deribit_basis_high_zscore_long_v2 · strategy

113

closed trades

44%

win rate

-304.56

total pnl ($)

0.583

weight

7d window — n=25 wr=36% pnl=-109.93 · 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 04:08	BTC	Buy	60203→59942	-2.64	timeout
06-28 19:46	BTC	Buy	60206→59346	-7.58	timeout
06-28 18:41	BTC	Buy	60524→59594	-8.11	timeout
06-28 03:11	BTC	Buy	60171→60180	-0.38	timeout
06-27 19:24	BTC	Buy	59852→60403	+4.19	timeout
06-27 16:25	BTC	Buy	60008→60691	+5.28	timeout
06-27 02:49	BTC	Buy	58546.9→60253	+14.10	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 15:32	BTC	Buy	59234→60216	+7.76	timeout
06-26 02:13	BTC	Buy	60241→58749.7	-12.81	stop_loss
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:57	BTC	Buy	59810→58336.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 14:13	BTC	Buy	62643.1→61102.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62703.1→61159.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-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 06:51	BTC	Buy	62896.1→62729.9	-1.83	timeout
06-23 06:21	BTC	Buy	64213.2→62633.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64314.2→62732.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64467.2→62873.4	-12.83	stop_loss
06-22 20:20	BTC	Buy	64036.2→64476.8	+2.96	timeout
06-22 18:55	BTC	Buy	64157.2→64367.8	+1.13	timeout
06-22 08:08	BTC	Buy	64105.2→64123.8	-0.31	timeout
06-21 19:47	BTC	Buy	63913.2→64145.8	+1.39	timeout
06-21 17:41	BTC	Buy	63789.2→64040.8	+1.60	timeout
06-21 07:55	BTC	Buy	63676.2→64147.8	+3.26	timeout
06-20 18:49	BTC	Buy	63042.2→63778.8	+5.40	timeout
06-20 17:16	BTC	Buy	62976.1→63880.8	+6.70	timeout
06-20 07:37	BTC	Buy	62551.1→63739.8	+9.05	timeout
06-19 17:58	BTC	Buy	62564.1→63183.8	+4.50	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.80	timeout
06-19 05:04	BTC	Buy	63752.2→62562.9	-9.73	timeout
06-18 15:51	BTC	Buy	64103.2→62522.6	-12.49	stop_loss
06-18 15:37	BTC	Buy	64546.2→62943.4	-12.84	stop_loss
06-18 04:11	BTC	Buy	65355.3→63744.9	-12.79	stop_loss
06-17 22:03	BTC	Buy	65566.3→63942.8	-12.82	stop_loss
06-17 19:41	BTC	Buy	65779.3→64158.7	-12.79	stop_loss
06-17 05:30	BTC	Buy	66076.3→65825.7	-2.38	timeout
06-17 03:22	BTC	Buy	65651.3→65722.7	+0.07	timeout
06-17 00:29	BTC	Buy	66224.3→65685.7	-4.60	timeout
06-16 02:18	BTC	Buy	65700.3→66043.7	+2.16	timeout
06-15 23:02	BTC	Buy	65373.3→66152.7	+5.47	timeout
06-15 21:52	BTC	Buy	65508.3→66395.7	+6.27	timeout
06-14 23:51	BTC	Buy	64367.2→65646.7	+9.45	timeout
06-14 22:38	BTC	Buy	64498.2→65366.7	+6.23	timeout
06-14 21:33	BTC	Buy	64253.2→64827.8	+3.99	timeout
06-13 23:16	BTC	Buy	63480.2→64451.8	+7.18	timeout
06-13 22:10	BTC	Buy	63515.2→64388.8	+6.40	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-12 22:00	BTC	Buy	63510.2→63519.8	-0.43	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-11 19:32	BTC	Buy	61213.1→63901.8	+21.40	take_profit
06-11 17:51	BTC	Buy	61906.1→63478.8	+12.16	timeout
06-11 15:50	BTC	Buy	62211.1→62584.9	+2.46	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.18	timeout
06-10 15:12	BTC	Buy	61541.1→61890.9	+2.35	timeout
06-10 14:13	BTC	Buy	62004.1→62062.9	-0.00	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63515.2→61948.9	-12.78	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-09 05:58	BTC	Buy	62676.1→63331.8	+4.74	timeout
06-08 21:24	BTC	Buy	61782.1→63679.8	+14.87	timeout
06-08 18:16	BTC	Buy	62208.1→63556.8	+10.31	timeout
06-08 05:31	BTC	Buy	61767.1→62667.9	+6.84	timeout
06-07 20:02	BTC	Buy	60542→61311.9	+5.95	timeout
06-07 14:38	BTC	Buy	60915→62216.9	+10.22	timeout
06-07 05:13	BTC	Buy	60043→61771.9	+13.98	timeout
06-06 19:55	BTC	Buy	60156→60575	+3.10	timeout
06-06 14:28	BTC	Buy	60369→60829	+3.36	timeout
06-06 04:13	BTC	Buy	61643.1→60125.9	-12.76	stop_loss
06-05 21:04	BTC	Buy	59371→61977.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61031.1→59530.2	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 13:55	BTC	Buy	62565.1→61024.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 03:06	BTC	Buy	63897.2→62315.7	-12.80	stop_loss
06-05 02:33	BTC	Buy	63390.2→62760.9	-5.40	timeout
06-04 10:49	BTC	Buy	63825.2→62255.7	-12.72	stop_loss
06-04 09:26	BTC	Buy	64445.2→62857.4	-12.76	stop_loss
06-04 02:04	BTC	Buy	62943.1→61395.2	-12.75	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65344.3→63736.9	-12.75	stop_loss
06-03 19:53	BTC	Buy	67073.4→65408	-12.90	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67190.4→65534.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67190.4→65536.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67538.4→65869.8	-12.81	stop_loss
06-03 03:33	BTC	Buy	67675.4→66010.7	-12.75	stop_loss
06-02 13:39	BTC	Buy	70479.5→68746.2	-12.77	stop_loss
06-02 12:34	BTC	Buy	70850.5→69108	-12.81	stop_loss
06-02 12:17	BTC	Buy	70952.5→69205.9	-12.81	stop_loss
06-01 04:37	BTC	Buy	74164.7→73425.3	-5.46	timeout

Paper vs Live

Paper (trades.jsonl)

113

closed

44%

win rate

-304.56

total pnl ($)

-53.6 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	113	44%	-53.6	-304.56

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…