deribit_basis_zscore_extreme_long_v2 · strategy

141

closed trades

41%

win rate

-516.45

total pnl ($)

0.342

weight

7d window — n=32 wr=41% pnl=-141.95 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:07	BTC	Buy	60098→60079	-0.54	timeout
06-27 20:53	BTC	Buy	59736→60249	+3.90	timeout
06-27 19:55	BTC	Buy	59829→60125	+2.07	timeout
06-27 18:52	BTC	Buy	59640→60492	+6.71	timeout
06-26 20:24	BTC	Buy	59593→59751	+0.76	timeout
06-26 19:21	BTC	Buy	59224→59919	+5.30	timeout
06-26 18:18	BTC	Buy	59561→59968	+2.87	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.42	timeout
06-25 13:59	BTC	Buy	59528→58062	-12.70	stop_loss
06-25 13:58	BTC	Buy	59660→58192	-12.70	stop_loss
06-25 13:57	BTC	Buy	59812→58324.9	-12.82	stop_loss
06-25 13:53	BTC	Buy	60290→58767.7	-13.02	stop_loss
06-24 17:20	BTC	Buy	60912→59414.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61317.1→59808.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62619.1→61070.4	-12.82	stop_loss
06-24 13:57	BTC	Buy	62753.1→61204.3	-12.79	stop_loss
06-24 13:57	BTC	Buy	62751.1→61204.3	-12.77	stop_loss
06-24 12:10	BTC	Buy	62460.1→62835.9	+2.55	timeout
06-24 09:39	BTC	Buy	62418.1→62662.9	+1.43	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.07	timeout
06-24 07:34	BTC	Buy	62921.1→62675.9	-2.45	timeout
06-23 08:17	BTC	Buy	63948.2→62371.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63986.2→62403.7	-12.84	stop_loss
06-23 06:27	BTC	Buy	64061.2→62621.9	-11.72	timeout
06-23 06:21	BTC	Buy	64252.2→62665.5	-12.81	stop_loss
06-23 00:06	BTC	Buy	63462.2→64011.8	+3.92	timeout
06-22 23:06	BTC	Buy	63686.2→63938.8	+1.53	timeout
06-22 22:03	BTC	Buy	63819.2→64337.8	+3.61	timeout
06-22 03:36	BTC	Buy	64306.2→64216.8	-1.22	timeout
06-21 23:27	BTC	Buy	64243.2→63697.8	-4.67	timeout
06-21 22:26	BTC	Buy	64154.2→63698.8	-3.99	timeout
06-21 21:23	BTC	Buy	63919.2→63720.8	-2.00	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:09	BTC	Buy	63051.2→63987.8	+6.98	timeout
06-20 21:05	BTC	Buy	63151.2→63920.8	+5.65	timeout
06-20 19:17	BTC	Buy	63031.2→63880.8	+6.30	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.71	timeout
06-19 21:28	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.94	stop_loss
06-18 15:37	BTC	Buy	64435.2→62841.4	-12.79	stop_loss
06-18 15:36	BTC	Buy	64618.2→63016.3	-12.83	stop_loss
06-18 15:36	BTC	Buy	64612.2→63016.3	-12.78	stop_loss
06-17 22:03	BTC	Buy	65561.3→63944.8	-12.77	stop_loss
06-17 19:50	BTC	Buy	65635.3→64013.8	-12.82	stop_loss
06-17 19:41	BTC	Buy	65772.3→64153.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65803.3→64184.7	-12.77	stop_loss
06-17 15:36	BTC	Buy	65945.3→65364.7	-4.86	timeout
06-17 04:39	BTC	Buy	65832.3→65887.7	-0.08	timeout
06-17 02:32	BTC	Buy	65870.3→65981.7	+0.37	timeout
06-17 00:27	BTC	Buy	66278.3→65677.7	-5.06	timeout
06-16 13:06	BTC	Buy	66629.3→66344.7	-2.66	timeout
06-16 02:16	BTC	Buy	65724.3→66085.7	+2.30	timeout
06-15 22:28	BTC	Buy	65180.3→66175.7	+7.14	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 12:24	BTC	Buy	64477.2→66258.7	+13.38	timeout
06-15 01:04	BTC	Buy	64522.2→65337.7	+5.84	timeout
06-14 21:37	BTC	Buy	64294.2→64867.8	+3.98	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-13 22:16	BTC	Buy	63497.2→64354.8	+6.27	timeout
06-13 21:09	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:33	BTC	Buy	63635.2→64143.8	+3.55	timeout
06-13 10:39	BTC	Buy	63722.2→63805.8	+0.12	timeout
06-12 22:03	BTC	Buy	63565.2→63473.8	-1.22	timeout
06-12 20:53	BTC	Buy	63345.2→63408.8	+0.04	timeout
06-12 17:45	BTC	Buy	63395.2→63836.8	+3.02	timeout
06-12 10:09	BTC	Buy	62903.1→63714.8	+5.90	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.40	take_profit
06-11 17:37	BTC	Buy	61785.1→63172.8	+10.70	timeout
06-11 15:10	BTC	Buy	61942.1→62691.9	+5.51	timeout
06-11 07:51	BTC	Buy	61657.1→62672.9	+7.64	timeout
06-10 17:11	BTC	Buy	61434.1→62021.9	+4.28	timeout
06-10 15:15	BTC	Buy	61666.1→61869.9	+1.16	timeout
06-10 14:23	BTC	Buy	61734.1→61963.9	+1.38	timeout
06-09 16:39	BTC	Buy	62296.1→60761.6	-12.78	stop_loss
06-09 14:47	BTC	Buy	62718.1→61171.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63166.2→61613.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63771.2→62202.8	-12.74	stop_loss
06-09 06:16	BTC	Buy	62876.1→63350.8	+3.27	timeout
06-08 23:37	BTC	Buy	63165.2→63134.8	-0.77	timeout
06-08 22:31	BTC	Buy	62853.1→63280.8	+2.92	timeout
06-08 20:47	BTC	Buy	61776.1→63347.8	+12.23	timeout
06-08 05:21	BTC	Buy	61819.1→62621.9	+6.04	timeout
06-07 22:14	BTC	Buy	60637→63298.8	+21.51	take_profit
06-07 21:48	BTC	Buy	60819→61683.9	+6.67	timeout
06-07 15:20	BTC	Buy	60432→61715.9	+10.16	timeout
06-07 05:09	BTC	Buy	60012→61801.9	+14.49	timeout
06-06 20:11	BTC	Buy	60701→60512	-1.94	timeout
06-06 19:11	BTC	Buy	59394→60726	+10.82	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:12	BTC	Buy	61738.1→60218.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60812→59316.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 14:28	BTC	Buy	61818.1→60291.8	-12.79	stop_loss
06-05 13:58	BTC	Buy	62279.1→60746.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62772.1→61219.3	-12.82	stop_loss
06-05 13:49	BTC	Buy	62779.1→61235.3	-12.75	stop_loss
06-05 06:24	BTC	Buy	62714.1→61171.3	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

141

closed

41%

win rate

-516.45

total pnl ($)

-72.8 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	141	41%	-72.8	-516.45

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…