deribit_basis_zscore_long_fear_v3

not live
67
closed trades
48%
win rate
+20.49
total pnl ($)
0.931
weight
7d window — n=21 wr=43% pnl=-32.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 13:06SOLBuy73.8001→74.2889+2.71timeout
06-22 07:02SOLBuy73.227→73.6609+2.47timeout
06-22 00:43SOLBuy73.117→73.33+1.10timeout
06-21 17:43SOLBuy71.4147→74.2019+18.91timeout
06-20 22:13SOLBuy69.5784→73.045+24.33take_profit
06-20 05:11SOLBuy68.8043→72.2412+24.50take_profit
06-20 05:10SOLBuy68.4843→71.8892+24.38take_profit
06-20 05:10SOLBuy68.4313→71.8532+24.51take_profit
06-20 01:20SOLBuy69.8515→69.6635-1.87timeout
06-19 19:18SOLBuy68.6303→68.8767+1.39timeout
06-18 15:40SOLBuy71.4297→69.223-15.91stop_loss
06-18 15:39SOLBuy71.6097→69.4019-15.92stop_loss
06-18 15:29SOLBuy72.0628→69.8436-15.83stop_loss
06-18 15:17SOLBuy72.3759→70.1454-15.83stop_loss
06-18 13:21SOLBuy72.3368→71.5653-5.65timeout
06-17 22:02SOLBuy73.487→71.2187-15.92stop_loss
06-17 21:47SOLBuy73.586→71.3076-15.96stop_loss
06-17 12:29SOLBuy73.8451→71.5665-15.80stop_loss
06-17 07:01SOLBuy74.1431→73.298-6.13timeout
06-16 14:31SOLBuy74.9272→72.5898-16.05stop_loss
06-16 02:28SOLBuy75.1533→72.8376-15.85stop_loss
06-15 15:46SOLBuy71.2607→74.8288+24.57take_profit
06-15 15:41SOLBuy71.1167→74.6578+24.44take_profit
06-15 01:51SOLBuy68.9143→71.1673+15.75timeout
06-15 00:14SOLBuy68.1682→71.5893+24.74take_profit
06-14 23:51SOLBuy67.7312→71.1043+24.39take_profit
06-14 23:49SOLBuy67.6792→71.0463+24.40take_profit
06-14 19:51SOLBuy68.3583→67.5009-6.48timeout
06-14 13:50SOLBuy67.9482→67.6588-2.43timeout
06-14 07:49SOLBuy67.3541→68.1338+5.37timeout
06-14 01:47SOLBuy67.4111→68.8807+10.77timeout
06-13 19:31SOLBuy67.0941→68.0028+6.49timeout
06-13 12:04SOLBuy66.795→67.8038+7.18timeout
06-13 06:24SOLBuy66.493→66.691+1.19timeout
06-12 13:42SOLBuy65.1578→66.614+10.57timeout
06-12 07:07SOLBuy64.9247→66.2201+9.53timeout
06-11 08:28SOLBuy62.3454→65.4432+24.33take_profit
06-11 08:19SOLBuy64.1086→65.1982+7.90timeout
06-10 18:43SOLBuy65.4328→63.4188-15.82stop_loss
06-10 09:21SOLBuy65.0067→62.999-15.77stop_loss
06-09 14:20SOLBuy66.867→64.8079-15.83stop_loss
06-09 13:06SOLBuy66.994→66.3191-5.42timeout
06-09 06:58SOLBuy65.6238→66.9989+9.98timeout
06-09 00:57SOLBuy66.535→65.3522-9.02timeout
06-09 00:36SOLBuy67.6561→65.5374-16.03stop_loss
06-08 18:57SOLBuy65.0478→67.4099+17.82timeout
06-08 06:48SOLBuy64.8557→65.6202+5.77timeout
06-07 22:14SOLBuy64.1666→67.4059+25.00take_profit
06-07 08:46SOLBuy62.2903→65.3902+24.56take_profit
06-07 08:45SOLBuy62.1893→65.2802+24.73take_profit
06-07 06:36SOLBuy61.8173→64.9013+24.63take_profit
06-07 06:08SOLBuy62.8724→64.0694+9.31timeout
06-05 18:36SOLBuy65.8389→63.8085-15.88stop_loss
06-05 13:59SOLBuy66.2689→64.2292-15.81stop_loss
06-05 06:17SOLBuy67.4811→65.4035-15.82stop_loss
06-05 05:56SOLBuy68.1602→66.061-15.74stop_loss
06-05 04:03SOLBuy68.7523→66.6347-15.55stop_loss
06-05 02:43SOLBuy69.4754→67.3372-15.67stop_loss
06-04 09:24SOLBuy70.1185→67.9598-15.77stop_loss
06-04 01:22SOLBuy71.6217→69.4079-15.84stop_loss
06-03 20:45SOLBuy73.659→71.3806-15.79stop_loss
06-03 16:24SOLBuy74.3522→72.0531-15.80stop_loss
06-03 16:21SOLBuy74.7212→72.4199-15.83stop_loss
06-02 22:51SOLBuy76.1794→73.823-15.89stop_loss
06-02 14:27SOLBuy79.2549→76.813-15.83stop_loss
06-02 14:22SOLBuy80.284→77.8004-15.83stop_loss
05-30 17:17SOLBuy83.1495→82.7966-2.66timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
48%
win rate
+20.49
total pnl ($)
+5.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL6748%+5.1+20.49

Recent bounces (last 20 of 3)

timesymsidereason
06-22 13:25SOLBuytrigger_already_opened
06-22 01:23SOLBuystale_intent
06-22 01:22SOLBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems