deribit_basis_annualized_zscore_long_v3 · strategy

105

closed trades

35%

win rate

-417.58

total pnl ($)

0.732

weight

7d window — n=22 wr=36% pnl=-74.73 · 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 08:27	BTC	Buy	59809→59352	-4.23	timeout
06-30 07:08	BTC	Buy	60025→59531	-4.55	timeout
06-30 01:13	BTC	Buy	59436→59783	+2.53	timeout
06-29 07:49	BTC	Buy	60213→60043	-1.87	timeout
06-28 21:59	BTC	Buy	60177→59407	-6.86	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 07:23	BTC	Buy	60405→60115	-2.83	timeout
06-27 20:53	BTC	Buy	59746→60251	+3.83	timeout
06-27 19:43	BTC	Buy	59921→60154	+1.54	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:18	BTC	Buy	58941.9→59900	+7.58	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64360.2→62777.5	-12.77	stop_loss
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-22 04:38	BTC	Buy	64492.2→63986.8	-4.39	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 04:59	BTC	Buy	63554.2→64247.8	+5.01	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:55	BTC	Buy	63979.2→62396.7	-12.76	stop_loss
06-18 15:53	BTC	Buy	64061.2→62483.6	-12.68	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 11:25	BTC	Buy	64684.2→63886.8	-6.69	timeout
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-17 18:36	BTC	Buy	65842.3→65445.7	-3.56	timeout
06-17 08:39	BTC	Buy	66577.3→64929.3	-12.83	stop_loss
06-17 06:57	BTC	Buy	66418.3→65576.7	-6.81	timeout
06-16 18:01	BTC	Buy	66823.3→65942.7	-7.11	timeout
06-16 12:02	BTC	Buy	66170.3→66408.7	+1.26	timeout
06-16 05:49	BTC	Buy	65760.3→66034.7	+1.69	timeout
06-15 12:30	BTC	Buy	64447.2→66257.7	+13.61	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-14 07:59	BTC	Buy	63808.2→64404.8	+4.13	timeout
06-14 01:50	BTC	Buy	63778.2→64611.8	+6.12	timeout
06-13 08:25	BTC	Buy	63467.2→63733.8	+1.55	timeout
06-13 07:24	BTC	Buy	63015.2→63713.8	+5.08	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.91	timeout
06-12 07:53	BTC	Buy	62662.1→62992.9	+2.15	timeout
06-12 06:45	BTC	Buy	62885.1→62921.9	-0.21	timeout
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 16:09	BTC	Buy	60982→62422.9	+11.33	timeout
06-10 15:08	BTC	Buy	61566.1→61942.9	+2.57	timeout
06-09 15:56	BTC	Buy	62550.1→61011.4	-12.75	stop_loss
06-09 14:36	BTC	Buy	62913.1→61365.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 12:25	BTC	Buy	62965.1→62713.9	-2.39	timeout
06-08 22:31	BTC	Buy	62861.1→63280.8	+2.85	timeout
06-08 21:32	BTC	Buy	61769.1→63644.8	+14.70	timeout
06-08 05:30	BTC	Buy	61720.1→62663.9	+7.19	timeout
06-07 21:04	BTC	Buy	60708→61756.9	+8.21	timeout
06-07 12:31	BTC	Buy	60632→61896.9	+9.97	timeout
06-07 04:32	BTC	Buy	59697→61541.9	+15.01	timeout
06-06 20:11	BTC	Buy	60701→60512	-1.94	timeout
06-06 04:14	BTC	Buy	61594.1→60064.9	-12.87	stop_loss
06-06 04:11	BTC	Buy	61770.1→60248.8	-12.77	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62767.1→61213.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 02:04	BTC	Buy	62906.1→61359.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64287.2→62706.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65337.3→63729.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66448.3→64814.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67214.4→65553.9	-12.83	stop_loss
06-03 16:26	BTC	Buy	67227.4→65572.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67290.4→65631.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67473.4→65810.8	-12.78	stop_loss
06-02 22:59	BTC	Buy	67920.4→66246.5	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70867.5→69122	-12.83	stop_loss
06-02 09:29	BTC	Buy	71012.6→69262.9	-12.81	stop_loss
06-01 22:25	BTC	Buy	73956.7→71201.8	-19.22	stop_loss
06-01 04:40	BTC	Buy	74169.7→73438.3	-5.41	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

35%

win rate

-417.58

total pnl ($)

-79.2 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 ($)
BTC	105	35%	-79.2	-417.58

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…