deribit_basis_zscore_oversold_long_k2

not live
177
closed trades
40%
win rate
-277.36
total pnl ($)
0.959
weight
7d window — n=38 wr=42% pnl=-27.03  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 17:15SOLBuy73.375→76.5845+21.40take_profit
06-29 17:15SOLBuy72.4459→75.6407+21.54take_profit
06-29 17:13SOLBuy72.0718→75.2237+21.33take_profit
06-29 12:35SOLBuy71.1127→74.2269+21.43take_profit
06-29 12:12SOLBuy70.9136→74.0119+21.36take_profit
06-29 07:18SOLBuy70.7436→72.4371+11.37timeout
06-29 05:16SOLBuy70.4586→71.3053+5.42timeout
06-28 22:53SOLBuy71.7148→69.9195-13.02stop_loss
06-28 22:53SOLBuy71.8308→70.0365-13.01stop_loss
06-28 22:53SOLBuy71.8418→70.0574-12.95stop_loss
06-28 05:28SOLBuy71.8618→70.0724-12.85stop_loss
06-27 22:16SOLBuy71.9868→70.1874-12.95stop_loss
06-27 22:16SOLBuy72.1008→70.3083-12.88stop_loss
06-27 22:15SOLBuy72.2208→70.4292-12.85stop_loss
06-27 22:15SOLBuy72.2408→70.4292-12.99stop_loss
06-27 15:42SOLBuy72.1918→72.99+5.10timeout
06-26 21:03SOLBuy73.609→71.7713-12.94stop_loss
06-26 14:21SOLBuy68.4673→71.4643+21.39take_profit
06-26 13:19SOLBuy69.8705→68.1307-12.93stop_loss
06-26 07:02SOLBuy67.2301→70.1735+21.38take_profit
06-26 06:43SOLBuy66.648→69.5626+21.39take_profit
06-25 23:30SOLBuy65.8499→68.7297+21.40take_profit
06-25 13:46SOLBuy67.5671→65.8921-12.82stop_loss
06-25 13:46SOLBuy67.6982→66.0151-12.86stop_loss
06-25 13:45SOLBuy67.7752→66.092-12.85stop_loss
06-25 13:45SOLBuy67.8712→66.187-12.83stop_loss
06-25 13:38SOLBuy69.3734→67.65-12.87stop_loss
06-25 05:09SOLBuy66.0579→68.9457+21.45take_profit
06-24 17:19SOLBuy67.6131→65.9111-13.04stop_loss
06-24 16:45SOLBuy68.8003→67.0934-12.86stop_loss
06-24 15:58SOLBuy68.9333→67.2203-13.02stop_loss
06-24 15:45SOLBuy69.1574→67.4361-12.90stop_loss
06-24 15:33SOLBuy69.7305→68.0018-12.85stop_loss
06-24 14:37SOLBuy69.4244→69.1846-2.22timeout
06-24 12:35SOLBuy69.1144→69.6016+3.04timeout
06-24 10:32SOLBuy68.8403→69.1366+1.79timeout
06-24 08:32SOLBuy68.6363→69.4356+5.49timeout
06-23 08:17SOLBuy70.1905→68.4505-12.82stop_loss
06-23 06:21SOLBuy71.6968→69.9145-12.82stop_loss
06-23 06:20SOLBuy71.8288→70.0145-13.06stop_loss
06-23 06:20SOLBuy71.9008→70.1184-12.81stop_loss
06-22 22:28SOLBuy73.026→71.0698-13.68stop_loss
06-22 22:27SOLBuy73.8931→72.0591-12.76stop_loss
06-22 21:39SOLBuy74.1391→72.293-12.77stop_loss
06-22 16:25SOLBuy74.0411→72.7581-9.12timeout
06-22 16:16SOLBuy74.3692→72.5198-12.88stop_loss
06-22 12:20SOLBuy73.03→74.0459+6.36timeout
06-22 08:12SOLBuy73.196→74.1189+5.70timeout
06-22 00:46SOLBuy73.091→73.285+0.97timeout
06-21 23:36SOLBuy74.0861→72.247-12.88stop_loss
06-21 19:40SOLBuy71.8038→74.2709+16.58timeout
