deribit_basis_zscore_reversion_fear_gated · strategy

225

closed trades

39%

win rate

-301.47

total pnl ($)

1.889

weight

7d window — n=51 wr=45% pnl=+98.05 · 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	73.6991→71.8613	-12.92	stop_loss
06-30 12:38	SOL	Buy	74.2071→72.3629	-12.87	stop_loss
06-30 12:23	SOL	Buy	74.4052→72.5528	-12.88	stop_loss
06-30 08:36	SOL	Buy	75.4633→73.5871	-12.87	stop_loss
06-29 17:15	SOL	Buy	72.9289→76.1426	+21.53	take_profit
06-29 17:15	SOL	Buy	72.8129→76.0096	+21.45	take_profit
06-29 17:15	SOL	Buy	72.3919→75.5597	+21.40	take_profit
06-29 17:13	SOL	Buy	72.2898→75.4497	+21.34	take_profit
06-29 17:05	SOL	Buy	71.5467→74.6738	+21.29	take_profit
06-29 05:13	SOL	Buy	70.5216→71.1673	+3.98	timeout
06-29 04:07	SOL	Buy	70.8246→72.5251	+11.40	timeout
06-29 01:28	SOL	Buy	70.7256→71.1253	+2.23	timeout
06-28 21:04	SOL	Buy	71.3087→70.7974	-3.89	timeout
06-28 20:03	SOL	Buy	71.1347→70.7374	-3.09	timeout
06-27 22:16	SOL	Buy	72.1018→70.3143	-12.84	stop_loss
06-27 22:02	SOL	Buy	72.3929→70.5951	-12.86	stop_loss
06-27 20:55	SOL	Buy	72.2248→71.1893	-7.61	timeout
06-27 19:31	SOL	Buy	72.7079→70.8939	-12.92	stop_loss
06-27 18:51	SOL	Buy	72.4869→71.8652	-4.76	timeout
06-27 15:41	SOL	Buy	72.1468→73.017	+5.60	timeout
06-26 22:04	SOL	Buy	73.243→71.4126	-12.96	stop_loss
06-26 15:39	SOL	Buy	69.0704→72.0992	+21.44	take_profit
06-26 14:28	SOL	Buy	68.8543→71.8682	+21.43	take_profit
06-26 13:19	SOL	Buy	69.8595→68.1177	-12.95	stop_loss
06-26 09:51	SOL	Buy	70.6596→68.9052	-12.88	stop_loss
06-26 07:02	SOL	Buy	67.2631→70.2745	+21.90	take_profit
06-26 06:43	SOL	Buy	66.725→69.6486	+21.39	take_profit
06-26 06:39	SOL	Buy	66.581→69.4916	+21.38	take_profit
06-26 06:22	SOL	Buy	66.2029→69.1106	+21.44	take_profit
06-26 06:22	SOL	Buy	66.1899→69.0876	+21.35	take_profit
06-26 02:13	SOL	Buy	67.8632→66.178	-12.87	stop_loss
06-25 23:30	SOL	Buy	65.7639→68.6397	+21.41	take_profit
06-25 23:28	SOL	Buy	65.3938→68.2518	+21.39	take_profit
06-25 13:46	SOL	Buy	67.6051→65.8991	-13.07	stop_loss
06-25 13:46	SOL	Buy	67.6531→65.9651	-12.93	stop_loss
06-25 13:44	SOL	Buy	68.1132→66.4078	-12.97	stop_loss
06-25 13:44	SOL	Buy	68.1042→66.4078	-12.91	stop_loss
06-25 13:38	SOL	Buy	69.2314→67.5061	-12.92	stop_loss
06-25 12:28	SOL	Buy	69.4654→67.729	-12.97	stop_loss
06-25 05:09	SOL	Buy	66.1379→69.0826	+21.86	take_profit
06-25 05:02	SOL	Buy	65.8509→68.7297	+21.45	take_profit
06-24 22:00	SOL	Buy	65.4308→68.2928	+21.43	take_profit
06-24 17:20	SOL	Buy	67.4021→65.7313	-12.84	stop_loss
06-24 15:47	SOL	Buy	68.9813→67.2703	-12.85	stop_loss
06-24 15:42	SOL	Buy	69.5074→67.7809	-12.87	stop_loss
06-24 15:33	SOL	Buy	69.7125→67.9798	-12.88	stop_loss
06-24 15:21	SOL	Buy	68.7323→68.4187	-2.77	timeout
06-24 14:21	SOL	Buy	69.5304→68.6217	-7.02	timeout
06-24 13:11	SOL	Buy	68.7583→68.7847	-0.29	timeout
06-24 12:11	SOL	Buy	69.1064→69.6945	+3.80	timeout
