deribit_basis_discount_zscore_long_v11 · strategy

173

closed trades

45%

win rate

-345.63

total pnl ($)

0.575

weight

7d window — n=39 wr=36% pnl=-114.30 · 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 21:44	BTC	Buy	60372→59643	-6.50	timeout
06-28 16:06	BTC	Buy	60181→59853	-3.16	timeout
06-28 13:27	BTC	Buy	60203→60063	-1.63	timeout
06-28 08:04	BTC	Buy	60222→60183	-0.77	timeout
06-27 22:26	BTC	Buy	60455→60046	-3.81	timeout
06-27 21:06	BTC	Buy	60436→60322	-1.36	timeout
06-27 18:49	BTC	Buy	60428→60499	+0.15	timeout
06-27 07:55	BTC	Buy	59843→60528	+5.26	timeout
06-27 06:51	BTC	Buy	59645→60349	+5.44	timeout
06-27 03:43	BTC	Buy	60423→60289	-1.56	timeout
06-26 18:06	BTC	Buy	59790→60099	+2.08	timeout
06-26 13:19	BTC	Buy	60104→58619.7	-12.81	stop_loss
06-26 13:18	BTC	Buy	60275→58792.6	-12.76	stop_loss
06-26 07:18	BTC	Buy	59211→60576	+11.11	timeout
06-26 04:49	BTC	Buy	59245→59886	+4.96	timeout
06-26 03:38	BTC	Buy	59312→59277	-0.73	timeout
06-25 13:45	BTC	Buy	61318.1→59809.1	-12.74	stop_loss
06-25 13:42	BTC	Buy	61712.1→60193.9	-12.73	stop_loss
06-25 13:42	BTC	Buy	61747.1→60227.9	-12.72	stop_loss
06-25 08:00	BTC	Buy	59844→61875.9	+16.52	timeout
06-25 05:51	BTC	Buy	59388→61545.9	+17.74	timeout
06-25 04:09	BTC	Buy	60385→60814	+3.11	timeout
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 14:13	BTC	Buy	62621.1→61078.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62782.1→61238.3	-12.73	stop_loss
06-24 13:44	BTC	Buy	62951.1→61396.2	-12.80	stop_loss
06-24 10:23	BTC	Buy	62556.1→62483.9	-1.04	timeout
06-24 01:09	BTC	Buy	62104.1→62832.9	+5.40	timeout
06-24 00:08	BTC	Buy	62455.1→62796.9	+2.29	timeout
06-23 19:23	BTC	Buy	63028.2→62306.9	-6.18	timeout
06-23 08:17	BTC	Buy	63951.2→62376.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 06:20	BTC	Buy	64435.2→62850.4	-12.76	stop_loss
06-23 00:53	BTC	Buy	65163.3→64087.8	-8.69	timeout
06-22 22:28	BTC	Buy	65528.3→63914.8	-12.76	stop_loss
06-22 18:44	BTC	Buy	64004.2→64495.8	+3.36	timeout
06-22 13:19	BTC	Buy	64116.2→65066.7	+6.89	timeout
06-22 11:16	BTC	Buy	63689.2→64276.8	+4.09	timeout
06-22 04:53	BTC	Buy	64139.2→64022.8	-1.36	timeout
06-22 00:36	BTC	Buy	63916.2→63766.8	-1.64	timeout
06-21 21:45	BTC	Buy	64105.2→63844.8	-2.48	timeout
06-21 15:34	BTC	Buy	64331.2→64163.8	-1.73	timeout
06-21 11:30	BTC	Buy	64252.2→64352.8	+0.36	timeout
06-21 09:24	BTC	Buy	63926.2→63982.8	-0.07	timeout
06-21 02:28	BTC	Buy	63338.2→64200.8	+6.35	timeout
06-20 22:50	BTC	Buy	63634.2→64249.8	+4.38	timeout
06-20 19:55	BTC	Buy	63667.2→63900.8	+1.40	timeout
06-20 10:00	BTC	Buy	63047.2→63703.8	+4.72	timeout
06-20 09:00	BTC	Buy	63190.2→63410.8	+1.24	timeout
06-20 07:15	BTC	Buy	63042.2→63644.8	+4.33	timeout
06-19 20:49	BTC	Buy	62630.1→63128.8	+3.51	timeout
06-19 19:49	BTC	Buy	62508.1→63017.8	+3.61	timeout
