deribit_basis_high_zscore_long_v3 · strategy

130

closed trades

41%

win rate

-417.10

total pnl ($)

0.250

weight

7d window — n=35 wr=34% pnl=-184.33 · 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 11:25	BTC	Buy	60276→59920	-3.55	timeout
06-29 06:55	BTC	Buy	59967→60089	+0.60	timeout
06-29 04:58	BTC	Buy	60098→59789	-3.03	timeout
06-28 15:37	BTC	Buy	60818→59898	-8.06	timeout
06-28 13:38	BTC	Buy	60612→60114	-4.58	timeout
06-28 09:24	BTC	Buy	60307→60319	-0.36	timeout
06-27 20:45	BTC	Buy	59626→60231	+4.68	timeout
06-27 16:37	BTC	Buy	60181→60711	+3.96	timeout
06-27 14:30	BTC	Buy	59978→60584	+4.60	timeout
06-27 10:40	BTC	Buy	59471→60415	+7.45	timeout
06-27 06:15	BTC	Buy	59712→60119	+2.96	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.33	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.98	timeout
06-26 13:19	BTC	Buy	60169→58627.7	-13.27	stop_loss
06-26 02:14	BTC	Buy	60143→58596.8	-13.30	stop_loss
06-25 13:58	BTC	Buy	59638→58111	-13.17	stop_loss
06-25 13:57	BTC	Buy	59742→58213	-13.17	stop_loss
06-25 13:53	BTC	Buy	60398→58773.7	-13.81	stop_loss
06-25 13:48	BTC	Buy	61017.1→59452.3	-13.21	stop_loss
06-25 13:48	BTC	Buy	61028.1→59466.3	-13.19	stop_loss
06-24 16:51	BTC	Buy	61378.1→59803.1	-13.25	stop_loss
06-24 14:19	BTC	Buy	62509.1→60881.5	-13.43	stop_loss
06-24 14:13	BTC	Buy	62688.1→61079.4	-13.28	stop_loss
06-24 13:46	BTC	Buy	62912.1→61301.3	-13.25	stop_loss
06-24 12:35	BTC	Buy	62355.1→62760.9	+2.80	timeout
06-24 10:26	BTC	Buy	62336.1→62537.9	+1.13	timeout
06-24 08:23	BTC	Buy	62380.1→62671.9	+1.84	timeout
06-24 06:35	BTC	Buy	62872.1→62825.9	-0.87	timeout
06-23 08:24	BTC	Buy	63840.2→62196.8	-13.32	stop_loss
06-23 08:20	BTC	Buy	63955.2→62300.7	-13.38	stop_loss
06-23 06:43	BTC	Buy	64013.2→62863.9	-9.45	timeout
06-23 06:22	BTC	Buy	64152.2→62504.6	-13.32	stop_loss
06-23 06:01	BTC	Buy	64948.2→63281.2	-13.31	stop_loss
06-23 02:44	BTC	Buy	64469.2→64201.8	-2.52	timeout
06-22 22:02	BTC	Buy	63710.2→64334.8	+4.45	timeout
06-22 12:18	BTC	Buy	63986.2→64691.8	+4.91	timeout
06-22 06:09	BTC	Buy	64177.2→64188.8	-0.38	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 00:46	BTC	Buy	64255.2→63883.8	-3.36	timeout
06-21 14:30	BTC	Buy	63339.2→63977.8	+4.66	timeout
06-21 10:48	BTC	Buy	63594.2→64345.8	+5.41	timeout
06-21 05:23	BTC	Buy	63701.2→64231.8	+3.72	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64158.8	+6.55	timeout
06-20 07:46	BTC	Buy	62489.1→63716.8	+9.37	timeout
06-20 05:01	BTC	Buy	62469.1→63551.8	+8.23	timeout
06-20 02:45	BTC	Buy	62895.1→63371.8	+3.34	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:57	BTC	Buy	63938.2→62298.7	-13.14	stop_loss
06-18 15:51	BTC	Buy	64200.2→62548.6	-13.27	stop_loss
