deribit_basis_zscore_extreme_long_v23 · strategy

135

closed trades

40%

win rate

-440.72

total pnl ($)

0.477

weight

7d window — n=30 wr=37% pnl=-103.55 · 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 01:12	BTC	Buy	59477→59815	+2.45	timeout
06-29 08:06	BTC	Buy	60151→60003	-1.73	timeout
06-28 22:53	BTC	Buy	60353→58867.6	-12.80	stop_loss
06-28 21:58	BTC	Buy	60171→59373	-7.10	timeout
06-28 20:51	BTC	Buy	60265→59631	-5.71	timeout
06-28 09:48	BTC	Buy	60396→60279	-1.44	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:22	BTC	Buy	60370→60108	-2.60	timeout
06-27 20:52	BTC	Buy	59757→60259	+3.81	timeout
06-27 19:43	BTC	Buy	59921→60154	+1.54	timeout
06-27 03:43	BTC	Buy	59413→60289	+6.93	timeout
06-27 02:36	BTC	Buy	58839.9→60254	+11.57	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:18	BTC	Buy	58941.9→59901	+7.60	timeout
06-26 02:13	BTC	Buy	60180→58687.7	-12.84	stop_loss
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59842→58369.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.66	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 11:26	BTC	Buy	62499.1→62341.9	-1.71	timeout
06-24 10:19	BTC	Buy	62404.1→62516.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:22	BTC	Buy	64089.2→62508.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64153.2→62559.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64163.2→62559.6	-12.97	stop_loss
06-23 06:21	BTC	Buy	64278.2→62697.5	-12.77	stop_loss
06-23 06:08	BTC	Buy	64695.2→63073.3	-13.01	stop_loss
06-22 08:33	BTC	Buy	63988.2→64179.8	+0.97	timeout
06-22 07:27	BTC	Buy	64166.2→64248.8	+0.24	timeout
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-22 05:08	BTC	Buy	64239.2→64171.8	-0.99	timeout
06-22 03:33	BTC	Buy	64309.2→64306.8	-0.52	timeout
06-21 07:00	BTC	Buy	63716.2→64262.8	+3.84	timeout
06-21 05:58	BTC	Buy	63657.2→64216.8	+3.94	timeout
06-21 04:54	BTC	Buy	63542.2→64296.8	+5.50	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:42	BTC	Buy	62895.1→63360.8	+3.26	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:21	BTC	Buy	63118.2→62967.9	-1.68	timeout
06-18 15:57	BTC	Buy	63903.2→62326.7	-12.72	stop_loss
06-18 15:53	BTC	Buy	64064.2→62488.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64158.2→62575.6	-12.52	stop_loss
06-18 15:40	BTC	Buy	64370.2→62787.4	-12.86	stop_loss
06-18 15:39	BTC	Buy	64373.2→62790.4	-12.87	stop_loss
06-18 11:14	BTC	Buy	64599.2→63998.8	-5.18	timeout
06-18 09:17	BTC	Buy	64924.2→64422.8	-4.34	timeout
06-17 19:41	BTC	Buy	65781.3→64153.7	-12.85	stop_loss
06-17 19:33	BTC	Buy	65708.3→64404.8	-10.40	timeout
06-17 18:35	BTC	Buy	65870.3→65336.7	-4.60	timeout
06-17 08:44	BTC	Buy	66521.3→64885.3	-12.76	stop_loss
06-17 06:56	BTC	Buy	66493.3→65599.7	-7.20	timeout
06-16 20:19	BTC	Buy	66509.3→65743.7	-6.30	timeout
06-16 19:01	BTC	Buy	66776.3→65765.7	-8.09	timeout
06-16 18:01	BTC	Buy	66823.3→65942.7	-7.12	timeout
06-16 09:16	BTC	Buy	65685.3→66663.7	+7.00	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 13:28	BTC	Buy	64291.2→66818.7	+19.23	timeout
06-15 13:18	BTC	Buy	63983.2→66792.7	+21.52	take_profit
06-15 12:25	BTC	Buy	64479.2→66267.7	+13.43	timeout
06-15 08:08	BTC	Buy	64410.2→65703.7	+9.60	timeout
06-15 03:34	BTC	Buy	64507.2→65695.7	+8.73	timeout
06-14 11:05	BTC	Buy	63833.2→64446.8	+4.35	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 08:43	BTC	Buy	63870.2→64447.8	+4.04	timeout
06-14 07:33	BTC	Buy	63734.2→64309.8	+4.07	timeout
06-14 01:49	BTC	Buy	63789.2→64602.8	+5.96	timeout
06-13 10:33	BTC	Buy	63680.2→63789.8	+0.33	timeout
06-13 09:26	BTC	Buy	63672.2→63784.8	+0.34	timeout
06-13 08:24	BTC	Buy	63502.2→63735.8	+1.29	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.04	timeout
06-12 23:02	BTC	Buy	63411.2→63449.8	-0.20	timeout
06-12 10:03	BTC	Buy	62869.1→63663.8	+5.78	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-12 07:50	BTC	Buy	62691.1→62987.9	+1.88	timeout
06-12 06:44	BTC	Buy	62897.1→62904.9	-0.44	timeout
06-11 22:22	BTC	Buy	61234.1→63584.8	+18.61	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 15:07	BTC	Buy	61494.1→61961.9	+3.31	timeout
06-10 14:06	BTC	Buy	62113.1→62208.9	+0.30	timeout
06-09 14:47	BTC	Buy	62668.1→61119.4	-12.81	stop_loss
06-09 14:44	BTC	Buy	62807.1→61259.3	-12.77	stop_loss
06-09 14:44	BTC	Buy	62823.1→61277.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:29	BTC	Buy	63065.2→62637.9	-3.78	timeout
06-09 02:59	BTC	Buy	63111.2→62840.9	-2.58	timeout
06-09 01:52	BTC	Buy	63123.2→62714.9	-3.67	timeout

Paper vs Live

Paper (trades.jsonl)

135

closed

40%

win rate

-440.72

total pnl ($)

-65.0 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	135	40%	-65.0	-440.72

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…