deribit_basis_zscore_extreme_long_v9 · strategy

119

closed trades

45%

win rate

-384.32

total pnl ($)

0.539

weight

7d window — n=25 wr=48% pnl=-94.03 · 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 23:31	BTC	Buy	59607→60211	+4.65	timeout
06-29 21:01	BTC	Buy	59624→60281	+4.91	timeout
06-29 18:46	BTC	Buy	59574→60242	+5.01	timeout
06-28 19:59	BTC	Buy	60146→59448	-6.24	timeout
06-28 16:47	BTC	Buy	60748→59604	-9.87	timeout
06-28 15:32	BTC	Buy	60749→59995	-6.69	timeout
06-27 19:48	BTC	Buy	59854→60159	+2.15	timeout
06-27 15:35	BTC	Buy	60148→60756	+4.62	timeout
06-27 14:34	BTC	Buy	59923→60595	+5.15	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.45	timeout
06-26 15:06	BTC	Buy	59167→59584	+3.02	timeout
06-26 14:12	BTC	Buy	59380→59976	+4.52	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60003→58526.8	-12.70	stop_loss
06-25 13:53	BTC	Buy	60274→58767.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60975→59473.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59749.1	-13.01	stop_loss
06-24 14:17	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62671.1→61127.4	-12.76	stop_loss
06-24 13:48	BTC	Buy	62794.1→61249.3	-12.75	stop_loss
06-24 09:48	BTC	Buy	62360.1→62662.9	+1.90	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:43	BTC	Buy	62855.1→62787.9	-1.04	timeout
06-23 08:17	BTC	Buy	64003.2→62417.7	-12.85	stop_loss
06-23 08:17	BTC	Buy	64007.2→62430.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64251.2→62662.5	-12.82	stop_loss
06-23 00:08	BTC	Buy	63488.2→63916.8	+2.96	timeout
06-22 22:00	BTC	Buy	63710.2→64300.8	+4.18	timeout
06-22 21:00	BTC	Buy	63801.2→64413.8	+4.33	timeout
06-21 23:14	BTC	Buy	64247.2→63662.8	-4.98	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-21 20:17	BTC	Buy	63940.2→64089.8	+0.73	timeout
06-20 21:50	BTC	Buy	63111.2→64036.8	+6.90	timeout
06-20 19:56	BTC	Buy	63044.2→63896.8	+6.34	timeout
06-20 18:44	BTC	Buy	63020.2→63756.8	+5.41	timeout
06-19 20:03	BTC	Buy	63184.2→63017.8	-1.80	timeout
06-19 19:04	BTC	Buy	62687.1→63054.8	+2.46	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:56	BTC	Buy	63964.2→62390.7	-12.60	stop_loss
06-18 15:38	BTC	Buy	64414.2→62830.4	-12.71	stop_loss
06-18 15:36	BTC	Buy	64622.2→63029.3	-12.75	stop_loss
06-18 05:04	BTC	Buy	65303.3→63696.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65565.3→63938.8	-12.84	stop_loss
06-17 19:41	BTC	Buy	65777.3→64158.7	-12.78	stop_loss
06-17 08:04	BTC	Buy	66339.3→65466.7	-6.98	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-17 00:29	BTC	Buy	66215.3→65685.7	-4.52	timeout
06-16 05:27	BTC	Buy	65810.3→66027.7	+1.25	timeout
06-16 04:01	BTC	Buy	65864.3→66133.7	+1.64	timeout
06-15 21:19	BTC	Buy	64808.2→66489.7	+12.46	timeout
06-15 03:30	BTC	Buy	64518.2→65695.7	+8.64	timeout
06-15 02:19	BTC	Buy	64596.2→65674.7	+7.86	timeout
06-14 20:01	BTC	Buy	64261.2→63837.8	-3.79	timeout
06-14 03:26	BTC	Buy	63549.2→64507.8	+7.12	timeout
06-13 23:51	BTC	Buy	63543.2→64360.8	+5.97	timeout
06-13 19:14	BTC	Buy	63694.2→64153.8	+3.16	timeout
06-13 02:20	BTC	Buy	63611.2→63772.8	+0.79	timeout
06-12 23:46	BTC	Buy	63629.2→63498.8	-1.52	timeout
06-12 15:20	BTC	Buy	62654.1→64229.8	+12.04	timeout
06-11 23:03	BTC	Buy	61345.1→63382.8	+16.03	timeout
06-11 21:53	BTC	Buy	61273.1→63522.8	+17.77	timeout
06-11 14:50	BTC	Buy	61930.1→62842.9	+6.82	timeout
06-10 22:17	BTC	Buy	62611.1→61066.4	-12.79	stop_loss
06-10 16:20	BTC	Buy	60851→62300.9	+11.39	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:21	BTC	Buy	61644.1→61887.9	+1.50	timeout
06-09 14:30	BTC	Buy	63030.2→61480.2	-12.75	stop_loss
06-09 14:19	BTC	Buy	63267.2→61711	-12.75	stop_loss
06-09 13:23	BTC	Buy	63807.2→62237.8	-12.73	stop_loss
06-08 23:06	BTC	Buy	62831.1→63404.8	+4.09	timeout
06-08 22:04	BTC	Buy	61807.1→63480.8	+13.05	timeout
06-08 20:47	BTC	Buy	61781.1→63353.8	+12.24	timeout
06-07 19:45	BTC	Buy	60608→61260.9	+4.99	timeout
06-07 19:18	BTC	Buy	62817.1→61267.3	-12.76	stop_loss
06-07 18:41	BTC	Buy	60559→62164.9	+12.86	timeout
06-07 06:06	BTC	Buy	61042.1→61618.9	+4.32	timeout
06-06 19:33	BTC	Buy	59660→60608	+7.55	timeout
06-06 18:32	BTC	Buy	60141→60533	+2.86	timeout
06-06 04:34	BTC	Buy	61045.1→59543.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60994→59494.3	-12.75	stop_loss
06-05 14:06	BTC	Buy	61951.1→60427.7	-12.74	stop_loss
06-05 13:49	BTC	Buy	63005.2→61454.2	-12.76	stop_loss
06-05 12:09	BTC	Buy	62433.1→62046.9	-3.58	timeout
06-05 06:23	BTC	Buy	62789.1→61245.3	-12.74	stop_loss
06-05 06:01	BTC	Buy	63692.2→62125.8	-12.70	stop_loss
06-05 02:30	BTC	Buy	63052.2→62613.9	-3.90	timeout
06-04 11:10	BTC	Buy	63767.2→62198.8	-12.72	stop_loss
06-04 09:29	BTC	Buy	64335.2→62753.5	-12.74	stop_loss
06-04 01:22	BTC	Buy	64294.2→62713.5	-12.74	stop_loss
06-04 00:27	BTC	Buy	65185.3→63582	-12.74	stop_loss
06-04 00:25	BTC	Buy	65466.3→63855.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	67009.4→65360	-12.79	stop_loss
06-03 16:27	BTC	Buy	67178.4→65520.9	-12.81	stop_loss
06-03 16:24	BTC	Buy	67297.4→65639.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67128.4→65476	-12.76	stop_loss
06-03 03:44	BTC	Buy	67343.4→65683.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67444.4→65781.8	-12.78	stop_loss
06-02 15:37	BTC	Buy	68751.4→67059.1	-12.76	stop_loss
06-02 14:27	BTC	Buy	69346.5→67638.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

119

closed

45%

win rate

-384.32

total pnl ($)

-64.2 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	119	45%	-64.2	-384.32

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…