deribit_basis_annualized_zscore_long_v6 · strategy

117

closed trades

45%

win rate

-380.56

total pnl ($)

0.640

weight

7d window — n=23 wr=43% pnl=-88.36 · 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 11:38	BTC	Buy	59890→59167	-6.47	timeout
06-30 07:05	BTC	Buy	59981→59556	-3.98	timeout
06-30 05:58	BTC	Buy	60017→59607	-3.82	timeout
06-29 06:47	BTC	Buy	59959→60062	+0.38	timeout
06-29 05:46	BTC	Buy	59909→59916	-0.41	timeout
06-29 04:42	BTC	Buy	60119→59760	-3.44	timeout
06-27 20:58	BTC	Buy	59670→60240	+4.39	timeout
06-27 19:57	BTC	Buy	59832→60131	+2.10	timeout
06-27 15:50	BTC	Buy	60337→60763	+2.93	timeout
06-26 20:26	BTC	Buy	59628→59712	+0.14	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:53	BTC	Buy	60301→58775.7	-13.02	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59586.2	-13.02	stop_loss
06-24 14:17	BTC	Buy	62541.1→61001.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 06:51	BTC	Buy	62896.1→62729.9	-1.83	timeout
06-23 08:17	BTC	Buy	63997.2→62417.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64062.2→62485.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64251.2→62662.5	-12.82	stop_loss
06-22 21:33	BTC	Buy	63742.2→64260.8	+3.61	timeout
06-22 19:29	BTC	Buy	64190.2→64339.8	+0.67	timeout
06-22 18:28	BTC	Buy	64014.2→64596.8	+4.03	timeout
06-21 21:24	BTC	Buy	63926.2→63651.8	-2.60	timeout
06-21 19:03	BTC	Buy	63826.2→64187.8	+2.43	timeout
06-21 17:47	BTC	Buy	63846.2→64145.8	+1.98	timeout
06-20 20:19	BTC	Buy	63003.2→63922.8	+6.88	timeout
06-20 18:18	BTC	Buy	63129.2→63836.8	+5.15	timeout
06-20 17:16	BTC	Buy	62976.1→63880.8	+6.70	timeout
06-19 19:57	BTC	Buy	62932.1→63002.8	+0.08	timeout
06-19 17:18	BTC	Buy	62511.1→63023.8	+3.65	timeout
06-19 15:54	BTC	Buy	62483.1→63199.8	+5.32	timeout
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.71	stop_loss
06-18 15:51	BTC	Buy	64087.2→62509.6	-12.70	stop_loss
06-18 10:36	BTC	Buy	64912.2→63999.8	-7.55	timeout
06-18 09:36	BTC	Buy	64962.2→64240.8	-6.08	timeout
06-18 08:41	BTC	Buy	65044.3→64511.8	-4.65	timeout
06-17 08:31	BTC	Buy	66732.3→65088.2	-12.84	stop_loss
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.62	timeout
06-16 07:48	BTC	Buy	65701.3→66287.7	+4.04	timeout
06-16 05:24	BTC	Buy	65806.3→66058.7	+1.53	timeout
06-16 03:54	BTC	Buy	65917.3→66063.7	+0.71	timeout
06-15 05:08	BTC	Buy	64354.2→65593.7	+9.17	timeout
06-15 04:00	BTC	Buy	64533.2→65867.7	+9.86	timeout
06-15 02:54	BTC	Buy	64461.2→65411.7	+6.89	timeout
06-14 04:05	BTC	Buy	63510.2→64498.8	+7.38	timeout
06-14 02:52	BTC	Buy	63557.2→64457.8	+6.66	timeout
06-14 01:44	BTC	Buy	63749.2→64567.8	+5.99	timeout
06-12 18:54	BTC	Buy	63505.2→63777.8	+1.68	timeout
06-12 17:34	BTC	Buy	63268.2→63791.8	+3.67	timeout
06-12 15:23	BTC	Buy	62734.1→64216.8	+11.28	timeout
06-11 17:34	BTC	Buy	61846.1→63182.8	+10.27	timeout
06-11 16:11	BTC	Buy	62334.1→62704.9	+2.40	timeout
06-11 14:50	BTC	Buy	61930.1→62842.9	+6.82	timeout
06-10 16:43	BTC	Buy	61095.1→62222.9	+8.71	timeout
06-10 15:38	BTC	Buy	61212.1→62205.9	+7.61	timeout
06-10 14:45	BTC	Buy	61351.1→61940.9	+4.32	timeout
06-09 14:18	BTC	Buy	63303.2→61746	-12.75	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 14:04	BTC	Buy	63646.2→62080.8	-12.74	stop_loss
06-09 05:14	BTC	Buy	62531.1→63228.8	+5.12	timeout
06-08 22:06	BTC	Buy	61755.1→63466.8	+13.37	timeout
06-08 15:51	BTC	Buy	62097.1→63837.8	+13.43	timeout
06-08 04:52	BTC	Buy	61816.1→62818.9	+7.65	timeout
06-07 20:21	BTC	Buy	60542→61607.9	+8.38	timeout
06-07 14:57	BTC	Buy	60876→61902.9	+7.97	timeout
06-07 04:30	BTC	Buy	59997→61535.9	+12.38	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 14:29	BTC	Buy	60349→60839	+3.61	timeout
06-06 04:12	BTC	Buy	61755.1→60232.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61031.1→59530.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60067.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63020.2→61469.2	-12.76	stop_loss
06-05 06:24	BTC	Buy	62611.1→61070.4	-12.74	stop_loss
06-05 06:24	BTC	Buy	62673.1→61120.4	-12.83	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 02:48	BTC	Buy	63529.2→62707.9	-6.88	timeout
06-04 10:27	BTC	Buy	64180.2→62582.6	-12.87	stop_loss
06-04 09:22	BTC	Buy	64602.2→63011.3	-12.76	stop_loss
06-04 01:22	BTC	Buy	64193.2→62614.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64987.2→63389.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:55	BTC	Buy	66391.3→64734.4	-12.97	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67252.4→65593.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67189.4→65531.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67261.4→65599.9	-12.80	stop_loss
06-03 03:43	BTC	Buy	67538.4→65876.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69354.5→67638.8	-12.82	stop_loss
06-02 14:27	BTC	Buy	69476.5→67764.7	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

45%

win rate

-380.56

total pnl ($)

-64.7 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 ($)
BTC	117	45%	-64.7	-380.56

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…