deribit_basis_zscore_fear_long_v50

not live
88
closed trades
42%
win rate
-132.94
total pnl ($)
1.029
weight
7d window — n=23 wr=43% pnl=-37.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:13SOLBuy70.5216→71.5023+6.58timeout
06-28 08:59SOLBuy71.2157→71.9172+4.40timeout
06-27 22:15SOLBuy72.7229→70.4052-16.39stop_loss
06-27 19:48SOLBuy72.1398→71.0903-7.71timeout
06-26 16:00SOLBuy69.0304→72.4791+24.51take_profit
06-26 07:32SOLBuy67.4131→70.7754+24.46take_profit
06-26 07:02SOLBuy66.773→70.0965+24.38take_profit
06-26 03:29SOLBuy65.8559→66.8+6.71timeout
06-25 13:48SOLBuy67.5411→65.4574-15.88stop_loss
06-25 13:42SOLBuy68.8523→66.7316-15.86stop_loss
06-25 09:24SOLBuy67.3621→68.8397+10.44timeout
06-24 16:51SOLBuy68.5643→66.4508-15.86stop_loss
06-24 15:47SOLBuy69.4454→67.3022-15.89stop_loss
06-24 15:03SOLBuy69.3924→68.6397-5.89timeout
06-24 06:18SOLBuy68.7933→69.8275+7.20timeout
06-24 00:09SOLBuy69.2124→69.8115+4.01timeout
06-23 08:14SOLBuy71.0317→68.8352-15.88stop_loss
06-23 06:17SOLBuy72.7119→70.4712-15.75stop_loss
06-22 22:27SOLBuy74.4372→72.1331-15.86stop_loss
06-22 19:16SOLBuy74.2521→72.6291-11.34timeout
06-22 13:13SOLBuy73.308→74.4498+7.26timeout
06-22 07:08SOLBuy74.2221→73.9289-2.45timeout
06-22 01:07SOLBuy73.7601→73.41-2.81timeout
06-21 19:01SOLBuy73.282→74.2329+5.96timeout
06-21 12:42SOLBuy73.095→73.169-0.01timeout
06-21 05:42SOLBuy71.4157→73.184+11.91timeout
06-20 13:28SOLBuy69.5784→70.7784+8.12timeout
06-20 05:13SOLBuy68.8833→72.3281+24.54take_profit
06-20 01:27SOLBuy68.4863→69.5226+7.08timeout
06-19 19:23SOLBuy68.4853→68.9157+2.72timeout
06-19 13:32SOLBuy69.6004→68.4747-8.49timeout
06-19 07:21SOLBuy68.7143→68.4147-2.67timeout
06-18 15:44SOLBuy71.0507→68.8552-15.91stop_loss
06-18 15:39SOLBuy71.6417→69.4258-15.97stop_loss
06-18 13:25SOLBuy72.3599→71.6493-5.30timeout
06-18 07:32SOLBuy72.0378→71.6023-3.41timeout
06-18 01:30SOLBuy72.1318→72.4381+1.75timeout
06-17 19:30SOLBuy73.142→72.0642-7.89timeout
06-17 13:15SOLBuy73.581→72.3631-8.67timeout
06-17 07:10SOLBuy73.8771→73.39-3.74timeout
06-16 19:01SOLBuy74.1431→73.8229-2.59timeout
06-16 14:31SOLBuy74.8662→72.5468-15.94stop_loss
06-16 00:10SOLBuy72.6109→74.0849+9.71timeout
06-15 15:42SOLBuy71.1507→74.6888+24.40take_profit
06-15 09:20SOLBuy69.0204→71.3003+16.12timeout
06-14 23:19SOLBuy68.0922→70.5674+17.77timeout
06-14 17:17SOLBuy68.3302→67.6489-5.35timeout
06-14 11:16SOLBuy68.9783→68.0858-6.86timeout
06-14 05:13SOLBuy67.9792→68.4397+3.03timeout
06-13 23:08SOLBuy67.4701→68.8777+10.03timeout
06-13 16:43SOLBuy66.865→68.0378+8.28timeout
06-13 09:30SOLBuy66.766→67.3609+4.06timeout
06-12 23:56SOLBuy66.957→66.733-2.00timeout
06-12 17:52SOLBuy66.685→67.3849+4.90timeout
06-12 11:40SOLBuy66.97→66.857-1.35timeout
06-12 05:39SOLBuy66.471→66.62+0.67timeout
06-11 19:05SOLBuy64.9837→66.684+12.56timeout
06-10 20:19SOLBuy64.1106→63.3935-5.94timeout
06-10 20:05SOLBuy65.2708→63.2549-15.86stop_loss
06-10 03:10SOLBuy65.2078→65.5232+2.05timeout
06-09 14:20SOLBuy66.876→64.8168-15.83stop_loss
06-09 08:23SOLBuy67.1321→66.508-5.09timeout
06-09 02:20SOLBuy66.749→65.5702-9.13timeout
06-08 20:07SOLBuy65.8929→67.2999+10.27timeout
06-08 14:05SOLBuy66.0699→66.463+2.54timeout
06-08 02:21SOLBuy64.7077→66.2761+11.74timeout
06-07 22:15SOLBuy64.4727→67.6828+24.48take_profit
06-07 19:53SOLBuy64.7917→63.9444-6.66timeout
06-07 13:52SOLBuy63.5375→64.2534+5.44timeout
06-07 06:36SOLBuy61.7523→64.8283+24.58take_profit
06-07 01:34SOLBuy62.2993→63.6265+10.21timeout
06-06 04:05SOLBuy64.3657→62.3834-15.75stop_loss
06-05 18:52SOLBuy64.9737→62.9391-16.10stop_loss
06-05 14:04SOLBuy66.2389→64.1903-15.87stop_loss
06-05 06:17SOLBuy67.4621→65.3725-15.90stop_loss
06-05 04:04SOLBuy68.5193→66.3988-15.81stop_loss
06-04 21:46SOLBuy68.3643→67.9168-3.63timeout
06-04 21:41SOLBuy69.6845→67.5381-15.81stop_loss
06-04 08:11SOLBuy70.8656→68.6823-15.81stop_loss
06-04 01:23SOLBuy71.3837→69.186-15.78stop_loss
06-03 16:42SOLBuy73.673→72.6401-7.36timeout
06-03 16:21SOLBuy74.8312→72.5268-15.83stop_loss
06-03 11:34SOLBuy73.541→75.3677+11.99timeout
06-02 22:50SOLBuy76.3024→73.9539-15.79stop_loss
06-02 14:23SOLBuy79.888→77.4216-15.84stop_loss
06-02 14:10SOLBuy80.8391→78.349-15.78stop_loss
05-31 07:49SOLBuy82.9494→82.6286-2.45timeout
05-30 05:22SOLBuy83.0785→82.4816-4.09timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
42%
win rate
-132.94
total pnl ($)
-30.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL8842%-30.8-132.94

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:20SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems