deribit_basis_discount_zscore_long_v4 · strategy

192

closed trades

39%

win rate

-329.04

total pnl ($)

0.791

weight

7d window — n=52 wr=42% pnl=-78.13 · 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 22:53	SOL	Buy	71.8928→70.0365	-13.31	stop_loss
06-28 21:43	SOL	Buy	71.0697→70.8294	-1.99	timeout
06-28 09:47	SOL	Buy	71.7518→71.9382	+0.70	timeout
06-28 05:28	SOL	Buy	71.9558→70.0924	-13.31	stop_loss
06-27 22:16	SOL	Buy	72.1488→70.2873	-13.35	stop_loss
06-27 22:16	SOL	Buy	72.1688→70.3083	-13.34	stop_loss
06-27 20:51	SOL	Buy	72.3158→71.2373	-7.89	timeout
06-26 21:03	SOL	Buy	73.7521→71.8343	-13.46	stop_loss
06-26 16:00	SOL	Buy	69.8545→72.9451	+21.62	take_profit
06-26 16:00	SOL	Buy	69.7335→72.7891	+21.42	take_profit
06-26 14:12	SOL	Buy	68.0842→71.0593	+21.35	take_profit
06-26 09:52	SOL	Buy	70.6706→68.8442	-13.39	stop_loss
06-26 06:47	SOL	Buy	66.878→69.8045	+21.41	take_profit
06-26 06:46	SOL	Buy	66.867→69.7895	+21.30	take_profit
06-26 06:22	SOL	Buy	65.9219→68.8037	+21.34	take_profit
06-25 23:30	SOL	Buy	65.8749→68.7557	+21.41	take_profit
06-25 23:30	SOL	Buy	65.6919→68.5697	+21.44	take_profit
06-25 23:28	SOL	Buy	65.3248→68.1908	+21.47	take_profit
06-25 13:46	SOL	Buy	67.7862→66.0261	-13.41	stop_loss
06-25 13:45	SOL	Buy	67.8082→66.052	-13.37	stop_loss
06-25 13:45	SOL	Buy	67.9002→66.147	-13.33	stop_loss
06-25 05:09	SOL	Buy	66.1109→69.0106	+21.52	take_profit
06-25 05:02	SOL	Buy	65.7659→68.6427	+21.46	take_profit
06-24 20:49	SOL	Buy	64.8837→67.7238	+21.45	take_profit
06-24 17:20	SOL	Buy	67.0651→65.3105	-13.53	stop_loss
06-24 17:20	SOL	Buy	67.4411→65.6933	-13.41	stop_loss
06-24 15:58	SOL	Buy	68.9553→67.1733	-13.37	stop_loss
06-24 15:47	SOL	Buy	69.0644→67.2822	-13.35	stop_loss
06-24 15:41	SOL	Buy	69.6434→67.8439	-13.37	stop_loss
06-24 15:33	SOL	Buy	69.9615→68.1557	-13.36	stop_loss
06-24 12:26	SOL	Buy	69.0744→69.6156	+3.44	timeout
06-24 11:29	SOL	Buy	69.0784→68.8447	-2.08	timeout
06-24 10:27	SOL	Buy	68.8713→69.0746	+1.12	timeout
06-24 09:23	SOL	Buy	68.8763→69.4036	+3.50	timeout
06-24 08:23	SOL	Buy	68.4553→69.3346	+6.12	timeout
06-23 08:17	SOL	Buy	70.2675→68.4555	-13.34	stop_loss
06-23 08:17	SOL	Buy	70.2855→68.4725	-13.33	stop_loss
06-23 06:21	SOL	Buy	71.6127→69.7466	-13.42	stop_loss
06-23 06:21	SOL	Buy	71.7278→69.8546	-13.46	stop_loss
06-23 06:20	SOL	Buy	71.9218→70.0664	-13.32	stop_loss
06-23 06:20	SOL	Buy	71.9798→70.1204	-13.33	stop_loss
06-23 06:08	SOL	Buy	72.5249→70.6541	-13.27	stop_loss
06-22 22:28	SOL	Buy	73.7281→71.8213	-13.29	stop_loss
06-22 22:28	SOL	Buy	73.8441→71.9372	-13.23	stop_loss
06-22 22:28	SOL	Buy	73.8631→71.9532	-13.27	stop_loss
06-22 21:39	SOL	Buy	74.2181→72.303	-13.29	stop_loss
06-22 21:39	SOL	Buy	74.2431→72.321	-13.31	stop_loss
06-22 08:31	SOL	Buy	73.0089→73.9289	+5.71	timeout
06-22 07:27	SOL	Buy	73.226→74.3169	+6.92	timeout
06-22 06:10	SOL	Buy	73.119→74.0989	+6.21	timeout
06-22 05:05	SOL	Buy	73.339→73.8379	+2.91	timeout