06-18 15:40	BTC	Buy	64325.2→62658.5	-13.23	stop_loss
06-18 15:37	BTC	Buy	64526.2→62874.4	-13.14	stop_loss
06-18 12:04	BTC	Buy	64792.2→63983.8	-6.73	timeout
06-18 09:50	BTC	Buy	64939.2→64217.8	-6.12	timeout
06-18 04:11	BTC	Buy	65515.3→63838.9	-13.25	stop_loss
06-17 19:46	BTC	Buy	65753.3→64070.7	-13.25	stop_loss
06-17 19:44	BTC	Buy	65626.3→64136.8	-11.80	timeout
06-17 17:34	BTC	Buy	65740.3→65928.7	+0.87	timeout
06-17 08:49	BTC	Buy	66528.3→64825.3	-13.28	stop_loss
06-17 08:38	BTC	Buy	66735.3→65024.2	-13.30	stop_loss
06-16 20:19	BTC	Buy	66517.3→65750.7	-6.30	timeout
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 15:44	BTC	Buy	66880.3→65811.7	-8.40	timeout
06-16 10:57	BTC	Buy	65873.3→66491.7	+4.18	timeout
06-16 08:07	BTC	Buy	65707.3→66340.7	+4.45	timeout
06-15 15:52	BTC	Buy	64016.2→67210.6	+24.50	take_profit
06-15 14:28	BTC	Buy	64239.2→66500.7	+17.16	timeout
06-15 07:36	BTC	Buy	64306.2→65728.7	+10.58	timeout
06-15 05:37	BTC	Buy	64283.2→65731.7	+10.80	timeout
06-15 02:58	BTC	Buy	64473.2→65406.7	+6.75	timeout
06-14 20:01	BTC	Buy	64261.2→63846.8	-3.72	timeout
06-14 12:45	BTC	Buy	63995.2→64300.8	+1.94	timeout
06-14 04:39	BTC	Buy	63584.2→64397.8	+6.00	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.89	timeout
06-13 21:43	BTC	Buy	63544.2→64594.8	+7.79	timeout
06-13 12:22	BTC	Buy	63557.2→63906.8	+2.22	timeout
06-13 10:20	BTC	Buy	63713.2→63750.8	-0.24	timeout
06-13 00:39	BTC	Buy	63690.2→63583.8	-1.38	timeout
06-12 17:39	BTC	Buy	63215.2→63813.8	+4.27	timeout
06-12 13:55	BTC	Buy	63104.2→63097.8	-0.57	timeout
06-12 11:19	BTC	Buy	63090.2→63741.8	+4.64	timeout
06-12 09:02	BTC	Buy	62899.1→63451.8	+3.87	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 15:58	BTC	Buy	62624.1→62666.9	-0.20	timeout
06-11 12:22	BTC	Buy	61100.1→62832.9	+13.61	timeout
06-11 10:18	BTC	Buy	61158.1→62808.9	+12.91	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.66	timeout
06-10 13:26	BTC	Buy	62268.1→61405.9	-7.37	timeout
06-09 14:29	BTC	Buy	63111.2→61493.2	-13.28	stop_loss
06-09 14:18	BTC	Buy	63356.2→61734	-13.27	stop_loss
06-09 14:17	BTC	Buy	63433.2→61802	-13.32	stop_loss
06-09 13:23	BTC	Buy	63875.2→62240.8	-13.23	stop_loss
06-09 04:10	BTC	Buy	62962.1→62945.9	-0.57	timeout
06-08 22:53	BTC	Buy	63100.2→63300.8	+1.11	timeout
06-08 15:45	BTC	Buy	62079.1→63832.8	+13.62	timeout
06-08 13:42	BTC	Buy	61735.1→63530.8	+14.05	timeout
06-08 11:29	BTC	Buy	62539.1→63580.8	+7.85	timeout
06-08 03:17	BTC	Buy	61488.1→63245.8	+13.81	timeout

Paper vs Live

Paper (trades.jsonl)

130

closed

41%

win rate

-417.10

total pnl ($)

-63.8 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	130	41%	-63.8	-417.10

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…