deribit_basis_discount_long_zscore_v2 · strategy

108

closed trades

44%

win rate

-355.21

total pnl ($)

0.442

weight

7d window — n=26 wr=38% pnl=-135.48 · 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 20:52	BTC	Buy	60264→59620	-5.79	timeout
06-28 19:52	BTC	Buy	60171→59340	-7.33	timeout
06-28 17:43	BTC	Buy	60592→59498	-9.45	timeout
06-27 20:33	BTC	Buy	59585→60233	+5.05	timeout
06-27 19:34	BTC	Buy	60031→60147	+0.56	timeout
06-27 15:40	BTC	Buy	60467→60786	+2.20	timeout
06-26 16:07	BTC	Buy	59561→60293	+5.60	timeout
06-26 15:05	BTC	Buy	59353→59592	+1.51	timeout
06-26 14:13	BTC	Buy	59457→59973	+3.84	timeout
06-25 13:58	BTC	Buy	59655→58168	-12.85	stop_loss
06-25 13:57	BTC	Buy	59754→58281.9	-12.71	stop_loss
06-25 13:53	BTC	Buy	60455→58958.6	-12.77	stop_loss
06-24 17:21	BTC	Buy	60846→59345.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61303.1→59731.1	-13.25	stop_loss
06-24 14:17	BTC	Buy	62588.1→61047.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62748.1→61194.3	-12.83	stop_loss
06-24 13:44	BTC	Buy	62908.1→61360.2	-12.75	stop_loss
06-24 09:47	BTC	Buy	62339.1→62648.9	+1.95	timeout
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.72	timeout
06-24 07:44	BTC	Buy	62903.1→62642.9	-2.57	timeout
06-23 08:17	BTC	Buy	63989.2→62415.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64036.2→62461.6	-12.76	stop_loss
06-23 06:41	BTC	Buy	64028.2→62939.9	-8.98	timeout
06-22 23:25	BTC	Buy	63745.2→63977.8	+1.37	timeout
06-22 22:21	BTC	Buy	63711.2→64202.8	+3.41	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 23:13	BTC	Buy	64246.2→63720.8	-4.52	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 01:58	BTC	Buy	63542.2→64225.8	+4.88	timeout
06-20 21:49	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 19:38	BTC	Buy	62952.1→63859.8	+6.78	timeout
06-19 21:00	BTC	Buy	63071.2→63183.8	+0.40	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:51	BTC	Buy	64117.2→62529.6	-12.76	stop_loss
06-18 15:40	BTC	Buy	64200.2→62615.5	-12.78	stop_loss
06-18 15:37	BTC	Buy	64435.2→62847.4	-12.74	stop_loss
06-18 10:04	BTC	Buy	64821.2→64145.8	-5.75	timeout
06-18 08:58	BTC	Buy	64966.2→64367.8	-5.08	timeout
06-17 19:41	BTC	Buy	65770.3→64147.7	-12.81	stop_loss
06-17 08:20	BTC	Buy	66818.3→65173.1	-12.74	stop_loss
06-17 08:05	BTC	Buy	66348.3→65448.7	-7.16	timeout
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-16 08:07	BTC	Buy	65722.3→66313.7	+4.09	timeout
06-16 07:02	BTC	Buy	65693.3→66367.7	+4.76	timeout
06-16 00:19	BTC	Buy	65696.3→66347.7	+4.58	timeout
06-15 07:00	BTC	Buy	64264.2→65780.7	+11.33	timeout
06-15 05:36	BTC	Buy	64282.2→65768.7	+11.09	timeout
06-14 21:51	BTC	Buy	64455.2→65496.7	+7.59	timeout
06-14 06:10	BTC	Buy	63582.2→64427.8	+6.21	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-13 19:45	BTC	Buy	63644.2→64267.8	+4.45	timeout
06-13 04:43	BTC	Buy	63688.2→63586.8	-1.24	timeout
06-13 03:03	BTC	Buy	63578.2→63660.8	+0.19	timeout
06-12 12:27	BTC	Buy	62722.1→63465.8	+5.41	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 15:28	BTC	Buy	61343.1→62318.9	+7.45	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout
06-08 12:28	BTC	Buy	62015.1→62988.9	+7.39	timeout
06-07 19:43	BTC	Buy	60584→61189.9	+4.60	timeout
06-07 18:40	BTC	Buy	60600→62177.9	+12.62	timeout
06-07 10:43	BTC	Buy	60391→62325.9	+15.59	timeout
06-06 19:35	BTC	Buy	59727→60548	+6.48	timeout
06-06 18:31	BTC	Buy	60235→60528	+2.03	timeout
06-06 04:32	BTC	Buy	61186.1→59681.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60701→59208.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61594.1→60069.9	-12.81	stop_loss
06-05 13:52	BTC	Buy	62598.1→61049.4	-12.83	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63082.2→61512.2	-12.89	stop_loss
06-05 05:59	BTC	Buy	63797.2→62226.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62665.5	-12.79	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 19:54	BTC	Buy	66996.3→65331	-12.91	stop_loss
06-03 19:54	BTC	Buy	67009.4→65357	-12.82	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:49	BTC	Buy	67262.4→65607.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67503.4→65835.8	-12.81	stop_loss
06-02 22:59	BTC	Buy	67913.4→66243.5	-12.75	stop_loss
06-02 02:07	BTC	Buy	71933.6→70162.4	-12.84	stop_loss
06-01 22:25	BTC	Buy	73465.7→71199.8	-16.00	stop_loss
06-01 22:25	BTC	Buy	73879.7→71199.8	-18.73	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 18:41	BTC	Buy	74018.7→73656.3	-2.94	timeout
05-31 16:47	BTC	Buy	73898.7→73451.3	-3.53	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.15	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

44%

win rate

-355.21

total pnl ($)

-65.5 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	108	44%	-65.5	-355.21

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:45	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…