deribit_basis_zscore_extreme_long_v12 · strategy

102

closed trades

35%

win rate

-445.58

total pnl ($)

0.273

weight

7d window — n=22 wr=32% pnl=-135.95 · 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 01:54	BTC	Buy	60230→59883	-3.20	timeout
06-29 21:50	BTC	Buy	60178→60459	+1.58	timeout
06-29 19:49	BTC	Buy	60191→60488	+1.72	timeout
06-28 22:43	BTC	Buy	60582→59031.5	-13.27	stop_loss
06-28 18:49	BTC	Buy	59609→59507	-1.26	timeout
06-28 01:44	BTC	Buy	59289→60216	+7.31	timeout
06-27 18:14	BTC	Buy	59387→60488	+8.86	timeout
06-27 16:11	BTC	Buy	59749→60728	+7.87	timeout
06-27 14:29	BTC	Buy	59280→60585	+10.55	timeout
06-26 17:41	BTC	Buy	59414→59928	+3.68	timeout
06-25 13:57	BTC	Buy	59749→58218	-13.19	stop_loss
06-25 13:53	BTC	Buy	60406→58772.7	-13.89	stop_loss
06-25 13:48	BTC	Buy	60971→59397.3	-13.31	stop_loss
06-25 13:48	BTC	Buy	61065.1→59502.3	-13.19	stop_loss
06-24 15:30	BTC	Buy	62352.1→60750.6	-13.21	stop_loss
06-24 15:09	BTC	Buy	62384.1→60786.6	-13.18	stop_loss
06-24 15:08	BTC	Buy	62402.1→60805.5	-13.16	stop_loss
06-24 14:19	BTC	Buy	62589.1→60966.5	-13.39	stop_loss
06-24 14:19	BTC	Buy	62549.1→60939.5	-13.29	stop_loss
06-23 08:17	BTC	Buy	63986.2→62345.7	-13.28	stop_loss
06-23 08:17	BTC	Buy	64013.2→62369.7	-13.36	stop_loss
06-23 08:17	BTC	Buy	64024.2→62385.7	-13.33	stop_loss
06-23 06:22	BTC	Buy	64165.2→62509.6	-13.40	stop_loss
06-23 06:21	BTC	Buy	64209.2→62560.6	-13.34	stop_loss
06-22 21:24	BTC	Buy	63927.2→64242.8	+2.00	timeout
06-21 07:42	BTC	Buy	62501.1→64172.8	+12.94	timeout
06-21 05:00	BTC	Buy	62445.1→64239.8	+13.94	timeout
06-21 02:37	BTC	Buy	62911.1→64230.8	+10.01	timeout
06-21 00:35	BTC	Buy	62993.1→64234.8	+9.32	timeout
06-20 20:21	BTC	Buy	63130.2→63917.8	+5.85	timeout
06-18 15:57	BTC	Buy	63917.2→62277.7	-13.14	stop_loss
06-18 15:40	BTC	Buy	64323.2→62665.5	-13.31	stop_loss
06-18 15:18	BTC	Buy	64812.2→63151.2	-13.24	stop_loss
06-18 15:17	BTC	Buy	64951.2→63289.2	-13.22	stop_loss
06-18 14:52	BTC	Buy	65266.3→63594	-13.25	stop_loss
06-17 22:03	BTC	Buy	65518.3→63841.9	-13.23	stop_loss
06-17 19:40	BTC	Buy	65889.3→64196.7	-13.32	stop_loss
06-17 11:02	BTC	Buy	66376.3→64676.4	-13.38	stop_loss
06-17 08:39	BTC	Buy	66631.3→64922.3	-13.25	stop_loss
06-17 08:06	BTC	Buy	65719.3→65424.7	-2.60	timeout
06-17 06:03	BTC	Buy	65809.3→65772.7	-0.80	timeout
06-17 03:58	BTC	Buy	65881.3→65777.7	-1.33	timeout
06-15 22:32	BTC	Buy	64503.2→66093.7	+11.78	timeout
06-15 18:26	BTC	Buy	64167.2→66801.7	+19.85	timeout
06-15 07:34	BTC	Buy	63741.2→65766.7	+15.41	timeout
06-15 04:40	BTC	Buy	63583.2→65638.7	+15.65	timeout
06-15 01:50	BTC	Buy	63802.2→65600.7	+13.59	timeout
06-13 20:55	BTC	Buy	63372.2→64260.8	+6.52	timeout
06-13 17:40	BTC	Buy	63211.2→64076.8	+6.36	timeout
06-12 15:59	BTC	Buy	62600.1→63553.8	+6.96	timeout
06-12 11:46	BTC	Buy	61022.1→63805.8	+22.21	timeout
06-12 09:42	BTC	Buy	61300.1→63803.8	+19.80	timeout
