deribit_basis_discount_zscore_long_v17 · strategy

151

closed trades

39%

win rate

-518.86

total pnl ($)

0.522

weight

7d window — n=30 wr=37% pnl=-96.39 · 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
06-29 10:55	BTC	Buy	60146→60051	-1.39	timeout
06-29 07:49	BTC	Buy	60212→60028	-1.98	timeout
06-28 22:53	BTC	Buy	60371→58877.6	-12.83	stop_loss
06-28 21:59	BTC	Buy	60177→59380	-7.09	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.75	timeout
06-28 09:21	BTC	Buy	60327→60286	-0.80	timeout
06-28 08:08	BTC	Buy	60457→60163	-2.92	timeout
06-28 07:04	BTC	Buy	60307→60090	-2.23	timeout
06-27 20:52	BTC	Buy	59748→60259	+3.89	timeout
06-27 19:43	BTC	Buy	59904→60166	+1.78	timeout
06-27 03:41	BTC	Buy	59410→60287	+6.93	timeout
06-26 19:22	BTC	Buy	59207→59907	+5.34	timeout
06-26 16:48	BTC	Buy	59279→60066	+6.09	timeout
06-26 15:21	BTC	Buy	59188→59925	+5.70	timeout
06-26 13:51	BTC	Buy	59254→59537	+1.89	timeout
06-26 02:16	BTC	Buy	59977→58500.8	-12.73	stop_loss
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58527.8	-12.99	stop_loss
06-25 13:53	BTC	Buy	60254→58766.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58766.7	-12.81	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 16:51	BTC	Buy	61315.1→59803.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62675.1→61132.4	-12.76	stop_loss
06-24 13:43	BTC	Buy	63000.1→61444.2	-12.80	stop_loss
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-24 06:41	BTC	Buy	62947.1→62813.9	-1.56	timeout
06-23 06:22	BTC	Buy	64094.2→62517.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64293.2→62709.5	-12.79	stop_loss
06-23 06:18	BTC	Buy	64582.2→62994.3	-12.77	stop_loss
06-22 08:31	BTC	Buy	64030.2→64154.8	+0.45	timeout
06-22 07:25	BTC	Buy	64168.2→64217.8	-0.09	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 05:06	BTC	Buy	64238.2→64117.8	-1.40	timeout
06-22 03:35	BTC	Buy	64332.2→64233.8	-1.29	timeout
06-21 07:00	BTC	Buy	63713.2→64261.8	+3.86	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-21 04:50	BTC	Buy	63563.2→64389.8	+6.07	timeout
06-21 03:48	BTC	Buy	63435.2→64371.8	+6.94	timeout
06-21 02:41	BTC	Buy	63368.2→64219.8	+6.26	timeout
06-20 02:37	BTC	Buy	62911.1→63353.8	+3.08	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:53	BTC	Buy	64035.2→62458.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64281.2→62700.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64336.2→62750.5	-12.49	stop_loss
06-18 15:39	BTC	Buy	64388.2→62804.4	-12.63	stop_loss
06-17 22:03	BTC	Buy	65556.3→63943.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65611.3→63964.8	-13.00	stop_loss
06-17 19:42	BTC	Buy	65702.3→64085.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65765.3→64147.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 16:35	BTC	Buy	65726.3→65999.7	+1.56	timeout
06-17 08:39	BTC	Buy	66541.3→64903.3	-12.79	stop_loss
06-16 21:27	BTC	Buy	66442.3→65688.7	-6.21	timeout
06-16 20:18	BTC	Buy	66503.3→65736.7	-6.30	timeout
06-16 18:21	BTC	Buy	66817.3→65973.7	-6.85	timeout
06-16 15:23	BTC	Buy	66629.3→65766.7	-7.01	timeout
06-16 10:59	BTC	Buy	65897.3→66465.7	+3.77	timeout
06-15 14:29	BTC	Buy	64159.2→66492.7	+17.74	timeout
06-15 13:26	BTC	Buy	64311.2→66818.7	+19.06	timeout
06-15 13:19	BTC	Buy	63995.2→66804.7	+21.52	take_profit
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 09:35	BTC	Buy	64435.2→65543.7	+8.16	timeout
06-14 12:50	BTC	Buy	64072.2→64304.8	+1.36	timeout
06-14 11:45	BTC	Buy	63882.2→64577.8	+5.00	timeout
06-14 10:36	BTC	Buy	63822.2→64612.8	+5.72	timeout
06-14 08:50	BTC	Buy	63817.2→64445.8	+4.43	timeout
06-14 07:49	BTC	Buy	63838.2→64385.8	+3.83	timeout
06-13 10:37	BTC	Buy	63715.2→63816.8	+0.26	timeout
06-13 09:28	BTC	Buy	63761.2→63787.8	-0.33	timeout
06-13 08:26	BTC	Buy	63451.2→63780.8	+2.04	timeout
06-13 07:25	BTC	Buy	62994.1→63704.8	+5.18	timeout
06-13 06:17	BTC	Buy	63143.2→63530.8	+2.61	timeout
06-12 10:03	BTC	Buy	62860.1→63672.8	+5.92	timeout
06-12 09:03	BTC	Buy	62926.1→63459.8	+3.72	timeout
06-12 07:51	BTC	Buy	62676.1→62987.9	+2.00	timeout
06-12 06:46	BTC	Buy	62877.1→62945.9	+0.05	timeout
06-12 01:11	BTC	Buy	61944.1→63498.8	+11.97	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.95	timeout
06-10 22:17	BTC	Buy	62613.1→61073.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.45	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:07	BTC	Buy	62156.1→62178.9	-0.29	timeout
06-09 14:47	BTC	Buy	62664.1→61118.4	-12.79	stop_loss
06-09 14:46	BTC	Buy	62794.1→61248.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63746.2→62175.8	-12.76	stop_loss
06-09 13:32	BTC	Buy	63426.2→62419.9	-8.36	timeout
06-09 12:30	BTC	Buy	63177.2→62600.9	-4.96	timeout

Paper vs Live

Paper (trades.jsonl)

151

closed

39%

win rate

-518.86

total pnl ($)

-68.5 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	151	39%	-68.5	-518.86

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…