deribit_basis_zscore_long_gated_v2 · strategy

143

closed trades

35%

win rate

-254.49

total pnl ($)

0.855

weight

7d window — n=35 wr=34% pnl=-63.31 · 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	72.0558→70.1933	-13.37	stop_loss
06-27 22:16	SOL	Buy	72.0178→70.1464	-13.44	stop_loss
06-27 22:02	SOL	Buy	72.5029→70.6141	-13.46	stop_loss
06-26 15:39	SOL	Buy	68.9753→72.0722	+21.98	take_profit
06-26 14:18	SOL	Buy	68.2592→71.3123	+21.86	take_profit
06-26 14:12	SOL	Buy	68.0002→71.0393	+21.83	take_profit
06-26 09:52	SOL	Buy	70.6296→68.8053	-13.38	stop_loss
06-26 07:03	SOL	Buy	67.3151→70.3244	+21.87	take_profit
06-26 07:02	SOL	Buy	67.2371→70.2875	+22.18	take_profit
06-25 23:31	SOL	Buy	65.8349→68.7777	+21.89	take_profit
06-25 23:30	SOL	Buy	65.6999→68.6397	+21.91	take_profit
06-25 13:46	SOL	Buy	67.6671→65.8971	-13.50	stop_loss
06-25 13:45	SOL	Buy	68.0762→66.3199	-13.30	stop_loss
06-25 13:44	SOL	Buy	68.2292→66.4698	-13.30	stop_loss
06-25 13:40	SOL	Buy	69.0394→67.2573	-13.33	stop_loss
06-25 13:39	SOL	Buy	69.1414→67.3582	-13.33	stop_loss
06-25 05:07	SOL	Buy	65.9019→68.8487	+21.93	take_profit
06-24 22:00	SOL	Buy	65.2408→68.1568	+21.91	take_profit
06-24 15:47	SOL	Buy	69.0354→67.2493	-13.37	stop_loss
06-24 15:45	SOL	Buy	69.2344→67.4481	-13.31	stop_loss
06-24 15:42	SOL	Buy	69.4774→67.68	-13.35	stop_loss
06-24 15:42	SOL	Buy	69.5794→67.7819	-13.32	stop_loss
06-24 15:33	SOL	Buy	69.9195→68.1067	-13.37	stop_loss
06-23 08:17	SOL	Buy	70.0545→68.2356	-13.43	stop_loss
06-23 06:21	SOL	Buy	71.5347→69.6827	-13.34	stop_loss
06-23 06:21	SOL	Buy	71.7848→69.9135	-13.47	stop_loss
06-23 06:20	SOL	Buy	71.9128→70.0544	-13.29	stop_loss
06-23 06:20	SOL	Buy	71.9548→70.0974	-13.32	stop_loss
06-23 06:08	SOL	Buy	72.5389→70.658	-13.10	stop_loss
06-22 22:28	SOL	Buy	73.452→71.5535	-13.21	stop_loss
06-22 22:28	SOL	Buy	73.509→71.5964	-13.06	stop_loss
06-22 21:39	SOL	Buy	74.1901→72.273	-13.29	stop_loss
06-22 21:25	SOL	Buy	72.2618→72.5821	+2.07	timeout
06-22 01:26	SOL	Buy	71.5547→74.7928	+22.07	take_profit
06-22 01:26	SOL	Buy	71.5017→74.7018	+21.83	take_profit
06-21 16:52	SOL	Buy	71.3977→74.5898	+21.76	take_profit
06-20 22:28	SOL	Buy	70.7696→73.9339	+21.86	take_profit
06-20 05:13	SOL	Buy	69.2904→72.3971	+21.94	take_profit
06-20 05:11	SOL	Buy	69.1904→72.3052	+22.04	take_profit
06-20 05:10	SOL	Buy	69.0714→72.1662	+21.90	take_profit
06-20 05:10	SOL	Buy	68.5503→71.6263	+21.92	take_profit
06-20 05:08	SOL	Buy	68.4473→71.5293	+22.03	take_profit
06-19 12:47	SOL	Buy	69.6434→67.8409	-13.35	stop_loss
06-19 07:37	SOL	Buy	69.7665→67.9678	-13.37	stop_loss
06-19 07:37	SOL	Buy	69.8845→68.0817	-13.36	stop_loss
06-18 15:40	SOL	Buy	71.0977→69.261	-13.35	stop_loss
06-18 15:25	SOL	Buy	71.7548→69.9045	-13.31	stop_loss
06-18 15:23	SOL	Buy	71.8878→70.0345	-13.28	stop_loss
06-18 15:17	SOL	Buy	72.1768→70.2873	-13.45	stop_loss
06-18 15:17	SOL	Buy	72.1938→70.3323	-13.30	stop_loss
