deribit_basis_zscore_extreme_fade_x2032970 · strategy

165

closed trades

43%

win rate

-532.66

total pnl ($)

0.250

weight

7d window — n=43 wr=40% pnl=-214.39 · 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 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 19:44	BTC	Buy	60172→59410	-6.76	timeout
06-28 18:39	BTC	Buy	60531→59556	-8.48	timeout
06-28 17:35	BTC	Buy	60538→59471	-9.23	timeout
06-28 16:37	BTC	Buy	60719→59634	-9.36	timeout
06-27 19:36	BTC	Buy	59945→60132	+1.16	timeout
06-27 18:31	BTC	Buy	59768→60487	+5.58	timeout
06-27 17:30	BTC	Buy	60152→60549	+2.85	timeout
06-27 16:28	BTC	Buy	60033→60681	+4.98	timeout
06-27 15:29	BTC	Buy	60191→60786	+4.50	timeout
06-26 18:28	BTC	Buy	59633→59813	+0.96	timeout
06-26 17:28	BTC	Buy	59470→60204	+5.61	timeout
06-26 16:26	BTC	Buy	59737→59987	+1.55	timeout
06-26 15:26	BTC	Buy	59265→60204	+7.42	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:58	BTC	Buy	59622→58156	-12.68	stop_loss
06-25 13:55	BTC	Buy	59853→58380.9	-12.70	stop_loss
06-25 13:49	BTC	Buy	60727→59233.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.72	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60743→59247.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61331.1→59820.1	-12.75	stop_loss
06-24 14:19	BTC	Buy	62483.1→60946.5	-12.74	stop_loss
06-24 14:13	BTC	Buy	62627.1→61070.4	-12.88	stop_loss
06-24 14:02	BTC	Buy	62689.1→61143.4	-12.78	stop_loss
06-24 13:57	BTC	Buy	62745.1→61199.3	-12.77	stop_loss
06-24 13:47	BTC	Buy	62815.1→61266.3	-12.78	stop_loss
06-24 11:20	BTC	Buy	62403.1→62318.9	-1.14	timeout
06-24 10:17	BTC	Buy	62378.1→62575.9	+1.07	timeout
06-24 09:15	BTC	Buy	62431.1→62737.9	+1.94	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.47	timeout
06-24 07:11	BTC	Buy	62995.1→62738.9	-2.54	timeout
06-23 06:21	BTC	Buy	64253.2→62665.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64349.2→62766.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64432.2→62836.4	-12.85	stop_loss
06-23 06:18	BTC	Buy	64562.2→62973.3	-12.77	stop_loss
06-23 06:18	BTC	Buy	64580.2→62973.3	-12.91	stop_loss
06-22 21:08	BTC	Buy	63708.2→64381.8	+4.82	timeout
06-22 20:07	BTC	Buy	64228.2→64550.8	+2.02	timeout
06-22 19:04	BTC	Buy	64150.2→64334.8	+0.93	timeout
06-22 18:03	BTC	Buy	63957.2→64655.8	+4.97	timeout
06-22 16:57	BTC	Buy	64125.2→64710.8	+4.12	timeout
06-21 20:32	BTC	Buy	63877.2→64057.8	+0.96	timeout
06-21 19:27	BTC	Buy	63850.2→64188.8	+2.23	timeout
06-21 18:23	BTC	Buy	63817.2→63980.8	+0.90	timeout
06-21 17:19	BTC	Buy	63889.2→64136.8	+1.56	timeout
06-21 16:14	BTC	Buy	63956.2→64068.8	+0.42	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 19:12	BTC	Buy	63011.2→63857.8	+6.28	timeout
06-20 18:10	BTC	Buy	63085.2→63831.8	+5.46	timeout
06-20 17:08	BTC	Buy	62982.1→63911.8	+6.89	timeout
