deribit_basis_zscore_extreme_long_v20 · strategy

closed trades

45%

win rate

-261.01

total pnl ($)

0.694

weight

7d window — n=24 wr=38% pnl=-93.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 94 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 10:17	BTC	Buy	59578→60248	+5.10	timeout
06-28 23:50	BTC	Buy	60242→59717	-4.85	timeout
06-28 17:14	BTC	Buy	59982→59614	-3.50	timeout
06-28 08:37	BTC	Buy	60238→60231	-0.51	timeout
06-28 02:27	BTC	Buy	60596→60098	-4.56	timeout
06-27 19:49	BTC	Buy	60476→60184	-2.84	timeout
06-26 23:18	BTC	Buy	59394→59955	+4.26	timeout
06-26 16:24	BTC	Buy	59965→59987	-0.31	timeout
06-26 09:54	BTC	Buy	60012→59624	-3.71	timeout
06-26 03:44	BTC	Buy	59150→59456	+2.15	timeout
06-25 13:53	BTC	Buy	61215.1→59036.5	-18.23	stop_loss
06-25 13:48	BTC	Buy	61672.1→59476.3	-18.21	stop_loss
06-25 10:37	BTC	Buy	60909→61509.9	+4.49	timeout
06-25 04:39	BTC	Buy	60272→60890	+4.69	timeout
06-24 15:37	BTC	Buy	62859.1→60622.6	-18.17	stop_loss
06-24 15:37	BTC	Buy	62863.1→60625.6	-18.22	stop_loss
06-24 10:54	BTC	Buy	62533.1→62486.9	-0.82	timeout
06-24 04:03	BTC	Buy	62417.1→62712.9	+1.89	timeout
06-23 21:58	BTC	Buy	62354.1→62555.9	+1.18	timeout
06-23 17:40	BTC	Buy	63452.2→62563.9	-7.46	timeout
06-23 10:32	BTC	Buy	63923.2→62293.9	-13.10	timeout
06-23 03:14	BTC	Buy	65063.3→63977.8	-8.81	timeout
06-22 22:05	BTC	Buy	64157.2→64340.8	+1.00	timeout
06-22 16:12	BTC	Buy	63941.2→64683.8	+5.33	timeout
06-22 09:44	BTC	Buy	63850.2→64090.8	+1.36	timeout
06-22 03:44	BTC	Buy	64272.2→64132.8	-1.54	timeout
06-21 21:35	BTC	Buy	64096.2→63747.8	-3.17	timeout
06-21 15:34	BTC	Buy	64331.2→64163.8	-1.71	timeout
06-21 05:42	BTC	Buy	63831.2→64299.8	+3.16	timeout
06-20 12:40	BTC	Buy	63547.2→63562.8	-0.36	timeout
06-20 06:08	BTC	Buy	63111.2→63642.8	+3.76	timeout
06-19 23:37	BTC	Buy	62597.1→63323.8	+5.37	timeout
06-19 17:24	BTC	Buy	62590.1→62963.9	+2.53	timeout
06-19 11:15	BTC	Buy	62736.1→62485.9	-2.40	timeout
06-19 05:03	BTC	Buy	62538.1→62552.9	-0.31	timeout
06-18 23:11	BTC	Buy	63979.2→62760.9	-9.93	timeout
06-18 17:04	BTC	Buy	63752.2→62513.9	-10.02	timeout
06-18 11:01	BTC	Buy	64302.2→64101.8	-2.05	timeout
06-18 05:17	BTC	Buy	65872.3→63921.8	-15.27	timeout
06-17 23:12	BTC	Buy	64666.2→64257.8	-3.61	timeout
06-17 17:09	BTC	Buy	65784.3→65869.7	+0.17	timeout
06-17 11:00	BTC	Buy	65802.3→64756.8	-8.44	timeout
06-17 04:51	BTC	Buy	65724.3→65923.7	+1.05	timeout
06-16 22:43	BTC	Buy	66574.3→65696.7	-7.09	timeout
06-16 16:40	BTC	Buy	65858.3→65815.7	-0.82	timeout
06-15 22:59	BTC	Buy	65883.3→66163.7	+1.65	timeout
