deribit_basis_zscore_discount_long_v13 · strategy

145

closed trades

39%

win rate

-588.17

total pnl ($)

0.335

weight

7d window — n=32 wr=38% pnl=-133.74 · 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 12:58	BTC	Buy	59858→58380.9	-12.78	stop_loss
06-30 08:24	BTC	Buy	59884→59399	-4.45	timeout
06-30 02:59	BTC	Buy	59724→59912	+1.20	timeout
06-30 00:57	BTC	Buy	59541→59805	+1.82	timeout
06-29 23:50	BTC	Buy	59744→60242	+3.74	timeout
06-29 07:23	BTC	Buy	60121→60023	-1.24	timeout
06-28 22:02	BTC	Buy	60128→59608	-4.79	timeout
06-28 20:47	BTC	Buy	60272→59639	-5.68	timeout
06-28 19:46	BTC	Buy	60206→59346	-7.58	timeout
06-28 06:49	BTC	Buy	60427→59967	-4.25	timeout
06-27 21:16	BTC	Buy	59727→60353	+4.86	timeout
06-27 20:17	BTC	Buy	59747→60235	+3.69	timeout
06-27 19:11	BTC	Buy	59935→60570	+4.88	timeout
06-27 03:22	BTC	Buy	58850.9→60242	+11.37	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 16:49	BTC	Buy	59296→60117	+6.36	timeout
06-26 15:20	BTC	Buy	59281→59938	+5.04	timeout
06-26 02:16	BTC	Buy	60025→58545.8	-12.76	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62440.1→60878.5	-12.95	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:28	BTC	Buy	63431.2→61871	-12.74	stop_loss
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.09	timeout
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64231.2→62645.5	-12.82	stop_loss
06-23 05:22	BTC	Buy	65084.3→63483.1	-12.77	stop_loss
06-22 11:46	BTC	Buy	64232.2→64566.8	+2.00	timeout
06-22 07:24	BTC	Buy	64188.2→64208.8	-0.32	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 10:50	BTC	Buy	63633.2→64370.8	+5.31	timeout
06-21 06:26	BTC	Buy	63645.2→64220.8	+4.06	timeout
06-21 05:24	BTC	Buy	63703.2→64252.8	+3.86	timeout
06-20 22:26	BTC	Buy	63274.2→64147.8	+6.45	timeout
06-20 01:31	BTC	Buy	62914.1→63481.8	+4.05	timeout
06-20 00:25	BTC	Buy	62955.1→63497.8	+3.80	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-18 15:57	BTC	Buy	63882.2→62308.7	-12.60	stop_loss
06-18 15:51	BTC	Buy	64125.2→62548.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64214.2→62634.5	-12.66	stop_loss
06-18 15:40	BTC	Buy	64317.2→62734.5	-12.57	stop_loss
06-18 09:55	BTC	Buy	64846.2→64193.8	-5.58	timeout
06-18 08:53	BTC	Buy	64897.2→64412.8	-4.21	timeout
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-17 18:38	BTC	Buy	65791.3→65613.7	-1.90	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66615.3→64973.2	-12.78	stop_loss
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 18:01	BTC	Buy	66817.3→65954.7	-6.99	timeout
06-16 12:02	BTC	Buy	66169.3→66413.7	+1.31	timeout
06-16 09:11	BTC	Buy	65670.3→66728.7	+7.62	timeout
06-16 04:00	BTC	Buy	65873.3→66119.7	+1.46	timeout
06-15 13:35	BTC	Buy	64261.2→66840.7	+19.64	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 08:08	BTC	Buy	64409.2→65704.7	+9.62	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 13:00	BTC	Buy	64103.2→64313.8	+1.19	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-14 07:59	BTC	Buy	63808.2→64404.8	+4.13	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 09:41	BTC	Buy	63813.2→63787.8	-0.74	timeout
06-13 08:29	BTC	Buy	63500.2→63786.8	+1.70	timeout
06-13 07:25	BTC	Buy	62989.1→63704.8	+5.22	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.18	timeout
06-12 08:56	BTC	Buy	62902.1→63455.8	+3.88	timeout
06-12 07:52	BTC	Buy	62662.1→62978.9	+2.04	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 19:30	BTC	Buy	61177.1→63864.8	+21.40	take_profit
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 17:01	BTC	Buy	61422.1→62214.9	+5.94	timeout
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.08	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 16:39	BTC	Buy	62308.1→60775.6	-12.76	stop_loss
06-09 14:29	BTC	Buy	63045.2→61493.2	-12.77	stop_loss
06-09 14:18	BTC	Buy	63297.2→61738	-12.78	stop_loss
06-09 13:36	BTC	Buy	63662.2→62187.9	-12.03	timeout
06-09 12:30	BTC	Buy	63145.2→62603.9	-4.70	timeout
06-08 22:32	BTC	Buy	62799.1→63337.8	+3.81	timeout
06-08 21:30	BTC	Buy	61810.1→63638.8	+14.31	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-08 05:28	BTC	Buy	61809.1→62663.9	+6.46	timeout
06-07 19:44	BTC	Buy	62677.1→61133.4	-12.75	stop_loss
06-07 16:30	BTC	Buy	60589→62155.9	+12.41	timeout
06-07 11:11	BTC	Buy	60627→62493.9	+14.97	timeout
06-07 05:57	BTC	Buy	60860→61703.9	+6.53	timeout
06-07 04:56	BTC	Buy	60168→61860.9	+13.64	timeout
06-06 15:48	BTC	Buy	60238→60732	+3.66	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

39%

win rate

-588.17

total pnl ($)

-80.8 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	145	39%	-80.8	-588.17

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:50	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…