deribit_basis_zscore_discount_long_regime · strategy

153

closed trades

44%

win rate

-481.10

total pnl ($)

0.360

weight

7d window — n=33 wr=45% pnl=-122.57 · 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 21:45	BTC	Buy	59626→60449	+6.30	timeout
06-29 20:41	BTC	Buy	59677→60412	+5.56	timeout
06-29 19:33	BTC	Buy	59613→60347	+5.56	timeout
06-29 18:24	BTC	Buy	59618→60419	+6.12	timeout
06-28 20:01	BTC	Buy	60210→59459	-6.66	timeout
06-28 18:59	BTC	Buy	60522→59584	-8.18	timeout
06-28 17:54	BTC	Buy	60591→59549	-9.02	timeout
06-28 16:50	BTC	Buy	60792→59645	-9.87	timeout
06-27 19:53	BTC	Buy	59873→60158	+1.98	timeout
06-27 17:20	BTC	Buy	60078→60578	+3.70	timeout
06-27 16:15	BTC	Buy	60208→60699	+3.66	timeout
06-27 15:10	BTC	Buy	59990→60654	+5.09	timeout
06-26 19:18	BTC	Buy	59194→59936	+5.70	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.29	timeout
06-26 15:42	BTC	Buy	59062→60436	+11.13	timeout
06-26 14:39	BTC	Buy	59732→59620	-1.44	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58145	-12.69	stop_loss
06-25 13:54	BTC	Buy	60017→58535.8	-12.73	stop_loss
06-25 13:53	BTC	Buy	60292→58789.6	-12.85	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61302.1→59732.1	-13.23	stop_loss
06-24 14:17	BTC	Buy	62589.1→61049.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62603.1→61060.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62771.1→61227.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62919.1→61371.2	-12.75	stop_loss
06-24 12:10	BTC	Buy	62464.1→62872.9	+2.81	timeout
06-24 10:33	BTC	Buy	62309.1→62546.9	+1.40	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 08:17	BTC	Buy	63976.2→62369.7	-13.03	stop_loss
06-23 08:17	BTC	Buy	64022.2→62431.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64317.2→62735.5	-12.76	stop_loss
06-23 00:06	BTC	Buy	63466.2→63979.8	+3.64	timeout
06-22 23:05	BTC	Buy	63692.2→63947.8	+1.55	timeout
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 21:02	BTC	Buy	63790.2→64435.8	+4.59	timeout
06-21 23:27	BTC	Buy	64243.2→63697.8	-4.67	timeout
06-21 22:26	BTC	Buy	64153.2→63697.8	-3.99	timeout
06-21 21:22	BTC	Buy	63917.2→63676.8	-2.33	timeout
06-21 18:43	BTC	Buy	63814.2→64129.8	+2.07	timeout
06-20 21:53	BTC	Buy	63088.2→63987.8	+6.69	timeout
06-20 20:52	BTC	Buy	63175.2→63883.8	+5.18	timeout
06-20 19:37	BTC	Buy	62956.1→63847.8	+6.65	timeout
06-20 18:26	BTC	Buy	63119.2→63837.8	+5.24	timeout
06-19 20:59	BTC	Buy	63072.2→63232.8	+0.78	timeout
06-19 19:56	BTC	Buy	62939.1→63037.8	+0.30	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-19 15:55	BTC	Buy	62502.1→63200.8	+5.23	timeout
06-18 15:57	BTC	Buy	63933.2→62360.7	-12.58	stop_loss
06-18 15:51	BTC	Buy	64103.2→62519.6	-12.79	stop_loss
06-18 15:37	BTC	Buy	64447.2→62840.4	-12.90	stop_loss
06-18 15:37	BTC	Buy	64435.2→62840.4	-12.80	stop_loss
06-18 08:44	BTC	Buy	64915.2→64485.8	-3.76	timeout
06-18 04:11	BTC	Buy	65379.3→63743.9	-12.97	stop_loss
06-17 19:41	BTC	Buy	65773.3→64154.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65806.3→64187.7	-12.78	stop_loss
06-17 16:58	BTC	Buy	65760.3→65873.7	+0.37	timeout
06-17 08:39	BTC	Buy	66627.3→64986.2	-12.75	stop_loss
06-17 02:20	BTC	Buy	66021.3→65898.7	-1.42	timeout
06-17 00:14	BTC	Buy	66363.3→65751.7	-5.11	timeout
06-16 14:07	BTC	Buy	66353.3→66103.7	-2.41	timeout
06-16 12:05	BTC	Buy	66109.3→66386.7	+1.56	timeout
06-16 02:16	BTC	Buy	65740.3→66074.7	+2.09	timeout
06-15 22:15	BTC	Buy	65079.3→66378.7	+9.48	timeout
06-15 13:19	BTC	Buy	63999.2→66812.7	+21.54	take_profit
06-15 11:58	BTC	Buy	64539.2→66185.7	+12.32	timeout
06-14 23:05	BTC	Buy	64434.2→65243.7	+5.79	timeout
06-14 21:49	BTC	Buy	64485.2→65329.7	+6.06	timeout
06-14 18:49	BTC	Buy	64187.2→63769.8	-3.79	timeout
06-14 09:48	BTC	Buy	63769.2→64546.8	+5.60	timeout
06-13 22:02	BTC	Buy	63492.2→64384.8	+6.55	timeout
06-13 21:02	BTC	Buy	63468.2→64283.8	+5.95	timeout
06-13 17:58	BTC	Buy	63830.2→63940.8	+0.40	timeout
06-13 09:25	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-12 21:57	BTC	Buy	63445.2→63457.8	-0.40	timeout
06-12 20:54	BTC	Buy	63370.2→63403.8	-0.20	timeout
06-12 17:37	BTC	Buy	63179.2→63821.8	+4.62	timeout
06-12 08:55	BTC	Buy	62914.1→63426.8	+3.54	timeout
06-11 19:20	BTC	Buy	61720.1→63671.8	+15.23	timeout
06-11 17:35	BTC	Buy	61792.1→63112.8	+10.14	timeout
06-11 16:03	BTC	Buy	62465.1→62677.9	+1.13	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 17:11	BTC	Buy	61526.1→62064.9	+3.87	timeout
06-10 16:10	BTC	Buy	60976→62418.9	+11.33	timeout
06-10 15:07	BTC	Buy	61507.1→61957.9	+3.17	timeout
06-09 14:46	BTC	Buy	62803.1→61257.3	-12.76	stop_loss
06-09 14:39	BTC	Buy	62863.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61597.1	-12.77	stop_loss
06-09 14:11	BTC	Buy	63590.2→62023.9	-12.76	stop_loss
06-09 05:56	BTC	Buy	62754.1→63296.8	+3.84	timeout
06-08 22:08	BTC	Buy	61847.1→63459.8	+12.55	timeout
06-08 20:50	BTC	Buy	61809.1→63377.8	+12.20	timeout
06-08 16:28	BTC	Buy	62144.1→63870.8	+13.35	timeout
06-08 05:14	BTC	Buy	61866.1→62524.9	+4.87	timeout
06-07 21:47	BTC	Buy	60803→61692.9	+6.89	timeout
06-07 18:38	BTC	Buy	60616→62157.9	+12.32	timeout
06-07 15:20	BTC	Buy	60434→61722.9	+10.20	timeout
06-07 05:07	BTC	Buy	59914→61774.9	+15.10	timeout

Paper vs Live

Paper (trades.jsonl)

153

closed

44%

win rate

-481.10

total pnl ($)

-62.4 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	153	44%	-62.4	-481.10

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…