deribit_basis_zscore_oversold_x2036931_long · strategy

205

closed trades

39%

win rate

-222.72

total pnl ($)

1.773

weight

7d window — n=54 wr=46% pnl=+80.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:03	SOL	Buy	73.7161→71.8833	-12.88	stop_loss
06-30 13:02	SOL	Buy	73.7561→71.9242	-12.86	stop_loss
06-30 12:46	SOL	Buy	74.1811→72.342	-12.84	stop_loss
06-30 12:13	SOL	Buy	73.9521→73.019	-6.71	timeout
06-30 08:36	SOL	Buy	75.3573→73.4812	-12.89	stop_loss
06-29 17:15	SOL	Buy	73.362→76.5815	+21.48	take_profit
06-29 17:15	SOL	Buy	72.8669→76.1426	+21.97	take_profit
06-29 17:13	SOL	Buy	72.2898→75.4537	+21.37	take_profit
06-29 17:05	SOL	Buy	71.6387→74.7688	+21.29	take_profit
06-29 12:12	SOL	Buy	70.8676→73.9719	+21.41	take_profit
06-29 04:06	SOL	Buy	70.8286→72.4721	+11.00	timeout
06-29 02:49	SOL	Buy	70.6716→72.0192	+8.93	timeout
06-29 01:29	SOL	Buy	70.7426→71.0503	+1.58	timeout
06-28 21:02	SOL	Buy	71.3657→70.8134	-4.17	timeout
06-28 20:02	SOL	Buy	71.1387→70.6664	-3.62	timeout
06-27 22:16	SOL	Buy	71.9918→70.1963	-12.92	stop_loss
06-27 22:02	SOL	Buy	72.4279→70.6041	-13.03	stop_loss
06-27 21:04	SOL	Buy	71.8638→71.3353	-4.11	timeout
06-27 19:31	SOL	Buy	72.7699→70.9609	-12.88	stop_loss
06-27 19:00	SOL	Buy	72.4899→71.8522	-4.87	timeout
06-27 15:42	SOL	Buy	72.1918→72.99	+5.10	timeout
06-26 22:04	SOL	Buy	73.294→71.4735	-12.88	stop_loss
06-26 16:00	SOL	Buy	69.7285→72.7781	+21.38	take_profit
06-26 14:28	SOL	Buy	68.9123→71.9232	+21.37	take_profit
06-26 14:28	SOL	Buy	68.7333→71.7392	+21.41	take_profit
06-26 13:19	SOL	Buy	69.9925→68.2576	-12.88	stop_loss
06-26 10:39	SOL	Buy	70.4026→68.6554	-12.88	stop_loss
06-26 07:02	SOL	Buy	67.2271→70.1735	+21.43	take_profit
06-26 06:43	SOL	Buy	66.797→69.7175	+21.31	take_profit
06-26 06:43	SOL	Buy	66.714→69.6296	+21.34	take_profit
06-26 06:22	SOL	Buy	66.41→69.3146	+21.34	take_profit
06-26 06:22	SOL	Buy	66.2609→69.1796	+21.55	take_profit
06-26 02:13	SOL	Buy	67.8632→66.178	-12.87	stop_loss
06-25 23:30	SOL	Buy	65.8299→68.7097	+21.42	take_profit
06-25 23:30	SOL	Buy	65.7359→68.6197	+21.47	take_profit
06-25 13:58	SOL	Buy	65.7909→64.1303	-13.07	stop_loss
06-25 13:46	SOL	Buy	67.7262→66.045	-12.85	stop_loss
06-25 13:45	SOL	Buy	67.8512→66.159	-12.90	stop_loss
06-25 13:45	SOL	Buy	67.9912→66.3039	-12.84	stop_loss
06-25 13:38	SOL	Buy	69.2494→67.5291	-12.87	stop_loss
06-25 12:27	SOL	Buy	69.4864→67.7639	-12.86	stop_loss
06-25 05:07	SOL	Buy	65.9579→68.8467	+21.49	take_profit
06-24 20:50	SOL	Buy	65.0858→67.9298	+21.41	take_profit
06-24 17:47	SOL	Buy	66.389→64.7389	-12.88	stop_loss
06-24 17:20	SOL	Buy	67.3971→65.6973	-13.06	stop_loss
06-24 16:46	SOL	Buy	68.6723→66.9635	-12.89	stop_loss
06-24 15:58	SOL	Buy	68.8903→67.1803	-12.87	stop_loss
06-24 15:42	SOL	Buy	69.4844→67.7479	-12.95	stop_loss
06-24 15:41	SOL	Buy	69.6154→67.8878	-12.86	stop_loss
06-24 14:11	SOL	Buy	69.2184→68.9017	-2.78	timeout
