deribit_basis_zscore_contrarian_long_v10 · strategy

closed trades

40%

win rate

-261.99

total pnl ($)

0.693

weight

7d window — n=13 wr=23% pnl=-88.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:53	BTC	Buy	60256→59629	-5.64	timeout
06-28 19:52	BTC	Buy	60156→59331	-7.29	timeout
06-26 17:54	BTC	Buy	59560→59985	+3.03	timeout
06-26 14:42	BTC	Buy	59545→59657	+0.44	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:53	BTC	Buy	60460→58967.6	-12.71	stop_loss
06-24 16:51	BTC	Buy	61167.1→59663.2	-12.72	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62683.1→61140.4	-12.75	stop_loss
06-24 08:05	BTC	Buy	62800.1→62647.9	-1.70	timeout
06-24 07:05	BTC	Buy	62922.1→62772.9	-1.69	timeout
06-23 06:20	BTC	Buy	64404.2→62813.4	-12.82	stop_loss
06-23 06:18	BTC	Buy	64576.2→62975.3	-12.87	stop_loss
06-22 18:55	BTC	Buy	64157.2→64367.8	+1.13	timeout
06-22 15:42	BTC	Buy	64232.2→65027.7	+5.67	timeout
06-21 17:46	BTC	Buy	63810.2→64140.8	+2.22	timeout
06-21 14:49	BTC	Buy	63852.2→63996.8	+0.74	timeout
06-19 17:20	BTC	Buy	62557.1→63058.8	+3.56	timeout
06-19 16:25	BTC	Buy	62631.1→63287.8	+4.78	timeout
06-18 15:56	BTC	Buy	63962.2→62388.7	-12.66	stop_loss
06-18 15:40	BTC	Buy	64364.2→62781.5	-12.51	stop_loss
06-18 09:26	BTC	Buy	65025.3→64263.8	-6.35	timeout
06-17 22:03	BTC	Buy	65520.3→63900.8	-12.79	stop_loss
06-17 08:31	BTC	Buy	66773.3→65130.2	-12.76	stop_loss
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-16 08:08	BTC	Buy	65678.3→66333.7	+4.57	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-15 07:08	BTC	Buy	64216.2→65774.7	+11.67	timeout
06-14 08:19	BTC	Buy	63792.2→64472.8	+4.86	timeout
06-14 01:57	BTC	Buy	63787.2→64562.8	+5.65	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 15:02	BTC	Buy	62593.1→64135.8	+11.79	timeout
06-12 07:07	BTC	Buy	62593.1→63021.8	+2.93	timeout
06-10 16:20	BTC	Buy	60845→62299.9	+11.46	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-09 14:46	BTC	Buy	62754.1→61210.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63184.2→61626.1	-12.78	stop_loss
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-07 22:14	BTC	Buy	60584→63243.8	+21.51	take_profit
06-07 17:50	BTC	Buy	60549→62176.9	+13.02	timeout
06-06 14:28	BTC	Buy	60369→60829	+3.36	timeout
06-06 04:27	BTC	Buy	61363.1→59845.1	-12.82	stop_loss
06-05 18:51	BTC	Buy	61031.1→59530.2	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60067.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 06:22	BTC	Buy	62834.1→61284.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62842.1→61294.3	-12.71	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 09:29	BTC	Buy	64314.2→62727.5	-12.78	stop_loss
06-04 00:29	BTC	Buy	65037.3→63438.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 16:24	BTC	Buy	67300.4→65643.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67126.4→65476	-12.75	stop_loss
06-03 03:43	BTC	Buy	67538.4→65869.8	-12.81	stop_loss
06-02 14:26	BTC	Buy	69506.5→67796.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68252.4	-12.83	stop_loss
06-01 22:26	BTC	Buy	73505.7→71239.8	-15.99	stop_loss
06-01 22:26	BTC	Buy	73986.7→71239.8	-19.16	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-261.99

total pnl ($)

-87.2 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	60	40%	-87.2	-261.99

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…