deribit_basis_zscore_fear_long_v57 · strategy

184

closed trades

37%

win rate

-287.19

total pnl ($)

0.587

weight

7d window — n=51 wr=37% pnl=-104.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 22:16	SOL	Buy	71.9918→70.1963	-12.92	stop_loss
06-27 22:15	SOL	Buy	72.3609→70.5461	-12.99	stop_loss
06-27 21:15	SOL	Buy	71.9598→71.4493	-3.98	timeout
06-27 19:31	SOL	Buy	72.7699→70.9609	-12.88	stop_loss
06-27 19:25	SOL	Buy	72.8539→71.0248	-12.99	stop_loss
06-27 15:43	SOL	Buy	72.1268→72.99	+5.55	timeout
06-26 22:04	SOL	Buy	73.226→71.4106	-12.86	stop_loss
06-26 16:00	SOL	Buy	69.5814→72.6351	+21.45	take_profit
06-26 13:19	SOL	Buy	69.8965→68.1617	-12.89	stop_loss
06-26 09:51	SOL	Buy	70.6886→68.9332	-12.88	stop_loss
06-26 07:02	SOL	Buy	67.2271→70.1735	+21.43	take_profit
06-26 06:43	SOL	Buy	66.797→69.7155	+21.30	take_profit
06-26 06:43	SOL	Buy	66.714→69.6486	+21.48	take_profit
06-26 06:39	SOL	Buy	66.589→69.5026	+21.35	take_profit
06-26 06:22	SOL	Buy	66.2609→69.1796	+21.55	take_profit
06-26 02:13	SOL	Buy	67.8632→66.178	-12.87	stop_loss
06-25 23:30	SOL	Buy	65.8299→68.7097	+21.42	take_profit
06-25 23:30	SOL	Buy	65.7359→68.6197	+21.47	take_profit
06-25 13:47	SOL	Buy	67.4761→65.7922	-12.90	stop_loss
06-25 13:45	SOL	Buy	67.8512→66.159	-12.90	stop_loss
06-25 13:45	SOL	Buy	67.9912→66.3039	-12.84	stop_loss
06-25 13:40	SOL	Buy	69.0244→67.3052	-12.89	stop_loss
06-25 13:38	SOL	Buy	69.3274→67.607	-12.85	stop_loss
06-25 05:09	SOL	Buy	66.1129→69.0146	+21.54	take_profit
06-25 05:02	SOL	Buy	65.9319→68.8197	+21.49	take_profit
06-24 22:00	SOL	Buy	65.4578→68.3277	+21.48	take_profit
06-24 17:20	SOL	Buy	67.4471→65.7512	-13.02	stop_loss
06-24 16:45	SOL	Buy	68.8093→67.0964	-12.90	stop_loss
06-24 15:42	SOL	Buy	69.4234→67.661	-13.15	stop_loss
06-24 15:16	SOL	Buy	68.7203→68.3597	-3.11	timeout
06-24 14:11	SOL	Buy	69.2184→68.9017	-2.78	timeout
06-24 13:08	SOL	Buy	68.7903→68.9687	+0.81	timeout
06-24 12:07	SOL	Buy	69.1714→69.7385	+3.65	timeout
06-24 08:24	SOL	Buy	68.3633→69.3496	+6.86	timeout
06-23 08:13	SOL	Buy	71.0096→69.1131	-13.76	stop_loss
06-23 06:21	SOL	Buy	71.6647→69.8186	-13.27	stop_loss
06-23 06:21	SOL	Buy	71.6717→69.8905	-12.83	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.9205	-13.02	stop_loss
06-23 06:20	SOL	Buy	71.9368→70.1474	-12.85	stop_loss
06-23 05:25	SOL	Buy	72.7749→70.9559	-12.85	stop_loss
06-22 22:28	SOL	Buy	73.094→71.0848	-14.15	stop_loss
06-22 22:28	SOL	Buy	72.9039→71.0848	-12.76	stop_loss
06-22 22:27	SOL	Buy	73.9611→72.1231	-12.78	stop_loss
06-22 19:08	SOL	Buy	74.2901→72.4379	-12.89	stop_loss
06-22 19:08	SOL	Buy	74.2831→72.4379	-12.84	stop_loss
06-22 14:55	SOL	Buy	74.9742→73.1145	-12.86	stop_loss
06-22 12:37	SOL	Buy	73.134→74.3568	+7.76	timeout
06-22 07:23	SOL	Buy	73.304→74.2119	+5.67	timeout
06-22 06:09	SOL	Buy	73.136→74.0959	+6.07	timeout
06-22 03:32	SOL	Buy	73.613→73.9459	+1.76	timeout