06-24 13:08	SOL	Buy	68.7903→68.9687	+0.81	timeout
06-24 12:07	SOL	Buy	69.1714→69.7385	+3.65	timeout
06-24 09:36	SOL	Buy	68.8923→69.2786	+2.48	timeout
06-24 08:35	SOL	Buy	68.6683→69.4886	+5.67	timeout
06-23 08:17	SOL	Buy	70.2155→68.4725	-12.85	stop_loss
06-23 06:21	SOL	Buy	71.6647→69.8186	-13.27	stop_loss
06-23 06:21	SOL	Buy	71.6717→69.8905	-12.83	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.9205	-13.02	stop_loss
06-23 06:20	SOL	Buy	71.9368→70.1474	-12.85	stop_loss
06-22 22:28	SOL	Buy	72.9039→71.0848	-12.76	stop_loss
06-22 22:27	SOL	Buy	73.9611→72.1231	-12.78	stop_loss
06-22 22:20	SOL	Buy	73.038→72.5841	-3.38	timeout
06-22 21:39	SOL	Buy	74.0491→72.211	-12.73	stop_loss
06-22 21:10	SOL	Buy	72.5459→72.7531	+1.17	timeout
06-22 08:27	SOL	Buy	73.011→74.0859	+6.79	timeout
06-21 22:26	SOL	Buy	73.574→73.026	-4.32	timeout
06-21 21:09	SOL	Buy	74.2121→72.3709	-12.88	stop_loss
06-21 21:09	SOL	Buy	74.3882→72.5328	-12.94	stop_loss
06-21 18:55	SOL	Buy	71.7418→74.1609	+16.26	timeout
06-21 16:52	SOL	Buy	71.4287→74.5538	+21.28	take_profit
06-21 15:51	SOL	Buy	71.9968→74.0449	+13.62	timeout
06-21 08:17	SOL	Buy	71.5857→73.061	+9.75	timeout
06-20 22:24	SOL	Buy	70.5786→73.6639	+21.36	take_profit
06-20 14:11	SOL	Buy	72.2538→70.4542	-12.95	stop_loss
06-20 05:10	SOL	Buy	68.9023→71.9262	+21.47	take_profit
06-20 05:10	SOL	Buy	68.6393→71.6383	+21.35	take_profit
06-20 05:07	SOL	Buy	68.3152→71.3093	+21.42	take_profit
06-20 05:06	SOL	Buy	68.1452→71.1243	+21.37	take_profit
06-20 05:06	SOL	Buy	68.1452→71.1243	+21.36	take_profit
06-19 17:17	SOL	Buy	68.9263→69.0386	+0.42	timeout
06-19 07:39	SOL	Buy	69.6304→67.9008	-12.89	stop_loss
06-19 07:38	SOL	Buy	69.6464→67.9178	-12.89	stop_loss
06-19 07:37	SOL	Buy	69.7645→68.0348	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8195→68.0867	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9336→69.165	-12.98	stop_loss
06-18 15:40	SOL	Buy	70.9606→69.195	-12.91	stop_loss
06-18 15:25	SOL	Buy	71.7638→69.9825	-12.97	stop_loss
06-18 15:17	SOL	Buy	72.1758→70.3642	-12.99	stop_loss
06-18 14:07	SOL	Buy	72.2458→70.8224	-10.20	timeout
06-18 11:10	SOL	Buy	72.0098→71.1193	-6.62	timeout
06-18 05:08	SOL	Buy	72.4169→70.6211	-12.74	stop_loss
06-17 22:03	SOL	Buy	72.5489→70.749	-12.87	stop_loss
06-17 19:29	SOL	Buy	73.8091→71.9712	-12.92	stop_loss
06-17 12:30	SOL	Buy	73.334→71.5135	-12.76	stop_loss
06-17 11:05	SOL	Buy	73.49→71.6534	-12.89	stop_loss
06-17 11:05	SOL	Buy	73.56→71.7284	-12.84	stop_loss
06-17 11:03	SOL	Buy	73.7061→71.8583	-12.94	stop_loss
06-17 08:49	SOL	Buy	74.0011→72.1611	-12.85	stop_loss
06-17 02:33	SOL	Buy	73.023→74.0909	+6.92	timeout
06-16 22:42	SOL	Buy	73.9381→73.7109	-2.01	timeout

Paper vs Live

Paper (trades.jsonl)

205

closed

39%

win rate

-222.72

total pnl ($)

-22.3 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	205	39%	-22.3	-222.72

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…