deribit_basis_zscore_extreme_long_btc_dom_confirmation · strategy

129

closed trades

45%

win rate

-358.57

total pnl ($)

0.265

weight

7d window — n=37 wr=35% pnl=-165.97 · 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 20:43	BTC	Buy	60230→59640	-5.34	timeout
06-28 18:39	BTC	Buy	60531→59552	-8.51	timeout
06-28 09:07	BTC	Buy	60463→60342	-1.45	timeout
06-28 06:56	BTC	Buy	60339→59965	-3.54	timeout
06-27 22:14	BTC	Buy	59886→60105	+1.44	timeout
06-27 20:15	BTC	Buy	59708→60235	+4.02	timeout
06-27 16:11	BTC	Buy	60169→60715	+4.15	timeout
06-27 03:48	BTC	Buy	59686→60297	+4.67	timeout
06-27 01:44	BTC	Buy	59293→59951	+5.09	timeout
06-26 20:22	BTC	Buy	59593→59698	+0.31	timeout
06-26 18:20	BTC	Buy	59648→60008	+2.47	timeout
06-26 14:57	BTC	Buy	59507→59465	-0.86	timeout
06-26 02:21	BTC	Buy	59811→58339.9	-12.74	stop_loss
06-25 17:55	BTC	Buy	59433→59549	+0.56	timeout
06-25 13:55	BTC	Buy	59919→58445.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60378→58885.6	-12.74	stop_loss
06-25 13:48	BTC	Buy	61048.1→59543.2	-12.74	stop_loss
06-25 13:46	BTC	Buy	61087.1→59570.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61320.1→59806.1	-12.77	stop_loss
06-24 14:19	BTC	Buy	62526.1→60987.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 12:48	BTC	Buy	62305.1→62790.9	+3.44	timeout
06-24 10:46	BTC	Buy	62231.1→62539.9	+1.98	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:45	BTC	Buy	62907.1→62708.9	-2.08	timeout
06-23 08:24	BTC	Buy	63784.2→62201.8	-12.85	stop_loss
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 06:22	BTC	Buy	64106.2→62527.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64169.2→62590.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64478.2→62889.4	-12.79	stop_loss
06-23 03:51	BTC	Buy	64082.2→64041.8	-0.77	timeout
06-23 01:49	BTC	Buy	64524.2→63945.8	-4.90	timeout
06-22 21:27	BTC	Buy	63681.2→64286.8	+4.29	timeout
06-22 14:27	BTC	Buy	64012.2→65004.7	+7.16	timeout
06-22 05:59	BTC	Buy	64223.2→64197.8	-0.66	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-22 00:40	BTC	Buy	64262.2→63957.8	-2.84	timeout
06-21 17:39	BTC	Buy	63797.2→64045.8	+1.58	timeout
06-21 14:14	BTC	Buy	63212.2→64028.8	+6.08	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 21:54	BTC	Buy	63068.2→63990.8	+6.87	timeout
06-20 07:47	BTC	Buy	62506.1→63714.8	+9.22	timeout
06-20 04:59	BTC	Buy	62425.1→63547.8	+8.55	timeout
06-20 02:33	BTC	Buy	62942.1→63461.8	+3.69	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.49	timeout
06-19 20:24	BTC	Buy	63107.2→62963.9	-1.62	timeout
06-18 15:57	BTC	Buy	63913.2→62341.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64246.2→62665.5	-12.74	stop_loss
06-18 15:39	BTC	Buy	64386.2→62800.4	-12.75	stop_loss
06-18 15:37	BTC	Buy	64435.2→62848.4	-12.74	stop_loss
06-18 13:41	BTC	Buy	65210.3→63951.8	-10.10	timeout
06-18 04:11	BTC	Buy	65379.3→63743.9	-12.97	stop_loss
06-17 19:50	BTC	Buy	65585.3→63971.8	-12.78	stop_loss
06-17 19:38	BTC	Buy	65844.3→64224.7	-12.78	stop_loss
06-17 15:48	BTC	Buy	65724.3→65605.7	-1.36	timeout
06-17 08:39	BTC	Buy	66633.3→64985.2	-12.80	stop_loss
06-17 07:40	BTC	Buy	66378.3→65465.7	-7.35	timeout
06-17 00:45	BTC	Buy	66389.3→65802.7	-4.93	timeout
06-16 18:04	BTC	Buy	66782.3→66167.7	-5.13	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 08:12	BTC	Buy	65700.3→66416.7	+5.06	timeout
06-16 06:09	BTC	Buy	65869.3→66082.7	+1.23	timeout
06-15 23:01	BTC	Buy	65400.3→66161.7	+5.33	timeout
06-15 14:28	BTC	Buy	64220.2→66509.7	+17.38	timeout
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.51	take_profit
06-15 06:59	BTC	Buy	64263.2→65797.7	+11.47	timeout
06-15 03:34	BTC	Buy	64507.2→65696.7	+8.74	timeout
06-14 22:25	BTC	Buy	64426.2→65111.7	+4.82	timeout
06-14 20:05	BTC	Buy	64242.2→63792.8	-3.99	timeout
06-14 12:42	BTC	Buy	63997.2→64319.8	+2.08	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 21:30	BTC	Buy	63496.2→64233.8	+5.34	timeout
06-13 12:00	BTC	Buy	63706.2→63942.8	+1.32	timeout
06-13 09:26	BTC	Buy	63672.2→63784.8	+0.34	timeout
06-12 20:59	BTC	Buy	63373.2→63439.8	+0.06	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 13:44	BTC	Buy	62918.1→63122.8	+1.11	timeout
06-12 11:02	BTC	Buy	63128.2→63689.8	+3.92	timeout
06-12 08:54	BTC	Buy	62914.1→63420.8	+3.49	timeout
06-11 17:49	BTC	Buy	61996.1→63580.8	+12.23	timeout
06-11 15:50	BTC	Buy	62260.1→62583.9	+2.00	timeout
06-11 12:23	BTC	Buy	61026.1→62682.9	+13.01	timeout
06-11 10:18	BTC	Buy	61149.1→62803.9	+12.94	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 15:31	BTC	Buy	61309.1→62299.9	+7.58	timeout
06-09 14:47	BTC	Buy	62679.1→61137.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62784.1→61240.3	-12.75	stop_loss
06-09 14:29	BTC	Buy	63104.2→61552.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63463.2→61900.9	-12.76	stop_loss
06-09 14:11	BTC	Buy	63494.2→61925.9	-12.80	stop_loss
06-09 01:46	BTC	Buy	63109.2→62699.9	-3.69	timeout
06-09 00:49	BTC	Buy	63968.2→62393.7	-12.77	stop_loss
06-08 22:53	BTC	Buy	63119.2→63303.8	+0.98	timeout
06-08 15:45	BTC	Buy	62075.1→63837.8	+13.69	timeout
06-08 13:43	BTC	Buy	61710.1→63511.8	+14.10	timeout
06-08 11:29	BTC	Buy	62533.1→63571.8	+7.83	timeout
06-07 22:15	BTC	Buy	61454.1→64151.8	+21.51	take_profit

Paper vs Live

Paper (trades.jsonl)

129

closed

45%

win rate

-358.57

total pnl ($)

-55.3 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	129	45%	-55.3	-358.57

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 01:51	BTC	Buy	circuit_breaker
06-28 23:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…