deribit_basis_zscore_extreme_contrarian_long · strategy

closed trades

44%

win rate

-139.09

total pnl ($)

0.944

weight

7d window — n=24 wr=42% pnl=-38.35 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:41	BTC	Buy	59807→60439	+4.80	timeout
06-29 10:42	BTC	Buy	59777→60084	+2.08	timeout
06-29 04:18	BTC	Buy	59434→59920	+3.63	timeout
06-28 17:23	BTC	Buy	60257→59630	-5.65	timeout
06-28 11:14	BTC	Buy	59982→60087	+0.42	timeout
06-28 02:30	BTC	Buy	60243→60080	-1.80	timeout
06-27 20:26	BTC	Buy	60590→60235	-3.37	timeout
06-27 13:50	BTC	Buy	60495→60531	-0.16	timeout
06-26 18:54	BTC	Buy	59290→59620	+2.31	timeout
06-26 11:56	BTC	Buy	59905→59347	-5.12	timeout
06-26 05:51	BTC	Buy	59784→59815	-0.19	timeout
06-25 23:48	BTC	Buy	59468→59863	+2.83	timeout
06-25 13:48	BTC	Buy	61183.1→59310.4	-15.75	stop_loss
06-25 11:45	BTC	Buy	61504.1→61280.9	-2.27	timeout
06-25 05:35	BTC	Buy	61030.1→61595.9	+4.19	timeout
06-24 23:30	BTC	Buy	59683→60930	+10.01	timeout
06-24 15:44	BTC	Buy	62421.1→60511.7	-15.73	stop_loss
06-24 11:28	BTC	Buy	62861.1→62363.9	-4.41	timeout
06-24 05:30	BTC	Buy	62650.1→62848.9	+1.12	timeout
06-23 23:29	BTC	Buy	62611.1→62648.9	-0.14	timeout
06-23 17:18	BTC	Buy	62386.1→62476.9	+0.28	timeout
06-23 11:04	BTC	Buy	63647.2→62330.9	-10.74	timeout
06-23 04:32	BTC	Buy	64016.2→63895.8	-1.39	timeout
06-22 22:12	BTC	Buy	64691.2→64322.8	-3.30	timeout
06-22 16:07	BTC	Buy	64221.2→64667.8	+3.03	timeout
06-22 10:00	BTC	Buy	63917.2→64104.8	+1.00	timeout
06-22 03:55	BTC	Buy	63776.2→64083.8	+1.95	timeout
06-21 21:55	BTC	Buy	64189.2→63768.8	-3.72	timeout
06-21 15:36	BTC	Buy	64141.2→64158.8	-0.30	timeout
06-21 09:34	BTC	Buy	64331.2→64075.8	-2.47	timeout
06-20 21:59	BTC	Buy	64104.2→63987.8	-1.36	timeout
06-20 11:51	BTC	Buy	63578.2→63754.8	+0.93	timeout
06-19 19:26	BTC	Buy	62727.1→62975.9	+1.53	timeout
06-19 13:23	BTC	Buy	62763.1→62713.9	-0.82	timeout
06-19 07:19	BTC	Buy	63014.2→62715.9	-2.81	timeout
06-19 01:17	BTC	Buy	62654.1→63055.8	+2.78	timeout
06-18 15:56	BTC	Buy	64354.2→62384.7	-15.72	stop_loss
06-18 13:18	BTC	Buy	64119.2→64385.8	+1.63	timeout
06-18 07:17	BTC	Buy	64686.2→64131.8	-4.74	timeout
06-18 01:15	BTC	Buy	65193.3→64678.8	-4.42	timeout
06-17 19:14	BTC	Buy	65081.3→65338.7	+1.51	timeout
06-17 13:08	BTC	Buy	65574.3→64977.8	-5.01	timeout
06-17 07:02	BTC	Buy	65727.3→65588.7	-1.51	timeout
06-17 01:02	BTC	Buy	65670.3→65766.7	+0.27	timeout
06-16 19:01	BTC	Buy	66424.3→65740.7	-5.61	timeout
06-16 12:59	BTC	Buy	66411.3→66394.7	-0.59	timeout
06-16 03:24	BTC	Buy	66526.3→65791.7	-5.97	timeout
06-15 17:55	BTC	Buy	66206.3→66882.7	+4.63	timeout
06-15 11:50	BTC	Buy	65753.3→66185.7	+2.84	timeout
