deribit_basis_discount_zscore_long_v10 · strategy

117

closed trades

45%

win rate

-263.92

total pnl ($)

0.650

weight

7d window — n=25 wr=44% pnl=-86.73 · 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 07:03	BTC	Buy	59910→59588	-3.12	timeout
06-30 00:49	BTC	Buy	59266→59826	+4.31	timeout
06-29 23:33	BTC	Buy	59594→60206	+4.71	timeout
06-29 22:17	BTC	Buy	59579→60435	+6.58	timeout
06-28 21:09	BTC	Buy	60332→59661	-6.00	timeout
06-28 16:54	BTC	Buy	60796→59629	-10.04	timeout
06-28 14:53	BTC	Buy	60593→60019	-5.22	timeout
06-28 13:11	BTC	Buy	60401→59995	-3.84	timeout
06-27 20:16	BTC	Buy	59761→60271	+3.87	timeout
06-27 15:41	BTC	Buy	60415→60793	+2.69	timeout
06-27 12:58	BTC	Buy	59209→60379	+9.40	timeout
06-27 01:44	BTC	Buy	59293→59951	+5.09	timeout
06-26 20:04	BTC	Buy	59602→59847	+1.48	timeout
06-26 14:10	BTC	Buy	59574→59965	+2.79	timeout
06-26 12:40	BTC	Buy	60645→59147.5	-12.81	stop_loss
06-25 13:54	BTC	Buy	60146→58543.8	-13.72	stop_loss
06-25 13:53	BTC	Buy	60270→58784.7	-12.71	stop_loss
06-25 13:48	BTC	Buy	60873→59368.3	-12.79	stop_loss
06-25 13:48	BTC	Buy	60974→59473.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 15:08	BTC	Buy	62334.1→60799.5	-12.70	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 12:10	BTC	Buy	62464.1→62871.9	+2.81	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:35	BTC	Buy	62884.1→62646.9	-2.39	timeout
06-23 08:17	BTC	Buy	63933.2→62360.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63994.2→62415.7	-12.80	stop_loss
06-23 06:27	BTC	Buy	64068.2→62642.9	-11.61	timeout
06-23 06:08	BTC	Buy	64684.2→63086.3	-12.83	stop_loss
06-22 16:52	BTC	Buy	64171.2→64655.8	+3.33	timeout
06-22 08:51	BTC	Buy	63913.2→64115.8	+1.06	timeout
06-22 07:47	BTC	Buy	64214.2→64230.8	-0.35	timeout
06-22 03:32	BTC	Buy	64309.2→64359.8	-0.14	timeout
06-21 14:49	BTC	Buy	63828.2→63997.8	+0.94	timeout
06-21 08:16	BTC	Buy	63522.2→64063.8	+3.71	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:43	BTC	Buy	63571.2→64279.8	+5.07	timeout
06-20 01:27	BTC	Buy	62973.1→63401.8	+2.95	timeout
06-20 00:25	BTC	Buy	62938.1→63535.8	+4.28	timeout
06-19 23:27	BTC	Buy	62805.1→63283.8	+3.33	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.18	timeout
06-18 15:52	BTC	Buy	64077.2→62498.6	-12.82	stop_loss
06-18 15:39	BTC	Buy	64386.2→62790.4	-12.83	stop_loss
06-18 15:38	BTC	Buy	64403.2→62811.4	-12.80	stop_loss
06-18 15:37	BTC	Buy	64504.2→62899.4	-12.87	stop_loss
06-17 19:44	BTC	Buy	65700.3→64081.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65754.3→64134.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65829.3→64209.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65881.3→64250.6	-12.83	stop_loss
06-17 11:05	BTC	Buy	66158.3→64527.5	-12.85	stop_loss
06-17 00:16	BTC	Buy	66387.3→65734.7	-5.43	timeout
06-16 18:15	BTC	Buy	66792.3→66078.7	-5.87	timeout
06-16 17:16	BTC	Buy	66906.3→65794.7	-8.85	timeout
06-16 13:08	BTC	Buy	66669.3→66105.7	-4.75	timeout
06-15 15:45	BTC	Buy	64123.2→66938.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63788.2→66595.7	+21.57	take_profit
06-15 12:30	BTC	Buy	64447.2→66254.7	+13.59	timeout
06-15 07:00	BTC	Buy	64265.2→65771.7	+11.26	timeout
06-14 16:30	BTC	Buy	63960.2→64103.8	+0.63	timeout
06-13 21:11	BTC	Buy	63552.2→64251.8	+5.03	timeout
06-13 19:41	BTC	Buy	63702.2→64252.8	+3.87	timeout
06-13 12:36	BTC	Buy	63475.2→63995.8	+3.57	timeout
06-13 03:03	BTC	Buy	63583.2→63660.8	+0.15	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-12 12:27	BTC	Buy	62722.1→63464.8	+5.40	timeout
06-12 01:31	BTC	Buy	62094.1→63334.8	+9.42	timeout
06-11 19:30	BTC	Buy	61197.1→63884.8	+21.39	take_profit
06-11 09:29	BTC	Buy	61190.1→62788.9	+12.48	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-10 15:55	BTC	Buy	61133.1→62736.9	+12.64	timeout
06-10 09:21	BTC	Buy	62260.1→60720.6	-12.72	stop_loss
06-09 14:47	BTC	Buy	62655.1→61109.4	-12.79	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 12:30	BTC	Buy	63164.2→62600.9	-4.86	timeout
06-09 07:26	BTC	Buy	63188.2→63232.8	-0.15	timeout
06-09 06:24	BTC	Buy	63015.2→63468.8	+3.10	timeout
06-08 22:09	BTC	Buy	61835.1→63447.8	+12.55	timeout
06-08 12:25	BTC	Buy	61949.1→62983.9	+7.89	timeout
06-08 05:22	BTC	Buy	61808.1→62633.9	+6.22	timeout
06-08 04:18	BTC	Buy	61605.1→62982.9	+10.72	timeout
06-07 21:48	BTC	Buy	60812→61694.9	+6.83	timeout
06-07 06:12	BTC	Buy	61101.1→61676.9	+4.31	timeout
06-07 05:10	BTC	Buy	60101→61776.9	+13.52	timeout
06-07 04:08	BTC	Buy	60438→61576.9	+8.96	timeout
06-06 19:51	BTC	Buy	60284→60589	+2.14	timeout
06-06 04:34	BTC	Buy	61005.1→59500.3	-12.78	stop_loss
06-06 04:15	BTC	Buy	61510.1→59997	-12.76	stop_loss
06-05 18:52	BTC	Buy	60866→59369.3	-12.75	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62346.1→60806.5	-12.80	stop_loss
06-05 06:17	BTC	Buy	63377.2→61813	-12.78	stop_loss
06-05 06:03	BTC	Buy	63640.2→62068.8	-12.75	stop_loss
06-05 01:41	BTC	Buy	62846.1→63305.8	+3.22	timeout
06-04 01:23	BTC	Buy	64164.2→62586.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	65042.3→63443.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 23:54	BTC	Buy	65647.3→64032.8	-12.74	stop_loss
06-03 19:54	BTC	Buy	66951.3→65301.1	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

117

closed

45%

win rate

-263.92

total pnl ($)

-44.7 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%	-44.7	-263.92

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…