deribit_basis_zscore_discount_funding_gate_long_x1245 · strategy

closed trades

51%

win rate

-126.08

total pnl ($)

0.497

weight

7d window — n=21 wr=29% pnl=-120.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 57 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:38	BTC	Buy	60407→60198	-2.68	timeout
06-27 19:41	BTC	Buy	59903→60139	+1.88	timeout
06-27 03:05	BTC	Buy	58683.9→60232	+15.27	timeout
06-26 18:57	BTC	Buy	59492→59526	-0.34	timeout
06-25 18:50	BTC	Buy	59434→59456	-0.28	timeout
06-25 13:48	BTC	Buy	60818→59315.4	-15.34	stop_loss
06-25 13:46	BTC	Buy	61213.1→59704.1	-15.33	stop_loss
06-25 13:42	BTC	Buy	61753.1→60234.9	-15.28	stop_loss
06-24 15:32	BTC	Buy	62214.1→60683.6	-15.22	stop_loss
06-24 14:13	BTC	Buy	62657.1→61113.4	-15.32	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-15.30	stop_loss
06-24 13:43	BTC	Buy	62980.1→61431.2	-15.30	stop_loss
06-24 12:38	BTC	Buy	62319.1→62861.9	+4.68	timeout
06-24 06:40	BTC	Buy	62936.1→62823.9	-1.68	timeout
06-23 08:17	BTC	Buy	63981.2→62403.7	-15.35	stop_loss
06-23 06:18	BTC	Buy	64583.2→62995.3	-15.33	stop_loss
06-23 05:30	BTC	Buy	64205.2→63430.8	-7.81	timeout
06-22 23:28	BTC	Buy	63623.2→64019.8	+3.19	timeout
06-22 17:26	BTC	Buy	64128.2→64545.8	+3.36	timeout
06-21 21:25	BTC	Buy	63952.2→63616.8	-3.69	timeout
06-21 14:30	BTC	Buy	63349.2→63995.8	+5.67	timeout
06-21 08:15	BTC	Buy	63544.2→64081.8	+4.45	timeout
06-20 23:58	BTC	Buy	63549.2→64289.8	+6.46	timeout
06-20 17:55	BTC	Buy	63167.2→63829.8	+5.74	timeout
06-20 11:52	BTC	Buy	62606.1→63718.8	+10.07	timeout
06-20 05:33	BTC	Buy	62552.1→63685.8	+10.34	timeout
06-19 23:18	BTC	Buy	62789.1→63266.8	+3.98	timeout
06-19 17:00	BTC	Buy	62679.1→62938.9	+1.98	timeout
06-18 15:57	BTC	Buy	63885.2→62293.7	-15.40	stop_loss
06-18 15:57	BTC	Buy	63945.2→62369.7	-15.13	stop_loss
06-18 15:40	BTC	Buy	64338.2→62755.5	-14.99	stop_loss
06-18 10:41	BTC	Buy	64892.2→64039.8	-8.53	timeout
06-17 19:44	BTC	Buy	65692.3→64073.7	-15.35	stop_loss
06-17 19:29	BTC	Buy	65884.3→64253.6	-15.40	stop_loss
06-17 19:29	BTC	Buy	65897.3→64253.6	-15.53	stop_loss
06-17 16:38	BTC	Buy	65746.3→66019.7	+1.94	timeout
06-17 08:39	BTC	Buy	66595.3→64950.3	-15.35	stop_loss
06-17 04:26	BTC	Buy	66047.3→65834.7	-2.53	timeout
06-16 22:23	BTC	Buy	66325.3→65766.7	-5.70	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-15.39	stop_loss
06-16 10:08	BTC	Buy	65661.3→66569.7	+7.76	timeout
06-16 04:03	BTC	Buy	65821.3→66167.7	+2.67	timeout
06-15 22:02	BTC	Buy	65419.3→66388.7	+8.28	timeout
06-15 13:21	BTC	Buy	64041.2→66852.7	+25.82	take_profit
06-15 09:36	BTC	Buy	64442.2→65541.7	+9.72	timeout
06-15 03:32	BTC	Buy	64501.2→65694.7	+10.52	timeout
06-14 21:31	BTC	Buy	64251.2→64687.8	+3.50	timeout
06-14 15:30	BTC	Buy	64285.2→64020.8	-3.02	timeout
06-14 09:25	BTC	Buy	63823.2→64306.8	+3.94	timeout
06-14 03:22	BTC	Buy	63538.2→64502.8	+8.60	timeout
06-13 21:09	BTC	Buy	63535.2→64265.8	+6.33	timeout
06-13 15:07	BTC	Buy	64117.2→64182.8	+0.03	timeout
06-13 08:30	BTC	Buy	63467.2→63774.8	+2.25	timeout
06-13 02:39	BTC	Buy	63568.2→63694.8	+0.65	timeout
06-12 20:19	BTC	Buy	63519.2→63505.8	-0.68	timeout
06-12 13:53	BTC	Buy	63029.2→63212.8	+1.12	timeout
06-12 06:48	BTC	Buy	62805.1→62969.9	+0.98	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

-126.08

total pnl ($)

-36.7 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	57	51%	-36.7	-126.08

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 05:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…