06-15 03:20	BTC	Buy	64766.2→65695.7	+6.72	timeout
06-14 14:41	BTC	Buy	64455.2→63945.8	-4.40	timeout
06-14 08:24	BTC	Buy	64547.2→64466.8	-1.08	timeout
06-14 02:21	BTC	Buy	64241.2→64564.8	+2.07	timeout
06-13 20:13	BTC	Buy	64157.2→64240.8	+0.20	timeout
06-13 14:07	BTC	Buy	63756.2→64112.8	+2.33	timeout
06-13 07:53	BTC	Buy	63817.2→63815.8	-0.50	timeout
06-12 17:48	BTC	Buy	63800.2→63811.8	-0.36	timeout
06-12 11:19	BTC	Buy	63500.2→63741.8	+1.43	timeout
06-12 04:03	BTC	Buy	63557.2→63489.8	-1.00	timeout
06-11 21:00	BTC	Buy	62723.1→63371.8	+4.68	timeout
06-11 13:08	BTC	Buy	62620.1→62876.9	+1.57	timeout
06-10 22:01	BTC	Buy	62498.1→61197.9	-10.85	timeout
06-10 14:17	BTC	Buy	61681.1→61920.9	+1.49	timeout
06-09 21:09	BTC	Buy	61633.1→62016.9	+2.69	timeout
06-09 13:46	BTC	Buy	63197.2→62345.9	-7.19	timeout
06-09 02:26	BTC	Buy	63236.2→62605.9	-5.43	timeout
06-08 20:24	BTC	Buy	63848.2→63238.8	-5.23	timeout
06-08 14:13	BTC	Buy	63132.2→63795.8	+4.80	timeout
06-08 08:07	BTC	Buy	63087.2→63198.8	+0.41	timeout
06-08 02:08	BTC	Buy	61504.1→63013.8	+11.81	timeout
06-07 20:02	BTC	Buy	61769.1→61282.9	-4.38	timeout
06-07 13:48	BTC	Buy	62202.1→61705.9	-4.44	timeout
06-07 07:51	BTC	Buy	61413.1→62197.9	+5.96	timeout
06-07 01:43	BTC	Buy	60576→61390.9	+6.26	timeout
06-06 19:33	BTC	Buy	60740→60611	-1.50	timeout
06-06 04:17	BTC	Buy	61513.1→60260	-10.64	timeout
06-05 21:22	BTC	Buy	60685→61671.9	+7.68	timeout
06-05 13:57	BTC	Buy	62751.1→60827.5	-15.78	stop_loss
06-05 10:01	BTC	Buy	62616.1→62862.9	+1.52	timeout
06-05 03:17	BTC	Buy	63730.2→62621.9	-9.13	timeout
06-04 21:49	BTC	Buy	63753.2→63411.8	-3.12	timeout
06-04 15:41	BTC	Buy	62806.1→63822.8	+7.61	timeout
06-04 10:28	BTC	Buy	64416.2→62445.6	-15.72	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 19:23	BTC	Buy	67110.4→65727.7	-10.77	timeout
06-03 10:38	BTC	Buy	66353.3→67281.6	+6.51	timeout
06-03 08:28	BTC	Buy	66649.3→66982.7	+2.02	timeout
06-03 00:45	BTC	Buy	67270.4→67107.6	-1.66	timeout
06-02 15:26	BTC	Buy	69479.5→67352.9	-15.76	stop_loss
06-02 07:48	BTC	Buy	70852.5→70054.5	-6.09	timeout
05-31 21:25	BTC	Buy	73728.7→73664.3	-0.89	timeout
05-31 13:06	BTC	Buy	73973.7→73850.3	-1.31	timeout
05-29 20:52	BTC	Buy	73004.7→73638.3	+3.88	timeout
05-29 13:48	BTC	Buy	73375.7→73251.3	-1.30	timeout
05-28 20:38	BTC	Buy	72866.6→73641.3	+4.83	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-139.09

total pnl ($)

-29.2 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	95	44%	-29.2	-139.09

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 18:27	BTC	Buy	circuit_breaker
06-29 11:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…