06-11 19:01	BTC	Buy	61735.1→63446.8	+13.16	timeout
06-11 16:01	BTC	Buy	61128.1→62730.9	+12.36	timeout
06-09 19:49	BTC	Buy	61220.1→61783.9	+4.41	timeout
06-09 14:47	BTC	Buy	62747.1→61141.4	-13.25	stop_loss
06-09 14:29	BTC	Buy	63187.2→61566.1	-13.31	stop_loss
06-09 14:29	BTC	Buy	63204.2→61586.1	-13.28	stop_loss
06-09 14:16	BTC	Buy	63486.2→61861	-13.26	stop_loss
06-09 00:49	BTC	Buy	64026.2→62380.7	-13.30	stop_loss
06-07 22:15	BTC	Buy	60967→64009.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60826→63862.8	+24.53	take_profit
06-07 22:14	BTC	Buy	60733→63763.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60739→63769.8	+24.52	take_profit
06-07 19:43	BTC	Buy	62776.1→61168.3	-13.23	stop_loss
06-07 08:03	BTC	Buy	59458→62425.9	+24.66	take_profit
06-06 04:31	BTC	Buy	61294.1→59725.1	-13.25	stop_loss
06-06 04:15	BTC	Buy	61585.1→60008	-13.26	stop_loss
06-06 04:12	BTC	Buy	61778.1→60195.9	-13.26	stop_loss
06-05 18:52	BTC	Buy	60861→59303.4	-13.26	stop_loss
06-05 18:43	BTC	Buy	61422.1→59850.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61924.1→60332.8	-13.30	stop_loss
06-05 14:26	BTC	Buy	61968.1→60381.8	-13.25	stop_loss
06-05 13:57	BTC	Buy	62419.1→60820.5	-13.26	stop_loss
06-05 13:57	BTC	Buy	62436.1→60836.5	-13.26	stop_loss
06-05 13:56	BTC	Buy	62494.1→60892.5	-13.27	stop_loss
06-05 06:18	BTC	Buy	63427.2→61802	-13.18	stop_loss
06-05 06:03	BTC	Buy	63628.2→61998.9	-13.18	stop_loss
06-05 06:03	BTC	Buy	63669.2→62035.9	-13.21	stop_loss
06-05 05:59	BTC	Buy	63846.2→62210.8	-13.21	stop_loss
06-04 01:19	BTC	Buy	64412.2→62763.5	-13.25	stop_loss
06-04 00:29	BTC	Buy	65045.3→63380.1	-13.25	stop_loss
06-03 20:55	BTC	Buy	66433.3→64733.4	-13.29	stop_loss
06-03 20:45	BTC	Buy	66793.3→65084.2	-13.26	stop_loss
06-03 19:55	BTC	Buy	66992.3→65278.1	-13.30	stop_loss
06-03 19:52	BTC	Buy	67198.4→65478	-13.29	stop_loss
06-03 16:27	BTC	Buy	67275.4→65549.9	-13.29	stop_loss
06-03 03:50	BTC	Buy	67205.4→65476	-13.32	stop_loss
06-03 03:43	BTC	Buy	67592.4→65858.8	-13.28	stop_loss
06-03 03:43	BTC	Buy	67613.4→65881.7	-13.26	stop_loss
06-02 22:59	BTC	Buy	68550.4→66250.5	-17.23	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-01 22:25	BTC	Buy	73654.7→71211.8	-17.17	stop_loss
06-01 22:25	BTC	Buy	73745.7→71211.8	-17.79	stop_loss
06-01 22:25	BTC	Buy	73653.7→71211.8	-17.21	stop_loss
06-01 22:25	BTC	Buy	73565.7→71211.8	-16.65	stop_loss
06-01 22:25	BTC	Buy	73982.7→71211.8	-19.42	stop_loss
05-31 07:51	BTC	Buy	73399.7→73835.3	+2.22	timeout
05-30 23:35	BTC	Buy	73655.7→73759.3	+0.03	timeout
05-30 18:55	BTC	Buy	73652.7→73990.3	+1.62	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

35%

win rate

-445.58

total pnl ($)

-86.7 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	102	35%	-86.7	-445.58

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 04:16	BTC	Buy	circuit_breaker
06-30 01:39	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…