deribit_basis_zscore_extreme_long_v4 · strategy

closed trades

40%

win rate

-128.92

total pnl ($)

0.525

weight

7d window — n=19 wr=37% pnl=-96.28 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:12	BTC	Buy	60258→59751	-4.51	timeout
06-29 21:51	BTC	Buy	60181→60483	+1.76	timeout
06-29 19:48	BTC	Buy	60133→60430	+1.72	timeout
06-28 22:43	BTC	Buy	60582→59031.5	-13.27	stop_loss
06-28 18:46	BTC	Buy	59709→59569	-1.57	timeout
06-28 01:43	BTC	Buy	59288→60211	+7.28	timeout
06-27 18:33	BTC	Buy	59520→60505	+7.86	timeout
06-27 16:28	BTC	Buy	59709→60688	+7.83	timeout
06-27 14:30	BTC	Buy	59252→60589	+10.82	timeout
06-26 18:02	BTC	Buy	59344→60034	+5.17	timeout
06-25 13:53	BTC	Buy	60244→58701.7	-13.19	stop_loss
06-25 13:53	BTC	Buy	60308→58758.7	-13.22	stop_loss
06-25 13:48	BTC	Buy	61040.1→59475.3	-13.22	stop_loss
06-25 13:48	BTC	Buy	61061.1→59497.3	-13.21	stop_loss
06-24 15:08	BTC	Buy	62402.1→60789.5	-13.30	stop_loss
06-24 15:08	BTC	Buy	62412.1→60814.5	-13.19	stop_loss
06-24 14:19	BTC	Buy	62503.1→60889.5	-13.35	stop_loss
06-24 14:19	BTC	Buy	62598.1→60966.5	-13.47	stop_loss
06-24 14:02	BTC	Buy	62762.1→61156.3	-13.24	stop_loss
06-21 08:59	BTC	Buy	62555.1→63971.8	+10.57	timeout
06-18 05:04	BTC	Buy	65369.3→63695.9	-13.26	stop_loss
06-17 09:24	BTC	Buy	65645.3→64963.8	-5.72	timeout
06-17 06:50	BTC	Buy	65843.3→65637.7	-2.07	timeout
06-17 03:25	BTC	Buy	65673.3→65697.7	-0.34	timeout
06-16 14:28	BTC	Buy	64232.2→65638.7	+10.33	timeout
06-16 12:24	BTC	Buy	64479.2→66529.7	+15.28	timeout
06-15 07:59	BTC	Buy	63809.2→65628.7	+13.74	timeout
06-15 04:40	BTC	Buy	63583.2→65645.7	+15.71	timeout
06-15 02:07	BTC	Buy	63772.2→65580.7	+13.67	timeout
06-14 12:06	BTC	Buy	63642.2→64488.8	+6.23	timeout
06-14 09:53	BTC	Buy	63767.2→64581.8	+5.85	timeout
06-12 17:50	BTC	Buy	61988.1→63822.8	+14.33	timeout
06-12 15:51	BTC	Buy	62351.1→63718.8	+10.43	timeout
06-12 12:23	BTC	Buy	61044.1→63567.8	+20.07	timeout
06-12 10:20	BTC	Buy	61165.1→63734.8	+20.38	timeout
06-12 08:15	BTC	Buy	61610.1→63272.8	+12.82	timeout
06-09 21:39	BTC	Buy	61776.1→62016.9	+1.78	timeout
06-09 14:39	BTC	Buy	62938.1→61327.3	-13.27	stop_loss
06-09 14:30	BTC	Buy	63082.2→61466.2	-13.28	stop_loss
06-09 14:21	BTC	Buy	63222.2→61604.1	-13.25	stop_loss
06-09 14:21	BTC	Buy	63237.2→61618.1	-13.26	stop_loss
06-07 22:15	BTC	Buy	60830→63865.8	+24.52	take_profit
06-07 22:15	BTC	Buy	60797→63830.8	+24.51	take_profit
06-07 22:14	BTC	Buy	60602→63626.8	+24.52	take_profit
06-07 22:14	BTC	Buy	59989→62983.9	+24.53	take_profit
06-07 19:19	BTC	Buy	62853.1→61243.3	-13.23	stop_loss
06-07 08:28	BTC	Buy	59557→62528.9	+24.59	take_profit
06-05 18:54	BTC	Buy	60668→59115.5	-13.25	stop_loss
06-05 18:43	BTC	Buy	61419.1→59847.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61922.1→60337.8	-13.24	stop_loss
06-05 14:26	BTC	Buy	61927.1→60341.8	-13.25	stop_loss
06-05 13:57	BTC	Buy	62419.1→60820.5	-13.26	stop_loss
06-05 13:57	BTC	Buy	62442.1→60844.5	-13.24	stop_loss
06-05 06:24	BTC	Buy	62706.1→61098.4	-13.26	stop_loss
06-05 06:21	BTC	Buy	63085.2→61470.2	-13.25	stop_loss
06-04 11:10	BTC	Buy	63809.2→62175.8	-13.22	stop_loss
06-04 02:01	BTC	Buy	63645.2→62015.9	-13.25	stop_loss
06-04 00:24	BTC	Buy	65587.3→63908.8	-13.24	stop_loss
06-03 23:51	BTC	Buy	65810.3→64114.7	-13.33	stop_loss
06-03 23:37	BTC	Buy	65978.3→64289.6	-13.25	stop_loss
06-03 19:54	BTC	Buy	67064.4→65324.1	-13.44	stop_loss
06-03 19:54	BTC	Buy	67112.4→65393	-13.30	stop_loss
06-03 19:52	BTC	Buy	67188.4→65469	-13.27	stop_loss
06-03 03:44	BTC	Buy	67423.4→65696.8	-13.26	stop_loss
06-03 03:44	BTC	Buy	67439.4→65713.8	-13.25	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-128.92

total pnl ($)

-39.2 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	65	40%	-39.2	-128.92

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…