deribit_basis_zscore_long_20 · strategy

140

closed trades

42%

win rate

-440.40

total pnl ($)

0.696

weight

7d window — n=25 wr=48% pnl=-68.73 · 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 23:42	BTC	Buy	59769→60231	+3.44	timeout
06-29 18:17	BTC	Buy	59604→60368	+5.81	timeout
06-29 01:27	BTC	Buy	60211→59304	-8.01	timeout
06-28 20:09	BTC	Buy	60249→59516	-6.53	timeout
06-28 19:06	BTC	Buy	60576→59486	-9.43	timeout
06-28 16:55	BTC	Buy	60786→59640	-9.85	timeout
06-28 00:08	BTC	Buy	60105→60083	-0.56	timeout
06-27 19:53	BTC	Buy	59855→60166	+2.20	timeout
06-27 18:51	BTC	Buy	59633→60499	+6.83	timeout
06-27 15:42	BTC	Buy	60461→60771	+2.13	timeout
06-26 19:25	BTC	Buy	59220→59886	+5.05	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-25 17:22	BTC	Buy	59388→59463	+0.23	timeout
06-25 13:57	BTC	Buy	59741→58271.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59796→58323.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60465→58957.6	-12.84	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 14:02	BTC	Buy	62729.1→61184.3	-12.76	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:10	BTC	Buy	62057.1→62086.9	-0.22	timeout
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64250.2→62668.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64278.2→62696.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64131.2→62999.8	-9.30	timeout
06-22 21:11	BTC	Buy	63572.2→64367.8	+5.80	timeout
06-22 04:37	BTC	Buy	64479.2→63992.8	-4.25	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-22 00:42	BTC	Buy	64280.2→63912.8	-3.33	timeout
06-21 18:54	BTC	Buy	63777.2→64103.8	+2.15	timeout
06-21 01:53	BTC	Buy	63550.2→64260.8	+5.09	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 18:24	BTC	Buy	63106.2→63824.8	+5.25	timeout
06-19 23:23	BTC	Buy	62816.1→63265.8	+3.10	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-18 15:51	BTC	Buy	64085.2→62506.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64437.2→62852.4	-12.46	stop_loss
06-18 15:17	BTC	Buy	64962.2→63364.1	-12.43	stop_loss
06-18 04:11	BTC	Buy	65360.3→63743.9	-12.83	stop_loss
06-17 19:40	BTC	Buy	65801.3→64175.7	-12.81	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.74	stop_loss
06-17 18:15	BTC	Buy	66094.3→65406.7	-5.73	timeout
06-17 15:35	BTC	Buy	65845.3→65367.7	-4.04	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 02:32	BTC	Buy	65882.3→65982.7	+0.29	timeout
06-16 17:05	BTC	Buy	66853.3→65732.7	-8.92	timeout
06-16 13:05	BTC	Buy	66524.3→66327.7	-2.01	timeout
06-16 04:00	BTC	Buy	65865.3→66137.7	+1.67	timeout
06-16 00:52	BTC	Buy	65550.3→66288.7	+5.18	timeout
06-15 13:00	BTC	Buy	64325.2→66563.7	+16.97	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-15 00:09	BTC	Buy	64414.2→65738.7	+9.81	timeout
06-14 12:37	BTC	Buy	64002.2→64287.8	+1.79	timeout
06-14 08:07	BTC	Buy	63762.2→64400.8	+4.49	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-13 12:32	BTC	Buy	63486.2→63976.8	+3.33	timeout
06-13 05:21	BTC	Buy	63469.2→63542.8	+0.14	timeout
06-12 22:07	BTC	Buy	63611.2→63516.8	-1.24	timeout
06-12 15:01	BTC	Buy	62532.1→64141.8	+12.34	timeout
06-12 10:50	BTC	Buy	62935.1→63698.8	+5.54	timeout
06-12 01:34	BTC	Buy	62114.1→63368.8	+9.54	timeout
06-11 19:30	BTC	Buy	61181.1→63867.8	+21.39	take_profit
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 17:10	BTC	Buy	61412.1→61982.9	+4.14	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:12	BTC	Buy	61992.1→62159.9	+0.88	timeout
06-09 15:55	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	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 07:31	BTC	Buy	63213.2→63061.8	-1.70	timeout
06-08 23:09	BTC	Buy	62791.1→63541.8	+5.50	timeout
06-08 22:06	BTC	Buy	61755.1→63478.8	+13.47	timeout
06-08 20:48	BTC	Buy	61793.1→63338.8	+12.01	timeout
06-08 05:22	BTC	Buy	61803.1→62638.9	+6.31	timeout
06-07 22:14	BTC	Buy	60640→63304.8	+21.53	take_profit
06-07 21:49	BTC	Buy	60822→61696.9	+6.76	timeout
06-07 19:18	BTC	Buy	62802.1→61250.3	-12.78	stop_loss
06-07 06:12	BTC	Buy	61090.1→61694.9	+4.55	timeout
06-07 05:09	BTC	Buy	60012→61801.9	+14.49	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 19:10	BTC	Buy	59412→60725	+10.66	timeout
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60781→59285.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60944→59445.3	-12.76	stop_loss
06-05 14:26	BTC	Buy	61879.1→60356.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

140

closed

42%

win rate

-440.40

total pnl ($)

-62.6 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	140	42%	-62.6	-440.40

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…