06-21 23:12	SOL	Buy	73.494→72.8481	-4.98	timeout
06-21 10:49	SOL	Buy	71.6617→74.1309	+16.63	timeout
06-21 06:57	SOL	Buy	72.0858→73.29	+7.88	timeout
06-21 05:49	SOL	Buy	71.6667→73.118	+9.64	timeout
06-20 22:24	SOL	Buy	70.5786→73.6639	+21.36	take_profit
06-20 22:12	SOL	Buy	69.8265→72.8801	+21.28	take_profit
06-20 05:10	SOL	Buy	68.9263→71.9392	+21.39	take_profit
06-20 05:10	SOL	Buy	68.8653→71.8782	+21.40	take_profit
06-20 05:10	SOL	Buy	68.6393→71.6383	+21.35	take_profit
06-20 05:06	SOL	Buy	68.1402→71.1213	+21.38	take_profit
06-19 22:25	SOL	Buy	69.5194→69.3136	-1.82	timeout
06-19 19:57	SOL	Buy	69.4414→68.9697	-3.79	timeout
06-19 17:17	SOL	Buy	68.9263→69.0386	+0.42	timeout
06-19 07:38	SOL	Buy	69.6484→67.9218	-12.87	stop_loss
06-19 07:37	SOL	Buy	69.7885→68.0527	-12.92	stop_loss
06-18 15:40	SOL	Buy	70.9796→69.22	-12.91	stop_loss
06-18 15:40	SOL	Buy	71.0377→69.2709	-12.90	stop_loss
06-18 15:37	SOL	Buy	71.2707→69.5028	-12.91	stop_loss
06-18 15:17	SOL	Buy	72.2038→70.4142	-12.82	stop_loss
06-18 15:16	SOL	Buy	72.2818→70.4872	-12.85	stop_loss
06-18 11:37	SOL	Buy	72.0238→71.0613	-7.10	timeout
06-18 05:03	SOL	Buy	72.4899→70.691	-12.80	stop_loss
06-18 05:03	SOL	Buy	72.5079→70.711	-12.73	stop_loss
06-17 22:03	SOL	Buy	72.8479→71.0388	-12.87	stop_loss
06-17 14:35	SOL	Buy	72.7829→72.3621	-3.18	timeout
06-17 11:05	SOL	Buy	73.486→71.6534	-12.89	stop_loss
06-17 11:05	SOL	Buy	73.49→71.6534	-12.89	stop_loss
06-17 11:05	SOL	Buy	73.56→71.7284	-12.84	stop_loss
06-17 08:48	SOL	Buy	74.0921→72.256	-12.80	stop_loss
06-17 05:30	SOL	Buy	73.7061→73.648	-0.81	timeout
06-16 15:21	SOL	Buy	73.8811→73.112	-5.70	timeout
06-16 14:33	SOL	Buy	74.1441→72.304	-12.88	stop_loss
06-16 14:23	SOL	Buy	74.7652→72.8966	-12.97	stop_loss
06-16 14:18	SOL	Buy	75.1543→73.2833	-12.91	stop_loss
06-16 02:27	SOL	Buy	74.8092→72.9526	-12.85	stop_loss
06-16 02:27	SOL	Buy	75.0383→73.1754	-12.86	stop_loss
06-16 02:18	SOL	Buy	75.1253→73.2524	-12.91	stop_loss
06-15 15:41	SOL	Buy	71.4237→74.5498	+21.42	take_profit
06-15 15:38	SOL	Buy	71.2467→74.3648	+21.42	take_profit
06-15 15:38	SOL	Buy	71.2077→74.3219	+21.40	take_profit
06-15 15:38	SOL	Buy	71.1957→74.3219	+21.49	take_profit
06-15 11:11	SOL	Buy	69.0964→72.1152	+21.47	take_profit
06-14 23:49	SOL	Buy	68.0792→71.0543	+21.44	take_profit
06-14 22:44	SOL	Buy	67.6021→70.5594	+21.44	take_profit
06-14 21:50	SOL	Buy	67.4961→70.4454	+21.44	take_profit
06-14 21:40	SOL	Buy	67.3381→70.2815	+21.47	take_profit
06-14 20:06	SOL	Buy	68.1382→67.4689	-5.11	timeout
06-14 14:35	SOL	Buy	68.8163→67.1104	-12.77	stop_loss
06-14 13:40	SOL	Buy	68.0102→67.5189	-3.92	timeout
06-14 13:28	SOL	Buy	69.2954→67.5781	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

184

closed

37%

win rate

-287.19

total pnl ($)

-31.9 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	184	37%	-31.9	-287.19

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…