deribit_basis_zscore_extreme_long_v21 · strategy

137

closed trades

41%

win rate

-441.25

total pnl ($)

0.250

weight

7d window — n=37 wr=24% pnl=-231.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 09:04	BTC	Buy	60283→59833	-4.33	timeout
06-29 07:49	BTC	Buy	60213→60029	-2.01	timeout
06-28 21:45	BTC	Buy	60241→59646	-5.41	timeout
06-28 20:43	BTC	Buy	60236→59645	-5.36	timeout
06-28 18:36	BTC	Buy	60530→59580	-8.28	timeout
06-28 08:31	BTC	Buy	60418→60184	-2.39	timeout
06-28 07:23	BTC	Buy	60364→60108	-2.55	timeout
06-27 20:50	BTC	Buy	59757→60259	+3.81	timeout
06-27 19:38	BTC	Buy	59892→60098	+1.32	timeout
06-27 15:39	BTC	Buy	60435→60813	+2.69	timeout
06-26 19:24	BTC	Buy	59205→59871	+5.05	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:18	BTC	Buy	58894.9→59897	+7.98	timeout
06-26 13:19	BTC	Buy	59951→58476.8	-12.76	stop_loss
06-26 13:19	BTC	Buy	59981→58505.8	-12.76	stop_loss
06-26 02:16	BTC	Buy	59946→58467.8	-12.76	stop_loss
06-26 02:13	BTC	Buy	60143→58654.7	-12.81	stop_loss
06-25 13:59	BTC	Buy	59483→58018.1	-12.68	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61378.1→59867.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.37	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:24	BTC	Buy	63802.2→62232.8	-12.74	stop_loss
06-23 06:22	BTC	Buy	64083.2→62504.6	-12.80	stop_loss
06-23 06:22	BTC	Buy	64095.2→62516.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64311.2→62729.5	-12.78	stop_loss
06-23 03:52	BTC	Buy	64104.2→64037.8	-0.96	timeout
06-22 08:31	BTC	Buy	64030.2→64139.8	+0.35	timeout
06-22 07:27	BTC	Buy	64166.2→64247.8	+0.16	timeout
06-22 06:09	BTC	Buy	64177.2→64188.8	-0.38	timeout
06-22 05:04	BTC	Buy	64244.2→64058.8	-1.91	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-21 05:53	BTC	Buy	63613.2→64202.8	+4.18	timeout
06-21 04:53	BTC	Buy	63551.2→64308.8	+5.53	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64158.8	+6.55	timeout
06-20 02:45	BTC	Buy	62895.1→63371.8	+3.34	timeout
06-20 01:41	BTC	Buy	62867.1→63525.8	+4.78	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:51	BTC	Buy	64088.2→62511.6	-12.63	stop_loss
06-18 15:40	BTC	Buy	64267.2→62658.5	-12.69	stop_loss
06-18 15:38	BTC	Buy	64414.2→62830.4	-12.63	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.67	stop_loss
06-18 15:17	BTC	Buy	64813.2→63202.2	-12.55	stop_loss
06-18 05:02	BTC	Buy	65344.3→63736.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65580.3→63966.8	-12.75	stop_loss
06-17 19:42	BTC	Buy	65731.3→64114.7	-12.75	stop_loss
06-17 18:56	BTC	Buy	65851.3→65722.7	-1.47	timeout
06-17 16:42	BTC	Buy	65826.3→65960.7	+0.51	timeout
06-17 07:02	BTC	Buy	66378.3→65583.7	-6.46	timeout
06-16 21:26	BTC	Buy	66441.3→65692.7	-6.18	timeout
06-16 19:21	BTC	Buy	66459.3→65682.7	-6.38	timeout
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 15:44	BTC	Buy	66880.3→65811.7	-8.40	timeout
06-16 05:52	BTC	Buy	65762.3→66070.7	+1.95	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.64	timeout
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63908.2→66713.7	+21.52	take_profit
06-15 12:26	BTC	Buy	64480.2→66262.7	+13.39	timeout
06-15 03:33	BTC	Buy	64501.2→65696.7	+8.78	timeout
06-14 11:06	BTC	Buy	63848.2→64430.8	+4.11	timeout
06-14 09:46	BTC	Buy	63785.2→64533.8	+5.37	timeout
06-14 08:45	BTC	Buy	63861.2→64448.8	+4.11	timeout
06-14 07:43	BTC	Buy	63798.2→64285.8	+3.36	timeout
06-14 01:48	BTC	Buy	63803.2→64598.8	+5.82	timeout
06-13 10:35	BTC	Buy	63706.2→63809.8	+0.28	timeout
06-13 09:25	BTC	Buy	63653.2→63778.8	+0.44	timeout
06-13 08:23	BTC	Buy	63515.2→63756.8	+1.37	timeout
06-13 07:23	BTC	Buy	62980.1→63699.8	+5.25	timeout
06-12 20:55	BTC	Buy	63363.2→63388.8	-0.27	timeout
06-12 10:02	BTC	Buy	62896.1→63694.8	+5.81	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-12 07:56	BTC	Buy	62697.1→63044.8	+2.40	timeout
06-12 06:51	BTC	Buy	62791.1→62915.9	+0.50	timeout
06-11 19:30	BTC	Buy	61103.1→63796.8	+21.48	take_profit
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61767.1→61844.9	+0.12	timeout
06-10 16:54	BTC	Buy	61216.1→62158.9	+7.19	timeout
06-10 15:58	BTC	Buy	61088.1→62616.9	+12.06	timeout
06-10 15:02	BTC	Buy	61367.1→62306.9	+7.17	timeout
06-10 14:14	BTC	Buy	61981.1→61978.9	-0.49	timeout
06-09 15:57	BTC	Buy	62530.1→60987.4	-12.80	stop_loss
06-09 14:47	BTC	Buy	62710.1→61167.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:19	BTC	Buy	63271.2→61713	-12.77	stop_loss
06-09 13:34	BTC	Buy	63359.2→62266.9	-9.06	timeout
06-09 12:28	BTC	Buy	62996.1→62623.9	-3.37	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

41%

win rate

-441.25

total pnl ($)

-64.3 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	137	41%	-64.3	-441.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 11:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…