	stop_loss
06-24 16:46	SOL	Buy	68.6703→66.9635	-12.88	stop_loss
06-24 16:45	SOL	Buy	68.8103→67.1034	-12.86	stop_loss
06-24 15:42	SOL	Buy	69.4684→67.7429	-12.87	stop_loss
06-24 15:12	SOL	Buy	69.9445→68.2046	-12.89	stop_loss
06-24 12:55	SOL	Buy	68.8853→69.5056	+4.02	timeout
06-24 11:54	SOL	Buy	69.1594→69.8645	+4.68	timeout
06-24 10:53	SOL	Buy	68.6673→69.0216	+2.22	timeout
06-24 09:53	SOL	Buy	68.9393→69.2956	+2.24	timeout
06-24 08:52	SOL	Buy	68.6403→69.3766	+5.06	timeout
06-23 08:17	SOL	Buy	70.0955→68.3555	-12.86	stop_loss
06-23 08:15	SOL	Buy	70.2985→68.5554	-12.83	stop_loss
06-23 06:21	SOL	Buy	71.6677→69.8905	-12.79	stop_loss
06-23 06:21	SOL	Buy	71.7218→69.9405	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.8388→70.0145	-13.12	stop_loss
06-23 06:20	SOL	Buy	71.8858→70.1004	-12.83	stop_loss
06-23 06:00	SOL	Buy	72.6199→70.8139	-12.81	stop_loss
06-22 23:31	SOL	Buy	72.7089→71.9692	-5.32	timeout
06-22 22:28	SOL	Buy	73.0009→71.0698	-13.53	stop_loss
06-22 22:28	SOL	Buy	73.596→71.7713	-12.72	stop_loss
06-22 22:21	SOL	Buy	73.072→72.4571	-4.51	timeout
06-22 21:39	SOL	Buy	74.1681→72.323	-12.74	stop_loss
06-22 00:44	SOL	Buy	73.095→73.238	+0.62	timeout
06-21 19:53	SOL	Buy	71.8288→74.3888	+17.22	timeout
06-21 18:44	SOL	Buy	71.7298→74.2889	+17.24	timeout
06-21 16:52	SOL	Buy	71.2697→74.4078	+21.42	take_profit
06-21 15:30	SOL	Buy	72.2368→74.1879	+12.90	timeout
06-20 22:28	SOL	Buy	70.7816→73.8859	+21.43	take_profit
06-20 05:13	SOL	Buy	69.3334→72.3631	+21.39	take_profit
06-20 05:10	SOL	Buy	68.6213→71.6263	+21.41	take_profit
06-20 05:07	SOL	Buy	68.3282→71.3583	+21.69	take_profit
06-20 05:07	SOL	Buy	68.3232→71.3093	+21.37	take_profit
06-20 05:06	SOL	Buy	68.1112→71.0913	+21.39	take_profit
06-19 15:55	SOL	Buy	68.6333→69.3196	+4.40	timeout
06-19 07:38	SOL	Buy	69.6514→67.9198	-12.90	stop_loss
06-19 07:38	SOL	Buy	69.6464→67.9198	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.7985→68.0647	-12.90	stop_loss
06-19 07:37	SOL	Buy	69.8605→68.1267	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9536→69.195	-12.86	stop_loss
06-18 15:39	SOL	Buy	71.1447→69.3529	-13.10	stop_loss
06-18 15:32	SOL	Buy	71.4477→69.6757	-12.96	stop_loss
06-18 15:17	SOL	Buy	72.1688→70.3802	-12.82	stop_loss
06-18 15:16	SOL	Buy	72.2658→70.4742	-12.83	stop_loss
06-18 11:10	SOL	Buy	72.0068→71.2053	-6.00	timeout
06-17 19:43	SOL	Buy	73.306→71.4805	-12.90	stop_loss
06-17 17:31	SOL	Buy	73.127→73.8049	+4.04	timeout
06-17 16:28	SOL	Buy	73.278→74.5928	+8.37	timeout
06-17 15:24	SOL	Buy	73.101→72.9411	-1.38	timeout
06-17 14:23	SOL	Buy	72.9889→72.3791	-4.47	timeout
06-17 11:01	SOL	Buy	73.7881→71.9542	-12.78	stop_loss
06-16 15:25	SOL	Buy	73.9821→73.098	-6.48	timeout
06-16 14:33	SOL	Buy	74.1601→72.321	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4102→72.5528	-12.95	stop_loss
06-16 14:23	SOL	Buy	74.9062→73.0485	-12.86	stop_loss
06-16 14:16	SOL	Buy	75.3443→73.4742	-12.88	stop_loss
06-16 02:27	SOL	Buy	74.7832→72.9196	-12.91	stop_loss
06-16 02:27	SOL	Buy	74.8292→72.9725	-12.85	stop_loss
06-16 02:18	SOL	Buy	75.0953→73.2254	-12.89	stop_loss
06-16 02:14	SOL	Buy	75.2093→73.3413	-12.86	stop_loss
06-15 16:14	SOL	Buy	72.6979→75.8856	+21.48	take_profit
06-15 15:51	SOL	Buy	71.8828→75.0247	+21.40	take_profit
06-15 15:41	SOL	Buy	71.4227→74.5498	+21.43	take_profit
06-15 15:38	SOL	Buy	71.2907→74.4088	+21.41	take_profit
06-15 13:20	SOL	Buy	71.1297→74.2389	+21.40	take_profit
06-14 23:51	SOL	Buy	68.1512→71.1313	+21.47	take_profit
06-14 23:47	SOL	Buy	67.9722→70.9434	+21.45	take_profit
06-14 22:44	SOL	Buy	67.5951→70.5494	+21.44	take_profit
06-14 21:50	SOL	Buy	67.4981→70.4584	+21.52	take_profit
06-14 21:35	SOL	Buy	66.949→69.8785	+21.49	take_profit
06-14 14:35	SOL	Buy	68.8203→67.1104	-12.80	stop_loss
06-14 10:37	SOL	Buy	67.4541→68.4347	+6.85	timeout

Paper vs Live

Paper (trades.jsonl)

188

closed

40%

win rate

-216.83

total pnl ($)

-23.6 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	188	40%	-23.6	-216.83

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…