deribit_basis_zscore_mean_reversion_fear_gate_long_v2

not live
95
closed trades
42%
win rate
-142.39
total pnl ($)
0.879
weight
7d window — n=23 wr=35% pnl=-59.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 95 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:56SOLBuy71.0177→71.4343+2.41timeout
06-27 21:51SOLBuy72.7099→70.804-13.55stop_loss
06-26 21:03SOLBuy73.661→71.7433-13.48stop_loss
06-26 16:00SOLBuy69.6574→72.7711+21.84take_profit
06-26 15:39SOLBuy68.9193→72.0042+21.91take_profit
06-26 06:11SOLBuy66.445→68.0398+11.48timeout
06-26 02:13SOLBuy67.8102→66.052-13.42stop_loss
06-25 13:43SOLBuy68.4703→66.7006-13.37stop_loss
06-25 13:38SOLBuy69.3774→67.583-13.37stop_loss
06-25 12:11SOLBuy68.1832→68.1418-0.78timeout
06-24 22:00SOLBuy65.2348→68.1528+21.93take_profit
06-24 15:37SOLBuy69.7315→67.9328-13.36stop_loss
06-24 15:33SOLBuy69.7865→67.9798-13.40stop_loss
06-24 00:09SOLBuy69.1984→69.8215+4.21timeout
06-23 08:13SOLBuy71.0377→69.205-13.31stop_loss
06-23 06:20SOLBuy71.9648→70.1004-13.33stop_loss
06-23 04:12SOLBuy72.7229→71.7932-6.69timeout
06-22 22:05SOLBuy73.8041→72.7751-7.33timeout
06-22 15:49SOLBuy73.6881→73.302-3.11timeout
06-22 09:51SOLBuy73.257→73.6819+2.38timeout
06-22 03:56SOLBuy74.0661→73.329-5.44timeout
06-21 21:42SOLBuy73.8301→73.22-4.66timeout
06-21 15:35SOLBuy73.626→74.0689+2.48timeout
06-21 08:33SOLBuy71.8008→72.9501+7.48timeout
06-20 22:29SOLBuy70.7826→73.9479+21.86take_profit
06-20 10:49SOLBuy69.4034→71.6413+15.63timeout
06-20 04:46SOLBuy69.1944→70.7904+11.06timeout
06-19 22:44SOLBuy68.1062→69.3586+8.79timeout
06-19 17:05SOLBuy68.5183→68.6397+0.47timeout
06-19 10:56SOLBuy69.5154→68.3777-8.60timeout
06-19 05:02SOLBuy68.9543→68.4517-4.15timeout
06-18 15:43SOLBuy70.9156→69.0661-13.56stop_loss
06-18 15:40SOLBuy71.0577→69.197-13.57stop_loss
06-18 11:05SOLBuy71.8038→71.3233-3.78timeout
06-17 23:09SOLBuy72.0018→71.7492-2.17timeout
06-17 19:29SOLBuy73.7231→71.8153-13.40stop_loss
06-17 11:03SOLBuy73.7721→71.8593-13.38stop_loss
06-17 10:50SOLBuy73.635→72.3012-9.45timeout
06-17 04:41SOLBuy73.179→73.7869+3.72timeout
06-16 16:38SOLBuy73.336→73.083-2.12timeout
06-16 14:23SOLBuy74.9812→73.0455-13.37stop_loss
06-15 16:13SOLBuy72.4669→75.7146+21.97take_profit
06-15 15:38SOLBuy71.1297→74.3089+21.97take_profit
06-15 09:20SOLBuy69.0134→71.3053+16.21timeout
06-14 23:18SOLBuy68.1312→70.6464+18.05timeout
06-14 17:19SOLBuy68.3653→67.6069-5.92timeout
06-14 11:16SOLBuy68.9683→68.0878-6.77timeout
06-14 05:14SOLBuy67.9532→68.4407+3.23timeout