06-19 18:42	BTC	Buy	62746.1→63027.8	+1.78	timeout
06-19 07:57	BTC	Buy	62932.1→62579.9	-3.13	timeout
06-19 05:17	BTC	Buy	62503.1→62572.9	+0.13	timeout
06-19 03:48	BTC	Buy	62711.1→62671.9	-0.73	timeout
06-18 15:51	BTC	Buy	64083.2→62506.6	-12.61	stop_loss
06-18 15:21	BTC	Buy	64461.2→63347.8	-9.07	timeout
06-18 12:41	BTC	Buy	64503.2→64180.8	-2.97	timeout
06-18 05:04	BTC	Buy	65273.3→63665	-12.78	stop_loss
06-18 02:08	BTC	Buy	65268.3→64565.8	-5.87	timeout
06-17 20:45	BTC	Buy	64896.2→64189.8	-5.89	timeout
06-17 18:39	BTC	Buy	65633.3→65582.7	-0.88	timeout
06-17 11:59	BTC	Buy	65636.3→64825.8	-6.66	timeout
06-17 08:26	BTC	Buy	65747.3→65353.7	-3.44	timeout
06-17 05:11	BTC	Buy	65808.3→65763.7	-0.81	timeout
06-16 18:58	BTC	Buy	66431.3→65826.7	-5.04	timeout
06-16 17:42	BTC	Buy	66069.3→65702.7	-3.27	timeout
06-16 16:41	BTC	Buy	65857.3→65785.7	-1.04	timeout
06-16 05:03	BTC	Buy	66863.3→65937.7	-7.35	timeout
06-16 01:09	BTC	Buy	66553.3→66264.7	-2.61	timeout
06-15 23:37	BTC	Buy	66167.3→66143.7	-0.65	timeout
06-15 14:18	BTC	Buy	65696.3→66501.7	+5.68	timeout
06-15 09:52	BTC	Buy	65494.3→65536.7	-0.12	timeout
06-15 07:26	BTC	Buy	63788.2→65954.7	+16.52	timeout
06-14 23:04	BTC	Buy	64444.2→65257.7	+5.84	timeout
06-14 17:39	BTC	Buy	64328.2→63731.8	-5.12	timeout
06-14 14:59	BTC	Buy	64474.2→63953.8	-4.49	timeout
06-14 09:07	BTC	Buy	64288.2→64429.8	+0.62	timeout
06-14 01:43	BTC	Buy	64166.2→64585.8	+2.83	timeout
06-14 00:38	BTC	Buy	63991.2→64524.8	+3.72	timeout
06-13 20:05	BTC	Buy	63788.2→64234.8	+3.05	timeout
06-13 10:17	BTC	Buy	63498.2→63729.8	+1.33	timeout
06-13 09:11	BTC	Buy	63551.2→63769.8	+1.23	timeout
06-13 07:13	BTC	Buy	63689.2→63693.8	-0.42	timeout
06-12 18:14	BTC	Buy	63260.2→63804.8	+3.85	timeout
06-12 16:51	BTC	Buy	63695.2→63896.8	+1.11	timeout
06-12 15:15	BTC	Buy	63503.2→64349.8	+6.18	timeout
06-12 00:43	BTC	Buy	62808.1→63659.8	+6.27	timeout
06-11 23:36	BTC	Buy	63139.2→63482.8	+2.21	timeout
06-11 22:06	BTC	Buy	62849.1→63549.8	+5.06	timeout
06-11 12:03	BTC	Buy	61587.1→62980.9	+10.80	timeout
06-11 10:20	BTC	Buy	61091.1→62811.9	+13.56	timeout
06-11 09:05	BTC	Buy	61649.1→62886.9	+9.53	timeout
06-10 22:24	BTC	Buy	61249.1→61187.9	-0.95	timeout
06-10 21:21	BTC	Buy	60910→61531.9	+4.64	timeout
06-10 20:15	BTC	Buy	61610.1→61795.9	+1.03	timeout
06-10 05:08	BTC	Buy	61463.1→62016.9	+4.12	timeout
06-10 03:12	BTC	Buy	61541.1→62016.9	+3.48	timeout
06-09 15:56	BTC	Buy	62577.1→61024.4	-12.86	stop_loss

Paper vs Live

Paper (trades.jsonl)

173

closed

45%

win rate

-345.63

total pnl ($)

-39.7 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	173	45%	-39.7	-345.63

Recent bounces (last 20 of 3)

time	sym	side	reason
06-28 23:48	BTC	Buy	circuit_breaker
06-28 18:19	BTC	Buy	circuit_breaker
06-28 15:37	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…