deribit_basis_high_zscore_long · strategy

103

closed trades

42%

win rate

-355.87

total pnl ($)

0.514

weight

7d window — n=24 wr=38% pnl=-123.20 · 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 20:48	BTC	Buy	60276→59694	-5.27	timeout
06-28 18:42	BTC	Buy	60525→59583	-8.20	timeout
06-28 17:38	BTC	Buy	60604→59395	-10.39	timeout
06-27 20:38	BTC	Buy	59638→60226	+4.54	timeout
06-27 17:25	BTC	Buy	60077→60543	+3.42	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:58	BTC	Buy	59429→59589	+0.85	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58069	-12.70	stop_loss
06-25 13:57	BTC	Buy	59784→58293.9	-12.84	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61350.1→59838.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62778.1→61233.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 08:17	BTC	Buy	63975.2→62399.7	-12.77	stop_loss
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.08	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 02:43	BTC	Buy	64481.2→64188.8	-2.72	timeout
06-22 07:15	BTC	Buy	64228.2→64174.8	-0.89	timeout
06-22 06:11	BTC	Buy	64183.2→64215.8	-0.21	timeout
06-22 00:43	BTC	Buy	64282.2→63898.8	-3.45	timeout
06-21 06:26	BTC	Buy	63642.2→64220.8	+4.09	timeout
06-21 05:20	BTC	Buy	63719.2→64197.8	+3.31	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.26	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:37	BTC	Buy	64437.2→62842.4	-12.53	stop_loss
06-18 15:17	BTC	Buy	64819.2→63203.2	-12.60	stop_loss
06-18 15:17	BTC	Buy	64883.2→63285.2	-12.43	stop_loss
06-17 11:05	BTC	Buy	66155.3→64525.5	-12.84	stop_loss
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.86	stop_loss
06-17 08:35	BTC	Buy	66712.3→65070.2	-12.79	stop_loss
06-16 12:02	BTC	Buy	66170.3→66407.7	+1.26	timeout
06-16 09:16	BTC	Buy	65685.3→66663.7	+7.00	timeout
06-16 08:11	BTC	Buy	65684.3→66421.7	+5.19	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 08:09	BTC	Buy	64417.2→65671.7	+9.27	timeout
06-15 07:01	BTC	Buy	64260.2→65718.7	+10.88	timeout
06-14 07:44	BTC	Buy	63798.2→64273.8	+3.27	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-14 01:50	BTC	Buy	63776.2→64611.8	+6.13	timeout
06-13 07:26	BTC	Buy	62996.1→63743.8	+5.47	timeout
06-12 17:41	BTC	Buy	63325.2→63820.8	+3.45	timeout
06-12 15:19	BTC	Buy	62601.1→64286.8	+12.93	timeout
06-12 06:50	BTC	Buy	62774.1→62952.9	+0.93	timeout
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-11 14:51	BTC	Buy	61922.1→62904.9	+7.39	timeout
06-10 17:05	BTC	Buy	61627.1→62330.9	+5.20	timeout
06-10 15:04	BTC	Buy	61425.1→62146.9	+5.38	timeout
06-10 14:14	BTC	Buy	62020.1→62088.9	+0.08	timeout
06-09 15:56	BTC	Buy	62550.1→61011.4	-12.77	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 13:38	BTC	Buy	63541.2→62182.9	-11.14	timeout
06-09 12:31	BTC	Buy	63234.2→62618.9	-5.28	timeout
06-08 21:32	BTC	Buy	61783.1→63605.8	+14.26	timeout
06-08 11:38	BTC	Buy	62630.1→63829.8	+9.10	timeout
06-08 06:19	BTC	Buy	61796.1→63070.8	+9.86	timeout
06-07 16:30	BTC	Buy	60569→62143.9	+12.47	timeout
06-07 10:44	BTC	Buy	60365→62316.9	+15.73	timeout
06-07 05:57	BTC	Buy	60888→61715.9	+6.39	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:31	BTC	Buy	61220.1→59714.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61616.1→60093.9	-12.81	stop_loss
06-05 21:03	BTC	Buy	59235→61835.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60987→59487.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60070.9	-12.74	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:48	BTC	Buy	63068.2→61510.2	-12.80	stop_loss
06-05 06:23	BTC	Buy	62739.1→61179.3	-12.87	stop_loss
06-05 06:23	BTC	Buy	62800.1→61244.3	-12.83	stop_loss
06-05 06:21	BTC	Buy	63119.2→61566.1	-12.75	stop_loss
06-05 01:48	BTC	Buy	62638.1→63342.8	+5.20	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.74	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65130.3→63528	-12.75	stop_loss
06-03 20:45	BTC	Buy	66734.3→65090.2	-12.82	stop_loss
06-03 19:55	BTC	Buy	66896.3→65242.1	-12.85	stop_loss
06-03 19:54	BTC	Buy	67055.4→65402	-12.81	stop_loss
06-03 03:43	BTC	Buy	67524.4→65863.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67776.4→66106.6	-12.77	stop_loss
06-02 19:33	BTC	Buy	68161.4→66395.5	-13.43	stop_loss
06-02 14:27	BTC	Buy	69447.5→67739.7	-12.75	stop_loss
06-02 07:03	BTC	Buy	71480.6→69719.6	-12.87	stop_loss
06-01 22:26	BTC	Buy	73411.7→71242.8	-15.35	stop_loss
06-01 22:26	BTC	Buy	73993.7→71242.8	-19.19	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.51	timeout
05-29 18:52	BTC	Buy	73646.7→73202.3	-3.44	timeout
05-29 16:56	BTC	Buy	73379.7→73939.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

42%

win rate

-355.87

total pnl ($)

-68.9 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	103	42%	-68.9	-355.87

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…