deribit_basis_zscore_discount_long_v6 · strategy

107

closed trades

44%

win rate

-327.37

total pnl ($)

0.644

weight

7d window — n=25 wr=40% pnl=-95.24 · 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 05:48	BTC	Buy	60237→59895	-3.29	timeout
06-27 21:13	BTC	Buy	59714→60361	+5.04	timeout
06-27 16:56	BTC	Buy	60022→60736	+5.48	timeout
06-27 04:02	BTC	Buy	59835→60317	+3.59	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.96	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58524.8	-12.80	stop_loss
06-25 13:53	BTC	Buy	60291→58787.7	-12.83	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62643.1→61100.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62697.1→61153.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62756.1→61211.3	-12.75	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:46	BTC	Buy	63373.2→62896.9	-4.26	timeout
06-23 08:17	BTC	Buy	63983.2→62395.7	-12.86	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 04:47	BTC	Buy	64039.2→63803.8	-2.31	timeout
06-23 02:24	BTC	Buy	64511.2→64142.8	-3.31	timeout
06-22 20:00	BTC	Buy	64179.2→64528.8	+2.24	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-22 02:10	BTC	Buy	64230.2→64493.8	+1.51	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 01:59	BTC	Buy	63536.2→64234.8	+5.00	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 18:42	BTC	Buy	63035.2→63807.8	+5.69	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.68	stop_loss
06-18 15:40	BTC	Buy	64223.2→62639.5	-12.69	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.55	stop_loss
06-18 09:40	BTC	Buy	64950.2→64251.8	-5.94	timeout
06-18 08:40	BTC	Buy	64952.2→64523.8	-3.79	timeout
06-17 19:40	BTC	Buy	65800.3→64178.7	-12.78	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.48	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 03:25	BTC	Buy	65916.3→65687.7	-2.23	timeout
06-16 05:46	BTC	Buy	65696.3→66085.7	+2.57	timeout
06-16 04:13	BTC	Buy	65685.3→66113.7	+2.86	timeout
06-16 02:18	BTC	Buy	65700.3→66052.7	+2.23	timeout
06-15 05:16	BTC	Buy	64342.2→65678.7	+9.92	timeout
06-15 03:05	BTC	Buy	64470.2→65548.7	+7.88	timeout
06-15 01:59	BTC	Buy	64575.2→65469.7	+6.44	timeout
06-14 04:10	BTC	Buy	63467.2→64477.8	+7.56	timeout
06-14 02:51	BTC	Buy	63540.2→64473.8	+6.92	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 01:42	BTC	Buy	63348.2→63794.8	+2.99	timeout
06-12 22:26	BTC	Buy	63532.2→63602.8	+0.05	timeout
06-12 17:39	BTC	Buy	63160.2→63807.8	+4.66	timeout
06-12 01:13	BTC	Buy	62071.1→63460.8	+10.62	timeout
06-11 21:54	BTC	Buy	61240.1→63485.8	+17.74	timeout
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.58	timeout
06-10 16:54	BTC	Buy	61237.1→62163.9	+7.05	timeout
06-10 15:51	BTC	Buy	61347.1→62338.9	+7.58	timeout
06-10 14:49	BTC	Buy	61178.1→61907.9	+5.48	timeout
06-09 16:05	BTC	Buy	62445.1→60908.5	-12.77	stop_loss
06-09 14:47	BTC	Buy	62687.1→61144.4	-12.76	stop_loss
06-09 14:16	BTC	Buy	63415.2→61856	-12.74	stop_loss
06-09 13:36	BTC	Buy	63709.2→62119.8	-12.91	stop_loss
06-09 10:00	BTC	Buy	63509.2→62695.9	-6.82	timeout
06-08 17:20	BTC	Buy	62266.1→63450.8	+8.97	timeout
06-08 15:50	BTC	Buy	62045.1→63811.8	+13.73	timeout
06-08 05:25	BTC	Buy	61893.1→62585.9	+5.14	timeout
06-07 16:30	BTC	Buy	60548→62133.9	+12.59	timeout
06-07 15:26	BTC	Buy	60637→61844.9	+9.50	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62543.1→61005.4	-12.75	stop_loss
06-05 13:52	BTC	Buy	62598.1→61049.4	-12.83	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 02:50	BTC	Buy	63541.2→62708.9	-6.96	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:18	BTC	Buy	64619.2→63030.3	-12.74	stop_loss
06-04 01:21	BTC	Buy	64300.2→62718.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66448.3→64814.3	-12.79	stop_loss
06-03 19:55	BTC	Buy	66926.3→65270.1	-12.89	stop_loss
06-03 16:24	BTC	Buy	67327.4→65671.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67359.4→65702.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67570.4→65905.7	-12.77	stop_loss
06-02 14:27	BTC	Buy	69444.5→67730.7	-12.80	stop_loss
06-02 14:27	BTC	Buy	69462.5→67745.7	-12.81	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-02 06:47	BTC	Buy	71801.6→70030.5	-12.89	stop_loss
06-01 22:25	BTC	Buy	73627.7→71199.8	-17.07	stop_loss
06-01 22:25	BTC	Buy	73956.7→71199.8	-19.24	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

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-327.37

total pnl ($)

-60.8 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	107	44%	-60.8	-327.37

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…