deribit_basis_zscore_extreme_long_v6 · strategy

closed trades

42%

win rate

-283.39

total pnl ($)

0.758

weight

7d window — n=15 wr=40% pnl=-59.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 84 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 18:11	BTC	Buy	59636→60453	+6.25	timeout
06-29 17:02	BTC	Buy	59638→59967	+2.16	timeout
06-28 17:28	BTC	Buy	60552→59580	-8.45	timeout
06-28 16:23	BTC	Buy	60702→59765	-8.18	timeout
06-27 16:37	BTC	Buy	60267→60661	+2.84	timeout
06-27 15:37	BTC	Buy	60318→60811	+3.65	timeout
06-26 15:38	BTC	Buy	59340→60363	+8.14	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:57	BTC	Buy	59810→58336.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 14:13	BTC	Buy	62672.1→61130.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 06:21	BTC	Buy	64314.2→62727.5	-12.80	stop_loss
06-23 06:20	BTC	Buy	64479.2→62886.4	-12.82	stop_loss
06-22 21:27	BTC	Buy	63680.2→64286.8	+4.30	timeout
06-22 20:20	BTC	Buy	64036.2→64476.8	+2.96	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 18:43	BTC	Buy	62700.1→63029.8	+2.16	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.96	timeout
06-18 15:40	BTC	Buy	64195.2→62615.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64392.2→62808.4	-12.48	stop_loss
06-17 19:41	BTC	Buy	65772.3→64151.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65800.3→64175.7	-12.81	stop_loss
06-17 02:17	BTC	Buy	66091.3→65854.7	-2.25	timeout
06-17 00:10	BTC	Buy	66377.3→65716.7	-5.51	timeout
06-16 00:49	BTC	Buy	65563.3→66369.7	+5.74	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-14 21:45	BTC	Buy	64513.2→65392.7	+6.32	timeout
06-14 20:43	BTC	Buy	64223.2→64017.8	-2.08	timeout
06-13 21:12	BTC	Buy	63571.2→64251.8	+4.88	timeout
06-13 18:00	BTC	Buy	63855.2→63955.8	+0.32	timeout
06-12 20:45	BTC	Buy	63252.2→63485.8	+1.38	timeout
06-12 17:37	BTC	Buy	63162.2→63852.8	+5.00	timeout
06-11 17:33	BTC	Buy	61781.1→63345.8	+12.12	timeout
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-10 16:09	BTC	Buy	60912→62402.9	+11.74	timeout
06-10 15:08	BTC	Buy	61567.1→61954.9	+2.66	timeout
06-09 14:46	BTC	Buy	62774.1→61226.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 00:48	BTC	Buy	64006.2→62425.6	-12.81	stop_loss
06-08 22:04	BTC	Buy	61786.1→63480.8	+13.23	timeout
06-08 16:07	BTC	Buy	61942.1→63841.8	+14.75	timeout
06-07 21:50	BTC	Buy	60837→61656.9	+6.31	timeout
06-07 15:37	BTC	Buy	60672→62029.9	+10.73	timeout
06-06 19:33	BTC	Buy	59598→60608	+8.08	timeout
06-06 14:33	BTC	Buy	60402→60911	+3.77	timeout
06-05 18:52	BTC	Buy	60932→59433.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60067.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 05:59	BTC	Buy	63801.2→62226.8	-12.74	stop_loss
06-05 03:06	BTC	Buy	63896.2→62315.7	-12.79	stop_loss
06-04 11:11	BTC	Buy	63696.2→62129.8	-12.71	stop_loss
06-04 09:30	BTC	Buy	64271.2→62690.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65049.3→63449.1	-12.75	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67126.4→65473	-12.77	stop_loss
06-03 03:43	BTC	Buy	67538.4→65867.8	-12.82	stop_loss
06-02 14:27	BTC	Buy	69354.5→67644.8	-12.78	stop_loss
06-02 14:27	BTC	Buy	69476.5→67758.7	-12.82	stop_loss
06-02 02:07	BTC	Buy	71980.6→70209.4	-12.83	stop_loss
06-01 22:26	BTC	Buy	73808.7→71239.8	-18.00	stop_loss
06-01 04:19	BTC	Buy	74111.7→73470.3	-4.82	timeout
05-31 16:32	BTC	Buy	73881.7→73531.3	-2.88	timeout
05-31 14:41	BTC	Buy	74037.7→73621.3	-3.28	timeout
05-31 10:07	BTC	Buy	73578.7→73814.3	+1.00	timeout
05-30 16:46	BTC	Buy	73982.7→73924.3	-0.96	timeout
05-30 14:58	BTC	Buy	73097.7→73888.3	+4.81	timeout
05-30 11:09	BTC	Buy	73622.7→73597.3	-0.68	timeout
05-30 09:55	BTC	Buy	73705.7→73577.3	-1.34	timeout
05-30 08:42	BTC	Buy	73784.7→73493.3	-2.47	timeout
05-29 13:07	BTC	Buy	73373.7→73204.3	-1.63	timeout
05-29 11:01	BTC	Buy	73362.7→73574.3	+0.95	timeout
05-29 09:58	BTC	Buy	73516.7→73693.3	+0.68	timeout
05-29 08:53	BTC	Buy	73313.7→73668.3	+1.93	timeout
05-29 07:49	BTC	Buy	73389.7→73371.3	-0.59	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-283.39

total pnl ($)

-67.1 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	84	42%	-67.1	-283.39

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…