06-13 22:39SOLBuy67.4451→68.9956+11.10timeout
06-13 16:37SOLBuy66.894→67.8768+6.83timeout
06-13 09:41SOLBuy66.721→67.3159+4.05timeout
06-12 21:10SOLBuy66.867→66.738-1.34timeout
06-12 15:29SOLBuy66.795→68.2428+10.33timeout
06-12 08:56SOLBuy66.568→66.877+1.87timeout
06-12 01:56SOLBuy65.5298→66.585+7.61timeout
06-11 19:06SOLBuy64.9547→66.674+12.71timeout
06-10 21:39SOLBuy63.6675→62.9866-5.69timeout
06-10 18:37SOLBuy65.1758→63.4867-13.39stop_loss
06-09 16:39SOLBuy65.1718→63.4897-13.35stop_loss
06-09 14:16SOLBuy66.849→65.1177-13.38stop_loss
06-09 00:49SOLBuy66.981→65.2476-13.24stop_loss
06-09 00:31SOLBuy67.4911→65.7482-13.29stop_loss
06-08 18:57SOLBuy65.6338→67.4849+13.71timeout
06-08 05:41SOLBuy66.721→64.9967-13.31stop_loss
06-07 22:14SOLBuy64.1206→66.99+22.13take_profit
06-07 22:14SOLBuy63.9796→66.84+21.97take_profit
06-07 18:47SOLBuy64.8627→65.2632+2.97timeout
06-07 08:38SOLBuy62.3213→65.1112+22.05take_profit
06-07 06:23SOLBuy61.7163→64.4873+22.13take_profit
06-07 00:33SOLBuy62.2643→62.4596+1.22timeout
06-05 23:33SOLBuy64.3927→62.6802-13.74stop_loss
06-05 18:54SOLBuy64.4047→62.7402-13.37stop_loss
06-05 13:57SOLBuy66.1109→64.4051-13.31stop_loss
06-05 06:19SOLBuy66.848→65.1206-13.33stop_loss
06-05 04:02SOLBuy68.5313→66.7636-13.23stop_loss
06-04 21:42SOLBuy68.1252→67.6868-3.57timeout
06-04 21:37SOLBuy69.5564→67.7499-13.39stop_loss
06-04 07:59SOLBuy70.9036→69.0751-13.27stop_loss
06-04 01:21SOLBuy71.4117→69.5648-13.31stop_loss
06-03 16:39SOLBuy73.55→72.6921-6.19timeout
06-03 16:01SOLBuy74.9272→72.9955-13.32stop_loss
06-03 03:50SOLBuy74.1911→72.269-13.38stop_loss
06-02 19:31SOLBuy77.1126→75.1241-13.32stop_loss
06-02 14:23SOLBuy79.4669→77.4177-13.29stop_loss
06-02 07:03SOLBuy81.2532→79.1535-13.35stop_loss
06-02 02:49SOLBuy79.6669→80.311+3.63timeout
06-01 13:55SOLBuy81.4252→79.3084-13.49stop_loss
06-01 11:48SOLBuy82.2203→81.0198-7.82timeout
06-01 02:29SOLBuy82.0033→82.2137+0.89timeout
05-31 16:36SOLBuy83.2275→81.4418-11.18timeout
05-31 03:10SOLBuy82.6294→83.1045+2.38timeout
05-30 00:56SOLBuy81.4822→82.2507+4.22timeout
05-29 18:39SOLBuy82.0603→82.7646+3.77timeout
05-29 09:44SOLBuy82.6184→82.4096-1.76timeout
05-29 01:28SOLBuy80.9471→82.0677+6.43timeout

Paper vs Live

Paper (trades.jsonl)
95
closed
42%
win rate
-142.39
total pnl ($)
-30.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL9542%-30.4-142.39

Recent bounces (last 20 of 2)

timesymsidereason
06-28 08:38SOLBuycircuit_breaker
06-27 23:00SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems