deribit_basis_z_score_long · strategy

145

closed trades

41%

win rate

-467.48

total pnl ($)

0.299

weight

7d window — n=34 wr=41% pnl=-165.29 · 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 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-29 17:34	BTC	Buy	59554→60476	+7.14	timeout
06-28 21:05	BTC	Buy	60324→59623	-6.24	timeout
06-28 20:05	BTC	Buy	60231→59506	-6.45	timeout
06-28 19:03	BTC	Buy	60569→59488	-9.35	timeout
06-28 16:53	BTC	Buy	60786→59634	-9.92	timeout
06-27 20:55	BTC	Buy	59723→60242	+3.95	timeout
06-27 19:50	BTC	Buy	59840→60175	+2.40	timeout
06-27 18:49	BTC	Buy	59618→60499	+6.96	timeout
06-27 15:44	BTC	Buy	60408→60766	+2.53	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 16:08	BTC	Buy	59551→60271	+5.52	timeout
06-26 14:45	BTC	Buy	59408→59564	+0.81	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60421→58934.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 15:56	BTC	Buy	61755.1→60235.9	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60878.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.74	stop_loss
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 10:35	BTC	Buy	62272.1→62554.9	+1.76	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:17	BTC	Buy	63959.2→62386.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	63985.2→62404.7	-12.81	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64186.2→62605.5	-12.78	stop_loss
06-23 02:43	BTC	Buy	64477.2→64188.8	-2.69	timeout
06-22 23:19	BTC	Buy	63676.2→63913.8	+1.41	timeout
06-22 22:15	BTC	Buy	63613.2→64285.8	+4.84	timeout
06-22 20:59	BTC	Buy	63800.2→64413.8	+4.35	timeout
06-22 01:07	BTC	Buy	64247.2→63964.8	-2.70	timeout
06-21 23:13	BTC	Buy	64245.2→63721.8	-4.50	timeout
06-21 20:17	BTC	Buy	63940.2→64091.8	+0.74	timeout
06-21 18:44	BTC	Buy	63790.2→64148.8	+2.41	timeout
06-20 22:27	BTC	Buy	63282.2→64217.8	+6.94	timeout
06-20 21:28	BTC	Buy	63146.2→63926.8	+5.74	timeout
06-20 19:25	BTC	Buy	63000.1→63872.8	+6.49	timeout
06-20 18:24	BTC	Buy	63107.2→63817.8	+5.18	timeout
06-19 20:44	BTC	Buy	63118.2→63062.8	-0.93	timeout
06-19 19:33	BTC	Buy	62801.1→62964.9	+0.83	timeout
06-19 18:28	BTC	Buy	62920.1→63094.8	+0.92	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.64	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.55	stop_loss
06-18 15:37	BTC	Buy	64514.2→62927.4	-12.52	stop_loss
06-17 19:44	BTC	Buy	65697.3→64080.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65747.3→64130.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65801.3→64178.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	65867.3→64246.6	-12.78	stop_loss
06-17 04:31	BTC	Buy	65815.3→65836.7	-0.33	timeout
06-17 03:17	BTC	Buy	65726.3→65725.7	-0.48	timeout
06-17 02:17	BTC	Buy	66106.3→65851.7	-2.40	timeout
06-17 00:19	BTC	Buy	66354.3→65743.7	-5.13	timeout
06-16 03:10	BTC	Buy	65604.3→65755.7	+0.70	timeout
06-16 00:29	BTC	Buy	65724.3→66217.7	+3.34	timeout
06-15 22:37	BTC	Buy	65367.3→66242.7	+6.20	timeout
06-15 21:30	BTC	Buy	64816.2→66364.7	+11.44	timeout
06-15 02:06	BTC	Buy	64586.2→65567.7	+7.12	timeout
06-14 23:01	BTC	Buy	64444.2→65374.7	+6.72	timeout
06-14 21:45	BTC	Buy	64506.2→65371.7	+6.22	timeout
06-14 20:43	BTC	Buy	64223.2→64016.8	-2.09	timeout
06-14 00:56	BTC	Buy	63612.2→64522.8	+6.74	timeout
06-13 22:37	BTC	Buy	63516.2→64487.8	+7.17	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 19:14	BTC	Buy	63695.2→64152.8	+3.14	timeout
06-13 00:07	BTC	Buy	63770.2→63577.8	-2.09	timeout
06-12 21:59	BTC	Buy	63452.2→63496.8	-0.14	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-11 23:01	BTC	Buy	61310.1→63407.8	+16.53	timeout
06-11 19:32	BTC	Buy	61205.1→63891.8	+21.38	take_profit
06-11 19:18	BTC	Buy	61697.1→63649.8	+15.24	timeout
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 19:01	BTC	Buy	61735.1→61843.9	+0.37	timeout
06-10 16:45	BTC	Buy	61343.1→62141.9	+5.99	timeout
06-10 15:46	BTC	Buy	61238.1→62446.9	+9.37	timeout
06-10 14:56	BTC	Buy	61368.1→61845.9	+3.40	timeout
06-09 14:46	BTC	Buy	62768.1→61219.3	-12.79	stop_loss
06-09 14:35	BTC	Buy	62943.1→61393.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-09 14:18	BTC	Buy	63325.2→61766	-12.77	stop_loss
06-09 06:02	BTC	Buy	62867.1→63290.8	+2.87	timeout
06-09 00:33	BTC	Buy	63436.2→62595.9	-7.10	timeout
06-08 22:49	BTC	Buy	63194.2→63269.8	+0.12	timeout
06-08 17:20	BTC	Buy	62265.1→63459.8	+9.06	timeout
06-08 05:28	BTC	Buy	61809.1→62663.9	+6.46	timeout
06-07 22:14	BTC	Buy	60627→63288.8	+21.51	take_profit
06-07 21:47	BTC	Buy	60805→61686.9	+6.82	timeout
06-07 16:16	BTC	Buy	60787→62158.9	+10.72	timeout
06-07 05:07	BTC	Buy	59925→61777.9	+15.03	timeout
06-06 19:45	BTC	Buy	59758→60598	+6.64	timeout
06-06 18:43	BTC	Buy	59902→60577	+5.23	timeout
06-06 15:48	BTC	Buy	60238→60733	+3.66	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

41%

win rate

-467.48

total pnl ($)

-64.1 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	145	41%	-64.1	-467.48

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…