deribit_basis_zscore_extreme_long_btc · strategy

125

closed trades

37%

win rate

-422.37

total pnl ($)

0.250

weight

7d window — n=33 wr=24% pnl=-184.11 · 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 12:58	BTC	Buy	59903→58424.9	-12.78	stop_loss
06-30 12:58	BTC	Buy	59899→58424.9	-12.74	stop_loss
06-30 12:25	BTC	Buy	60171→58688.7	-12.75	stop_loss
06-30 12:23	BTC	Buy	60307→58823.6	-12.73	stop_loss
06-29 22:15	BTC	Buy	59569→60457	+6.98	timeout
06-29 14:05	BTC	Buy	60721→59226.4	-12.77	stop_loss
06-29 13:44	BTC	Buy	60085→59417	-6.12	timeout
06-29 11:32	BTC	Buy	60301→60054	-2.65	timeout
06-29 09:22	BTC	Buy	60314→59936	-3.73	timeout
06-29 05:11	BTC	Buy	60010→59459	-5.05	timeout
06-28 19:48	BTC	Buy	60165→59304	-7.59	timeout
06-28 11:56	BTC	Buy	60342→60322	-0.67	timeout
06-28 09:49	BTC	Buy	60396→60278	-1.46	timeout
06-28 07:39	BTC	Buy	60407→60187	-2.25	timeout
06-27 21:19	BTC	Buy	59682→60330	+5.05	timeout
06-27 19:12	BTC	Buy	59969→60569	+4.58	timeout
06-27 04:02	BTC	Buy	59830→60318	+3.63	timeout
06-27 01:47	BTC	Buy	59268→59947	+5.26	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.31	timeout
06-26 17:48	BTC	Buy	59471→60056	+4.38	timeout
06-26 15:45	BTC	Buy	59303→60316	+7.98	timeout
06-25 13:58	BTC	Buy	59564→58099	-12.67	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.68	stop_loss
06-25 13:48	BTC	Buy	60816→59318.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60820→59318.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60977→59476.3	-12.71	stop_loss
06-24 17:20	BTC	Buy	60997→59497.3	-12.73	stop_loss
06-24 15:38	BTC	Buy	62111.1→60583.7	-12.74	stop_loss
06-24 14:19	BTC	Buy	62443.1→60880.5	-12.96	stop_loss
06-24 13:57	BTC	Buy	62752.1→61199.3	-12.82	stop_loss
06-24 13:44	BTC	Buy	62969.1→61419.2	-12.76	stop_loss
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 05:48	BTC	Buy	63354.2→62924.9	-3.90	timeout
06-23 06:52	BTC	Buy	63925.2→62919.9	-8.34	timeout
06-23 06:21	BTC	Buy	64124.2→62530.6	-12.91	stop_loss
06-23 06:20	BTC	Buy	64399.2→62815.4	-12.76	stop_loss
06-22 22:42	BTC	Buy	63644.2→63904.8	+1.60	timeout
06-22 18:42	BTC	Buy	64136.2→64502.8	+2.34	timeout
06-22 16:28	BTC	Buy	64171.2→64651.8	+3.31	timeout
06-22 08:11	BTC	Buy	64106.2→64192.8	+0.17	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 17:45	BTC	Buy	63803.2→64105.8	+2.00	timeout
06-21 14:48	BTC	Buy	63920.2→63996.8	+0.21	timeout
06-21 07:02	BTC	Buy	63651.2→64232.8	+4.12	timeout
06-21 05:02	BTC	Buy	63543.2→64266.8	+5.25	timeout
06-20 09:32	BTC	Buy	62437.1→63539.8	+8.28	timeout
06-19 20:39	BTC	Buy	63113.2→63020.8	-1.22	timeout
06-19 18:37	BTC	Buy	62749.1→63062.8	+2.04	timeout
06-19 16:34	BTC	Buy	62587.1→63250.8	+4.85	timeout
06-18 15:57	BTC	Buy	63896.2→62293.7	-12.97	stop_loss
