deribit_basis_zscore_extreme_long_072 · strategy

140

closed trades

41%

win rate

-451.36

total pnl ($)

0.355

weight

7d window — n=34 wr=35% pnl=-140.99 · 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 08:11	BTC	Buy	60467→60127	-3.30	timeout
06-28 04:24	BTC	Buy	60416→60202	-2.23	timeout
06-28 02:50	BTC	Buy	60251→60102	-1.69	timeout
06-28 00:08	BTC	Buy	60105→60066	-0.71	timeout
06-27 18:53	BTC	Buy	59614→60495	+6.96	timeout
06-27 05:26	BTC	Buy	59848→60220	+2.66	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:17	BTC	Buy	59213→59926	+5.47	timeout
06-26 18:19	BTC	Buy	59674→59985	+2.03	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:13	BTC	Buy	60182→58692.7	-12.81	stop_loss
06-25 17:22	BTC	Buy	59407→59464	+0.06	timeout
06-25 13:59	BTC	Buy	59527→58063	-12.65	stop_loss
06-25 13:58	BTC	Buy	59628→58162	-12.65	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:48	BTC	Buy	60955→59456.3	-12.67	stop_loss
06-24 17:47	BTC	Buy	60596→59100.5	-12.77	stop_loss
06-24 14:13	BTC	Buy	62610.1→61070.4	-12.73	stop_loss
06-24 13:48	BTC	Buy	62794.1→61250.3	-12.67	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.74	stop_loss
06-24 13:13	BTC	Buy	62097.1→61986.9	-1.26	timeout
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 08:19	BTC	Buy	62443.1→62683.9	+1.46	timeout
06-24 07:35	BTC	Buy	62873.1→62627.9	-2.45	timeout
06-23 06:52	BTC	Buy	63923.2→62922.9	-8.03	timeout
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.72	stop_loss
06-23 06:08	BTC	Buy	64657.2→63067.3	-12.63	stop_loss
06-23 05:23	BTC	Buy	64998.2→63400.1	-12.78	stop_loss
06-23 03:25	BTC	Buy	64380.2→64004.8	-3.40	timeout
06-22 16:53	BTC	Buy	64148.2→64688.8	+3.70	timeout
06-22 12:34	BTC	Buy	64004.2→64889.8	+6.35	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 03:36	BTC	Buy	64298.2→64209.8	-1.15	timeout
06-21 21:54	BTC	Buy	63999.2→63800.8	-2.04	timeout
06-21 12:41	BTC	Buy	63590.2→63982.8	+2.69	timeout
06-21 08:16	BTC	Buy	63521.2→64063.8	+3.78	timeout
06-21 02:09	BTC	Buy	63472.2→64212.8	+5.40	timeout
06-20 22:32	BTC	Buy	63232.2→64294.8	+7.91	timeout
06-20 19:16	BTC	Buy	63039.2→63878.8	+6.22	timeout
06-20 01:04	BTC	Buy	63062.2→63467.8	+2.77	timeout
06-20 00:03	BTC	Buy	62883.1→63540.8	+4.78	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 17:58	BTC	Buy	62550.1→63192.8	+4.67	timeout
06-18 15:53	BTC	Buy	64056.2→62471.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64340.2→62755.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64481.2→62873.4	-12.74	stop_loss
06-18 15:37	BTC	Buy	64573.2→62985.3	-12.59	stop_loss
06-18 10:39	BTC	Buy	64911.2→63988.8	-7.62	timeout
06-17 22:03	BTC	Buy	65567.3→63953.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65579.3→63964.8	-12.76	stop_loss
06-17 19:41	BTC	Buy	65615.3→64212.8	-11.13	timeout
06-17 19:39	BTC	Buy	65835.3→64214.7	-12.75	stop_loss
06-17 16:08	BTC	Buy	65803.3→65782.7	-0.68	timeout
06-17 08:39	BTC	Buy	66591.3→64946.3	-12.87	stop_loss
06-17 04:40	BTC	Buy	65849.3→65897.7	-0.11	timeout
06-17 00:28	BTC	Buy	66246.3→65687.7	-4.72	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.48	timeout
06-16 14:23	BTC	Buy	67172.4→65514.9	-12.86	stop_loss
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.33	timeout
06-16 02:17	BTC	Buy	65723.3→66099.7	+2.42	timeout
06-15 21:20	BTC	Buy	64808.2→66496.7	+12.53	timeout
06-15 13:16	BTC	Buy	63926.2→66734.7	+21.53	take_profit
06-15 12:24	BTC	Buy	64480.2→66261.7	+13.38	timeout
06-15 06:29	BTC	Buy	64322.2→65920.7	+11.96	timeout
06-15 01:05	BTC	Buy	64517.2→65416.7	+6.50	timeout
06-14 20:06	BTC	Buy	64224.2→63795.8	-3.82	timeout
06-14 13:40	BTC	Buy	64198.2→64253.8	-0.02	timeout
06-14 11:33	BTC	Buy	63904.2→64585.8	+4.90	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.00	timeout
06-14 00:36	BTC	Buy	63551.2→64529.8	+7.29	timeout
06-13 19:29	BTC	Buy	63723.2→64153.8	+2.93	timeout
06-13 12:30	BTC	Buy	63469.2→63947.8	+3.24	timeout
06-13 04:51	BTC	Buy	63714.2→63601.8	-1.32	timeout
06-13 03:02	BTC	Buy	63575.2→63649.8	+0.14	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 10:09	BTC	Buy	62904.1→63714.8	+5.90	timeout
06-12 01:32	BTC	Buy	62151.1→63362.8	+9.19	timeout
06-11 22:21	BTC	Buy	61238.1→63591.8	+18.64	timeout
06-11 17:35	BTC	Buy	61792.1→63112.8	+10.14	timeout
06-11 15:07	BTC	Buy	61968.1→62728.9	+5.59	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.32	timeout
06-10 15:11	BTC	Buy	61624.1→61855.9	+1.39	timeout
06-10 14:11	BTC	Buy	62073.1→62143.9	+0.10	timeout
06-09 15:55	BTC	Buy	62636.1→61095.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61591.1	-12.82	stop_loss
06-09 14:19	BTC	Buy	63271.2→61711	-12.78	stop_loss
06-09 13:36	BTC	Buy	63772.2→62202.8	-12.74	stop_loss
06-09 10:36	BTC	Buy	63247.2→62654.9	-5.09	timeout
06-09 06:53	BTC	Buy	62974.1→63236.8	+1.58	timeout
06-08 23:03	BTC	Buy	62967.1→63379.8	+2.80	timeout
06-08 22:08	BTC	Buy	61847.1→63459.8	+12.55	timeout
06-08 20:50	BTC	Buy	61809.1→63377.8	+12.19	timeout
06-08 08:38	BTC	Buy	62643.1→63116.8	+3.24	timeout
06-08 05:26	BTC	Buy	61874.1→62534.9	+4.89	timeout

Paper vs Live

Paper (trades.jsonl)

140

closed

41%

win rate

-451.36

total pnl ($)

-64.4 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	140	41%	-64.4	-451.36

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…