deribit_basis_zscore_contrarian_long_v14 · strategy

141

closed trades

45%

win rate

-373.25

total pnl ($)

0.374

weight

7d window — n=38 wr=39% pnl=-146.84 · 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 22:04	BTC	Buy	60060→59770	-2.88	timeout
06-28 21:02	BTC	Buy	60318→59619	-6.24	timeout
06-28 20:01	BTC	Buy	60198→59468	-6.49	timeout
06-28 16:50	BTC	Buy	60792→59644	-9.88	timeout
06-28 04:29	BTC	Buy	60374→60170	-2.15	timeout
06-27 21:20	BTC	Buy	59694→60353	+5.14	timeout
06-27 20:12	BTC	Buy	59680→60248	+4.36	timeout
06-27 19:11	BTC	Buy	59941→60551	+4.67	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-27 02:56	BTC	Buy	58424.9→60295	+15.55	timeout
06-26 20:21	BTC	Buy	59594→59716	+0.48	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.44	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-26 02:13	BTC	Buy	60182→58687.7	-12.86	stop_loss
06-25 17:52	BTC	Buy	59427→59487	+0.09	timeout
06-25 13:59	BTC	Buy	59508→58034.1	-12.76	stop_loss
06-25 13:57	BTC	Buy	59813→58330.9	-12.77	stop_loss
06-25 13:55	BTC	Buy	59874→58392.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60318→58773.7	-13.17	stop_loss
06-24 15:44	BTC	Buy	62028.1→60502.7	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 13:08	BTC	Buy	62138.1→62126.9	-0.55	timeout
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 08:35	BTC	Buy	62286.1→62737.9	+3.13	timeout
06-24 07:41	BTC	Buy	62924.1→62632.9	-2.85	timeout
06-24 06:58	BTC	Buy	62922.1→62743.9	-1.92	timeout
06-23 08:17	BTC	Buy	63986.2→62408.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63984.2→62408.7	-12.78	stop_loss
06-23 06:41	BTC	Buy	64031.2→62940.9	-8.99	timeout
06-23 06:21	BTC	Buy	64169.2→62590.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64301.2→62715.5	-12.80	stop_loss
06-22 23:31	BTC	Buy	63586.2→63994.8	+2.78	timeout
06-22 22:25	BTC	Buy	63680.2→64223.8	+3.81	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 04:40	BTC	Buy	64499.2→63970.8	-4.57	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.38	timeout
06-21 23:13	BTC	Buy	64246.2→63720.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-21 00:12	BTC	Buy	63453.2→64224.8	+5.56	timeout
06-20 23:04	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 21:59	BTC	Buy	63047.2→63985.8	+7.00	timeout
06-20 21:00	BTC	Buy	63207.2→63896.8	+5.02	timeout
06-19 23:25	BTC	Buy	62801.1→63276.8	+3.31	timeout
06-19 22:23	BTC	Buy	62819.1→63245.8	+2.90	timeout
06-19 20:59	BTC	Buy	63080.2→63234.8	+0.73	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:54	BTC	Buy	64001.2→62427.6	-12.69	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64546.2→62958.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64537.2→62950.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64598.2→63007.3	-12.75	stop_loss
06-18 09:09	BTC	Buy	64926.2→64330.8	-5.07	timeout
06-17 22:03	BTC	Buy	65563.3→63948.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65769.3→64151.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.77	stop_loss
06-17 19:39	BTC	Buy	65607.3→64323.8	-10.27	timeout
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.63	timeout
06-17 05:42	BTC	Buy	66074.3→65873.7	-2.00	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 21:22	BTC	Buy	66502.3→65713.7	-6.47	timeout
06-16 15:43	BTC	Buy	66827.3→65838.7	-7.92	timeout
06-16 07:02	BTC	Buy	65692.3→66369.7	+4.79	timeout
06-16 03:57	BTC	Buy	65936.3→66091.7	+0.77	timeout
06-15 13:28	BTC	Buy	64291.2→66848.7	+19.46	timeout
06-15 13:25	BTC	Buy	64075.2→66888.7	+21.53	take_profit
06-15 12:24	BTC	Buy	64475.2→66254.7	+13.36	timeout
06-15 06:29	BTC	Buy	64327.2→65925.7	+11.96	timeout
06-15 02:58	BTC	Buy	64473.2→65425.7	+6.90	timeout
06-14 13:40	BTC	Buy	64194.2→64253.8	+0.01	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 11:33	BTC	Buy	63906.2→64585.8	+4.86	timeout
06-14 04:39	BTC	Buy	63590.2→64402.8	+5.99	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 13:32	BTC	Buy	63248.2→64145.8	+6.58	timeout
06-13 12:30	BTC	Buy	63465.2→63947.8	+3.27	timeout
06-13 07:39	BTC	Buy	62988.1→63792.8	+5.92	timeout
06-13 04:35	BTC	Buy	63730.2→63557.8	-1.80	timeout
06-13 00:12	BTC	Buy	63690.2→63550.8	-1.67	timeout
06-12 10:09	BTC	Buy	62892.1→63714.8	+5.99	timeout
06-12 09:01	BTC	Buy	62893.1→63445.8	+3.87	timeout
06-12 06:49	BTC	Buy	62804.1→62925.9	+0.47	timeout
06-12 04:11	BTC	Buy	62652.1→63514.8	+6.35	timeout
06-11 19:30	BTC	Buy	61161.1→63845.8	+21.38	take_profit
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61069.4	-12.77	stop_loss
06-10 16:43	BTC	Buy	61084.1→62256.9	+9.08	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout
06-09 16:39	BTC	Buy	62309.1→60774.6	-12.78	stop_loss
06-09 14:44	BTC	Buy	62823.1→61275.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:31	BTC	Buy	63450.2→62392.9	-8.76	timeout
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.77	timeout
06-08 23:04	BTC	Buy	62801.1→63429.8	+4.53	timeout
06-08 22:06	BTC	Buy	61764.1→63512.8	+13.67	timeout

Paper vs Live

Paper (trades.jsonl)

141

closed

45%

win rate

-373.25

total pnl ($)

-52.7 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	141	45%	-52.7	-373.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:20	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…