deribit_basis_discount_zscore_long_v2 · strategy

132

closed trades

46%

win rate

-382.85

total pnl ($)

0.357

weight

7d window — n=33 wr=39% pnl=-150.74 · 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 21:09	BTC	Buy	60332→59661	-6.01	timeout
06-28 19:07	BTC	Buy	60555→59490	-9.22	timeout
06-28 10:29	BTC	Buy	60428→60085	-3.32	timeout
06-28 08:16	BTC	Buy	60476→60131	-3.33	timeout
06-27 19:39	BTC	Buy	59866→60116	+1.69	timeout
06-27 03:49	BTC	Buy	59666→60322	+5.05	timeout
06-26 20:40	BTC	Buy	59413→59641	+1.39	timeout
06-26 18:14	BTC	Buy	59387→60038	+4.92	timeout
06-26 16:15	BTC	Buy	59733→60145	+2.90	timeout
06-26 14:31	BTC	Buy	59228→59954	+5.63	timeout
06-26 02:16	BTC	Buy	60018→58538.8	-12.77	stop_loss
06-25 17:55	BTC	Buy	59433→59549	+0.56	timeout
06-25 13:57	BTC	Buy	59839→58333.9	-12.95	stop_loss
06-25 13:53	BTC	Buy	60283→58772.7	-12.89	stop_loss
06-25 13:48	BTC	Buy	61049.1→59540.2	-12.76	stop_loss
06-25 13:46	BTC	Buy	61070.1→59567.2	-12.70	stop_loss
06-24 16:51	BTC	Buy	61329.1→59820.1	-12.73	stop_loss
06-24 14:17	BTC	Buy	62595.1→61052.4	-12.75	stop_loss
06-24 14:08	BTC	Buy	62466.1→61388.9	-9.06	timeout
06-24 13:45	BTC	Buy	62885.1→61338.2	-12.75	stop_loss
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-23 08:28	BTC	Buy	63428.2→61868	-12.74	stop_loss
06-23 08:17	BTC	Buy	63984.2→62408.7	-12.78	stop_loss
06-23 06:55	BTC	Buy	63957.2→62943.9	-8.40	timeout
06-23 06:20	BTC	Buy	64407.2→62812.4	-12.84	stop_loss
06-23 04:53	BTC	Buy	64022.2→63670.8	-3.23	timeout
06-22 22:31	BTC	Buy	63563.2→63998.8	+2.97	timeout
06-22 18:28	BTC	Buy	64015.2→64578.8	+3.89	timeout
06-22 16:23	BTC	Buy	64206.2→64702.8	+3.41	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 03:38	BTC	Buy	64361.2→64176.8	-1.95	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 17:43	BTC	Buy	63842.2→64085.8	+1.54	timeout
06-21 14:49	BTC	Buy	63858.2→63996.8	+0.70	timeout
06-21 05:51	BTC	Buy	63599.2→64208.8	+4.34	timeout
06-20 00:31	BTC	Buy	62971.1→63556.8	+4.17	timeout
06-19 22:31	BTC	Buy	62772.1→63242.8	+3.25	timeout
06-19 20:27	BTC	Buy	63110.2→63043.8	-1.01	timeout
06-19 18:27	BTC	Buy	62949.1→63087.8	+0.64	timeout
06-19 16:24	BTC	Buy	62704.1→63263.8	+3.99	timeout
06-18 15:57	BTC	Buy	63923.2→62348.7	-12.69	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.50	stop_loss
06-18 15:51	BTC	Buy	64122.2→62520.6	-12.89	stop_loss
06-18 15:40	BTC	Buy	64323.2→62734.5	-12.77	stop_loss
06-18 15:37	BTC	Buy	64579.2→62988.3	-12.74	stop_loss
06-18 11:46	BTC	Buy	64812.2→64003.8	-6.76	timeout
06-18 09:47	BTC	Buy	64951.2→64246.8	-5.94	timeout
06-17 22:03	BTC	Buy	65518.3→63904.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65582.3→63964.8	-12.80	stop_loss
