deribit_basis_zscore_discount_long_v12 · strategy

118

closed trades

32%

win rate

-601.66

total pnl ($)

0.250

weight

7d window — n=30 wr=23% pnl=-205.31 · 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 22:20	BTC	Buy	60679→59184.4	-12.79	stop_loss
06-28 19:46	BTC	Buy	60783→59281.4	-12.77	stop_loss
06-28 17:52	BTC	Buy	59978→59563	-3.86	timeout
06-28 02:45	BTC	Buy	58772.9→60096	+10.79	timeout
06-27 19:49	BTC	Buy	59203→60180	+7.90	timeout
06-27 15:45	BTC	Buy	59283→60725	+11.74	timeout
06-27 14:44	BTC	Buy	59469→60608	+9.12	timeout
06-26 17:43	BTC	Buy	59339→60050	+5.34	timeout
06-26 02:16	BTC	Buy	59890→58412.9	-12.78	stop_loss
06-25 13:59	BTC	Buy	59549→58081	-12.72	stop_loss
06-25 13:57	BTC	Buy	59762→58277.9	-12.81	stop_loss
06-25 13:54	BTC	Buy	60143→58539.8	-13.72	stop_loss
06-25 13:46	BTC	Buy	61142.1→59633.2	-12.76	stop_loss
06-24 17:47	BTC	Buy	60609→59117.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61180.1→59674.2	-12.74	stop_loss
06-24 15:56	BTC	Buy	61820.1→60299.8	-12.74	stop_loss
06-24 14:19	BTC	Buy	62376.1→60842.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62375.1→60841.5	-12.72	stop_loss
06-24 13:45	BTC	Buy	62898.1→61346.2	-12.78	stop_loss
06-24 13:44	BTC	Buy	62911.1→61364.2	-12.74	stop_loss
06-24 13:22	BTC	Buy	63362.2→61775	-12.98	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64140.2→62560.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64257.2→62676.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64479.2→62891.4	-12.78	stop_loss
06-23 05:05	BTC	Buy	64231.2→63682.8	-4.76	timeout
06-23 03:37	BTC	Buy	64360.2→63964.8	-3.52	timeout
06-23 02:08	BTC	Buy	64213.2→64073.8	-1.48	timeout
06-22 21:22	BTC	Buy	63917.2→64290.8	+2.45	timeout
06-22 17:46	BTC	Buy	63810.2→64458.8	+4.57	timeout
06-21 01:17	BTC	Buy	63052.2→64218.8	+8.70	timeout
06-21 00:12	BTC	Buy	62827.1→64225.8	+10.51	timeout
06-20 21:29	BTC	Buy	62948.1→63903.8	+7.17	timeout
06-20 20:23	BTC	Buy	63085.2→63914.8	+6.19	timeout
06-20 17:18	BTC	Buy	62510.1→63891.8	+10.55	timeout
06-18 15:40	BTC	Buy	64182.2→62600.6	-12.47	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64570.2→62982.3	-12.32	stop_loss
06-18 15:17	BTC	Buy	64869.2→63270.2	-12.73	stop_loss
06-18 15:17	BTC	Buy	64986.2→63388.1	-12.70	stop_loss
06-17 19:41	BTC	Buy	65761.3→64139.7	-12.82	stop_loss
06-17 19:40	BTC	Buy	65830.3→64210.7	-12.77	stop_loss
06-17 08:31	BTC	Buy	66798.3→65143.2	-12.82	stop_loss
06-17 08:31	BTC	Buy	66802.3→65143.2	-12.85	stop_loss
06-17 08:20	BTC	Buy	66817.3→65173.1	-12.75	stop_loss
06-17 03:45	BTC	Buy	65826.3→65783.7	-0.86	timeout
06-16 14:31	BTC	Buy	67072.4→65419	-12.85	stop_loss
06-15 15:47	BTC	Buy	64244.2→67070.6	+21.58	take_profit
06-15 15:47	BTC	Buy	64172.2→66996.6	+21.59	take_profit
06-15 15:38	BTC	Buy	64332.2→66789.7	+18.69	timeout
06-15 13:19	BTC	Buy	63995.2→66804.7	+21.54	take_profit
06-15 01:50	BTC	Buy	63776.2→65502.7	+13.03	timeout
06-13 20:34	BTC	Buy	63367.2→64232.8	+6.36	timeout
06-13 18:37	BTC	Buy	63494.2→64212.8	+5.19	timeout
06-13 17:33	BTC	Buy	63340.2→64095.8	+5.49	timeout
06-13 15:19	BTC	Buy	62599.1→64238.8	+12.58	timeout
06-12 14:35	BTC	Buy	61957.1→63662.8	+13.17	timeout
06-11 17:48	BTC	Buy	61604.1→63503.8	+14.76	timeout
06-11 16:47	BTC	Buy	61381.1→62600.9	+9.37	timeout
06-11 15:45	BTC	Buy	61338.1→62655.9	+9.99	timeout
06-11 14:43	BTC	Buy	61328.1→62829.9	+11.60	timeout
06-09 21:31	BTC	Buy	61783.1→62016.9	+1.70	timeout
06-09 15:05	BTC	Buy	61679.1→61370.9	-3.00	timeout
06-09 14:47	BTC	Buy	62657.1→61116.4	-12.75	stop_loss
06-09 14:29	BTC	Buy	63121.2→61566.1	-12.78	stop_loss
06-09 14:20	BTC	Buy	63231.2→61672.1	-12.79	stop_loss
06-09 10:02	BTC	Buy	62393.1→62722.9	+2.24	timeout
06-07 22:14	BTC	Buy	60699→63363.8	+21.52	take_profit
06-07 20:11	BTC	Buy	60703→61609.9	+7.09	timeout
06-07 19:18	BTC	Buy	62836.1→61288.3	-12.74	stop_loss
06-07 14:30	BTC	Buy	60455→62096.9	+13.09	timeout
06-07 08:28	BTC	Buy	59922→62563.9	+21.66	take_profit
06-07 07:59	BTC	Buy	59762→62385.9	+21.66	take_profit
06-06 04:27	BTC	Buy	61319.1→59811.1	-12.75	stop_loss
06-06 04:12	BTC	Buy	61745.1→60226.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:56	BTC	Buy	62466.1→60929.5	-12.75	stop_loss
06-05 13:52	BTC	Buy	62597.1→61056.4	-12.76	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.73	stop_loss
06-05 06:23	BTC	Buy	62814.1→61269.3	-12.66	stop_loss
06-05 06:20	BTC	Buy	63235.2→61679.1	-12.67	stop_loss
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-04 10:49	BTC	Buy	63852.2→62281.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63962.2→62387.7	-12.73	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-12.80	stop_loss
06-03 19:54	BTC	Buy	66963.3→65316.1	-12.78	stop_loss
06-03 19:54	BTC	Buy	66998.3→65324.1	-13.01	stop_loss
06-03 16:27	BTC	Buy	67195.4→65541.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67199.4→65546.9	-12.77	stop_loss
06-03 03:49	BTC	Buy	67273.4→65618.9	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

118

closed

32%

win rate

-601.66

total pnl ($)

-101.6 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	118	32%	-101.6	-601.66

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…