deribit_basis_zscore_contrarian_long_v8 · strategy

140

closed trades

45%

win rate

-431.34

total pnl ($)

0.633

weight

7d window — n=28 wr=43% pnl=-88.73 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:22	BTC	Buy	59938→59374	-5.11	timeout
06-30 07:11	BTC	Buy	59975→59437	-4.91	timeout
06-30 01:03	BTC	Buy	59465→59807	+2.49	timeout
06-29 23:45	BTC	Buy	59717→60230	+3.87	timeout
06-29 02:52	BTC	Buy	60128→59689	-4.14	timeout
06-29 01:42	BTC	Buy	60247→59542	-6.33	timeout
06-28 20:58	BTC	Buy	60247→59630	-5.58	timeout
06-28 19:59	BTC	Buy	60146→59448	-6.23	timeout
06-27 23:33	BTC	Buy	59959→59975	-0.27	timeout
06-27 20:52	BTC	Buy	59748→60259	+3.89	timeout
06-27 19:49	BTC	Buy	59845→60180	+2.40	timeout
06-27 18:51	BTC	Buy	59633→60500	+6.84	timeout
06-26 20:24	BTC	Buy	59591→59730	+0.61	timeout
06-26 19:20	BTC	Buy	59241→59934	+5.27	timeout
06-26 16:48	BTC	Buy	59279→60066	+6.09	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 17:50	BTC	Buy	59339→59480	+0.77	timeout
06-25 13:59	BTC	Buy	59511→58036.1	-12.76	stop_loss
06-25 13:54	BTC	Buy	60169→58689.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60456→58965.6	-12.69	stop_loss
06-24 16:51	BTC	Buy	61190.1→59685.2	-12.72	stop_loss
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62804.1→61255.3	-12.78	stop_loss
06-24 13:09	BTC	Buy	62093.1→62161.9	+0.10	timeout
06-24 12:09	BTC	Buy	62444.1→62854.9	+2.84	timeout
06-24 08:20	BTC	Buy	62465.1→62638.9	+0.87	timeout
06-24 07:24	BTC	Buy	63006.2→62686.9	-2.96	timeout
06-23 08:17	BTC	Buy	64035.2→62458.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64081.2→62595.9	-12.07	timeout
06-23 06:21	BTC	Buy	64243.2→62662.5	-12.78	stop_loss
06-22 23:34	BTC	Buy	63407.2→63962.8	+3.99	timeout
06-22 22:22	BTC	Buy	63721.2→64202.8	+3.32	timeout
06-22 03:35	BTC	Buy	64332.2→64233.8	-1.29	timeout
06-22 01:07	BTC	Buy	64251.2→63974.8	-2.66	timeout
06-21 22:43	BTC	Buy	64264.2→63651.8	-5.19	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 01:44	BTC	Buy	63529.2→64198.8	+4.77	timeout
06-21 00:41	BTC	Buy	63540.2→64264.8	+5.20	timeout
06-20 22:26	BTC	Buy	63283.2→64142.8	+6.34	timeout
06-20 17:44	BTC	Buy	63066.2→63834.8	+5.63	timeout
06-20 00:35	BTC	Buy	62992.1→63735.8	+5.42	timeout
06-19 21:28	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:57	BTC	Buy	63895.2→62321.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64310.2→62726.5	-12.73	stop_loss
06-18 15:39	BTC	Buy	64386.2→62802.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64546.2→62958.4	-12.73	stop_loss
06-18 04:11	BTC	Buy	65355.3→63746.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65566.3→63942.8	-12.82	stop_loss
06-17 19:40	BTC	Buy	65801.3→64178.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	65884.3→64261.6	-12.77	stop_loss
06-17 16:02	BTC	Buy	65898.3→65796.7	-1.16	timeout
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-17 02:34	BTC	Buy	65814.3→65902.7	+0.21	timeout
06-16 13:08	BTC	Buy	66665.3→66130.7	-4.54	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.35	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-16 02:18	BTC	Buy	65700.3→66043.7	+2.16	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 05:37	BTC	Buy	64300.2→65694.7	+10.38	timeout
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-14 21:51	BTC	Buy	64455.2→65492.7	+7.55	timeout
06-14 18:27	BTC	Buy	64148.2→63691.8	-4.11	timeout
06-14 04:48	BTC	Buy	63620.2→64341.8	+5.27	timeout
06-13 21:12	BTC	Buy	63573.2→64238.8	+4.76	timeout
06-13 19:43	BTC	Buy	63641.2→64239.8	+4.25	timeout
06-13 16:08	BTC	Buy	63721.2→64025.8	+1.94	timeout
06-13 02:17	BTC	Buy	63617.2→63763.8	+0.67	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 15:46	BTC	Buy	62628.1→63890.8	+9.55	timeout
06-12 01:33	BTC	Buy	62155.1→63367.8	+9.19	timeout
06-11 19:30	BTC	Buy	61163.1→63849.8	+21.40	take_profit
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-10 18:56	BTC	Buy	61701.1→61749.9	-0.11	timeout
06-10 16:39	BTC	Buy	60868→62271.9	+10.99	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63434.2→61868	-12.80	stop_loss
06-09 13:36	BTC	Buy	63761.2→62187.8	-12.79	stop_loss
06-09 06:52	BTC	Buy	62957.1→63246.8	+1.79	timeout
06-08 23:06	BTC	Buy	62821.1→63397.8	+4.12	timeout
06-08 22:06	BTC	Buy	61764.1→63511.8	+13.66	timeout
06-08 20:48	BTC	Buy	61794.1→63338.8	+12.01	timeout
06-08 05:24	BTC	Buy	61879.1→62586.9	+5.27	timeout
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 19:18	BTC	Buy	62818.1→61267.3	-12.77	stop_loss
06-07 15:22	BTC	Buy	60551→61796.9	+9.82	timeout
06-07 06:12	BTC	Buy	61099.1→61687.9	+4.42	timeout
06-07 05:10	BTC	Buy	60101→61777.9	+13.52	timeout
06-06 20:12	BTC	Buy	60729→60541	-1.93	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-06 04:27	BTC	Buy	61332.1→59822.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

45%

win rate

-431.34

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	140	45%	-61.3	-431.34

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…