06-24 08:28	SOL	Buy	68.3803→69.3346	+6.61	timeout
06-23 08:15	SOL	Buy	70.4426→68.6903	-12.88	stop_loss
06-23 06:21	SOL	Buy	71.7298→69.9445	-12.85	stop_loss
06-23 06:21	SOL	Buy	71.7358→69.9575	-12.79	stop_loss
06-23 06:20	SOL	Buy	71.8398→70.0165	-13.12	stop_loss
06-23 06:20	SOL	Buy	71.8818→70.1004	-12.81	stop_loss
06-23 05:34	SOL	Buy	72.7259→70.9039	-12.87	stop_loss
06-22 23:31	SOL	Buy	72.7409→71.9692	-5.54	timeout
06-22 22:27	SOL	Buy	73.8731→72.0042	-13.00	stop_loss
06-22 22:27	SOL	Buy	74.0001→72.1641	-12.72	stop_loss
06-22 22:21	SOL	Buy	73.071→72.4641	-4.45	timeout
06-22 18:10	SOL	Buy	74.0271→73.399	-4.70	timeout
06-22 08:32	SOL	Buy	73.0019→73.9649	+6.01	timeout
06-21 22:26	SOL	Buy	73.612→73.026	-4.58	timeout
06-21 21:23	SOL	Buy	72.2558→72.9791	+4.40	timeout
06-21 21:09	SOL	Buy	74.5602→72.7097	-12.89	stop_loss
06-21 16:52	SOL	Buy	71.4287→74.5538	+21.28	take_profit
06-21 14:49	SOL	Buy	71.9908→73.8609	+12.39	timeout
06-21 08:17	SOL	Buy	71.5997→73.06	+9.63	timeout
06-20 14:07	SOL	Buy	72.4639→70.668	-12.89	stop_loss
06-20 05:13	SOL	Buy	69.3474→72.3791	+21.38	take_profit
06-20 05:10	SOL	Buy	68.8973→71.9262	+21.51	take_profit
06-20 05:10	SOL	Buy	68.6213→71.6263	+21.40	take_profit
06-20 05:07	SOL	Buy	68.3282→71.3693	+21.76	take_profit
06-20 05:06	SOL	Buy	68.1402→71.1213	+21.38	take_profit
06-19 16:18	SOL	Buy	68.7693→69.4846	+4.79	timeout
06-19 12:47	SOL	Buy	69.5844→67.8589	-12.80	stop_loss
06-19 07:38	SOL	Buy	69.6434→67.9168	-12.86	stop_loss
06-19 07:37	SOL	Buy	69.7825→68.0517	-12.87	stop_loss
06-19 07:37	SOL	Buy	69.8055→68.0517	-13.04	stop_loss
06-18 15:37	SOL	Buy	71.2057→69.4408	-12.83	stop_loss
06-18 15:32	SOL	Buy	71.4657→69.6837	-12.91	stop_loss
06-18 15:17	SOL	Buy	72.1748→70.3712	-12.88	stop_loss
06-18 15:17	SOL	Buy	72.2118→70.4202	-12.81	stop_loss
06-18 15:15	SOL	Buy	72.3138→70.5141	-12.85	stop_loss
06-18 11:14	SOL	Buy	71.9818→71.0723	-6.77	timeout
06-18 05:08	SOL	Buy	72.3839→70.5901	-12.73	stop_loss
06-17 22:03	SOL	Buy	72.5509→70.73	-13.02	stop_loss
06-17 22:02	SOL	Buy	73.053→71.2417	-12.85	stop_loss
06-17 19:29	SOL	Buy	73.7681→71.9222	-12.98	stop_loss
06-17 17:12	SOL	Buy	73.266→73.57	+1.47	timeout
06-17 12:29	SOL	Buy	73.426→71.6034	-12.76	stop_loss
06-17 11:05	SOL	Buy	73.632→71.8033	-12.84	stop_loss
06-17 10:59	SOL	Buy	73.8611→72.0172	-12.88	stop_loss
06-17 08:51	SOL	Buy	73.9531→72.0941	-12.98	stop_loss
06-17 04:41	SOL	Buy	73.326→73.7899	+2.75	timeout
06-17 02:34	SOL	Buy	72.9669→74.0299	+6.89	timeout
06-16 14:33	SOL	Buy	74.1861→72.343	-12.89	stop_loss
06-16 14:31	SOL	Buy	74.4952→72.6458	-12.88	stop_loss
06-16 14:08	SOL	Buy	73.302→73.8969	+3.52	timeout

Paper vs Live

Paper (trades.jsonl)

225

closed

39%

win rate

-301.47

total pnl ($)

-27.1 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	225	39%	-27.1	-301.47

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:35	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…