deribit_basis_zscore_gate_fear_dom_long

not live
96
closed trades
42%
win rate
-177.68
total pnl ($)
1.083
weight
7d window — n=22 wr=41% pnl=-17.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 96 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 02:22SOLBuy73.411→74.3358+5.77timeout
06-30 19:37SOLBuy74.0331→73.7519-2.42timeout
06-30 12:45SOLBuy74.6482→72.344-15.86stop_loss
06-30 09:08SOLBuy75.4233→73.613-12.42timeout
06-29 17:15SOLBuy72.9619→76.6015+24.47take_profit
06-29 17:15SOLBuy72.4319→76.1826+25.37take_profit
06-29 11:43SOLBuy71.5737→72.4681+5.73timeout
06-28 22:53SOLBuy71.7468→69.4768-16.31stop_loss
06-28 20:37SOLBuy71.4827→70.7224-5.69timeout
06-28 10:55SOLBuy70.9686→71.4193+2.65timeout
06-27 22:15SOLBuy72.7329→70.4412-16.20stop_loss
06-26 22:04SOLBuy73.8681→71.5914-15.88stop_loss
06-26 16:00SOLBuy69.6744→73.139+24.35take_profit
06-26 16:00SOLBuy68.8473→72.2692+24.38take_profit
06-26 06:07SOLBuy66.74→68.1088+9.73timeout
06-26 02:24SOLBuy67.9582→65.8642-15.86stop_loss
06-25 13:45SOLBuy68.4563→66.3479-15.85stop_loss
06-25 13:39SOLBuy69.4574→67.3162-15.85stop_loss
06-25 11:58SOLBuy68.0882→68.1068-0.35timeout
06-24 22:00SOLBuy64.9317→68.1598+24.42take_profit
06-24 15:43SOLBuy69.7945→67.646-15.85stop_loss
06-24 15:43SOLBuy69.8035→67.647-15.91stop_loss
06-24 00:08SOLBuy69.2354→69.7395+3.34timeout
06-23 08:14SOLBuy71.0076→68.8152-15.86stop_loss
06-23 06:08SOLBuy72.7369→70.4962-15.75stop_loss
06-22 22:27SOLBuy74.4712→72.1731-15.81stop_loss
06-22 19:18SOLBuy74.1601→72.6521-10.57timeout
06-22 13:07SOLBuy73.535→74.3079+4.73timeout
06-22 07:04SOLBuy74.2101→73.8379-2.98timeout
06-22 01:07SOLBuy73.677→73.513-1.55timeout
06-21 18:56SOLBuy73.275→74.1689+5.57timeout
06-21 12:44SOLBuy73.118→73.215+0.14timeout
06-21 04:01SOLBuy71.8068→73.608+12.06timeout
06-20 17:20SOLBuy71.9108→71.4663-3.62timeout
06-20 01:27SOLBuy68.5043→69.5356+7.04timeout
06-19 19:23SOLBuy68.4483→68.8807+2.74timeout
06-19 13:19SOLBuy69.8445→68.4427-10.44timeout
06-19 07:17SOLBuy68.6413→68.4747-1.71timeout
06-18 15:40SOLBuy71.3797→69.165-15.95stop_loss
06-18 15:39SOLBuy71.5907→69.3549-16.06stop_loss
06-18 13:18SOLBuy72.3989→71.6473-5.59timeout
06-18 01:09SOLBuy72.2698→72.4771+1.07timeout
06-17 22:03SOLBuy73.11→70.8549-15.88stop_loss
06-17 19:08SOLBuy73.377→73.198-1.74timeout
06-17 13:02SOLBuy73.328→72.2342-7.86timeout
06-17 07:02SOLBuy73.8091→73.311-3.81timeout
06-16 18:59SOLBuy74.1691→73.9539-1.87timeout
06-16 14:31SOLBuy74.9012→72.5938-15.86stop_loss
06-16 09:24SOLBuy74.8282→74.9348+0.29timeout
06-15 23:55SOLBuy72.6309→73.9669+8.67timeout
06-15 15:42SOLBuy71.1517→74.6888+24.39take_profit
06-15 09:19SOLBuy68.9063→71.4303+17.90timeout
06-14 23:17SOLBuy68.1072→70.6784+18.47timeout
06-14 17:16SOLBuy68.4343→67.6459-6.13timeout
06-14 11:14SOLBuy68.9373→68.1238-6.29timeout
06-14 05:12SOLBuy67.9212→68.4597+3.61timeout
06-13 23:07SOLBuy67.4521→68.8897+10.26timeout
06-13 16:43SOLBuy66.884→68.0548+8.26timeout
06-13 09:40SOLBuy66.725→67.3279+4.11timeout
06-12 23:45SOLBuy67.0891→66.572-4.21timeout
06-12 17:43SOLBuy66.7→67.4019+4.90timeout
06-12 11:36SOLBuy66.842→66.796-0.86timeout
06-12 05:42SOLBuy66.62→66.68-0.00timeout
06-11 19:06SOLBuy64.9507→66.659+12.63timeout
06-10 20:17SOLBuy64.2186→63.3425-7.17timeout
06-10 18:44SOLBuy65.3758→63.3638-15.82stop_loss
06-10 03:10SOLBuy65.1758→65.5232+2.29timeout
06-09 14:20SOLBuy66.87→64.8099-15.84stop_loss
06-09 08:25SOLBuy67.1021→66.59-4.22timeout
06-09 02:24SOLBuy66.872→65.7111-8.98timeout
06-08 20:12SOLBuy65.8699→67.2649+10.19timeout
06-08 14:06SOLBuy66.2309→66.69+3.02timeout
06-07 22:15SOLBuy64.2976→67.5099+24.72take_profit
06-07 22:14SOLBuy64.0806→67.2669+24.46take_profit
06-07 19:49SOLBuy64.7997→63.7034-8.57timeout
06-07 13:48SOLBuy63.6415→64.2564+4.64timeout
06-07 06:28SOLBuy61.6712→64.7363+24.51take_profit
06-07 01:34SOLBuy62.2633→63.5765+10.10timeout
06-06 04:05SOLBuy64.3607→62.3784-15.75stop_loss
06-05 18:54SOLBuy64.6007→62.6103-15.85stop_loss
06-05 16:08SOLBuy65.6959→63.6726-15.88stop_loss
06-05 06:17SOLBuy67.4891→65.4085-15.83stop_loss
06-05 04:04SOLBuy68.6793→66.5647-15.73stop_loss
06-04 22:07SOLBuy69.6434→67.4971-15.80stop_loss
06-04 21:43SOLBuy68.0862→67.8718-1.93timeout
06-04 08:11SOLBuy70.8366→68.6554-15.79stop_loss
06-04 01:23SOLBuy71.3617→69.152-15.86stop_loss
06-03 16:39SOLBuy73.558→72.5561-7.16timeout
06-03 16:26SOLBuy74.3211→72.0302-15.84stop_loss
06-03 11:32SOLBuy73.082→75.4907+16.05timeout
06-02 22:51SOLBuy76.2004→73.819-16.02stop_loss
06-02 14:23SOLBuy79.722→77.2608-15.84stop_loss
06-02 14:10SOLBuy80.8541→78.365-15.77stop_loss
05-31 03:24SOLBuy82.6204→83.2195+3.13timeout
05-29 19:48SOLBuy82.0043→82.1877+0.62timeout
05-29 02:38SOLBuy80.8181→81.8667+6.02timeout

Paper vs Live

Paper (trades.jsonl)
96
closed
42%
win rate
-177.68
total pnl ($)
-37.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9642%-37.5-177.68

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:30SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems