deribit_basis_zscore_gated_long · strategy

108

closed trades

40%

win rate

-386.63

total pnl ($)

0.643

weight

7d window — n=25 wr=40% pnl=-95.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 05:48	BTC	Buy	60237→59895	-3.28	timeout
06-27 21:13	BTC	Buy	59714→60361	+5.04	timeout
06-27 16:56	BTC	Buy	60022→60736	+5.48	timeout
06-27 04:02	BTC	Buy	59835→60317	+3.59	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.96	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 17:44	BTC	Buy	59332→59537	+1.31	timeout
06-25 13:54	BTC	Buy	60017→58531.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60291→58773.7	-12.95	stop_loss
06-24 17:19	BTC	Buy	61023.1→59522.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62643.1→61100.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62688.1→61146.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62756.1→61211.3	-12.75	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:46	BTC	Buy	63373.2→62896.9	-4.26	timeout
06-23 08:17	BTC	Buy	63980.2→62395.7	-12.84	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 04:47	BTC	Buy	64039.2→63803.8	-2.31	timeout
06-23 02:24	BTC	Buy	64511.2→64142.8	-3.31	timeout
06-22 20:00	BTC	Buy	64179.2→64528.8	+2.24	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-22 02:10	BTC	Buy	64230.2→64493.8	+1.51	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 01:58	BTC	Buy	63543.2→64226.8	+4.88	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 18:42	BTC	Buy	63035.2→63807.8	+5.69	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:40	BTC	Buy	64223.2→62639.5	-12.69	stop_loss
06-18 15:37	BTC	Buy	64461.2→62874.4	-12.58	stop_loss
06-18 15:37	BTC	Buy	64547.2→62959.4	-12.55	stop_loss
06-18 08:39	BTC	Buy	65039.3→64543.8	-4.30	timeout
06-17 19:40	BTC	Buy	65800.3→64178.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65808.3→64189.7	-12.75	stop_loss
06-17 06:57	BTC	Buy	66494.3→65586.7	-7.30	timeout
06-17 04:40	BTC	Buy	65861.3→65899.7	-0.20	timeout
06-17 03:25	BTC	Buy	65916.3→65687.7	-2.23	timeout
06-16 05:46	BTC	Buy	65696.3→66085.7	+2.57	timeout
06-16 04:20	BTC	Buy	65742.3→66068.7	+2.08	timeout
06-16 03:11	BTC	Buy	65644.3→65757.7	+0.42	timeout
06-15 05:16	BTC	Buy	64342.2→65678.7	+9.92	timeout
06-15 03:05	BTC	Buy	64470.2→65548.7	+7.88	timeout
06-15 01:59	BTC	Buy	64575.2→65469.7	+6.44	timeout
06-14 04:10	BTC	Buy	63467.2→64477.8	+7.56	timeout
06-14 02:51	BTC	Buy	63540.2→64473.8	+6.92	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-12 21:23	BTC	Buy	63533.2→63544.8	-0.39	timeout
06-12 20:18	BTC	Buy	63506.2→63503.8	-0.48	timeout
06-12 19:01	BTC	Buy	63479.2→63674.8	+1.07	timeout
06-11 19:33	BTC	Buy	61222.1→63912.8	+21.41	take_profit
06-11 19:20	BTC	Buy	61729.1→63639.8	+14.89	timeout
06-11 17:36	BTC	Buy	61764.1→63202.8	+11.11	timeout
06-10 16:47	BTC	Buy	61396.1→61971.9	+4.17	timeout
06-10 15:44	BTC	Buy	61288.1→62375.9	+8.37	timeout
06-10 14:43	BTC	Buy	61348.1→62031.9	+5.09	timeout
06-09 16:19	BTC	Buy	62373.1→60839.5	-12.76	stop_loss
06-09 14:19	BTC	Buy	63268.2→61711	-12.76	stop_loss
06-09 14:18	BTC	Buy	63311.2→61749	-12.79	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-09 04:54	BTC	Buy	62792.1→63280.8	+3.44	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 21:34	BTC	Buy	61723.1→63645.8	+15.09	timeout
06-08 04:52	BTC	Buy	61794.1→62776.9	+7.49	timeout
06-07 20:20	BTC	Buy	60543→61628.9	+8.55	timeout
06-07 14:56	BTC	Buy	60876→61903.9	+7.98	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:51	BTC	Buy	61001→59501.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61013.1→59512.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62640.1→61093.4	-12.80	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:24	BTC	Buy	62664.1→61121.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62721.1→61175.3	-12.76	stop_loss
06-05 06:21	BTC	Buy	63082.2→61512.2	-12.89	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 02:56	BTC	Buy	63251.2→62603.9	-5.52	timeout
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64275.2→62694.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65468.3→63857.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 16:27	BTC	Buy	67173.4→65514.9	-12.82	stop_loss
06-03 16:27	BTC	Buy	67189.4→65535.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67278.4→65621.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67474.4→65812.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69482.5→67764.7	-12.82	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70898.5→69151.9	-12.83	stop_loss
06-01 22:25	BTC	Buy	73800.7→71210.8	-18.13	stop_loss
06-01 22:25	BTC	Buy	73955.7→71210.8	-19.16	stop_loss
05-31 20:52	BTC	Buy	73945.7→73697.3	-2.12	timeout
05-31 18:44	BTC	Buy	74012.7→73606.3	-3.26	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

40%

win rate

-386.63

total pnl ($)

-71.3 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	108	40%	-71.3	-386.63

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…