06-17 22:02	SOL	Buy	73.082→71.1967	-13.43	stop_loss
06-17 19:29	SOL	Buy	73.7901→71.8843	-13.37	stop_loss
06-17 19:29	SOL	Buy	73.7611→71.8453	-13.45	stop_loss
06-17 13:10	SOL	Buy	73.088→72.2492	-5.98	timeout
06-17 12:30	SOL	Buy	73.421→71.5095	-13.37	stop_loss
06-17 11:05	SOL	Buy	73.566→71.6614	-13.33	stop_loss
06-17 10:58	SOL	Buy	73.9661→72.0531	-13.29	stop_loss
06-16 14:33	SOL	Buy	74.1691→72.257	-13.36	stop_loss
06-16 14:27	SOL	Buy	74.6612→72.7347	-13.36	stop_loss
06-16 14:17	SOL	Buy	75.3463→73.4033	-13.36	stop_loss
06-16 02:28	SOL	Buy	74.8282→72.8856	-13.43	stop_loss
06-16 02:27	SOL	Buy	74.9732→73.0335	-13.38	stop_loss
06-16 02:27	SOL	Buy	75.1003→73.1624	-13.34	stop_loss
06-15 15:41	SOL	Buy	71.3817→74.5778	+21.93	take_profit
06-15 15:38	SOL	Buy	71.2587→74.4438	+21.88	take_profit
06-15 15:38	SOL	Buy	71.2267→74.4098	+21.88	take_profit
06-15 00:00	SOL	Buy	68.2522→71.3063	+21.97	take_profit
06-14 23:53	SOL	Buy	68.2282→71.2883	+22.03	take_profit
06-14 23:53	SOL	Buy	68.2262→71.2753	+21.96	take_profit
06-14 22:44	SOL	Buy	67.6281→70.6734	+22.08	take_profit
06-14 22:44	SOL	Buy	67.5411→70.5594	+21.92	take_profit
06-14 19:29	SOL	Buy	67.1891→67.6069	+3.15	timeout
06-14 14:35	SOL	Buy	68.9293→67.1523	-13.27	stop_loss
06-14 04:34	SOL	Buy	67.0951→68.8097	+12.77	timeout
06-14 02:18	SOL	Buy	66.902→69.0496	+16.18	timeout
06-14 00:15	SOL	Buy	66.841→68.7457	+14.31	timeout
06-13 17:42	SOL	Buy	66.62→68.1688	+11.35	timeout
06-12 15:05	SOL	Buy	65.2448→68.1608	+21.69	take_profit
06-11 17:32	SOL	Buy	63.6605→66.511	+21.83	take_profit
06-11 16:21	SOL	Buy	63.9126→65.6032	+12.48	timeout
06-11 11:51	SOL	Buy	63.3705→66.2131	+21.83	take_profit
06-11 11:51	SOL	Buy	63.3415→66.1931	+21.90	take_profit
06-11 03:55	SOL	Buy	62.4804→65.2882	+21.99	take_profit
06-10 21:51	SOL	Buy	64.0256→62.3694	-13.35	stop_loss
06-10 21:50	SOL	Buy	64.1886→62.5293	-13.25	stop_loss
06-09 16:15	SOL	Buy	65.5658→63.8755	-13.06	stop_loss
06-09 14:43	SOL	Buy	66.2029→64.4911	-13.31	stop_loss
06-09 14:43	SOL	Buy	66.2079→64.5011	-13.24	stop_loss
06-09 14:30	SOL	Buy	66.3239→64.614	-13.25	stop_loss
06-09 14:20	SOL	Buy	66.543→64.8178	-13.31	stop_loss
06-07 22:14	SOL	Buy	64.5617→67.4509	+21.96	take_profit
06-07 22:14	SOL	Buy	64.3617→67.2869	+22.64	take_profit
06-07 22:14	SOL	Buy	63.9096→66.787	+22.29	take_profit
06-07 08:46	SOL	Buy	62.5434→65.3392	+22.24	take_profit
06-07 08:46	SOL	Buy	62.5164→65.3182	+22.33	take_profit
06-07 08:45	SOL	Buy	62.4264→65.2192	+22.20	take_profit
06-07 06:36	SOL	Buy	62.1043→64.8883	+22.12	take_profit
06-07 05:13	SOL	Buy	61.6072→64.3633	+22.01	take_profit
06-06 10:36	SOL	Buy	62.7734→61.1482	-13.31	stop_loss
06-06 04:19	SOL	Buy	62.9874→61.3601	-13.20	stop_loss

Paper vs Live

Paper (trades.jsonl)

143

closed

35%

win rate

-254.49

total pnl ($)

-36.5 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	143	35%	-36.5	-254.49

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…