06-20 16:06	BTC	Buy	63166.2→63992.8	+5.98	timeout
06-19 19:45	BTC	Buy	62938.1→62976.9	-0.17	timeout
06-19 18:44	BTC	Buy	62752.1→63013.8	+1.62	timeout
06-19 17:43	BTC	Buy	62576.1→63048.8	+3.32	timeout
06-19 16:42	BTC	Buy	62647.1→63248.8	+4.39	timeout
06-19 15:43	BTC	Buy	62683.1→63211.8	+3.86	timeout
06-18 15:58	BTC	Buy	63794.2→62216.8	-12.66	stop_loss
06-18 15:57	BTC	Buy	63825.2→62253.7	-12.76	stop_loss
06-18 15:40	BTC	Buy	64196.2→62615.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64204.2→62625.5	-12.72	stop_loss
06-18 15:40	BTC	Buy	64253.2→62668.5	-12.76	stop_loss
06-18 14:31	BTC	Buy	65203.3→63807.8	-11.14	timeout
06-18 04:11	BTC	Buy	65355.3→63746.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65619.3→64005.8	-12.75	stop_loss
06-17 19:29	BTC	Buy	65927.3→64256.6	-13.12	stop_loss
06-17 19:29	BTC	Buy	65969.3→64342.6	-12.79	stop_loss
06-17 17:41	BTC	Buy	65718.3→65892.7	+0.80	timeout
06-17 16:39	BTC	Buy	65794.3→66009.7	+1.20	timeout
06-17 15:35	BTC	Buy	65972.3→65363.7	-5.07	timeout
06-17 14:33	BTC	Buy	65335.3→65191.7	-1.56	timeout
06-17 13:30	BTC	Buy	66013.3→64880.8	-9.08	timeout
06-16 17:31	BTC	Buy	66750.3→65689.7	-8.49	timeout
06-16 15:29	BTC	Buy	66631.3→65751.7	-7.13	timeout
06-16 14:23	BTC	Buy	66482.3→65572.7	-7.37	timeout
06-16 14:23	BTC	Buy	67203.4→65549.9	-12.83	stop_loss
06-16 13:23	BTC	Buy	66848.3→66120.7	-5.97	timeout
06-15 13:19	BTC	Buy	64000.2→66811.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63931.2→66738.7	+21.52	take_profit
06-15 13:06	BTC	Buy	63802.2→66603.7	+21.52	take_profit
06-15 12:54	BTC	Buy	63772.2→66571.7	+21.51	take_profit
06-15 12:46	BTC	Buy	63690.2→66495.7	+21.59	take_profit
06-14 20:58	BTC	Buy	64266.2→63992.8	-2.61	timeout
06-14 19:53	BTC	Buy	64289.2→63745.8	-4.72	timeout
06-14 18:50	BTC	Buy	64084.2→63749.8	-3.14	timeout
06-14 17:48	BTC	Buy	64062.2→63797.8	-2.59	timeout
06-14 16:41	BTC	Buy	64033.2→64129.8	+0.26	timeout
06-13 20:37	BTC	Buy	63521.2→64218.8	+5.03	timeout
06-13 19:31	BTC	Buy	63641.2→64140.8	+3.47	timeout
06-13 18:32	BTC	Buy	63781.2→64149.8	+2.43	timeout
06-13 17:27	BTC	Buy	63769.2→64018.8	+1.51	timeout
06-13 16:21	BTC	Buy	63751.2→64004.8	+1.57	timeout
06-12 20:02	BTC	Buy	63563.2→63605.8	-0.12	timeout
06-12 18:57	BTC	Buy	63502.2→63702.8	+1.11	timeout
06-12 17:53	BTC	Buy	63476.2→63843.8	+2.44	timeout
06-12 16:52	BTC	Buy	62591.1→63921.8	+10.14	timeout
06-12 15:50	BTC	Buy	62596.1→63705.8	+8.28	timeout
06-11 19:28	BTC	Buy	61778.1→63570.8	+13.92	timeout
06-11 18:24	BTC	Buy	61920.1→63368.8	+11.13	timeout

Paper vs Live

Paper (trades.jsonl)

165

closed

43%

win rate

-532.66

total pnl ($)

-64.3 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	165	43%	-64.3	-532.66

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…