deribit_basis_annualized_zscore_long_v5 · strategy

138

closed trades

36%

win rate

-520.15

total pnl ($)

0.250

weight

7d window — n=34 wr=32% pnl=-167.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:36	BTC	Buy	60387→60097	-2.83	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.50	timeout
06-27 16:45	BTC	Buy	60041→60760	+5.52	timeout
06-27 15:42	BTC	Buy	60368→60778	+2.96	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 17:28	BTC	Buy	59474→60165	+5.26	timeout
06-26 15:20	BTC	Buy	59254→59950	+5.34	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-26 02:24	BTC	Buy	59746→58276.9	-12.72	stop_loss
06-25 13:59	BTC	Buy	59515→58051.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59781→58309.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59838→58334.9	-12.93	stop_loss
06-25 13:53	BTC	Buy	60496→59004.5	-12.69	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62546.1→61000.4	-12.80	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62669.1→61126.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63983.2→62409.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	64010.2→62435.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64152.2→62566.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64271.2→62689.5	-12.78	stop_loss
06-23 02:46	BTC	Buy	64442.2→64137.8	-2.81	timeout
06-23 01:39	BTC	Buy	64465.2→64001.8	-4.02	timeout
06-22 22:31	BTC	Buy	63565.2→63998.8	+2.96	timeout
06-22 07:24	BTC	Buy	64196.2→64208.8	-0.38	timeout
06-22 02:10	BTC	Buy	64230.2→64493.8	+1.51	timeout
06-22 01:07	BTC	Buy	64248.2→63964.8	-2.71	timeout
06-21 21:56	BTC	Buy	64003.2→63740.8	-2.50	timeout
06-21 02:45	BTC	Buy	63378.2→64206.8	+6.07	timeout
06-21 01:43	BTC	Buy	63523.2→64194.8	+4.79	timeout
06-21 00:40	BTC	Buy	63516.2→64262.8	+5.38	timeout
06-20 21:38	BTC	Buy	63112.2→63917.8	+5.95	timeout
06-20 02:30	BTC	Buy	62928.1→63385.8	+3.20	timeout
06-20 01:27	BTC	Buy	62979.1→63391.8	+2.82	timeout
06-20 00:24	BTC	Buy	62928.1→63451.8	+3.70	timeout
06-19 20:53	BTC	Buy	63105.2→63162.8	-0.04	timeout
06-18 15:57	BTC	Buy	63929.2→62344.7	-12.70	stop_loss
06-18 15:57	BTC	Buy	63939.2→62365.7	-12.68	stop_loss
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64174.2→62591.6	-12.73	stop_loss
06-18 11:17	BTC	Buy	64548.2→63983.8	-4.89	timeout
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-18 09:18	BTC	Buy	64929.2→64422.8	-4.45	timeout
06-18 05:03	BTC	Buy	65321.3→63714.9	-12.77	stop_loss
06-17 08:39	BTC	Buy	66584.3→64945.3	-12.79	stop_loss
06-17 08:31	BTC	Buy	66738.3→65089.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-17 06:58	BTC	Buy	66411.3→65576.7	-6.69	timeout
06-16 08:10	BTC	Buy	65710.3→66429.7	+5.05	timeout
06-16 07:03	BTC	Buy	65735.3→66339.7	+4.15	timeout
06-16 05:49	BTC	Buy	65752.3→66024.7	+1.69	timeout
06-16 04:01	BTC	Buy	65883.3→66138.7	+1.53	timeout
06-15 06:40	BTC	Buy	64223.2→65777.7	+11.64	timeout
06-15 05:24	BTC	Buy	64329.2→65790.7	+10.89	timeout
06-15 04:19	BTC	Buy	64502.2→65716.7	+8.93	timeout
06-15 02:10	BTC	Buy	64578.2→65595.7	+7.39	timeout
06-14 06:08	BTC	Buy	63570.2→64431.8	+6.34	timeout
06-14 04:42	BTC	Buy	63593.2→64389.8	+5.86	timeout
06-14 03:28	BTC	Buy	63449.2→64510.8	+7.94	timeout
06-14 01:49	BTC	Buy	63789.2→64606.8	+5.99	timeout
06-12 23:05	BTC	Buy	63413.2→63439.8	-0.28	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.65	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:33	BTC	Buy	63285.2→63788.8	+3.52	timeout
06-11 19:30	BTC	Buy	61190.1→63878.8	+21.40	take_profit
06-11 18:38	BTC	Buy	61765.1→63495.8	+13.43	timeout
06-11 17:33	BTC	Buy	61791.1→63290.8	+11.59	timeout
06-11 15:48	BTC	Buy	62260.1→62607.9	+2.21	timeout
06-10 18:56	BTC	Buy	61712.1→61724.9	-0.41	timeout
06-10 17:00	BTC	Buy	61392.1→62210.9	+6.17	timeout
06-10 15:59	BTC	Buy	61148.1→62592.9	+11.31	timeout
06-10 14:56	BTC	Buy	61312.1→61820.9	+3.66	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 15:56	BTC	Buy	62566.1→61024.4	-12.77	stop_loss
06-09 14:46	BTC	Buy	62762.1→61216.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63181.2→61622.1	-12.79	stop_loss
06-09 07:53	BTC	Buy	63240.2→63117.8	-1.46	timeout
06-09 06:51	BTC	Buy	62957.1→63226.8	+1.64	timeout
06-08 23:39	BTC	Buy	63197.2→63096.8	-1.27	timeout
06-08 22:39	BTC	Buy	63261.2→63304.8	-0.14	timeout
06-08 06:31	BTC	Buy	62022.1→63016.8	+7.56	timeout
06-08 05:25	BTC	Buy	61893.1→62585.9	+5.14	timeout
06-07 22:15	BTC	Buy	61314.1→64005.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60708→63374.8	+21.52	take_profit
06-07 05:31	BTC	Buy	60707→61750.9	+8.18	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:27	BTC	Buy	61296.1→59788.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60862→59365.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60985→59485.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61001→59501.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

138

closed

36%

win rate

-520.15

total pnl ($)

-75.1 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 ($)
BTC	138	36%	-75.1	-520.15

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…