deribit_basis_zscore_extreme_long_v22 · strategy

133

closed trades

42%

win rate

-440.67

total pnl ($)

0.250

weight

7d window — n=36 wr=36% pnl=-175.07 · 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 20:10	BTC	Buy	60269→59550	-6.41	timeout
06-28 19:08	BTC	Buy	60548→59478	-9.27	timeout
06-28 09:01	BTC	Buy	60403→60318	-1.15	timeout
06-28 07:50	BTC	Buy	60495→60208	-2.88	timeout
06-28 06:49	BTC	Buy	60420→59961	-4.24	timeout
06-27 19:39	BTC	Buy	59880→60123	+1.63	timeout
06-27 15:41	BTC	Buy	60363→60782	+3.04	timeout
06-27 03:42	BTC	Buy	59405→60294	+7.04	timeout
06-27 02:36	BTC	Buy	58845.9→60228	+11.27	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.31	timeout
06-26 16:49	BTC	Buy	59260→60135	+6.82	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-26 02:13	BTC	Buy	60163→58669.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58966.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60778→59282.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60827→59330.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:38	BTC	Buy	62111.1→60583.7	-12.74	stop_loss
06-24 13:46	BTC	Buy	62856.1→61307.3	-12.77	stop_loss
06-24 10:53	BTC	Buy	62247.1→62457.9	+1.20	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64115.2→62531.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64156.2→62565.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-23 06:18	BTC	Buy	64604.2→63015.3	-12.78	stop_loss
06-22 08:31	BTC	Buy	64024.2→64157.8	+0.53	timeout
06-22 07:27	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 06:56	BTC	Buy	63713.2→64264.8	+3.88	timeout
06-21 05:53	BTC	Buy	63630.2→64202.8	+4.05	timeout
06-21 04:53	BTC	Buy	63551.2→64282.8	+5.32	timeout
06-21 03:46	BTC	Buy	63443.2→64393.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:41	BTC	Buy	62895.1→63370.8	+3.34	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:32	BTC	Buy	63014.2→63615.8	+4.28	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.60	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64175.2→62591.6	-12.51	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.80	stop_loss
06-18 15:38	BTC	Buy	64419.2→62834.4	-12.87	stop_loss
06-17 22:03	BTC	Buy	65480.3→63853.9	-12.87	stop_loss
06-17 19:44	BTC	Buy	65691.3→64075.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65872.3→64251.6	-12.75	stop_loss
06-17 18:45	BTC	Buy	65834.3→65846.7	-0.44	timeout
06-17 15:32	BTC	Buy	65812.3→65283.7	-4.47	timeout
06-17 08:44	BTC	Buy	66520.3→64884.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66742.3→65101.2	-12.75	stop_loss
06-16 19:25	BTC	Buy	66533.3→65683.7	-6.92	timeout
06-16 18:04	BTC	Buy	66797.3→66197.7	-5.01	timeout
06-16 15:20	BTC	Buy	66684.3→65739.7	-7.61	timeout
06-16 09:16	BTC	Buy	65674.3→66664.7	+7.11	timeout
06-16 08:06	BTC	Buy	65720.3→66313.7	+4.11	timeout
06-15 13:28	BTC	Buy	64293.2→66816.7	+19.20	timeout
06-15 13:25	BTC	Buy	64082.2→66896.7	+21.53	take_profit
06-15 12:24	BTC	Buy	64479.2→66261.7	+13.38	timeout
06-15 08:06	BTC	Buy	64389.2→65712.7	+9.84	timeout
06-15 06:59	BTC	Buy	64264.2→65796.7	+11.46	timeout
06-14 11:04	BTC	Buy	63835.2→64437.8	+4.26	timeout
06-14 09:42	BTC	Buy	63779.2→64527.8	+5.37	timeout
06-14 08:43	BTC	Buy	63871.2→64447.8	+4.03	timeout
06-14 07:32	BTC	Buy	63754.2→64288.8	+3.74	timeout
06-14 01:46	BTC	Buy	63798.2→64582.8	+5.73	timeout
06-13 10:44	BTC	Buy	63645.2→63842.8	+1.02	timeout
06-13 09:31	BTC	Buy	63771.2→63799.8	-0.31	timeout
06-13 08:24	BTC	Buy	63478.2→63736.8	+1.48	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-12 10:02	BTC	Buy	62909.1→63713.8	+5.85	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-12 07:52	BTC	Buy	62665.1→62981.9	+2.04	timeout
06-12 06:45	BTC	Buy	62876.1→62922.9	-0.13	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.31	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:05	BTC	Buy	62152.1→62150.9	-0.48	timeout
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62825.1→61280.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-09 13:32	BTC	Buy	63344.2→62470.9	-7.32	timeout
06-09 12:29	BTC	Buy	63074.2→62628.9	-3.93	timeout
06-08 23:26	BTC	Buy	63087.2→63065.8	-0.64	timeout
06-08 22:24	BTC	Buy	62978.1→63307.8	+2.13	timeout
06-08 21:32	BTC	Buy	61784.1→63614.8	+14.33	timeout
06-08 06:23	BTC	Buy	61835.1→63011.8	+9.06	timeout
06-08 05:22	BTC	Buy	61803.1→62638.9	+6.31	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

42%

win rate

-440.67

total pnl ($)

-66.0 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	133	42%	-66.0	-440.67

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…