deribit_basis_discount_zscore_long_v9 · strategy

149

closed trades

45%

win rate

-482.12

total pnl ($)

0.455

weight

7d window — n=33 wr=45% pnl=-132.32 · 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 16:56	BTC	Buy	59651→59856	+1.12	timeout
06-29 15:39	BTC	Buy	59900→59825	-1.19	timeout
06-28 20:35	BTC	Buy	60243→59643	-5.41	timeout
06-28 19:34	BTC	Buy	60162→59581	-5.25	timeout
06-28 16:22	BTC	Buy	60708→59767	-8.22	timeout
06-28 15:16	BTC	Buy	60771→60002	-6.81	timeout
06-27 20:15	BTC	Buy	59709→60240	+4.05	timeout
06-27 19:11	BTC	Buy	59936→60570	+4.87	timeout
06-27 16:19	BTC	Buy	60118→60680	+4.26	timeout
06-27 15:08	BTC	Buy	59763→60654	+7.01	timeout
06-26 19:18	BTC	Buy	59192→59956	+5.89	timeout
06-26 17:47	BTC	Buy	59443→60020	+4.31	timeout
06-26 16:07	BTC	Buy	59549→60294	+5.70	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:57	BTC	Buy	59756→58275.9	-12.78	stop_loss
06-25 13:57	BTC	Buy	59765→58293.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-24 17:21	BTC	Buy	60837→59336.3	-12.77	stop_loss
06-24 16:51	BTC	Buy	61380.1→59870.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62591.1→61051.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62656.1→61111.4	-12.77	stop_loss
06-24 13:48	BTC	Buy	62800.1→61255.3	-12.75	stop_loss
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 10:17	BTC	Buy	62378.1→62575.9	+1.07	timeout
06-24 09:12	BTC	Buy	62420.1→62690.9	+1.66	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-23 08:17	BTC	Buy	64026.2→62443.6	-12.82	stop_loss
06-23 06:22	BTC	Buy	64102.2→62525.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64399.2→62812.4	-12.79	stop_loss
06-23 06:20	BTC	Buy	64478.2→62887.4	-12.80	stop_loss
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 21:26	BTC	Buy	63681.2→64263.8	+4.11	timeout
06-22 19:17	BTC	Buy	64165.2→64344.8	+0.90	timeout
06-22 17:59	BTC	Buy	64143.2→64598.8	+3.06	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 18:43	BTC	Buy	63814.2→64131.8	+2.09	timeout
06-21 17:41	BTC	Buy	63789.2→64033.8	+1.55	timeout
06-20 21:26	BTC	Buy	63172.2→63934.8	+5.60	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 18:28	BTC	Buy	63102.2→63825.8	+5.28	timeout
06-20 17:15	BTC	Buy	62959.1→63880.8	+6.84	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:53	BTC	Buy	62753.1→62988.9	+1.41	timeout
06-19 17:48	BTC	Buy	62636.1→63092.8	+3.19	timeout
06-19 16:48	BTC	Buy	62700.1→63172.8	+3.35	timeout
06-18 15:51	BTC	Buy	64158.2→62574.6	-12.51	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.44	stop_loss
06-18 15:37	BTC	Buy	64462.2→62876.4	-12.49	stop_loss
06-18 15:36	BTC	Buy	64630.2→63040.3	-12.51	stop_loss
06-17 22:03	BTC	Buy	65508.3→63896.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65665.3→64035.8	-12.87	stop_loss
06-17 19:40	BTC	Buy	65803.3→64184.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65801.3→64178.7	-12.80	stop_loss
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-17 05:38	BTC	Buy	66061.3→65822.7	-2.29	timeout
06-17 04:37	BTC	Buy	65827.3→65855.7	-0.28	timeout
06-17 02:35	BTC	Buy	65784.3→65861.7	+0.13	timeout
06-16 05:44	BTC	Buy	65709.3→66047.7	+2.18	timeout
06-16 04:30	BTC	Buy	65665.3→65907.7	+1.45	timeout
06-16 03:10	BTC	Buy	65604.3→65755.7	+0.70	timeout
06-16 01:33	BTC	Buy	65441.3→66359.7	+6.57	timeout
06-15 03:29	BTC	Buy	64517.2→65695.7	+8.65	timeout
06-15 02:06	BTC	Buy	64586.2→65567.7	+7.12	timeout
06-15 00:49	BTC	Buy	64553.2→65528.7	+7.09	timeout
06-14 23:45	BTC	Buy	64437.2→65546.7	+8.12	timeout
06-14 02:18	BTC	Buy	63781.2→64588.8	+5.89	timeout
06-14 01:17	BTC	Buy	63653.2→64652.8	+7.45	timeout
06-13 22:37	BTC	Buy	63506.2→64484.8	+7.22	timeout
06-13 21:32	BTC	Buy	63541.2→64245.8	+5.07	timeout
06-12 23:45	BTC	Buy	63629.2→63509.8	-1.43	timeout
06-12 22:39	BTC	Buy	63511.2→63474.8	-0.79	timeout
06-12 21:37	BTC	Buy	63463.2→63529.8	+0.04	timeout
06-12 20:33	BTC	Buy	63339.2→63506.8	+0.86	timeout
06-11 23:02	BTC	Buy	61328.1→63423.8	+16.51	timeout
06-11 21:46	BTC	Buy	61626.1→63531.8	+14.87	timeout
06-11 19:21	BTC	Buy	61690.1→63638.8	+15.21	timeout
06-11 17:37	BTC	Buy	61737.1→63135.8	+10.79	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 18:56	BTC	Buy	61701.1→61735.9	-0.23	timeout
06-10 16:47	BTC	Buy	61334.1→62063.9	+5.43	timeout
06-10 15:45	BTC	Buy	61318.1→62331.9	+7.67	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 15:56	BTC	Buy	62602.1→61062.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62663.1→61119.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 14:19	BTC	Buy	63284.2→61728	-12.75	stop_loss
06-09 10:01	BTC	Buy	63481.2→62733.9	-6.31	timeout
06-09 05:53	BTC	Buy	62635.1→63361.8	+5.31	timeout
06-08 23:11	BTC	Buy	62865.1→63460.8	+4.26	timeout
06-08 22:07	BTC	Buy	61831.1→63467.8	+12.75	timeout
06-08 08:41	BTC	Buy	62413.1→63085.8	+4.86	timeout
06-08 05:23	BTC	Buy	61830.1→62607.9	+5.84	timeout
06-07 22:14	BTC	Buy	60648→63310.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 05:28	BTC	Buy	60748→61798.9	+8.23	timeout
06-07 04:23	BTC	Buy	59992→61535.9	+12.42	timeout
06-06 20:03	BTC	Buy	60137→60529	+2.88	timeout
06-06 19:02	BTC	Buy	59427→60607	+9.53	timeout

Paper vs Live

Paper (trades.jsonl)

149

closed

45%

win rate

-482.12

total pnl ($)

-64.5 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	149	45%	-64.5	-482.12

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…