deribit_basis_zscore_discount_long_v21 · strategy

128

closed trades

43%

win rate

-372.66

total pnl ($)

0.250

weight

7d window — n=32 wr=31% pnl=-171.81 · 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 06:12	BTC	Buy	60122→59519	-5.42	timeout
06-30 00:43	BTC	Buy	59299→59716	+3.09	timeout
06-29 13:29	BTC	Buy	60098→59970	-1.64	timeout
06-29 11:26	BTC	Buy	60287→59923	-3.62	timeout
06-29 07:13	BTC	Buy	60122→59983	-1.63	timeout
06-29 05:11	BTC	Buy	60008→59463	-4.99	timeout
06-28 22:53	BTC	Buy	60346→58858.6	-12.78	stop_loss
06-28 09:01	BTC	Buy	60421→60344	-1.08	timeout
06-28 04:42	BTC	Buy	60358→60113	-2.49	timeout
06-27 22:40	BTC	Buy	59926→60184	+1.76	timeout
06-27 18:29	BTC	Buy	59812→60484	+5.18	timeout
06-27 16:21	BTC	Buy	59985→60712	+5.66	timeout
06-27 06:11	BTC	Buy	59732→60082	+2.42	timeout
06-27 01:44	BTC	Buy	59289→59952	+5.13	timeout
06-26 19:24	BTC	Buy	59166→59861	+5.33	timeout
06-26 13:19	BTC	Buy	60017→58540.8	-12.77	stop_loss
06-26 13:19	BTC	Buy	60169→58689.7	-12.75	stop_loss
06-26 02:16	BTC	Buy	59899→58425.8	-12.73	stop_loss
06-25 13:57	BTC	Buy	59831→58359.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60198→58717.7	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	60782→59287.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60888→59390.3	-12.68	stop_loss
06-24 17:20	BTC	Buy	60954→59429.3	-12.94	stop_loss
06-24 16:51	BTC	Buy	61384.1→59859.1	-12.85	stop_loss
06-24 14:19	BTC	Buy	62503.1→60966.5	-12.51	stop_loss
06-24 13:59	BTC	Buy	62441.1→61286.9	-9.51	timeout
06-24 11:53	BTC	Buy	62453.1→62902.9	+3.18	timeout
06-24 10:00	BTC	Buy	62364.1→62653.9	+1.86	timeout
06-24 08:46	BTC	Buy	62306.1→62745.9	+3.07	timeout
06-23 08:28	BTC	Buy	63443.2→61876	-12.78	stop_loss
06-23 08:17	BTC	Buy	63953.2→62379.7	-12.68	stop_loss
06-23 06:21	BTC	Buy	64146.2→62555.6	-12.69	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.72	stop_loss
06-23 04:59	BTC	Buy	65151.3→63546	-12.78	stop_loss
06-23 00:30	BTC	Buy	63720.2→63850.8	+0.57	timeout
06-22 21:59	BTC	Buy	63782.2→64294.8	+3.64	timeout
06-22 10:00	BTC	Buy	64178.2→64098.8	-1.22	timeout
06-22 08:01	BTC	Buy	64163.2→64154.8	-0.61	timeout
06-22 06:00	BTC	Buy	64223.2→64223.8	-0.53	timeout
06-21 19:48	BTC	Buy	63909.2→64145.8	+1.42	timeout
06-21 14:30	BTC	Buy	63339.2→63977.8	+4.65	timeout
06-21 07:01	BTC	Buy	63655.2→64246.8	+4.07	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 02:09	BTC	Buy	63472.2→64212.8	+5.40	timeout
06-20 17:14	BTC	Buy	62962.1→63905.8	+7.06	timeout
06-20 05:01	BTC	Buy	62467.1→63551.8	+8.22	timeout
06-20 02:44	BTC	Buy	62915.1→63339.8	+2.94	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 15:49	BTC	Buy	62720.1→63183.8	+3.26	timeout
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.63	stop_loss
06-18 15:51	BTC	Buy	64153.2→62574.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64299.2→62717.5	-12.52	stop_loss
06-18 12:04	BTC	Buy	64803.2→63963.8	-6.92	timeout
06-18 10:04	BTC	Buy	64822.2→64141.8	-5.77	timeout
06-17 19:41	BTC	Buy	65615.3→64212.8	-11.13	timeout
06-17 19:40	BTC	Buy	65817.3→64197.7	-12.75	stop_loss
06-17 17:28	BTC	Buy	65752.3→65942.7	+0.91	timeout
06-17 08:45	BTC	Buy	66468.3→64833.3	-12.83	stop_loss
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.60	timeout
06-17 00:45	BTC	Buy	66390.3→65801.7	-4.92	timeout
06-16 18:04	BTC	Buy	66799.3→66198.7	-5.03	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.33	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+2.00	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-15 13:25	BTC	Buy	64070.2→66882.7	+21.51	take_profit
06-15 12:29	BTC	Buy	64449.2→66254.7	+13.58	timeout
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-15 03:34	BTC	Buy	64501.2→65696.7	+8.78	timeout
06-14 20:06	BTC	Buy	64224.2→63795.8	-3.82	timeout
06-14 12:42	BTC	Buy	64002.2→64320.8	+2.03	timeout
06-14 07:58	BTC	Buy	63794.2→64411.8	+4.37	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.00	timeout
06-14 01:50	BTC	Buy	63775.2→64611.8	+6.12	timeout
06-13 10:26	BTC	Buy	63619.2→63750.8	+0.50	timeout
06-13 08:03	BTC	Buy	63140.2→63785.8	+4.56	timeout
06-12 23:39	BTC	Buy	63503.2→63454.8	-0.93	timeout
06-12 20:54	BTC	Buy	63370.2→63402.8	-0.23	timeout
06-12 17:38	BTC	Buy	63160.2→63809.8	+4.68	timeout
06-12 09:02	BTC	Buy	62918.1→63475.8	+3.91	timeout
06-12 06:51	BTC	Buy	62792.1→62919.9	+0.52	timeout
06-11 19:39	BTC	Buy	62035.1→63709.8	+12.92	timeout
06-11 17:35	BTC	Buy	61792.1→63112.8	+10.14	timeout
06-11 14:49	BTC	Buy	61914.1→62892.9	+7.36	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:23	BTC	Buy	60968→62258.9	+10.06	timeout
06-10 14:25	BTC	Buy	61758.1→62090.9	+2.22	timeout
06-09 14:29	BTC	Buy	63121.2→61568.1	-12.76	stop_loss
06-09 14:16	BTC	Buy	63426.2→61866	-12.75	stop_loss
06-09 14:16	BTC	Buy	63434.2→61874	-12.75	stop_loss
06-09 13:36	BTC	Buy	63709.2→62113.8	-12.96	stop_loss
06-09 13:19	BTC	Buy	63921.2→62343.7	-12.76	stop_loss
06-08 21:23	BTC	Buy	61777.1→63653.8	+14.70	timeout
06-08 17:01	BTC	Buy	62062.1→63422.8	+10.42	timeout
06-08 14:59	BTC	Buy	61884.1→63963.8	+16.32	timeout
06-08 12:56	BTC	Buy	61817.1→63590.8	+13.88	timeout
06-08 04:37	BTC	Buy	61642.1→62770.9	+8.69	timeout
06-07 20:45	BTC	Buy	60697→61763.9	+8.36	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

43%

win rate

-372.66

total pnl ($)

-58.1 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	128	43%	-58.1	-372.66

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…