deribit_basis_discount_zscore_long_v13 · strategy

147

closed trades

39%

win rate

-457.83

total pnl ($)

0.561

weight

7d window — n=29 wr=34% pnl=-98.42 · 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 12:06	BTC	Buy	60432→58945.6	-12.73	stop_loss
06-30 07:08	BTC	Buy	60025→59531	-4.55	timeout
06-30 02:23	BTC	Buy	59262→59867	+4.73	timeout
06-29 20:49	BTC	Buy	59656→60372	+5.40	timeout
06-29 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-29 05:12	BTC	Buy	59986→59392	-5.40	timeout
06-29 01:41	BTC	Buy	60202→59503	-6.29	timeout
06-28 20:04	BTC	Buy	60222→59492	-6.49	timeout
06-28 19:02	BTC	Buy	60563→59551	-8.78	timeout
06-28 02:55	BTC	Buy	60314→60136	-1.93	timeout
06-27 23:35	BTC	Buy	59968→59999	-0.14	timeout
06-27 19:55	BTC	Buy	59843→60125	+1.96	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.73	timeout
06-26 19:21	BTC	Buy	59210→59918	+5.42	timeout
06-26 18:19	BTC	Buy	59652→59979	+2.17	timeout
06-26 16:07	BTC	Buy	59562→60293	+5.58	timeout
06-26 14:45	BTC	Buy	59474→59536	-0.01	timeout
06-25 17:51	BTC	Buy	59388→59480	+0.36	timeout
06-25 13:55	BTC	Buy	59844→58371.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60385→58899.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60715→59221.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61303.1→59723.1	-13.32	stop_loss
06-24 13:57	BTC	Buy	62737.1→61194.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62951.1→61396.2	-12.80	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 08:05	BTC	Buy	62800.1→62647.9	-1.73	timeout
06-24 07:23	BTC	Buy	63028.2→62727.9	-2.93	timeout
06-23 08:17	BTC	Buy	63957.2→62382.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-22 23:32	BTC	Buy	63415.2→63986.8	+4.12	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-22 21:10	BTC	Buy	63499.2→64373.8	+6.43	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.46	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 17:46	BTC	Buy	63791.2→64143.8	+2.40	timeout
06-20 22:00	BTC	Buy	63047.2→63966.8	+6.85	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-20 19:15	BTC	Buy	63042.2→63863.8	+6.08	timeout
06-20 16:39	BTC	Buy	63286.2→64003.8	+5.16	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-19 17:58	BTC	Buy	62550.1→63196.8	+4.72	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.85	timeout
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 15:37	BTC	Buy	64461.2→62876.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64483.2→62893.4	-12.86	stop_loss
06-18 15:05	BTC	Buy	65114.3→63513.1	-12.73	stop_loss
06-17 22:03	BTC	Buy	65522.3→63910.8	-12.73	stop_loss
06-17 19:50	BTC	Buy	65633.3→64017.8	-12.77	stop_loss
06-17 19:50	BTC	Buy	65636.3→64017.8	-12.79	stop_loss
06-17 16:00	BTC	Buy	65885.3→65783.7	-1.16	timeout
06-17 05:42	BTC	Buy	66069.3→65882.7	-1.90	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-16 23:31	BTC	Buy	66161.3→65690.7	-4.09	timeout
06-16 14:09	BTC	Buy	66333.3→66041.7	-2.73	timeout
06-16 03:59	BTC	Buy	65889.3→66119.7	+1.34	timeout
06-16 00:20	BTC	Buy	65729.3→66346.7	+4.32	timeout
06-15 21:52	BTC	Buy	65494.3→66388.7	+6.32	timeout
06-15 13:35	BTC	Buy	64261.2→66855.7	+19.76	timeout
06-15 02:59	BTC	Buy	64474.2→65441.7	+7.02	timeout
06-15 00:08	BTC	Buy	64412.2→65712.7	+9.66	timeout
06-14 21:06	BTC	Buy	64293.2→63993.8	-2.80	timeout
06-14 12:38	BTC	Buy	63991.2→64311.8	+2.06	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 21:11	BTC	Buy	63552.2→64251.8	+5.03	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 11:23	BTC	Buy	63814.2→63930.8	+0.37	timeout
06-12 22:05	BTC	Buy	63580.2→63499.8	-1.13	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:40	BTC	Buy	63211.2→63763.8	+3.91	timeout
06-12 10:50	BTC	Buy	62935.1→63698.8	+5.54	timeout
06-11 19:32	BTC	Buy	61205.1→63896.8	+21.42	take_profit
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-11 14:49	BTC	Buy	61851.1→62895.9	+7.90	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 17:07	BTC	Buy	61506.1→62167.9	+4.87	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:18	BTC	Buy	61854.1→61914.9	+0.02	timeout
06-09 16:39	BTC	Buy	62326.1→60784.6	-12.83	stop_loss
06-09 14:46	BTC	Buy	62763.1→61218.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 07:19	BTC	Buy	63051.2→63316.8	+1.60	timeout
06-08 22:48	BTC	Buy	63191.2→63214.8	-0.29	timeout
06-08 21:52	BTC	Buy	61644.1→63731.8	+16.45	timeout
06-08 20:48	BTC	Buy	61794.1→63338.8	+12.01	timeout
06-08 05:24	BTC	Buy	61863.1→62599.9	+5.50	timeout
06-07 21:48	BTC	Buy	60818→61679.9	+6.66	timeout
06-07 19:19	BTC	Buy	62770.1→61224.3	-12.74	stop_loss
06-07 15:26	BTC	Buy	60621→61852.9	+9.70	timeout
06-07 06:12	BTC	Buy	61107.1→61693.9	+4.40	timeout
06-07 05:09	BTC	Buy	60012→61801.9	+14.49	timeout
06-06 20:11	BTC	Buy	60701→60512	-1.94	timeout
06-06 14:26	BTC	Buy	60440→60799	+2.53	timeout
06-06 04:27	BTC	Buy	61319.1→59809.1	-12.77	stop_loss
06-06 04:11	BTC	Buy	61770.1→60248.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

147

closed

39%

win rate

-457.83

total pnl ($)

-61.9 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	147	39%	-61.9	-457.83

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…