deribit_basis_zscore_fade_long_v3 · strategy

closed trades

47%

win rate

-236.82

total pnl ($)

0.562

weight

7d window — n=22 wr=41% pnl=-90.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:12	BTC	Buy	60286→59799	-4.45	timeout
06-29 18:12	BTC	Buy	60121→60457	+2.27	timeout
06-29 10:18	BTC	Buy	59365→60280	+7.18	timeout
06-28 23:37	BTC	Buy	60245→59690	-5.08	timeout
06-28 17:12	BTC	Buy	60001→59607	-3.72	timeout
06-28 08:58	BTC	Buy	60247→60354	+0.42	timeout
06-28 02:27	BTC	Buy	60601→60102	-4.57	timeout
06-27 20:15	BTC	Buy	60452→60260	-2.01	timeout
06-27 07:34	BTC	Buy	60034→60385	+2.47	timeout
06-26 15:59	BTC	Buy	59999→60273	+1.79	timeout
06-26 09:04	BTC	Buy	59435→60091	+5.10	timeout
06-26 03:01	BTC	Buy	59354→58527.1	-7.39	timeout
06-25 13:53	BTC	Buy	60833→58957.6	-15.83	stop_loss
06-25 13:45	BTC	Buy	61679.1→59792.1	-15.74	stop_loss
06-25 08:31	BTC	Buy	60831→61708.9	+6.76	timeout
06-24 17:20	BTC	Buy	61331.1→59447.3	-15.79	stop_loss
06-24 15:30	BTC	Buy	62651.1→60733.6	-15.73	stop_loss
06-24 14:26	BTC	Buy	62703.1→61230.9	-12.18	timeout
06-24 07:27	BTC	Buy	62336.1→62680.9	+2.29	timeout
06-24 01:22	BTC	Buy	62071.1→62815.9	+5.55	timeout
06-23 19:12	BTC	Buy	63000.1→62343.9	-5.67	timeout
06-23 08:24	BTC	Buy	64140.2→62177.8	-15.74	stop_loss
06-23 00:44	BTC	Buy	65041.3→64066.8	-7.93	timeout
06-22 18:28	BTC	Buy	64078.2→64569.8	+3.35	timeout
06-22 10:33	BTC	Buy	63616.2→64131.8	+3.56	timeout
06-21 20:24	BTC	Buy	64035.2→64083.8	-0.07	timeout
06-21 06:07	BTC	Buy	63820.2→64169.8	+2.29	timeout
06-20 14:11	BTC	Buy	63477.2→63232.8	-2.40	timeout
06-20 08:03	BTC	Buy	63007.2→63491.8	+3.37	timeout
06-20 02:02	BTC	Buy	63191.2→63521.8	+2.17	timeout
06-19 19:59	BTC	Buy	62601.1→62990.9	+2.65	timeout
06-19 13:56	BTC	Buy	62989.1→63192.8	+1.22	timeout
06-19 07:55	BTC	Buy	62974.1→62603.9	-3.46	timeout
06-19 02:09	BTC	Buy	63884.2→63014.8	-7.20	timeout
06-18 15:53	BTC	Buy	64454.2→62482.6	-15.62	stop_loss
06-18 13:56	BTC	Buy	64521.2→63997.8	-4.50	timeout
06-18 08:00	BTC	Buy	64257.2→64476.8	+1.23	timeout
06-18 01:45	BTC	Buy	65282.3→64566.8	-5.97	timeout
06-17 19:32	BTC	Buy	65499.3→64403.8	-8.83	timeout
06-17 13:27	BTC	Buy	65560.3→64890.8	-5.58	timeout
06-17 07:30	BTC	Buy	65699.3→65512.7	-1.88	timeout
06-17 01:28	BTC	Buy	66102.3→65550.7	-4.65	timeout
06-16 19:25	BTC	Buy	66341.3→65684.7	-5.44	timeout
06-16 04:03	BTC	Buy	67109.4→66166.7	-7.45	timeout
06-15 21:59	BTC	Buy	65577.3→66335.7	+5.31	timeout
06-15 15:54	BTC	Buy	65935.3→67216.6	+9.27	timeout
