deribit_basis_zscore_extreme_long_v7 · strategy

closed trades

41%

win rate

-403.06

total pnl ($)

0.619

weight

7d window — n=19 wr=37% pnl=-106.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60457→58970.5	-12.79	stop_loss
06-28 20:13	BTC	Buy	60253→59565	-6.16	timeout
06-28 19:07	BTC	Buy	60556→59488	-9.24	timeout
06-27 22:20	BTC	Buy	59942→59977	-0.11	timeout
06-27 17:58	BTC	Buy	60007→60545	+4.05	timeout
06-27 05:23	BTC	Buy	59730→60241	+3.83	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 13:57	BTC	Buy	59702→58233	-12.65	stop_loss
06-25 13:53	BTC	Buy	60494→59006.5	-12.64	stop_loss
06-25 13:51	BTC	Buy	60701→59208.4	-12.66	stop_loss
06-24 17:47	BTC	Buy	60587→59096.5	-12.73	stop_loss
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.67	stop_loss
06-23 06:21	BTC	Buy	64322.2→62734.5	-12.62	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-22 08:31	BTC	Buy	64029.2→64164.8	+0.50	timeout
06-22 07:28	BTC	Buy	64163.2→64213.8	-0.15	timeout
06-22 05:06	BTC	Buy	64238.2→64117.8	-1.48	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.70	stop_loss
06-18 15:40	BTC	Buy	64178.2→62599.6	-12.50	stop_loss
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.63	timeout
06-16 15:43	BTC	Buy	66841.3→65837.7	-8.07	timeout
06-16 08:10	BTC	Buy	65703.3→66369.7	+4.63	timeout
06-15 23:53	BTC	Buy	65713.3→66313.7	+4.16	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 03:00	BTC	Buy	64474.2→65436.7	+6.98	timeout
06-14 21:51	BTC	Buy	64443.2→65433.7	+7.19	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.17	timeout
06-14 01:56	BTC	Buy	63785.2→64566.8	+5.69	timeout
06-13 12:21	BTC	Buy	63532.2→63902.8	+2.39	timeout
06-13 08:26	BTC	Buy	63465.2→63784.8	+1.97	timeout
06-12 15:02	BTC	Buy	62638.1→64089.8	+11.06	timeout
06-12 11:03	BTC	Buy	63174.2→63827.8	+4.65	timeout
06-12 07:40	BTC	Buy	62593.1→63047.8	+3.14	timeout
06-11 14:51	BTC	Buy	61920.1→62904.9	+7.40	timeout
06-10 22:17	BTC	Buy	62614.1→61066.4	-12.81	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 15:28	BTC	Buy	61347.1→62314.9	+7.38	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-09 16:39	BTC	Buy	62300.1→60766.6	-12.77	stop_loss
06-09 14:21	BTC	Buy	63178.2→61622.1	-12.77	stop_loss
06-09 13:23	BTC	Buy	63803.2→62233.8	-12.73	stop_loss
06-09 00:46	BTC	Buy	64059.2→62479.6	-12.79	stop_loss
06-08 23:05	BTC	Buy	62861.1→63409.8	+3.89	timeout
06-08 14:51	BTC	Buy	61890.1→63902.8	+15.78	timeout
06-08 13:43	BTC	Buy	61721.1→63506.8	+13.97	timeout
06-07 15:46	BTC	Buy	60866→62042.9	+9.20	timeout
06-07 14:43	BTC	Buy	60912→61945.9	+8.02	timeout
06-07 13:33	BTC	Buy	60699→61810.9	+8.69	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-06 04:31	BTC	Buy	61213.1→59707.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61559.1→60042	-12.78	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:04	BTC	Buy	62034.1→60501.7	-12.80	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 06:21	BTC	Buy	63124.2→61567.1	-12.78	stop_loss
06-05 02:51	BTC	Buy	63495.2→62743.9	-6.32	timeout
06-05 02:30	BTC	Buy	64117.2→62539.6	-12.74	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64633.2→63043.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64185.2→62606.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 19:54	BTC	Buy	66994.3→65324.1	-12.97	stop_loss
06-03 16:27	BTC	Buy	67172.4→65512.9	-12.83	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-02 23:01	BTC	Buy	67834.4→66163.6	-12.77	stop_loss
06-02 19:33	BTC	Buy	68016.4→66342.5	-12.76	stop_loss
06-02 14:01	BTC	Buy	70362.5→68632.2	-12.76	stop_loss
06-02 12:17	BTC	Buy	70953.5→69204.9	-12.83	stop_loss
06-01 15:25	BTC	Buy	73659.7→71111.9	-17.86	stop_loss
06-01 15:25	BTC	Buy	73623.7→71111.9	-17.64	stop_loss
06-01 15:25	BTC	Buy	73629.7→71111.9	-17.70	stop_loss
05-30 12:20	BTC	Buy	73338.7→73627.3	+1.47	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
05-30 07:52	BTC	Buy	73398.7→73486.3	+0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-403.06

total pnl ($)

-84.5 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	95	41%	-84.5	-403.06

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…