deribit_basis_low_zscore_long_x2 · strategy

109

closed trades

43%

win rate

-335.30

total pnl ($)

0.677

weight

7d window — n=25 wr=44% pnl=-95.55 · 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 21:25	BTC	Buy	60383→59646	-6.57	timeout
06-28 20:24	BTC	Buy	60247→59647	-5.43	timeout
06-28 18:16	BTC	Buy	60525→59618	-7.92	timeout
06-27 20:13	BTC	Buy	59684→60247	+4.32	timeout
06-27 19:11	BTC	Buy	59938→60570	+4.86	timeout
06-27 15:42	BTC	Buy	60368→60778	+2.96	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:54	BTC	Buy	60102→58524.8	-13.49	stop_loss
06-25 13:53	BTC	Buy	60287→58787.7	-12.80	stop_loss
06-25 13:46	BTC	Buy	61200.1→59688.2	-12.80	stop_loss
06-25 07:17	BTC	Buy	59258→61859.9	+21.52	take_profit
06-24 17:20	BTC	Buy	60954→59444.3	-12.82	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62908.1→61359.2	-12.76	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62647.9	-2.41	timeout
06-23 08:17	BTC	Buy	63988.2→62414.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64037.2→62462.6	-12.76	stop_loss
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-22 23:28	BTC	Buy	63684.2→64026.8	+2.23	timeout
06-22 22:25	BTC	Buy	63696.2→64223.8	+3.69	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 23:14	BTC	Buy	64247.2→63660.8	-4.99	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:15	BTC	Buy	63428.2→64223.8	+5.79	timeout
06-20 22:15	BTC	Buy	63092.2→64076.8	+7.36	timeout
06-20 19:38	BTC	Buy	62985.1→63850.8	+6.44	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:51	BTC	Buy	64144.2→62565.6	-12.69	stop_loss
06-18 15:40	BTC	Buy	64336.2→62748.5	-12.51	stop_loss
06-18 15:17	BTC	Buy	64931.2→63313.2	-12.56	stop_loss
06-18 09:34	BTC	Buy	64970.2→64263.8	-5.99	timeout
06-17 19:29	BTC	Buy	65858.3→64235.7	-12.78	stop_loss
06-17 16:37	BTC	Buy	65719.3→65915.7	+0.98	timeout
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.48	timeout
06-17 04:40	BTC	Buy	65861.3→65899.7	-0.20	timeout
06-16 15:39	BTC	Buy	66791.3→65803.7	-7.81	timeout
06-16 07:02	BTC	Buy	65680.3→66371.7	+4.89	timeout
06-15 21:53	BTC	Buy	65444.3→66390.7	+6.73	timeout
06-15 13:18	BTC	Buy	63983.2→66794.7	+21.54	take_profit
06-15 05:39	BTC	Buy	64327.2→65682.7	+10.07	timeout
06-14 21:38	BTC	Buy	64294.2→64867.8	+3.97	timeout
06-14 16:27	BTC	Buy	64013.2→64140.8	+0.49	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-13 19:43	BTC	Buy	63685.2→64240.8	+3.91	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.85	timeout
06-13 02:16	BTC	Buy	63633.2→63757.8	+0.50	timeout
06-12 17:39	BTC	Buy	63160.2→63808.8	+4.67	timeout
06-12 09:02	BTC	Buy	62918.1→63476.8	+3.92	timeout
06-11 19:30	BTC	Buy	61173.1→63873.8	+21.51	take_profit
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.58	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 15:28	BTC	Buy	61343.1→62307.9	+7.36	timeout
06-10 14:32	BTC	Buy	61532.1→61864.9	+2.23	timeout
06-09 16:40	BTC	Buy	62270.1→60734.6	-12.79	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-09 12:31	BTC	Buy	63215.2→62614.9	-5.14	timeout
06-08 22:37	BTC	Buy	63375.2→63317.8	-0.94	timeout
06-08 21:34	BTC	Buy	61708.1→63643.8	+15.20	timeout
06-08 12:28	BTC	Buy	61974.1→62988.9	+7.73	timeout
06-07 19:46	BTC	Buy	60619→61164.9	+4.11	timeout
06-07 18:42	BTC	Buy	60570→62163.9	+12.75	timeout
06-07 10:43	BTC	Buy	60377→62320.9	+15.66	timeout
06-06 19:35	BTC	Buy	59669→60560	+7.07	timeout
06-06 18:32	BTC	Buy	60097→60507	+3.01	timeout
06-06 04:33	BTC	Buy	61132.1→59626.2	-12.77	stop_loss
06-05 18:52	BTC	Buy	60701→59208.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61594.1→60069.9	-12.81	stop_loss
06-05 13:52	BTC	Buy	62598.1→61049.4	-12.83	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 05:59	BTC	Buy	63797.2→62226.8	-12.72	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 03:03	BTC	Buy	63466.2→62529.9	-7.77	timeout
06-04 09:30	BTC	Buy	64293.2→62707.5	-12.78	stop_loss
06-04 09:30	BTC	Buy	64298.2→62715.5	-12.75	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65223.3→63619	-12.75	stop_loss
06-04 00:24	BTC	Buy	65522.3→63910.8	-12.75	stop_loss
06-03 19:55	BTC	Buy	66858.3→65167.1	-13.13	stop_loss
06-03 16:27	BTC	Buy	67173.4→65516.9	-12.80	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67262.4→65599.9	-12.81	stop_loss
06-03 03:43	BTC	Buy	67387.4→65729.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67913.4→66243.5	-12.75	stop_loss
06-02 14:27	BTC	Buy	69451.5→67743.7	-12.75	stop_loss
06-02 02:07	BTC	Buy	71933.6→70162.4	-12.84	stop_loss
06-01 22:34	BTC	Buy	72971.6→71176.8	-12.84	stop_loss
06-01 22:25	BTC	Buy	73465.7→71199.8	-16.00	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-335.30

total pnl ($)

-61.3 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	109	43%	-61.3	-335.30

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…