deribit_basis_annualized_zscore_extreme_long_b21757 · strategy

206

closed trades

43%

win rate

-178.68

total pnl ($)

1.199

weight

7d window — n=57 wr=44% pnl=+16.01 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:15	SOL	Buy	72.7509→75.9436	+21.44	take_profit
06-29 17:15	SOL	Buy	72.4009→75.6397	+21.88	take_profit
06-29 17:05	SOL	Buy	71.6297→74.7608	+21.30	take_profit
06-29 08:07	SOL	Buy	71.1277→72.6651	+10.29	timeout
06-29 06:53	SOL	Buy	70.5046→72.3781	+12.69	timeout
06-29 05:52	SOL	Buy	70.3566→71.8242	+9.83	timeout
06-29 04:46	SOL	Buy	70.8576→71.8442	+6.39	timeout
06-28 21:43	SOL	Buy	71.0107→70.7894	-1.87	timeout
06-27 22:16	SOL	Buy	71.9878→70.1933	-12.91	stop_loss
06-27 22:15	SOL	Buy	72.2688→70.4092	-13.32	stop_loss
06-27 22:15	SOL	Buy	72.2938→70.4092	-13.48	stop_loss
06-27 22:15	SOL	Buy	72.1968→70.4012	-12.88	stop_loss
06-27 20:52	SOL	Buy	72.3078→71.2073	-8.04	timeout
06-27 15:42	SOL	Buy	72.2228→72.992	+4.90	timeout
06-26 21:03	SOL	Buy	73.571→71.7333	-12.95	stop_loss
06-26 19:31	SOL	Buy	70.5276→73.609	+21.36	take_profit
06-26 16:00	SOL	Buy	69.6154→72.6811	+21.53	take_profit
06-26 15:39	SOL	Buy	69.0294→72.0492	+21.39	take_profit
06-26 14:21	SOL	Buy	68.6043→71.6043	+21.40	take_profit
06-26 10:48	SOL	Buy	70.3746→68.6244	-12.90	stop_loss
06-26 10:39	SOL	Buy	70.4206→68.6743	-12.87	stop_loss
06-26 07:02	SOL	Buy	67.3351→70.2855	+21.43	take_profit
06-26 06:43	SOL	Buy	66.717→69.6386	+21.38	take_profit
06-26 06:39	SOL	Buy	66.622→69.5326	+21.30	take_profit
06-26 06:39	SOL	Buy	66.618→69.5296	+21.38	take_profit
06-26 06:22	SOL	Buy	65.9689→68.8587	+21.35	take_profit
06-25 23:30	SOL	Buy	65.8559→68.7337	+21.40	take_profit
06-25 23:30	SOL	Buy	65.8349→68.7207	+21.46	take_profit
06-25 13:48	SOL	Buy	67.0581→65.3885	-12.92	stop_loss
06-25 13:48	SOL	Buy	67.2671→65.5973	-12.88	stop_loss
06-25 13:45	SOL	Buy	67.7702→66.087	-12.88	stop_loss
06-25 13:44	SOL	Buy	68.1292→66.4368	-12.89	stop_loss
06-25 13:44	SOL	Buy	68.2372→66.5437	-12.86	stop_loss
06-25 05:08	SOL	Buy	65.9929→68.8837	+21.50	take_profit
06-24 20:49	SOL	Buy	64.9897→67.8328	+21.43	take_profit
06-24 17:22	SOL	Buy	66.847→65.1896	-12.85	stop_loss
06-24 17:20	SOL	Buy	67.3391→65.6703	-12.84	stop_loss
06-24 16:45	SOL	Buy	68.8353→67.1233	-12.89	stop_loss
06-24 16:45	SOL	Buy	68.8343→67.1233	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2424→67.5261	-12.85	stop_loss
06-24 15:42	SOL	Buy	69.4234→67.681	-13.00	stop_loss
06-24 15:12	SOL	Buy	69.9445→68.2056	-12.89	stop_loss
06-24 13:12	SOL	Buy	68.7593→68.8137	-0.09	timeout
06-24 12:10	SOL	Buy	69.2004→69.7855	+3.78	timeout
06-24 10:53	SOL	Buy	68.6853→69.0346	+2.19	timeout
06-24 09:53	SOL	Buy	68.9383→69.2936	+2.24	timeout
06-24 08:52	SOL	Buy	68.6403→69.3696	+5.01	timeout
06-23 08:17	SOL	Buy	70.0925→68.3545	-12.84	stop_loss
06-23 08:15	SOL	Buy	70.3295→68.5814	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6597→69.8786	-12.82	stop_loss
06-23 06:21	SOL	Buy	71.7218→69.9245	-12.93	stop_loss