06-15 09:09	BTC	Buy	63998.2→65681.7	+12.71	timeout
06-15 02:25	BTC	Buy	64244.2→65674.7	+10.66	timeout
06-14 20:16	BTC	Buy	64471.2→63803.8	-5.65	timeout
06-14 13:51	BTC	Buy	64615.2→64271.8	-3.11	timeout
06-14 07:49	BTC	Buy	64293.2→64384.8	+0.26	timeout
06-14 01:50	BTC	Buy	64103.2→64611.8	+3.53	timeout
06-13 19:49	BTC	Buy	63827.2→64291.8	+3.19	timeout
06-13 13:45	BTC	Buy	63770.2→64108.8	+2.18	timeout
06-13 07:45	BTC	Buy	63642.2→63811.8	+0.87	timeout
06-12 21:44	BTC	Buy	63868.2→63517.8	-3.21	timeout
06-12 15:40	BTC	Buy	63443.2→63907.8	+3.17	timeout
06-12 08:57	BTC	Buy	63374.2→63444.8	+0.07	timeout
06-12 01:44	BTC	Buy	62884.1→63378.8	+3.43	timeout
06-11 18:49	BTC	Buy	62820.1→63495.8	+4.86	timeout
06-10 03:08	BTC	Buy	61561.1→62016.9	+3.31	timeout
06-09 14:46	BTC	Buy	63167.2→61234.3	-15.76	stop_loss
06-09 08:07	BTC	Buy	63353.2→62876.9	-4.25	timeout
06-09 01:36	BTC	Buy	63677.2→62792.9	-7.39	timeout
06-08 19:27	BTC	Buy	63197.2→63476.8	+1.73	timeout
06-08 13:24	BTC	Buy	62849.1→63712.8	+6.40	timeout
06-08 07:04	BTC	Buy	61832.1→62832.9	+7.63	timeout
06-08 01:04	BTC	Buy	61819.1→63384.8	+12.18	timeout
06-07 18:54	BTC	Buy	62026.1→62075.9	-0.02	timeout
06-07 12:42	BTC	Buy	60783→61785.9	+7.79	timeout
06-07 06:37	BTC	Buy	60554→62181.9	+13.02	timeout
06-07 00:33	BTC	Buy	60754→60898	+0.72	timeout
06-06 18:10	BTC	Buy	60990→60534	-4.16	timeout
06-05 18:51	BTC	Buy	61392.1→59513.3	-15.76	stop_loss
06-05 14:06	BTC	Buy	62391.1→60481.7	-15.75	stop_loss
06-05 06:22	BTC	Buy	63215.2→61279.3	-15.76	stop_loss
06-05 06:21	BTC	Buy	63419.2→61479.2	-15.72	stop_loss
06-05 04:46	BTC	Buy	63770.2→62953.9	-6.82	timeout
06-04 21:44	BTC	Buy	62874.1→63396.8	+3.72	timeout
06-04 10:28	BTC	Buy	64416.2→62442.6	-15.74	stop_loss
06-04 00:54	BTC	Buy	64958.2→62970.3	-15.75	stop_loss
06-03 20:55	BTC	Buy	66907.3→64859.3	-15.77	stop_loss
06-03 16:38	BTC	Buy	66353.3→65836.7	-4.37	timeout
06-03 11:46	BTC	Buy	66687.3→67090.6	+2.51	timeout
06-03 03:50	BTC	Buy	67556.4→65485	-15.79	stop_loss
06-02 14:23	BTC	Buy	70035.5→67891.6	-15.77	stop_loss
06-02 13:39	BTC	Buy	70917.5→68747.2	-15.77	stop_loss
05-31 07:46	BTC	Buy	74029.7→73861.3	-1.66	timeout
05-30 02:51	BTC	Buy	72836.6→73696.3	+5.43	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-236.82

total pnl ($)

-51.9 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	91	47%	-51.9	-236.82

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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