06-15 16:12	BTC	Buy	65744.3→67167.6	+10.38	timeout
06-15 07:28	BTC	Buy	63788.2→65955.7	+16.53	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64349.2→63944.8	-3.63	timeout
06-14 11:16	BTC	Buy	64453.2→64524.8	+0.10	timeout
06-14 05:12	BTC	Buy	63952.2→64316.8	+2.41	timeout
06-13 23:07	BTC	Buy	63853.2→64425.8	+4.02	timeout
06-13 16:50	BTC	Buy	63625.2→63896.8	+1.68	timeout
06-13 09:08	BTC	Buy	63517.2→63788.8	+1.64	timeout
06-12 23:46	BTC	Buy	63818.2→63506.8	-2.93	timeout
06-12 17:44	BTC	Buy	63372.2→63801.8	+2.94	timeout
06-12 11:44	BTC	Buy	63616.2→63760.8	+0.65	timeout
06-12 05:43	BTC	Buy	63315.2→63367.8	-0.06	timeout
06-11 23:05	BTC	Buy	63159.2→63403.8	+1.42	timeout
06-11 04:02	BTC	Buy	62503.1→62623.9	+0.45	timeout
06-10 20:18	BTC	Buy	61681.1→61771.9	+0.26	timeout
06-10 03:09	BTC	Buy	61636.1→62016.9	+2.69	timeout
06-09 16:05	BTC	Buy	63169.2→60918.5	-18.32	stop_loss
06-09 08:22	BTC	Buy	63260.2→62876.9	-3.49	timeout
06-09 02:15	BTC	Buy	63790.2→62623.9	-9.58	timeout
06-08 20:05	BTC	Buy	63180.2→63351.8	+0.89	timeout
06-08 14:01	BTC	Buy	63123.2→63753.8	+4.52	timeout
06-08 08:05	BTC	Buy	61487.1→63145.8	+13.01	timeout
06-08 01:59	BTC	Buy	61719.1→63148.8	+11.10	timeout
06-07 19:49	BTC	Buy	62213.1→61283.9	-7.89	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+1.90	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+12.78	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+5.78	timeout
06-06 10:17	BTC	Buy	61542.1→60629	-7.89	timeout
06-06 03:22	BTC	Buy	60679→60820	+0.71	timeout
06-05 14:26	BTC	Buy	62622.1→60387.8	-18.29	stop_loss
06-05 13:58	BTC	Buy	62978.1→60736.6	-18.25	stop_loss
06-05 06:22	BTC	Buy	63614.2→61346.2	-18.25	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+3.48	timeout
06-04 16:55	BTC	Buy	64416.2→63538.8	-7.31	timeout
06-04 01:16	BTC	Buy	65236.3→62914.4	-18.24	stop_loss
06-03 20:55	BTC	Buy	67089.4→64652.4	-18.63	stop_loss
06-03 16:39	BTC	Buy	66340.3→65885.7	-3.91	timeout
06-03 11:34	BTC	Buy	66560.3→67161.6	+4.00	timeout
06-03 04:08	BTC	Buy	67496.4→66314.7	-9.21	timeout
06-02 14:27	BTC	Buy	70120.5→67624.8	-18.26	stop_loss
06-02 14:09	BTC	Buy	70914.5→68383.4	-18.32	stop_loss
06-02 08:06	BTC	Buy	71519.6→70039.5	-10.87	timeout
06-01 03:52	BTC	Buy	73635.7→73801.3	+0.64	timeout
05-31 19:27	BTC	Buy	73881.7→73442.3	-3.43	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-1.69	timeout
05-30 05:21	BTC	Buy	74204.7→73494.3	-5.26	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-261.01

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	94	45%	-55.3	-261.01

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…