deribit_basis_discount_zscore_long_v7 · strategy

186

closed trades

39%

win rate

-312.58

total pnl ($)

0.838

weight

7d window — n=51 wr=39% pnl=-64.66 · 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 00:42	SOL	Buy	71.6828→70.6654	-7.33	timeout
06-27 22:16	SOL	Buy	71.9208→70.1294	-12.90	stop_loss
06-27 18:52	SOL	Buy	72.5029→71.8842	-4.74	timeout
06-27 17:44	SOL	Buy	72.6119→72.2142	-3.22	timeout
06-27 15:31	SOL	Buy	71.5157→72.7851	+8.46	timeout
06-27 01:55	SOL	Buy	73.136→71.3106	-12.92	stop_loss
06-26 22:04	SOL	Buy	73.271→71.4545	-12.86	stop_loss
06-26 16:00	SOL	Buy	69.6995→72.7491	+21.38	take_profit
06-26 15:39	SOL	Buy	69.1344→72.1562	+21.37	take_profit
06-26 14:21	SOL	Buy	68.5673→71.5693	+21.43	take_profit
06-26 14:13	SOL	Buy	68.1832→71.1663	+21.37	take_profit
06-26 14:12	SOL	Buy	67.9962→70.9714	+21.37	take_profit
06-26 09:51	SOL	Buy	70.7476→68.9881	-12.90	stop_loss
06-26 07:02	SOL	Buy	67.3151→70.2875	+21.59	take_profit
06-26 06:46	SOL	Buy	66.865→69.7895	+21.40	take_profit
06-26 06:22	SOL	Buy	65.9839→68.8697	+21.32	take_profit
06-25 23:30	SOL	Buy	65.7719→68.6497	+21.41	take_profit
06-25 13:48	SOL	Buy	67.1491→65.4814	-12.81	stop_loss
06-25 13:46	SOL	Buy	67.5271→65.8522	-12.80	stop_loss
06-25 13:45	SOL	Buy	67.8932→66.1989	-12.88	stop_loss
06-25 13:38	SOL	Buy	69.2314→67.5061	-12.89	stop_loss
06-25 13:32	SOL	Buy	69.4074→67.683	-12.86	stop_loss
06-25 05:09	SOL	Buy	66.1869→69.0886	+21.50	take_profit
06-25 05:07	SOL	Buy	65.9669→68.8587	+21.49	take_profit
06-24 20:49	SOL	Buy	65.0498→67.8968	+21.44	take_profit
06-24 15:58	SOL	Buy	68.9233→67.2033	-12.93	stop_loss
06-24 15:45	SOL	Buy	69.1194→67.3662	-13.13	stop_loss
06-24 15:45	SOL	Buy	69.1324→67.4152	-12.87	stop_loss
06-24 15:45	SOL	Buy	69.2684→67.5461	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2944→67.5671	-12.91	stop_loss
06-24 12:30	SOL	Buy	69.2484→69.7105	+2.86	timeout
06-24 11:27	SOL	Buy	68.9803→68.8257	-1.60	timeout
06-24 10:19	SOL	Buy	68.9073→69.0326	+0.55	timeout
06-24 09:15	SOL	Buy	68.8263→69.3786	+3.65	timeout
06-24 08:15	SOL	Buy	68.7633→69.2816	+3.49	timeout
06-23 08:15	SOL	Buy	70.4186→68.6554	-12.96	stop_loss
06-23 06:21	SOL	Buy	71.5897→69.7966	-12.92	stop_loss
06-23 06:21	SOL	Buy	71.6377→69.8606	-12.81	stop_loss
06-23 06:21	SOL	Buy	71.7658→69.9845	-12.83	stop_loss
06-23 06:21	SOL	Buy	71.7848→70.0055	-12.83	stop_loss
06-23 06:20	SOL	Buy	71.9548→70.1704	-12.81	stop_loss
06-22 22:28	SOL	Buy	72.9609→71.0698	-13.22	stop_loss
06-22 22:28	SOL	Buy	73.8251→71.9832	-12.81	stop_loss
06-22 22:27	SOL	Buy	73.9101→72.0042	-13.21	stop_loss
06-22 22:27	SOL	Buy	73.032→72.2522	-5.58	timeout
06-22 21:39	SOL	Buy	74.0901→72.254	-12.76	stop_loss
06-22 08:29	SOL	Buy	73.0089→73.9649	+5.95	timeout
06-22 07:23	SOL	Buy	73.317→74.2249	+5.59	timeout
06-22 06:12	SOL	Buy	73.108→74.0049	+5.64	timeout
06-21 23:36	SOL	Buy	74.0511→72.216	-12.83	stop_loss
