deribit_basis_zscore_launch_long · strategy

131

closed trades

44%

win rate

-383.85

total pnl ($)

0.365

weight

7d window — n=32 wr=38% pnl=-148.43 · 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 05:12	BTC	Buy	59983→59405	-5.28	timeout
06-28 22:53	BTC	Buy	60353→58868.6	-12.76	stop_loss
06-28 19:49	BTC	Buy	60155→59310	-7.45	timeout
06-28 12:24	BTC	Buy	60290→60212	-1.14	timeout
06-28 10:06	BTC	Buy	60407→60163	-2.50	timeout
06-28 07:52	BTC	Buy	60472→60180	-2.88	timeout
06-27 21:24	BTC	Buy	59805→60395	+4.55	timeout
06-27 19:14	BTC	Buy	60022→60573	+4.17	timeout
06-27 02:39	BTC	Buy	58762.9→60240	+12.11	timeout
06-27 00:33	BTC	Buy	59721→59873	+0.79	timeout
06-26 21:03	BTC	Buy	59442→59673	+1.41	timeout
06-26 17:59	BTC	Buy	59649→59991	+2.31	timeout
06-26 15:36	BTC	Buy	59371→60305	+7.32	timeout
06-25 13:58	BTC	Buy	59574→58109	-12.67	stop_loss
06-25 13:57	BTC	Buy	59829→58343.9	-12.78	stop_loss
06-25 13:51	BTC	Buy	60703→59209.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60753→59259.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60874→59374.3	-12.72	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 14:19	BTC	Buy	62514.1→60966.5	-12.81	stop_loss
06-24 13:48	BTC	Buy	62786.1→61241.3	-12.75	stop_loss
06-24 12:50	BTC	Buy	62279.1→62711.9	+3.02	timeout
06-24 10:43	BTC	Buy	62213.1→62588.9	+2.54	timeout
06-24 08:38	BTC	Buy	62306.1→62689.9	+2.57	timeout
06-24 06:58	BTC	Buy	62908.1→62748.9	-1.77	timeout
06-23 08:17	BTC	Buy	63980.2→62403.7	-12.79	stop_loss
06-23 06:22	BTC	Buy	64093.2→62503.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64296.2→62714.5	-12.78	stop_loss
06-23 06:08	BTC	Buy	64669.2→63077.3	-12.78	stop_loss
06-23 05:33	BTC	Buy	64214.2→63443.8	-6.48	timeout
06-22 19:17	BTC	Buy	64164.2→64331.8	+0.81	timeout
06-22 17:07	BTC	Buy	64154.2→64638.8	+3.31	timeout
06-22 08:14	BTC	Buy	64092.2→64266.8	+0.83	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 17:44	BTC	Buy	63842.2→64084.8	+1.53	timeout
06-21 14:51	BTC	Buy	63962.2→64026.8	+0.11	timeout
06-21 08:00	BTC	Buy	63625.2→64157.8	+3.73	timeout
06-21 05:25	BTC	Buy	63706.2→64247.8	+3.80	timeout
06-19 22:20	BTC	Buy	62784.1→63186.8	+2.71	timeout
06-19 20:15	BTC	Buy	63140.2→63046.8	-1.22	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 16:41	BTC	Buy	62660.1→63256.8	+4.33	timeout
06-19 15:02	BTC	Buy	63672.2→63136.8	-4.55	timeout
06-18 15:57	BTC	Buy	63877.2→62301.7	-12.65	stop_loss
06-18 15:51	BTC	Buy	64163.2→62585.6	-12.50	stop_loss
06-18 15:40	BTC	Buy	64294.2→62712.5	-12.71	stop_loss
06-18 14:09	BTC	Buy	65219.3→63845.8	-10.97	timeout
06-18 11:57	BTC	Buy	64820.2→63956.8	-7.15	timeout
06-18 09:50	BTC	Buy	64934.2→64217.8	-6.07	timeout
06-18 05:03	BTC	Buy	65339.3→63729.9	-12.78	stop_loss
06-17 19:38	BTC	Buy	65846.3→64226.7	-12.75	stop_loss
06-17 15:04	BTC	Buy	65631.3→65169.7	-3.89	timeout
06-17 11:05	BTC	Buy	66256.3→64626.4	-12.83	stop_loss
06-17 08:49	BTC	Buy	66453.3→64815.3	-12.81	stop_loss
06-17 08:31	BTC	Buy	66771.3→65129.2	-12.78	stop_loss
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-16 12:59	BTC	Buy	66549.3→66391.7	-1.71	timeout
06-16 10:58	BTC	Buy	65856.3→66463.7	+4.09	timeout
06-16 08:11	BTC	Buy	65684.3→66421.7	+5.19	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-15 22:16	BTC	Buy	65122.3→66338.7	+8.85	timeout
06-15 11:22	BTC	Buy	64501.2→66182.7	+12.59	timeout
06-15 09:14	BTC	Buy	64408.2→65662.7	+9.31	timeout
06-15 06:08	BTC	Buy	64431.2→65899.7	+10.93	timeout
06-15 01:54	BTC	Buy	64609.2→65487.7	+6.31	timeout
06-14 12:37	BTC	Buy	64002.2→64287.8	+1.79	timeout
06-14 10:36	BTC	Buy	63817.2→64627.8	+5.87	timeout
06-14 08:07	BTC	Buy	63762.2→64400.8	+4.49	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 05:20	BTC	Buy	63490.2→63547.8	+0.02	timeout
06-12 23:01	BTC	Buy	63412.2→63469.8	-0.05	timeout
06-12 20:55	BTC	Buy	63373.2→63398.8	-0.27	timeout
06-12 17:41	BTC	Buy	63321.2→63812.8	+3.42	timeout
06-12 13:58	BTC	Buy	62996.1→63152.8	+0.72	timeout
06-12 01:11	BTC	Buy	61944.1→63498.8	+11.97	timeout
06-11 19:30	BTC	Buy	61173.1→63858.8	+21.39	take_profit
06-11 14:48	BTC	Buy	61921.1→62880.9	+7.20	timeout
06-11 11:32	BTC	Buy	60970→63214.8	+17.83	timeout
06-11 09:29	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 15:24	BTC	Buy	61464.1→62275.9	+6.11	timeout
06-09 16:40	BTC	Buy	62266.1→60734.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63443.2→61882.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63518.2→61953.9	-12.76	stop_loss
06-09 01:05	BTC	Buy	63355.2→62599.9	-6.40	timeout
06-08 22:58	BTC	Buy	62890.1→63413.8	+3.69	timeout
06-08 21:36	BTC	Buy	61767.1→63704.8	+15.20	timeout
06-08 17:26	BTC	Buy	62237.1→63574.8	+10.21	timeout
06-08 15:21	BTC	Buy	61743.1→64097.8	+18.57	timeout
06-07 22:15	BTC	Buy	61374.1→64068.8	+21.50	take_profit
06-07 22:06	BTC	Buy	60574→61721.9	+9.04	timeout
06-07 20:01	BTC	Buy	60558→61266.9	+5.43	timeout
06-07 18:04	BTC	Buy	60552→62153.9	+12.83	timeout
06-07 15:56	BTC	Buy	60716→61999.9	+10.04	timeout
06-07 13:54	BTC	Buy	60750→61741.9	+7.69	timeout
06-06 18:57	BTC	Buy	59532→60607	+8.63	timeout
06-06 04:27	BTC	Buy	61378.1→59868.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

131

closed

44%

win rate

-383.85

total pnl ($)

-58.4 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	131	44%	-58.4	-383.85

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…