deribit_basis_zscore_2k_long_v3 · strategy

135

closed trades

40%

win rate

-473.92

total pnl ($)

0.408

weight

7d window — n=28 wr=36% pnl=-141.23 · 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 05:50	BTC	Buy	59918→59897	-0.60	timeout
06-28 22:08	BTC	Buy	60098→59820	-2.78	timeout
06-28 21:04	BTC	Buy	60299→59620	-6.10	timeout
06-28 19:57	BTC	Buy	60139→59421	-6.42	timeout
06-28 04:43	BTC	Buy	60352→60138	-2.23	timeout
06-27 21:25	BTC	Buy	59763→60376	+4.74	timeout
06-27 20:17	BTC	Buy	59744→60237	+3.74	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.44	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 18:20	BTC	Buy	59675→60010	+2.23	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-25 13:57	BTC	Buy	59682→58214	-12.65	stop_loss
06-25 13:57	BTC	Buy	59803→58331.9	-12.66	stop_loss
06-25 13:54	BTC	Buy	60056→58578.8	-12.65	stop_loss
06-25 13:48	BTC	Buy	60842→59345.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60914→59414.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:46	BTC	Buy	61616.1→60100.9	-12.72	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:21	BTC	Buy	64242.2→62662.5	-12.57	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 07:13	BTC	Buy	64229.2→64188.8	-0.85	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 04:45	BTC	Buy	64447.2→63960.8	-4.17	timeout
06-22 03:43	BTC	Buy	64388.2→64170.8	-2.15	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 22:28	BTC	Buy	63282.2→64222.8	+6.92	timeout
06-20 19:19	BTC	Buy	63009.2→63830.8	+6.08	timeout
06-19 22:05	BTC	Buy	62898.1→63054.8	+0.77	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 15:54	BTC	Buy	62483.1→63199.8	+5.32	timeout
06-18 15:57	BTC	Buy	63937.2→62362.7	-12.65	stop_loss
06-18 15:40	BTC	Buy	64327.2→62736.5	-12.58	stop_loss
06-18 15:17	BTC	Buy	64977.2→63371.1	-12.54	stop_loss
06-18 10:50	BTC	Buy	64841.2→64005.8	-6.95	timeout
06-18 04:11	BTC	Buy	65378.3→63738.9	-13.00	stop_loss
06-17 19:29	BTC	Buy	65884.3→64246.6	-12.88	stop_loss
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 15:30	BTC	Buy	65802.3→65264.7	-4.58	timeout
06-17 08:44	BTC	Buy	66488.3→64853.3	-12.82	stop_loss
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-16 15:23	BTC	Buy	66644.3→65729.7	-7.41	timeout
06-16 13:30	BTC	Buy	66704.3→66091.7	-5.13	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.07	timeout
06-16 08:03	BTC	Buy	65688.3→66316.7	+4.36	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 12:32	BTC	Buy	64375.2→66193.7	+13.69	timeout
06-15 07:01	BTC	Buy	64258.2→65691.7	+10.69	timeout
06-15 05:38	BTC	Buy	64310.2→65694.7	+10.30	timeout
06-14 09:09	BTC	Buy	63792.2→64429.8	+4.49	timeout
06-14 08:07	BTC	Buy	63765.2→64383.8	+4.36	timeout
06-14 06:08	BTC	Buy	63570.2→64431.8	+6.34	timeout
06-14 04:42	BTC	Buy	63598.2→64388.8	+5.80	timeout
06-13 08:39	BTC	Buy	63444.2→63850.8	+2.66	timeout
06-13 07:32	BTC	Buy	62999.1→63748.8	+5.48	timeout
06-13 04:33	BTC	Buy	63778.2→63547.8	-2.25	timeout
06-13 02:20	BTC	Buy	63593.2→63757.8	+0.82	timeout
06-12 07:54	BTC	Buy	62674.1→62971.9	+1.98	timeout
06-12 06:48	BTC	Buy	62824.1→62974.9	+0.70	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-12 00:31	BTC	Buy	61824.1→63566.8	+13.53	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 19:04	BTC	Buy	61825.1→61833.9	-0.44	timeout
06-10 16:20	BTC	Buy	60917→62305.9	+10.86	timeout
06-10 15:19	BTC	Buy	61547.1→61970.9	+2.94	timeout
06-10 14:20	BTC	Buy	61711.1→61887.9	+0.95	timeout
06-09 16:06	BTC	Buy	62435.1→60882.5	-12.90	stop_loss
06-09 14:18	BTC	Buy	63299.2→61742	-12.75	stop_loss
06-09 13:36	BTC	Buy	63762.2→62192.8	-12.75	stop_loss
06-09 13:34	BTC	Buy	63415.2→62300.9	-9.21	timeout
06-09 12:31	BTC	Buy	63218.2→62614.9	-5.17	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.38	timeout
06-08 21:34	BTC	Buy	61723.1→63645.8	+15.09	timeout
06-08 13:22	BTC	Buy	61692.1→63820.8	+16.76	timeout
06-08 12:23	BTC	Buy	61961.1→62922.9	+7.30	timeout
06-07 22:15	BTC	Buy	61492.1→64191.8	+21.51	take_profit
06-07 19:12	BTC	Buy	60741→61683.9	+7.37	timeout
06-07 12:16	BTC	Buy	61003.1→62127.9	+8.77	timeout
06-07 10:44	BTC	Buy	60369→62310.9	+15.65	timeout
06-06 19:54	BTC	Buy	60212→60595	+2.80	timeout
06-06 18:55	BTC	Buy	59413→60623	+9.79	timeout
06-06 04:14	BTC	Buy	61596.1→60080.9	-12.75	stop_loss
06-06 04:13	BTC	Buy	61647.1→60126.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61000→59500.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 13:52	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 12:04	BTC	Buy	63148.2→61595.1	-12.75	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

40%

win rate

-473.92

total pnl ($)

-70.0 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	135	40%	-70.0	-473.92

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…