06-21 21:09	SOL	Buy	74.1711→72.325	-12.93	stop_loss
06-21 15:58	SOL	Buy	72.0068→74.0979	+13.92	timeout
06-21 14:47	SOL	Buy	71.7638→73.8479	+13.92	timeout
06-21 08:01	SOL	Buy	71.5237→73.204	+11.15	timeout
06-21 06:30	SOL	Buy	72.0578→73.193	+7.40	timeout
06-21 05:22	SOL	Buy	71.7208→73.152	+9.47	timeout
06-20 05:10	SOL	Buy	68.8813→71.8992	+21.43	take_profit
06-20 05:10	SOL	Buy	68.6713→71.6782	+21.40	take_profit
06-20 05:07	SOL	Buy	68.3302→71.3693	+21.75	take_profit
06-20 05:06	SOL	Buy	68.1952→71.1893	+21.46	take_profit
06-20 02:42	SOL	Buy	69.5144→69.4996	-0.67	timeout
06-19 12:47	SOL	Buy	69.5844→67.8589	-12.80	stop_loss
06-19 07:39	SOL	Buy	69.6254→67.8988	-12.87	stop_loss
06-19 07:37	SOL	Buy	69.7965→68.0557	-12.95	stop_loss
06-19 07:37	SOL	Buy	69.8455→68.1117	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9656→69.197	-12.90	stop_loss
06-18 15:29	SOL	Buy	71.6067→69.7736	-13.20	stop_loss
06-18 11:29	SOL	Buy	72.0098→71.1003	-6.75	timeout
06-18 05:08	SOL	Buy	72.4109→70.6141	-12.78	stop_loss
06-17 19:42	SOL	Buy	73.395→71.5645	-12.95	stop_loss
06-17 19:29	SOL	Buy	73.6→71.7643	-12.93	stop_loss
06-17 19:20	SOL	Buy	74.2171→72.3569	-12.99	stop_loss
06-17 18:05	SOL	Buy	74.0101→72.1451	-13.06	stop_loss
06-17 17:29	SOL	Buy	73.239→73.7899	+3.16	timeout
06-17 16:28	SOL	Buy	73.26→74.5828	+8.43	timeout
06-17 15:25	SOL	Buy	73.151→73.065	-0.88	timeout
06-17 14:23	SOL	Buy	72.9739→72.4121	-4.14	timeout
06-17 11:01	SOL	Buy	73.7941→71.9542	-12.82	stop_loss
06-16 14:33	SOL	Buy	74.1591→72.321	-12.87	stop_loss
06-16 14:31	SOL	Buy	74.4722→72.6128	-12.95	stop_loss
06-16 14:27	SOL	Buy	74.6192→72.7647	-12.89	stop_loss
06-16 14:23	SOL	Buy	74.9062→73.0455	-12.88	stop_loss
06-16 14:16	SOL	Buy	75.3423→73.4742	-12.86	stop_loss
06-16 02:28	SOL	Buy	74.6422→72.7877	-12.86	stop_loss
06-16 02:27	SOL	Buy	74.7902→72.9196	-12.95	stop_loss
06-15 16:14	SOL	Buy	72.6809→75.8576	+21.42	take_profit
06-15 15:41	SOL	Buy	71.4857→74.6088	+21.38	take_profit
06-15 15:38	SOL	Buy	71.3347→74.4518	+21.39	take_profit
06-15 15:38	SOL	Buy	71.1557→74.2659	+21.39	take_profit
06-15 13:20	SOL	Buy	71.1087→74.2309	+21.49	take_profit
06-14 23:51	SOL	Buy	68.1212→71.1093	+21.54	take_profit
06-14 23:47	SOL	Buy	67.9942→70.9654	+21.44	take_profit
06-14 22:44	SOL	Buy	67.6241→70.6094	+21.66	take_profit
06-14 21:50	SOL	Buy	67.4981→70.4584	+21.52	take_profit
06-14 21:39	SOL	Buy	66.985→69.9195	+21.51	take_profit
06-14 11:34	SOL	Buy	67.8462→68.2678	+2.80	timeout
06-14 10:20	SOL	Buy	67.3611→68.3507	+6.91	timeout
06-14 08:38	SOL	Buy	67.4341→68.2778	+5.89	timeout
06-14 04:47	SOL	Buy	66.88→68.4497	+11.50	timeout
06-14 01:58	SOL	Buy	67.3881→68.7797	+10.19	timeout

Paper vs Live

Paper (trades.jsonl)

186

closed

39%

win rate

-312.58

total pnl ($)

-34.0 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	186	39%	-34.0	-312.58

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…