deribit_basis_zscore_discount_long_v8 · strategy

112

closed trades

44%

win rate

-358.02

total pnl ($)

0.718

weight

7d window — n=23 wr=48% pnl=-76.76 · 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 02:58	BTC	Buy	59733→59917	+1.16	timeout
06-30 00:56	BTC	Buy	59572→59832	+1.79	timeout
06-29 23:45	BTC	Buy	59711→60228	+3.90	timeout
06-28 21:56	BTC	Buy	60170→59361	-7.19	timeout
06-28 20:56	BTC	Buy	60255→59635	-5.59	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.35	timeout
06-27 21:30	BTC	Buy	59858→60435	+4.44	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.46	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 15:18	BTC	Buy	59080→59889	+6.35	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:55	BTC	Buy	59869→58393.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61326.1→59818.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63055.2→61504.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 08:17	BTC	Buy	63994.2→62417.7	-12.78	stop_loss
06-23 06:40	BTC	Buy	64042.2→62886.9	-9.50	timeout
06-23 06:21	BTC	Buy	64239.2→62657.5	-12.79	stop_loss
06-22 21:10	BTC	Buy	63618.2→64373.8	+5.47	timeout
06-22 04:40	BTC	Buy	64488.2→63953.8	-4.62	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-21 00:01	BTC	Buy	63547.2→64247.8	+5.05	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.96	timeout
06-18 15:40	BTC	Buy	64193.2→62599.6	-12.61	stop_loss
06-18 15:38	BTC	Buy	64392.2→62807.4	-12.48	stop_loss
06-18 15:37	BTC	Buy	64502.2→62891.4	-12.74	stop_loss
06-17 19:41	BTC	Buy	65769.3→64148.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65780.3→64157.7	-12.80	stop_loss
06-17 19:29	BTC	Buy	65892.3→64246.6	-12.94	stop_loss
06-17 16:29	BTC	Buy	65741.3→66310.7	+3.90	timeout
06-17 04:38	BTC	Buy	65858.3→65855.7	-0.51	timeout
06-17 03:22	BTC	Buy	65651.3→65736.7	+0.17	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 03:54	BTC	Buy	65917.3→66063.7	+0.70	timeout
06-15 21:59	BTC	Buy	65328.3→66335.7	+7.21	timeout
06-15 13:35	BTC	Buy	64241.2→66790.7	+19.41	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 21:06	BTC	Buy	64289.2→63993.8	-2.77	timeout
06-14 12:38	BTC	Buy	63991.2→64311.8	+2.06	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 19:42	BTC	Buy	63677.2→64248.8	+4.04	timeout
06-13 09:28	BTC	Buy	63716.2→63783.8	-0.01	timeout
06-13 00:40	BTC	Buy	63667.2→63595.8	-1.09	timeout
06-12 17:40	BTC	Buy	63213.2→63782.8	+4.04	timeout
06-12 09:18	BTC	Buy	62803.1→63526.8	+5.24	timeout
06-11 19:30	BTC	Buy	61183.1→63873.8	+21.43	take_profit
06-11 16:09	BTC	Buy	62387.1→62756.9	+2.42	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 15:28	BTC	Buy	61343.1→62318.9	+7.45	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:38	BTC	Buy	63331.2→63326.8	-0.52	timeout
06-08 21:34	BTC	Buy	61717.1→63643.8	+15.12	timeout
06-08 12:22	BTC	Buy	62072.1→62874.9	+6.01	timeout
06-07 19:56	BTC	Buy	60637→61283.9	+4.93	timeout
06-07 18:53	BTC	Buy	60559→62073.9	+12.11	timeout
06-07 10:43	BTC	Buy	60391→62327.9	+15.60	timeout
06-06 19:35	BTC	Buy	59670→60553	+7.01	timeout
06-06 18:31	BTC	Buy	60187→60533	+2.47	timeout
06-06 04:33	BTC	Buy	61112.1→59599.2	-12.83	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62706.1→61164.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63640.2→62068.8	-12.75	stop_loss
06-05 03:06	BTC	Buy	63857.2→62286.7	-12.72	stop_loss
06-05 01:50	BTC	Buy	62431.1→63272.8	+6.31	timeout
06-04 10:27	BTC	Buy	64170.2→62582.6	-12.79	stop_loss
06-04 09:27	BTC	Buy	64376.2→62792.4	-12.75	stop_loss
06-04 01:21	BTC	Buy	64324.2→62742.5	-12.75	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-12.74	stop_loss
06-03 19:54	BTC	Buy	66950.3→65297.1	-12.83	stop_loss
06-03 19:54	BTC	Buy	67054.4→65402	-12.80	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67403.4→65734.8	-12.83	stop_loss
06-02 23:03	BTC	Buy	67829.4→66159.6	-12.76	stop_loss
06-02 22:59	BTC	Buy	68022.4→66250.5	-13.48	stop_loss
06-02 14:27	BTC	Buy	69444.5→67735.7	-12.76	stop_loss
06-02 01:34	BTC	Buy	72683.6→70896	-12.83	stop_loss
06-01 22:25	BTC	Buy	73498.7→71209.8	-16.15	stop_loss
06-01 22:25	BTC	Buy	73883.7→71209.8	-18.69	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

44%

win rate

-358.02

total pnl ($)

-63.7 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	112	44%	-63.7	-358.02

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…