06-18 15:57	BTC	Buy	63934.2→62357.7	-12.62	stop_loss
06-18 15:56	BTC	Buy	63948.2→62375.7	-12.66	stop_loss
06-18 15:51	BTC	Buy	64160.2→62581.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64301.2→62719.5	-12.72	stop_loss
06-18 14:20	BTC	Buy	65197.3→63948.8	-10.02	timeout
06-18 12:13	BTC	Buy	64837.2→63991.8	-7.04	timeout
06-18 10:13	BTC	Buy	64874.2→63964.8	-7.56	timeout
06-18 05:04	BTC	Buy	65307.3→63699.9	-12.78	stop_loss
06-17 19:41	BTC	Buy	65753.3→64136.7	-12.77	stop_loss
06-17 11:05	BTC	Buy	66127.3→64495.5	-12.87	stop_loss
06-17 08:49	BTC	Buy	66444.3→64803.3	-12.81	stop_loss
06-17 08:38	BTC	Buy	66654.3→65015.2	-12.76	stop_loss
06-17 07:14	BTC	Buy	66331.3→65657.7	-5.55	timeout
06-16 21:22	BTC	Buy	66501.3→65713.7	-6.46	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 13:19	BTC	Buy	63996.2→66813.7	+21.58	take_profit
06-15 13:16	BTC	Buy	63926.2→66733.7	+21.53	take_profit
06-15 13:06	BTC	Buy	63804.2→66606.7	+21.53	take_profit
06-15 07:23	BTC	Buy	64312.2→65875.7	+11.69	timeout
06-14 15:37	BTC	Buy	64297.2→64036.8	-2.49	timeout
06-14 13:35	BTC	Buy	64200.2→64233.8	-0.19	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-14 08:17	BTC	Buy	63795.2→64476.8	+4.83	timeout
06-14 04:52	BTC	Buy	63606.2→64330.8	+5.29	timeout
06-13 03:27	BTC	Buy	63381.2→63537.8	+0.79	timeout
06-13 00:35	BTC	Buy	63656.2→63532.8	-1.50	timeout
06-12 22:18	BTC	Buy	63621.2→63521.8	-1.28	timeout
06-12 20:17	BTC	Buy	63517.2→63506.8	-0.55	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-11 19:19	BTC	Buy	61744.1→63589.8	+14.36	timeout
06-11 17:17	BTC	Buy	62153.1→62460.9	+1.96	timeout
06-11 14:22	BTC	Buy	61993.1→62817.9	+6.10	timeout
06-11 11:40	BTC	Buy	60990→63096.8	+16.69	timeout
06-11 08:49	BTC	Buy	61183.1→62992.9	+14.23	timeout
06-10 18:11	BTC	Buy	61670.1→61904.9	+1.41	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 14:05	BTC	Buy	62152.1→62150.9	-0.48	timeout
06-09 14:47	BTC	Buy	62690.1→61146.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62690.1→61146.4	-12.77	stop_loss
06-09 14:19	BTC	Buy	63283.2→61727	-12.75	stop_loss
06-09 14:17	BTC	Buy	63343.2→61785	-12.75	stop_loss
06-09 12:28	BTC	Buy	62997.1→62623.9	-3.36	timeout
06-09 04:45	BTC	Buy	62728.1→63229.8	+3.56	timeout
06-09 02:39	BTC	Buy	63050.2→62573.9	-4.21	timeout
06-08 23:14	BTC	Buy	62975.1→63550.8	+4.10	timeout
06-08 21:31	BTC	Buy	61805.1→63632.8	+14.30	timeout
06-08 04:49	BTC	Buy	61788.1→62830.9	+7.98	timeout
06-07 19:18	BTC	Buy	62836.1→61291.3	-12.72	stop_loss
06-07 09:57	BTC	Buy	60971→62536.9	+12.39	timeout

Paper vs Live

Paper (trades.jsonl)

125

closed

37%

win rate

-422.37

total pnl ($)

-67.3 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	125	37%	-67.3	-422.37

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…