deribit_basis_zscore_extreme_long_v24 · strategy

140

closed trades

42%

win rate

-436.22

total pnl ($)

0.409

weight

7d window — n=35 wr=37% pnl=-122.65 · 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 14:44	BTC	Buy	59308→58798.1	-4.79	timeout
06-30 11:43	BTC	Buy	59864→59223	-5.78	timeout
06-30 09:52	BTC	Buy	59937→59364	-5.22	timeout
06-30 01:10	BTC	Buy	59529→59773	+1.66	timeout
06-29 23:50	BTC	Buy	59735→60242	+3.82	timeout
06-29 11:06	BTC	Buy	60186→59993	-2.20	timeout
06-29 07:32	BTC	Buy	60091→60063	-0.69	timeout
06-28 22:53	BTC	Buy	60423→58924.6	-12.94	stop_loss
06-28 20:57	BTC	Buy	60247→59632	-5.57	timeout
06-28 18:51	BTC	Buy	60506→59489	-8.84	timeout
06-28 09:18	BTC	Buy	60292→60339	-0.09	timeout
06-28 08:11	BTC	Buy	60465→60127	-3.26	timeout
06-28 07:02	BTC	Buy	60318→60129	-2.00	timeout
06-27 19:42	BTC	Buy	59913→60141	+1.50	timeout
06-27 15:40	BTC	Buy	60422→60788	+2.59	timeout
06-27 02:34	BTC	Buy	58794.9→60239	+11.81	timeout
06-26 19:49	BTC	Buy	59192→59820	+4.72	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.29	timeout
06-26 15:18	BTC	Buy	59251→59852	+4.57	timeout
06-26 14:14	BTC	Buy	59320→59952	+4.83	timeout
06-26 02:13	BTC	Buy	60158→58678.7	-12.74	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58145	-12.69	stop_loss
06-25 13:54	BTC	Buy	60017→58535.8	-12.73	stop_loss
06-25 13:53	BTC	Buy	60292→58789.6	-12.84	stop_loss
06-25 13:48	BTC	Buy	60795→59299.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61428.1→59867.1	-13.13	stop_loss
06-24 14:17	BTC	Buy	62589.1→61049.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62919.1→61370.2	-12.76	stop_loss
06-24 10:54	BTC	Buy	62256.1→62489.9	+1.39	timeout
06-24 09:53	BTC	Buy	62375.1→62673.9	+1.87	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	62922.1→62710.9	-2.18	timeout
06-23 06:22	BTC	Buy	64106.2→62529.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64192.2→62613.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64260.2→62676.5	-12.81	stop_loss
06-23 06:08	BTC	Buy	64712.2→63120.3	-12.78	stop_loss
06-22 08:31	BTC	Buy	64023.2→64168.8	+0.64	timeout
06-22 07:27	BTC	Buy	64169.2→64255.8	+0.20	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64230.2→64069.8	-1.72	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-21 04:53	BTC	Buy	63551.2→64282.8	+5.32	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64152.8	+6.51	timeout
06-20 01:34	BTC	Buy	62834.1→63553.8	+5.27	timeout
06-20 00:33	BTC	Buy	63004.2→63626.8	+4.45	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63107.2→62963.9	-1.62	timeout
06-19 15:55	BTC	Buy	62502.1→63200.8	+5.23	timeout
06-18 15:53	BTC	Buy	64019.2→62438.6	-12.78	stop_loss
06-18 15:51	BTC	Buy	64130.2→62552.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64274.2→62685.5	-12.79	stop_loss
06-18 15:37	BTC	Buy	64435.2→62848.4	-12.74	stop_loss
06-18 15:17	BTC	Buy	64933.2→63308.2	-12.95	stop_loss
06-18 09:27	BTC	Buy	65023.3→64261.8	-6.34	timeout
06-18 04:11	BTC	Buy	65379.3→63743.9	-12.97	stop_loss
06-17 19:40	BTC	Buy	65816.3→64197.7	-12.78	stop_loss
06-17 19:39	BTC	Buy	65607.3→64358.8	-10.00	timeout
06-17 18:40	BTC	Buy	65808.3→65593.7	-2.19	timeout
06-17 15:30	BTC	Buy	65800.3→65309.7	-4.19	timeout
06-17 08:10	BTC	Buy	66427.3→65364.7	-8.40	timeout
06-16 20:20	BTC	Buy	66529.3→65787.7	-6.12	timeout
06-16 19:23	BTC	Buy	66513.3→65669.7	-6.87	timeout
06-16 18:04	BTC	Buy	66782.3→66167.7	-5.13	timeout
06-16 15:24	BTC	Buy	66635.3→65760.7	-7.09	timeout
06-16 08:05	BTC	Buy	65716.3→66341.7	+4.34	timeout
06-15 13:28	BTC	Buy	64293.2→66825.7	+19.27	timeout
06-15 13:22	BTC	Buy	64057.2→66869.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63993.2→66802.7	+21.52	take_profit
06-15 12:24	BTC	Buy	64470.2→66250.7	+13.37	timeout
06-15 06:59	BTC	Buy	64263.2→65797.7	+11.47	timeout
06-14 13:11	BTC	Buy	64146.2→64289.8	+0.66	timeout
06-14 09:43	BTC	Buy	63777.2→64517.8	+5.31	timeout
06-14 08:43	BTC	Buy	63888.2→64447.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-13 12:20	BTC	Buy	63578.2→63917.8	+2.14	timeout
06-13 09:26	BTC	Buy	63672.2→63784.8	+0.34	timeout
06-13 08:24	BTC	Buy	63503.2→63735.8	+1.28	timeout
06-13 07:23	BTC	Buy	62973.1→63699.8	+5.31	timeout
06-13 05:22	BTC	Buy	63453.2→63538.8	+0.24	timeout
06-12 10:47	BTC	Buy	62930.1→63649.8	+5.19	timeout
06-12 09:22	BTC	Buy	62773.1→63615.8	+6.18	timeout
06-12 08:18	BTC	Buy	62810.1→63412.8	+4.23	timeout
06-12 07:04	BTC	Buy	62663.1→63067.8	+2.73	timeout
06-12 01:11	BTC	Buy	61958.1→63456.8	+11.52	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.18	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-10 18:59	BTC	Buy	61778.1→61832.9	-0.07	timeout
06-10 16:10	BTC	Buy	60976→62418.9	+11.35	timeout
06-10 15:07	BTC	Buy	61507.1→61957.9	+3.17	timeout
06-10 14:06	BTC	Buy	62125.1→62200.9	+0.14	timeout
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 14:44	BTC	Buy	62816.1→61271.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

42%

win rate

-436.22

total pnl ($)

-62.0 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	140	42%	-62.0	-436.22

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…