06-22 03:37	SOL	Buy	73.598→73.7479	+0.54	timeout
06-21 08:02	SOL	Buy	71.3807→73.226	+12.42	timeout
06-21 06:59	SOL	Buy	72.1148→73.228	+7.25	timeout
06-21 05:57	SOL	Buy	71.8008→73.035	+8.11	timeout
06-20 22:13	SOL	Buy	70.0195→73.091	+21.37	take_profit
06-20 22:12	SOL	Buy	69.6504→72.7041	+21.35	take_profit
06-20 05:10	SOL	Buy	68.9443→71.9792	+21.54	take_profit
06-20 05:10	SOL	Buy	68.6283→71.6383	+21.44	take_profit
06-20 05:06	SOL	Buy	68.1482→71.1473	+21.51	take_profit
06-20 02:41	SOL	Buy	69.4844→69.5736	+0.08	timeout
06-19 12:47	SOL	Buy	69.6684→67.8649	-13.36	stop_loss
06-19 12:47	SOL	Buy	69.6835→67.8859	-13.30	stop_loss
06-19 07:37	SOL	Buy	69.7875→67.9858	-13.39	stop_loss
06-19 07:37	SOL	Buy	69.8605→68.0557	-13.39	stop_loss
06-18 15:40	SOL	Buy	70.9636→69.13	-13.36	stop_loss
06-18 15:40	SOL	Buy	71.1457→69.2989	-13.42	stop_loss
06-18 15:29	SOL	Buy	71.6157→69.7646	-13.33	stop_loss
06-18 15:29	SOL	Buy	71.6607→69.8066	-13.37	stop_loss
06-18 15:17	SOL	Buy	71.9808→70.1244	-13.28	stop_loss
06-18 11:13	SOL	Buy	72.0828→71.0793	-7.41	timeout
06-17 22:03	SOL	Buy	72.9849→71.0898	-13.44	stop_loss
06-17 17:29	SOL	Buy	73.242→73.7929	+3.16	timeout
06-17 16:27	SOL	Buy	73.212→74.2559	+6.53	timeout
06-17 15:24	SOL	Buy	73.033→72.9231	-1.04	timeout
06-17 14:22	SOL	Buy	73.135→72.3311	-5.79	timeout
06-17 11:03	SOL	Buy	73.8101→71.9002	-13.29	stop_loss
06-16 14:33	SOL	Buy	74.1751→72.258	-13.39	stop_loss
06-16 14:32	SOL	Buy	74.4022→72.4829	-13.37	stop_loss
06-16 14:29	SOL	Buy	74.6192→72.6947	-13.41	stop_loss
06-16 14:23	SOL	Buy	74.9012→72.9615	-13.41	stop_loss
06-16 14:17	SOL	Buy	75.3353→73.3883	-13.39	stop_loss
06-16 02:28	SOL	Buy	74.8162→72.8736	-13.43	stop_loss
06-16 02:27	SOL	Buy	74.8722→72.9376	-13.36	stop_loss
06-16 02:27	SOL	Buy	75.0383→73.0935	-13.40	stop_loss
06-16 02:18	SOL	Buy	75.2133→73.2713	-13.35	stop_loss
06-15 16:13	SOL	Buy	72.6039→75.7886	+21.49	take_profit
06-15 15:47	SOL	Buy	71.7458→74.8838	+21.41	take_profit
06-15 15:41	SOL	Buy	71.4177→74.5498	+21.47	take_profit
06-15 15:38	SOL	Buy	71.3067→74.4228	+21.39	take_profit
06-15 13:20	SOL	Buy	71.1297→74.2469	+21.46	take_profit
06-14 23:51	SOL	Buy	68.1892→71.1693	+21.46	take_profit
06-14 23:47	SOL	Buy	67.9752→70.9484	+21.46	take_profit
06-14 21:52	SOL	Buy	67.5791→70.5324	+21.46	take_profit
06-14 21:50	SOL	Buy	67.4971→70.4544	+21.50	take_profit
06-14 21:39	SOL	Buy	66.98→69.9195	+21.55	take_profit
06-14 14:35	SOL	Buy	68.9593→67.1793	-13.28	stop_loss
06-14 08:43	SOL	Buy	67.4541→68.2298	+5.39	timeout
06-14 07:33	SOL	Buy	67.2091→68.1138	+6.33	timeout
06-14 06:10	SOL	Buy	66.759→68.4437	+12.27	timeout

Paper vs Live

Paper (trades.jsonl)

192

closed

39%

win rate

-329.04

total pnl ($)

-34.8 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 ($)
SOL	192	39%	-34.8	-329.04

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:10	SOL	Buy	circuit_breaker
06-28 23:52	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…