deribit_basis_zscore_discount_long_v17 · strategy

101

closed trades

41%

win rate

-313.60

total pnl ($)

0.718

weight

7d window — n=19 wr=42% pnl=-65.32 · 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 23:42	BTC	Buy	59758→60232	+3.54	timeout
06-29 07:59	BTC	Buy	60181→60018	-1.80	timeout
06-29 05:50	BTC	Buy	59917→59901	-0.61	timeout
06-28 19:43	BTC	Buy	60172→59411	-6.76	timeout
06-28 06:48	BTC	Buy	60452→59960	-4.51	timeout
06-28 04:43	BTC	Buy	60352→60138	-2.23	timeout
06-27 19:12	BTC	Buy	59969→60569	+4.58	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-25 13:58	BTC	Buy	59620→58154	-12.65	stop_loss
06-25 13:53	BTC	Buy	60427→58939.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60636→59144.5	-12.66	stop_loss
06-24 17:20	BTC	Buy	60983→59480.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61282.1→59736.1	-13.04	stop_loss
06-24 14:13	BTC	Buy	62610.1→61070.4	-12.73	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-23 06:22	BTC	Buy	64106.2→62527.6	-12.61	stop_loss
06-23 06:21	BTC	Buy	64248.2→62664.5	-12.60	stop_loss
06-23 06:18	BTC	Buy	64595.2→62993.3	-12.71	stop_loss
06-22 07:18	BTC	Buy	64244.2→64214.8	-0.77	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 03:55	BTC	Buy	63417.2→64402.8	+7.31	timeout
06-21 02:43	BTC	Buy	63362.2→64216.8	+6.29	timeout
06-20 22:27	BTC	Buy	63283.2→64192.8	+6.68	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:51	BTC	Buy	64133.2→62555.6	-12.69	stop_loss
06-18 15:37	BTC	Buy	64481.2→62876.4	-12.72	stop_loss
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-17 22:03	BTC	Buy	65570.3→63956.8	-12.75	stop_loss
06-17 16:35	BTC	Buy	65721.3→65993.7	+1.53	timeout
06-17 08:31	BTC	Buy	66732.3→65088.2	-12.84	stop_loss
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.43	timeout
06-16 07:47	BTC	Buy	65710.3→66276.7	+3.89	timeout
06-16 05:44	BTC	Buy	65709.3→66055.7	+2.26	timeout
06-15 12:31	BTC	Buy	64445.2→66252.7	+13.59	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-14 21:51	BTC	Buy	64443.2→65435.7	+7.20	timeout
06-14 08:07	BTC	Buy	63765.2→64383.8	+4.37	timeout
06-14 06:08	BTC	Buy	63570.2→64431.8	+6.34	timeout
06-13 21:31	BTC	Buy	63536.2→64240.8	+5.07	timeout
06-13 06:55	BTC	Buy	62936.1→63701.8	+5.63	timeout
06-13 04:46	BTC	Buy	63711.2→63592.8	-1.37	timeout
06-12 21:02	BTC	Buy	63383.2→63461.8	+0.15	timeout
06-12 06:45	BTC	Buy	62877.1→62920.9	-0.15	timeout
06-12 01:10	BTC	Buy	61939.1→63499.8	+12.02	timeout
06-11 19:30	BTC	Buy	61190.1→63876.8	+21.39	take_profit
06-10 22:17	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-10 16:30	BTC	Buy	61016.1→62247.9	+9.56	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+6.70	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+3.22	timeout
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-09 13:31	BTC	Buy	63549.2→62353.9	-9.83	timeout
06-09 13:23	BTC	Buy	63799.2→62229.8	-12.72	stop_loss
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 13:30	BTC	Buy	61840.1→63559.8	+13.41	timeout
06-08 12:28	BTC	Buy	61985.1→63028.8	+7.96	timeout
06-07 20:14	BTC	Buy	60560→61540.9	+7.68	timeout
06-07 12:15	BTC	Buy	61046.1→62196.9	+8.98	timeout
06-07 10:44	BTC	Buy	60369→62310.9	+15.65	timeout
06-06 19:50	BTC	Buy	60266→60611	+2.48	timeout
06-06 04:15	BTC	Buy	61504.1→59986	-12.80	stop_loss
06-06 04:12	BTC	Buy	61732.1→60201.9	-12.85	stop_loss
06-05 18:52	BTC	Buy	60718→59224.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 13:52	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63081.2→61522.1	-12.80	stop_loss
06-05 06:20	BTC	Buy	63226.2→61671.1	-12.71	stop_loss
06-05 03:11	BTC	Buy	63850.2→62279.7	-12.72	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62671.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64199.2→62620.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 20:44	BTC	Buy	66772.3→65130.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67042.4→65386	-12.84	stop_loss
06-03 19:51	BTC	Buy	67148.4→65495	-12.79	stop_loss
06-03 03:43	BTC	Buy	67479.4→65810.8	-12.82	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 06:47	BTC	Buy	71840.6→70065.4	-12.91	stop_loss
06-01 22:25	BTC	Buy	73473.7→71210.8	-15.98	stop_loss
06-01 22:25	BTC	Buy	73980.7→71210.8	-19.32	stop_loss
06-01 04:41	BTC	Buy	74143.7→73453.3	-5.13	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-31 04:55	BTC	Buy	73328.7→74167.3	+5.21	timeout
05-30 07:51	BTC	Buy	73399.7→73491.3	+0.14	timeout
05-29 16:53	BTC	Buy	73386.7→73954.3	+3.33	timeout
05-29 15:45	BTC	Buy	73016.7→73794.3	+4.83	timeout
05-29 14:35	BTC	Buy	72897.6→72819.4	-1.10	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

41%

win rate

-313.60

total pnl ($)

-61.8 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	101	41%	-61.8	-313.60

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…