06-17 19:40	BTC	Buy	65803.3→64184.7	-12.75	stop_loss
06-17 15:12	BTC	Buy	65764.3→65059.7	-5.81	timeout
06-17 08:39	BTC	Buy	66545.3→64902.3	-12.78	stop_loss
06-17 07:54	BTC	Buy	66868.3→65220.1	-12.80	stop_loss
06-17 06:57	BTC	Buy	66422.3→65576.7	-6.84	timeout
06-17 00:15	BTC	Buy	66370.3→65671.7	-5.77	timeout
06-16 13:33	BTC	Buy	66819.3→66129.7	-5.69	timeout
06-16 11:01	BTC	Buy	65875.3→66494.7	+4.20	timeout
06-16 08:13	BTC	Buy	65701.3→66422.7	+5.10	timeout
06-16 06:10	BTC	Buy	65835.3→66131.7	+1.86	timeout
06-15 22:17	BTC	Buy	65108.3→66340.7	+8.97	timeout
06-15 10:47	BTC	Buy	64540.2→65753.7	+8.95	timeout
06-15 08:44	BTC	Buy	64455.2→65756.7	+9.64	timeout
06-15 06:41	BTC	Buy	64258.2→65770.7	+11.30	timeout
06-15 02:34	BTC	Buy	64536.2→65556.7	+7.42	timeout
06-14 12:02	BTC	Buy	63949.2→64516.8	+4.00	timeout
06-14 10:02	BTC	Buy	63729.2→64564.8	+6.06	timeout
06-14 07:59	BTC	Buy	63809.2→64405.8	+4.08	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.93	timeout
06-13 11:28	BTC	Buy	63818.2→63936.8	+0.39	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 05:24	BTC	Buy	63446.2→63537.8	+0.28	timeout
06-13 00:38	BTC	Buy	63673.2→63553.8	-1.48	timeout
06-12 14:01	BTC	Buy	62984.1→63389.8	+2.70	timeout
06-12 11:07	BTC	Buy	63098.2→63788.8	+4.95	timeout
06-12 09:02	BTC	Buy	62918.1→63476.8	+3.92	timeout
06-12 00:31	BTC	Buy	61838.1→63603.8	+13.70	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 12:40	BTC	Buy	61681.1→62753.9	+8.14	timeout
06-11 10:38	BTC	Buy	61286.1→62913.9	+12.68	timeout
06-11 08:25	BTC	Buy	61511.1→62863.9	+10.41	timeout
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 15:24	BTC	Buy	61441.1→62292.9	+6.43	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 14:17	BTC	Buy	63394.2→61835	-12.75	stop_loss
06-09 13:23	BTC	Buy	63834.2→62264.7	-12.72	stop_loss
06-08 22:58	BTC	Buy	62890.1→63412.8	+3.68	timeout
06-08 21:00	BTC	Buy	61873.1→63512.8	+12.76	timeout
06-08 18:55	BTC	Buy	62086.1→63383.8	+9.94	timeout
06-08 16:58	BTC	Buy	61992.1→63475.8	+11.42	timeout
06-08 14:56	BTC	Buy	61911.1→63902.8	+15.60	timeout
06-07 22:07	BTC	Buy	60614→61801.9	+9.36	timeout
06-07 20:04	BTC	Buy	60558→61414.9	+6.67	timeout
06-07 18:06	BTC	Buy	60497→62159.9	+13.33	timeout
06-07 15:56	BTC	Buy	60755→62016.9	+9.91	timeout
06-07 13:53	BTC	Buy	60746→61754.9	+7.83	timeout
06-06 18:57	BTC	Buy	59458→60624	+9.41	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

46%

win rate

-382.85

total pnl ($)

-57.7 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	132	46%	-57.7	-382.85

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:49	BTC	Buy	circuit_breaker
06-28 23:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…