deribit_basis_discount_zscore_long_v5 · strategy

145

closed trades

38%

win rate

-550.46

total pnl ($)

0.395

weight

7d window — n=30 wr=33% pnl=-143.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 04:45	BTC	Buy	60136→59774	-3.47	timeout
06-28 16:07	BTC	Buy	60787→59870	-8.00	timeout
06-28 03:38	BTC	Buy	60314→60182	-1.54	timeout
06-27 21:25	BTC	Buy	59758→60376	+4.79	timeout
06-27 20:24	BTC	Buy	59737→60251	+3.91	timeout
06-27 15:18	BTC	Buy	59879→60737	+6.72	timeout
06-27 02:48	BTC	Buy	58698.9→60291	+13.09	timeout
06-26 20:25	BTC	Buy	59617→59743	+0.49	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-26 02:21	BTC	Buy	59849→58367.9	-12.82	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59519→58055.1	-12.67	stop_loss
06-25 13:57	BTC	Buy	59824→58343.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.67	stop_loss
06-24 17:47	BTC	Buy	60591→59099.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61125.1→59582.2	-13.05	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-23 06:20	BTC	Buy	64479.2→62888.4	-12.80	stop_loss
06-23 05:45	BTC	Buy	64233.2→63407.8	-6.91	timeout
06-23 04:46	BTC	Buy	63969.2→63796.8	-1.81	timeout
06-23 02:28	BTC	Buy	64546.2→64143.8	-3.56	timeout
06-22 20:01	BTC	Buy	64180.2→64502.8	+2.02	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.38	timeout
06-22 02:07	BTC	Buy	64219.2→64515.8	+1.78	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.59	timeout
06-21 03:37	BTC	Buy	63401.2→64283.8	+6.52	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:48	BTC	Buy	63528.2→64231.8	+5.04	timeout
06-20 18:17	BTC	Buy	63122.2→63811.8	+5.01	timeout
06-20 00:12	BTC	Buy	62844.1→63449.8	+4.40	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-19 17:17	BTC	Buy	62513.1→63028.8	+3.67	timeout
06-18 15:57	BTC	Buy	63906.2→62293.7	-12.88	stop_loss
06-18 15:40	BTC	Buy	64183.2→62599.6	-12.71	stop_loss
06-18 15:39	BTC	Buy	64386.2→62794.4	-12.64	stop_loss
06-18 15:39	BTC	Buy	64387.2→62794.4	-12.54	stop_loss
06-18 09:25	BTC	Buy	65006.3→64298.8	-5.93	timeout
06-17 22:03	BTC	Buy	65492.3→63853.9	-12.94	stop_loss
06-17 19:41	BTC	Buy	65756.3→64134.7	-12.80	stop_loss
06-17 19:38	BTC	Buy	65852.3→64230.7	-12.78	stop_loss
06-17 08:06	BTC	Buy	66320.3→65434.7	-7.13	timeout
06-17 06:56	BTC	Buy	66494.3→65592.7	-7.26	timeout
06-17 05:44	BTC	Buy	66054.3→65893.7	-1.70	timeout
06-17 04:38	BTC	Buy	65858.3→65855.7	-0.51	timeout
06-16 07:04	BTC	Buy	65700.3→66342.7	+4.52	timeout
06-16 05:45	BTC	Buy	65709.3→66055.7	+2.24	timeout
06-16 04:31	BTC	Buy	65671.3→65830.7	+0.81	timeout
06-16 03:10	BTC	Buy	65610.3→65755.7	+0.66	timeout
06-15 06:54	BTC	Buy	64238.2→65833.7	+11.95	timeout
06-15 04:40	BTC	Buy	64406.2→65640.7	+9.10	timeout
06-15 03:34	BTC	Buy	64506.2→65696.7	+8.74	timeout
06-15 02:30	BTC	Buy	64517.2→65620.7	+8.06	timeout
06-14 06:05	BTC	Buy	63549.2→64410.8	+6.34	timeout
06-14 04:27	BTC	Buy	63522.2→64465.8	+7.02	timeout
06-14 02:52	BTC	Buy	63557.2→64456.8	+6.65	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 04:30	BTC	Buy	63763.2→63506.8	-2.46	timeout
06-13 03:30	BTC	Buy	63438.2→63496.8	+0.02	timeout
06-12 20:19	BTC	Buy	63513.2→63498.8	-0.58	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.29	timeout
06-12 02:04	BTC	Buy	62206.1→63449.8	+9.43	timeout
06-12 00:44	BTC	Buy	61771.1→63626.8	+14.43	timeout
06-11 19:30	BTC	Buy	61173.1→63862.8	+21.42	take_profit
06-11 16:03	BTC	Buy	62467.1→62677.9	+1.09	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:11	BTC	Buy	62097.1→62169.9	+0.11	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63309.2→61751	-12.76	stop_loss
06-09 13:36	BTC	Buy	63762.2→62188.8	-12.78	stop_loss
06-09 10:00	BTC	Buy	63509.2→62695.9	-6.82	timeout
06-09 07:31	BTC	Buy	63237.2→63085.8	-1.70	timeout
06-08 22:25	BTC	Buy	62968.1→63306.8	+2.20	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 06:25	BTC	Buy	61817.1→62980.9	+8.95	timeout
06-08 05:24	BTC	Buy	61890.1→62583.9	+5.15	timeout
06-07 20:46	BTC	Buy	60728→61765.9	+8.12	timeout
06-07 16:25	BTC	Buy	60700→62265.9	+12.39	timeout
06-07 05:30	BTC	Buy	60672→61741.9	+8.40	timeout
06-07 04:29	BTC	Buy	59888→61513.9	+13.13	timeout
06-06 20:11	BTC	Buy	60697→60518	-1.85	timeout
06-06 16:05	BTC	Buy	60165→60896	+5.69	timeout
06-06 04:27	BTC	Buy	61312.1→59804.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61767.1→60247.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59311→61914.9	+21.50	take_profit
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60716→59222.4	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

38%

win rate

-550.46

total pnl ($)

-75.7 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	145	38%	-75.7	-550.46

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…