deribit_basis_zscore_extreme_long_v5 · strategy

168

closed trades

40%

win rate

-538.37

total pnl ($)

0.250

weight

7d window — n=34 wr=32% pnl=-184.45 · 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 02:51	BTC	Buy	60127→59682	-4.19	timeout
06-29 01:32	BTC	Buy	60177→59256	-8.14	timeout
06-28 22:53	BTC	Buy	60369→58871.6	-12.87	stop_loss
06-28 22:25	BTC	Buy	60021→59382	-5.79	timeout
06-28 19:47	BTC	Buy	60164→59310	-7.52	timeout
06-28 07:36	BTC	Buy	60387→60097	-2.86	timeout
06-28 00:10	BTC	Buy	60103→60090	-0.48	timeout
06-27 21:53	BTC	Buy	59920→60180	+1.79	timeout
06-27 19:51	BTC	Buy	59888→60157	+1.85	timeout
06-27 18:50	BTC	Buy	59625→60494	+6.86	timeout
06-27 03:52	BTC	Buy	59796→60260	+3.44	timeout
06-26 20:56	BTC	Buy	59349→59724	+2.63	timeout
06-26 19:50	BTC	Buy	59259→59866	+4.56	timeout
06-26 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 15:17	BTC	Buy	58933.9→59857	+7.29	timeout
06-26 02:24	BTC	Buy	59758→58285.9	-12.75	stop_loss
06-25 17:22	BTC	Buy	59322→59489	+1.01	timeout
06-25 13:53	BTC	Buy	60239→58755.7	-12.69	stop_loss
06-25 13:53	BTC	Buy	60468→58967.6	-12.77	stop_loss
06-25 13:48	BTC	Buy	60961→59452.3	-12.76	stop_loss
06-25 13:46	BTC	Buy	61123.1→59619.2	-12.70	stop_loss
06-24 17:20	BTC	Buy	60904→59406.3	-12.73	stop_loss
06-24 15:28	BTC	Buy	62315.1→60778.6	-12.70	stop_loss
06-24 13:44	BTC	Buy	62916.1→61368.2	-12.75	stop_loss
06-24 13:43	BTC	Buy	62320.1→61492.9	-7.08	timeout
06-24 10:57	BTC	Buy	62302.1→62403.9	+0.34	timeout
06-24 08:29	BTC	Buy	62043.1→62664.9	+4.50	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.84	timeout
06-23 08:17	BTC	Buy	64038.2→62462.6	-12.76	stop_loss
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64250.2→62669.5	-12.76	stop_loss
06-23 06:18	BTC	Buy	64549.2→62961.4	-12.78	stop_loss
06-23 04:55	BTC	Buy	65223.3→63618	-12.77	stop_loss
06-23 01:40	BTC	Buy	64492.2→64030.8	-4.00	timeout
06-22 21:13	BTC	Buy	63609.2→64347.8	+5.35	timeout
06-22 08:47	BTC	Buy	63924.2→64128.8	+1.07	timeout
06-22 03:35	BTC	Buy	64332.2→64213.8	-1.44	timeout
06-22 02:11	BTC	Buy	64227.2→64496.8	+1.56	timeout
06-21 23:15	BTC	Buy	64240.2→63700.8	-4.63	timeout
06-21 20:12	BTC	Buy	63945.2→64123.8	+0.95	timeout
06-21 08:18	BTC	Buy	63523.2→64068.8	+3.74	timeout
06-21 02:05	BTC	Buy	63463.2→64213.8	+5.42	timeout
06-21 00:02	BTC	Buy	63534.2→64230.8	+4.93	timeout
06-20 21:50	BTC	Buy	63111.2→64036.8	+6.90	timeout
06-20 19:15	BTC	Buy	63039.2→63873.8	+6.18	timeout
06-19 23:14	BTC	Buy	62759.1→63248.8	+3.42	timeout
06-19 22:10	BTC	Buy	62933.1→63031.8	+0.29	timeout
06-19 19:28	BTC	Buy	62752.1→62967.9	+1.24	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.97	timeout
06-19 15:44	BTC	Buy	62666.1→63254.8	+4.34	timeout
