deribit_basis_zscore_extreme_long_v14 · strategy

120

closed trades

44%

win rate

-404.24

total pnl ($)

0.386

weight

7d window — n=28 wr=39% pnl=-118.45 · 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 05:06	BTC	Buy	59467→59467	-0.39	timeout
06-30 02:48	BTC	Buy	59684→59996	+2.24	timeout
06-30 00:33	BTC	Buy	59110→59842	+5.80	timeout
06-29 05:13	BTC	Buy	59981→59457	-4.84	timeout
06-29 02:13	BTC	Buy	60322→58838.6	-12.77	stop_loss
06-28 22:53	BTC	Buy	60344→58858.6	-12.84	stop_loss
06-28 21:11	BTC	Buy	60332→59646	-6.15	timeout
06-28 09:59	BTC	Buy	60404→60224	-1.97	timeout
06-28 07:46	BTC	Buy	60460→60211	-2.54	timeout
06-27 21:44	BTC	Buy	59986→60219	+1.56	timeout
06-27 19:31	BTC	Buy	59924→60139	+1.39	timeout
06-26 20:40	BTC	Buy	59423→59627	+1.18	timeout
06-26 18:33	BTC	Buy	59503→59804	+1.96	timeout
06-26 16:12	BTC	Buy	59666→60124	+3.30	timeout
06-26 14:24	BTC	Buy	59305→60021	+5.53	timeout
06-25 17:41	BTC	Buy	59411→59589	+1.08	timeout
06-25 13:57	BTC	Buy	59752→58275.9	-12.73	stop_loss
06-25 13:48	BTC	Buy	60961→59455.3	-12.75	stop_loss
06-25 13:46	BTC	Buy	61072.1→59567.2	-12.72	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:47	BTC	Buy	61524.1→60010	-12.73	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-24 05:48	BTC	Buy	63373.2→62917.9	-4.10	timeout
06-23 06:53	BTC	Buy	63935.2→62916.9	-8.44	timeout
06-23 06:21	BTC	Buy	64171.2→62588.6	-12.81	stop_loss
06-23 06:20	BTC	Buy	64402.2→62815.4	-12.78	stop_loss
06-22 20:45	BTC	Buy	63939.2→64445.8	+3.50	timeout
06-22 18:47	BTC	Buy	64160.2→64416.8	+1.50	timeout
06-22 08:14	BTC	Buy	64092.2→64266.8	+0.83	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-21 17:44	BTC	Buy	63842.2→64084.8	+1.53	timeout
06-21 14:51	BTC	Buy	63962.2→64026.8	+0.11	timeout
06-21 07:03	BTC	Buy	63654.2→64219.8	+3.99	timeout
06-21 05:04	BTC	Buy	63551.2→64244.8	+5.02	timeout
06-19 20:17	BTC	Buy	63147.2→63026.8	-1.44	timeout
06-19 18:18	BTC	Buy	62720.1→63082.8	+2.43	timeout
06-19 16:41	BTC	Buy	62660.1→63256.8	+4.33	timeout
06-19 15:02	BTC	Buy	63672.2→63136.8	-4.55	timeout
06-18 15:51	BTC	Buy	64143.2→62565.6	-12.50	stop_loss
06-18 15:40	BTC	Buy	64294.2→62712.5	-12.71	stop_loss
06-18 14:09	BTC	Buy	65219.3→63845.8	-10.97	timeout
06-18 11:57	BTC	Buy	64820.2→63956.8	-7.15	timeout
06-18 09:50	BTC	Buy	64934.2→64217.8	-6.07	timeout
06-17 19:38	BTC	Buy	65846.3→64226.7	-12.75	stop_loss
06-17 11:05	BTC	Buy	66256.3→64626.4	-12.83	stop_loss
06-17 08:49	BTC	Buy	66454.3→64815.3	-12.82	stop_loss
06-17 08:31	BTC	Buy	66771.3→65129.2	-12.78	stop_loss
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-16 10:58	BTC	Buy	65856.3→66463.7	+4.09	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-16 05:52	BTC	Buy	65762.3→66070.7	+1.96	timeout
06-15 21:23	BTC	Buy	64695.2→66503.7	+13.47	timeout
06-15 07:01	BTC	Buy	64260.2→65717.7	+10.88	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-14 12:37	BTC	Buy	64002.2→64287.8	+1.79	timeout
06-14 08:07	BTC	Buy	63762.2→64400.8	+4.49	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 11:30	BTC	Buy	63767.2→63925.8	+0.70	timeout
06-13 05:18	BTC	Buy	63500.2→63528.8	-0.21	timeout
06-12 20:57	BTC	Buy	63369.2→63441.8	+0.10	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 10:08	BTC	Buy	62927.1→63709.8	+5.67	timeout
06-12 01:12	BTC	Buy	61978.1→63464.8	+11.42	timeout
06-11 19:30	BTC	Buy	61173.1→63862.8	+21.42	take_profit
06-11 14:48	BTC	Buy	61938.1→62865.9	+6.94	timeout
06-11 09:29	BTC	Buy	61176.1→62785.9	+12.57	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 16:23	BTC	Buy	61035.1→62280.9	+9.70	timeout
06-10 14:26	BTC	Buy	61831.1→62028.9	+1.12	timeout
06-09 14:47	BTC	Buy	62665.1→61124.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63485.2→61923.9	-12.75	stop_loss
06-09 13:19	BTC	Buy	63847.2→62276.7	-12.72	stop_loss
06-08 21:13	BTC	Buy	61959.1→63729.8	+13.80	timeout
06-08 19:07	BTC	Buy	61662.1→63503.8	+14.42	timeout
06-08 17:06	BTC	Buy	62207.1→63510.8	+9.94	timeout
06-08 15:01	BTC	Buy	61833.1→64000.8	+17.04	timeout
06-07 19:49	BTC	Buy	60589→61260.9	+5.14	timeout
06-07 17:49	BTC	Buy	60606→62133.9	+12.18	timeout
06-07 15:36	BTC	Buy	60694→62031.9	+10.56	timeout
06-07 13:32	BTC	Buy	60699→61866.9	+9.15	timeout
06-06 19:12	BTC	Buy	59410→60706	+10.51	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss
06-05 18:54	BTC	Buy	60650→59158.4	-12.75	stop_loss
06-05 18:44	BTC	Buy	61239.1→59733.1	-12.75	stop_loss
06-05 15:39	BTC	Buy	61695.1→60177.9	-12.73	stop_loss
06-05 14:06	BTC	Buy	62013.1→60487.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62496.1→60956.5	-12.77	stop_loss
06-05 13:49	BTC	Buy	62740.1→61191.3	-12.80	stop_loss
06-05 06:24	BTC	Buy	62602.1→61059.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 02:20	BTC	Buy	62505.1→63010.8	+3.60	timeout
06-04 09:27	BTC	Buy	64402.2→62804.4	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

120

closed

44%

win rate

-404.24

total pnl ($)

-67.1 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	120	44%	-67.1	-404.24

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:49	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…