deribit_basis_zscore_long_24h · strategy

113

closed trades

41%

win rate

-371.61

total pnl ($)

0.707

weight

7d window — n=23 wr=43% pnl=-87.75 · 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 01:34	BTC	Buy	60200→59295	-8.01	timeout
06-28 20:18	BTC	Buy	60246→59655	-5.35	timeout
06-28 16:54	BTC	Buy	60796→59639	-9.94	timeout
06-27 23:29	BTC	Buy	59985→59935	-0.83	timeout
06-27 18:50	BTC	Buy	59643→60500	+6.76	timeout
06-27 15:40	BTC	Buy	60421→60787	+2.59	timeout
06-26 19:25	BTC	Buy	59220→59886	+5.05	timeout
06-26 16:06	BTC	Buy	59565→60388	+6.38	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58073	-12.67	stop_loss
06-25 13:54	BTC	Buy	60162→58681.7	-12.68	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 15:58	BTC	Buy	61732.1→60212.9	-12.77	stop_loss
06-24 13:44	BTC	Buy	62903.1→61355.2	-12.75	stop_loss
06-24 12:08	BTC	Buy	62458.1→62813.9	+2.40	timeout
06-24 08:35	BTC	Buy	62297.1→62728.9	+2.95	timeout
06-24 07:34	BTC	Buy	62922.1→62681.9	-2.45	timeout
06-23 08:17	BTC	Buy	63950.2→62376.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64011.2→62435.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64111.2→62530.6	-12.81	stop_loss
06-22 23:31	BTC	Buy	63537.2→63993.8	+3.20	timeout
06-22 22:20	BTC	Buy	63651.2→64207.8	+3.92	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-21 22:44	BTC	Buy	64243.2→63639.8	-5.12	timeout
06-21 21:26	BTC	Buy	63940.2→63656.8	-2.67	timeout
06-20 23:12	BTC	Buy	63258.2→64237.8	+7.29	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:04	BTC	Buy	63144.2→63920.8	+5.71	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.10	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 15:40	BTC	Buy	64268.2→62668.5	-12.63	stop_loss
06-18 15:40	BTC	Buy	64312.2→62730.5	-12.71	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.49	stop_loss
06-18 09:49	BTC	Buy	64956.2→64236.8	-6.09	timeout
06-17 19:50	BTC	Buy	65657.3→64031.8	-12.83	stop_loss
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.75	stop_loss
06-17 15:59	BTC	Buy	65865.3→65698.7	-1.73	timeout
06-17 08:31	BTC	Buy	66741.3→65098.2	-12.79	stop_loss
06-17 02:37	BTC	Buy	65877.3→65858.7	-0.62	timeout
06-16 13:10	BTC	Buy	66636.3→66113.7	-4.45	timeout
06-16 08:08	BTC	Buy	65679.3→66349.7	+4.68	timeout
06-16 00:50	BTC	Buy	65520.3→66299.7	+5.50	timeout
06-15 12:44	BTC	Buy	64329.2→66415.7	+15.79	timeout
06-15 05:37	BTC	Buy	64303.2→65695.7	+10.36	timeout
06-15 00:08	BTC	Buy	64425.2→65708.7	+9.49	timeout
06-14 11:32	BTC	Buy	63899.2→64584.8	+4.91	timeout
06-14 04:39	BTC	Buy	63590.2→64406.8	+6.02	timeout
06-13 21:09	BTC	Buy	63535.2→64265.8	+5.28	timeout
06-13 11:20	BTC	Buy	63782.2→63932.8	+0.64	timeout
06-13 03:04	BTC	Buy	63573.2→63659.8	+0.23	timeout
06-12 20:58	BTC	Buy	63383.2→63428.8	-0.11	timeout
06-12 10:54	BTC	Buy	63057.2→63686.8	+4.47	timeout
06-11 22:21	BTC	Buy	61240.1→63590.8	+18.61	timeout
06-11 17:37	BTC	Buy	61767.1→63130.8	+10.49	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 17:11	BTC	Buy	61439.1→61983.9	+3.93	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout
06-09 15:55	BTC	Buy	62633.1→61091.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 06:53	BTC	Buy	62975.1→63229.8	+1.52	timeout
06-08 23:08	BTC	Buy	62814.1→63456.8	+4.64	timeout
06-08 22:08	BTC	Buy	61843.1→63432.8	+12.37	timeout
06-08 05:20	BTC	Buy	61832.1→62603.9	+5.79	timeout
06-07 22:14	BTC	Buy	60636→63297.8	+21.51	take_profit
06-07 21:48	BTC	Buy	60819→61681.9	+6.66	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 19:11	BTC	Buy	59423→60736	+10.66	timeout
06-06 04:12	BTC	Buy	61684.1→60166.9	-12.75	stop_loss
06-05 18:53	BTC	Buy	60689→59196.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 13:49	BTC	Buy	62740.1→61196.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	63007.2→61454.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62623.1→61070.4	-12.84	stop_loss
06-05 06:21	BTC	Buy	63019.2→61469.2	-12.74	stop_loss
06-05 06:00	BTC	Buy	63725.2→62157.8	-12.70	stop_loss
06-05 03:06	BTC	Buy	63898.2→62315.7	-12.81	stop_loss
06-05 02:28	BTC	Buy	62915.1→62741.9	-1.81	timeout
06-04 10:28	BTC	Buy	64080.2→62501.6	-12.74	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 01:16	BTC	Buy	64411.2→62827.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65082.3→63482.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65480.3→63869.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	66998.3→65329.1	-12.95	stop_loss
06-03 19:54	BTC	Buy	67035.4→65384	-12.80	stop_loss
06-03 16:27	BTC	Buy	67182.4→65528.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67329.4→65673.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67503.4→65841.8	-12.76	stop_loss
06-03 03:33	BTC	Buy	67648.4→65984.7	-12.75	stop_loss
06-02 15:30	BTC	Buy	68883.4→67189	-12.75	stop_loss
06-02 14:27	BTC	Buy	69399.5→67691.8	-12.76	stop_loss
06-02 06:47	BTC	Buy	71772.6→69990.5	-12.97	stop_loss
06-01 22:24	BTC	Buy	73099.7→71102.9	-14.20	stop_loss
06-01 22:24	BTC	Buy	73467.7→71102.9	-16.67	stop_loss
06-01 04:30	BTC	Buy	74137.7→73399.3	-5.46	timeout

Paper vs Live

Paper (trades.jsonl)

113

closed

41%

win rate

-371.61

total pnl ($)

-65.5 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	113	41%	-65.5	-371.61

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:38	BTC	Buy	circuit_breaker
06-29 07:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…