06-18 15:53	BTC	Buy	64017.2→62438.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64337.2→62752.5	-12.61	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.51	stop_loss
06-18 15:37	BTC	Buy	64441.2→62841.4	-12.66	stop_loss
06-18 15:18	BTC	Buy	64685.2→63092.3	-12.75	stop_loss
06-18 04:11	BTC	Buy	65388.3→63745.9	-13.02	stop_loss
06-17 22:03	BTC	Buy	65471.3→63850.9	-12.81	stop_loss
06-17 19:41	BTC	Buy	65605.3→64187.8	-11.28	timeout
06-17 19:41	BTC	Buy	65748.3→64131.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65793.3→64175.7	-12.76	stop_loss
06-17 17:08	BTC	Buy	65757.3→65811.7	-0.10	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 02:35	BTC	Buy	65773.3→65861.7	+0.21	timeout
06-16 23:31	BTC	Buy	66181.3→65690.7	-4.24	timeout
06-16 17:16	BTC	Buy	66870.3→65785.7	-8.66	timeout
06-16 15:22	BTC	Buy	66629.3→65702.7	-7.48	timeout
06-16 05:47	BTC	Buy	65708.3→66089.7	+2.51	timeout
06-16 00:50	BTC	Buy	65522.3→66326.7	+5.72	timeout
06-15 21:20	BTC	Buy	64738.2→66493.7	+13.05	timeout
06-15 13:26	BTC	Buy	64120.2→66935.7	+21.52	take_profit
06-15 13:00	BTC	Buy	63787.2→66589.7	+21.53	take_profit
06-15 03:36	BTC	Buy	64504.2→65714.7	+8.90	timeout
06-15 00:12	BTC	Buy	64401.2→65730.7	+9.88	timeout
06-14 21:07	BTC	Buy	64283.2→63993.8	-2.72	timeout
06-14 18:29	BTC	Buy	64184.2→63697.8	-4.34	timeout
06-14 14:56	BTC	Buy	64212.2→63941.8	-2.57	timeout
06-14 01:08	BTC	Buy	63654.2→64577.8	+6.85	timeout
06-13 21:31	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 19:17	BTC	Buy	63658.2→64126.8	+3.23	timeout
06-13 13:35	BTC	Buy	63267.2→64192.8	+6.81	timeout
06-13 12:32	BTC	Buy	63486.2→63976.8	+3.33	timeout
06-13 00:16	BTC	Buy	63655.2→63567.8	-1.23	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.11	timeout
06-12 17:35	BTC	Buy	63170.2→63807.8	+4.58	timeout
06-12 12:29	BTC	Buy	62683.1→63427.8	+5.42	timeout
06-12 10:06	BTC	Buy	62848.1→63659.8	+5.91	timeout
06-11 19:30	BTC	Buy	61184.1→63869.8	+21.38	take_profit
06-11 19:19	BTC	Buy	61744.1→63587.8	+14.34	timeout
06-11 15:52	BTC	Buy	62277.1→62612.9	+2.10	timeout
06-11 11:08	BTC	Buy	61039.1→63081.8	+16.14	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+8.47	timeout
06-10 17:38	BTC	Buy	61702.1→61757.9	-0.04	timeout
06-10 16:34	BTC	Buy	61163.1→62189.9	+7.84	timeout
06-10 15:08	BTC	Buy	61566.1→61942.9	+2.57	timeout
06-09 16:39	BTC	Buy	62292.1→60760.6	-12.76	stop_loss
06-09 14:46	BTC	Buy	62769.1→61225.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63472.2→61905.9	-12.79	stop_loss
06-09 08:10	BTC	Buy	63093.2→62820.9	-2.68	timeout
06-09 07:09	BTC	Buy	62918.1→63385.8	+3.21	timeout

Paper vs Live

Paper (trades.jsonl)

168

closed

40%

win rate

-538.37

total pnl ($)

-63.7 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	168	40%	-63.7	-538.37

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…