06-23 06:20	SOL	Buy	71.8708→70.0844	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.8858→70.0974	-12.85	stop_loss
06-23 06:00	SOL	Buy	72.6269→70.8179	-12.83	stop_loss
06-22 22:28	SOL	Buy	73.652→71.8213	-12.80	stop_loss
06-22 22:27	SOL	Buy	73.8341→72.0042	-12.73	stop_loss
06-22 22:27	SOL	Buy	73.9391→72.1031	-12.77	stop_loss
06-22 19:01	SOL	Buy	74.3201→72.4779	-12.82	stop_loss
06-22 16:16	SOL	Buy	74.3692→72.5228	-12.86	stop_loss
06-22 08:07	SOL	Buy	73.158→74.0649	+5.60	timeout
06-22 07:03	SOL	Buy	73.237→73.7619	+3.09	timeout
06-22 06:00	SOL	Buy	73.196→73.8899	+4.24	timeout
06-22 04:40	SOL	Buy	73.7241→73.539	-1.72	timeout
06-22 03:37	SOL	Buy	73.604→73.7949	+0.80	timeout
06-21 08:06	SOL	Buy	71.5007→73.189	+11.30	timeout
06-21 07:02	SOL	Buy	71.7378→73.21	+9.79	timeout
06-21 05:54	SOL	Buy	71.7908→73.016	+8.05	timeout
06-20 22:28	SOL	Buy	70.7496→73.8569	+21.46	take_profit
06-20 22:13	SOL	Buy	70.0195→73.089	+21.35	take_profit
06-20 05:10	SOL	Buy	68.7963→71.8072	+21.42	take_profit
06-20 05:10	SOL	Buy	68.6363→71.6383	+21.38	take_profit
06-20 05:07	SOL	Buy	68.3232→71.3093	+21.37	take_profit
06-20 05:06	SOL	Buy	68.1292→71.1133	+21.41	take_profit
06-20 02:41	SOL	Buy	69.4754→69.5806	+0.20	timeout
06-19 12:47	SOL	Buy	69.5844→67.8589	-12.80	stop_loss
06-19 07:38	SOL	Buy	69.6775→67.9258	-13.04	stop_loss
06-19 07:37	SOL	Buy	69.7965→68.0517	-12.98	stop_loss
06-19 07:37	SOL	Buy	69.8455→68.1137	-12.87	stop_loss
06-18 15:39	SOL	Buy	71.1567→69.3909	-12.83	stop_loss
06-18 15:35	SOL	Buy	71.4187→69.6457	-12.83	stop_loss
06-18 15:17	SOL	Buy	72.0818→70.2853	-12.87	stop_loss
06-18 15:17	SOL	Buy	72.1588→70.3692	-12.79	stop_loss
06-18 12:45	SOL	Buy	72.1658→71.4363	-5.43	timeout
06-17 22:03	SOL	Buy	72.7079→70.8609	-13.18	stop_loss
06-17 19:46	SOL	Buy	73.213→71.3986	-12.84	stop_loss
06-17 19:29	SOL	Buy	73.663→71.8333	-12.88	stop_loss
06-17 17:29	SOL	Buy	73.239→73.7899	+3.16	timeout
06-17 16:27	SOL	Buy	73.212→74.2559	+6.53	timeout
06-17 15:24	SOL	Buy	72.9949→72.9321	-0.72	timeout
06-17 12:30	SOL	Buy	73.327→71.5055	-12.84	stop_loss
06-17 05:43	SOL	Buy	73.648→73.8109	+0.69	timeout
06-17 04:41	SOL	Buy	73.326→73.7759	+2.65	timeout
06-16 14:33	SOL	Buy	74.1591→72.321	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4722→72.6128	-12.95	stop_loss
06-16 14:27	SOL	Buy	74.5552→72.7067	-12.91	stop_loss
06-16 02:27	SOL	Buy	74.7902→72.9236	-12.92	stop_loss
06-16 02:27	SOL	Buy	74.8662→73.0055	-12.87	stop_loss
06-16 02:27	SOL	Buy	75.0693→73.2024	-12.88	stop_loss
06-16 02:18	SOL	Buy	75.1153→73.2524	-12.84	stop_loss
06-15 15:38	SOL	Buy	71.2587→74.3838	+21.46	take_profit

Paper vs Live

Paper (trades.jsonl)

206

closed

43%

win rate

-178.68

total pnl ($)

-17.7 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	206	43%	-17.7	-178.68

Recent bounces (last 20 of 4)

time	sym	side	reason
06-29 22:26	SOL	Buy	circuit_breaker
06-29 16:00	SOL	Buy	circuit_breaker
06-29 11:42	SOL	Buy	circuit_breaker
06-29 08:43	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…