06-21 14:48SOLBuy71.9818→73.8759+12.56timeout
06-21 10:24SOLBuy71.2587→74.3748+21.31take_profit
06-21 06:56SOLBuy72.0708→73.261+7.79timeout
06-20 22:33SOLBuy70.9826→74.0889+21.32take_profit
06-20 05:07SOLBuy68.3152→71.3093+21.43take_profit
06-20 05:07SOLBuy68.2552→71.2373+21.36take_profit
06-20 05:06SOLBuy68.2002→71.1833+21.38take_profit
06-20 04:58SOLBuy68.2952→70.7704+17.62timeout
06-20 02:43SOLBuy69.5164→69.5236-0.51timeout
06-19 07:37SOLBuy69.8065→68.0627-12.97stop_loss
06-19 07:37SOLBuy69.8325→68.0957-12.91stop_loss
06-18 15:39SOLBuy71.1857→69.4119-12.97stop_loss
06-18 15:25SOLBuy71.7008→69.9205-12.98stop_loss
06-18 15:25SOLBuy71.7168→69.9375-12.89stop_loss
06-18 14:00SOLBuy72.3208→70.9174-10.04timeout
06-18 11:52SOLBuy72.1318→70.8034-9.62timeout
06-18 05:08SOLBuy72.4319→70.6241-12.82stop_loss
06-17 19:43SOLBuy73.298→71.4805-12.86stop_loss
06-17 19:29SOLBuy73.8711→72.0332-12.91stop_loss
06-17 17:26SOLBuy73.3→73.8049+2.84timeout
06-17 15:23SOLBuy73.06→72.8881-1.47timeout
06-17 11:05SOLBuy73.536→71.7134-12.81stop_loss
06-17 11:01SOLBuy73.8221→71.9922-12.77stop_loss
06-17 08:39SOLBuy74.1521→72.313-12.82stop_loss
06-17 04:41SOLBuy73.314→73.7869+2.81timeout
06-16 14:33SOLBuy74.1481→72.31-12.87stop_loss
06-16 14:23SOLBuy74.7442→72.8826-12.91stop_loss
06-16 14:18SOLBuy75.1883→73.3123-12.94stop_loss
06-16 13:31SOLBuy73.8511→74.2769+2.36timeout
06-15 15:51SOLBuy71.8768→75.0217+21.42take_profit
06-15 15:41SOLBuy71.4697→74.6008+21.44take_profit
06-15 15:38SOLBuy71.2367→74.3548+21.42take_profit
06-15 15:38SOLBuy71.2137→74.3318+21.43take_profit
06-15 10:54SOLBuy69.0574→72.0792+21.50take_profit
06-15 00:07SOLBuy68.5473→71.5423+21.46take_profit
06-14 23:51SOLBuy68.1342→71.1163+21.48take_profit
06-14 14:35SOLBuy68.8243→67.1183-12.77stop_loss
06-14 13:40SOLBuy68.0102→67.5189-3.92timeout
06-14 09:36SOLBuy67.3701→68.2168+5.91timeout
06-14 07:32SOLBuy67.2181→68.0998+6.16timeout
06-14 04:38SOLBuy66.877→68.8047+14.18timeout
06-14 01:56SOLBuy67.3951→68.8357+10.56timeout
06-13 12:21SOLBuy66.899→67.7928+6.31timeout
06-13 09:32SOLBuy67.4321→67.3799-0.72timeout
06-13 07:30SOLBuy66.2639→67.2319+6.99timeout
06-12 17:37SOLBuy66.456→67.5709+8.12timeout
06-12 14:01SOLBuy65.5228→66.937+10.19timeout
06-12 11:02SOLBuy65.5078→66.763+9.02timeout
06-12 08:54SOLBuy65.2878→66.854+11.54timeout

Paper vs Live

Paper (trades.jsonl)
177
closed
40%
win rate
-277.36
total pnl ($)
-31.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL17740%-31.7-277.36

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:28SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems