deribit_basis_zscore_long_24h_v3 · strategy

152

closed trades

41%

win rate

-491.63

total pnl ($)

0.250

weight

7d window — n=36 wr=42% pnl=-167.98 · 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 05:21	BTC	Buy	59975→59595	-3.64	timeout
06-28 20:48	BTC	Buy	60276→59694	-5.27	timeout
06-28 19:47	BTC	Buy	60164→59310	-7.52	timeout
06-28 18:42	BTC	Buy	60525→59583	-8.20	timeout
06-28 17:38	BTC	Buy	60604→59395	-10.39	timeout
06-27 21:40	BTC	Buy	59906→60250	+2.49	timeout
06-27 20:38	BTC	Buy	59638→60226	+4.54	timeout
06-27 17:25	BTC	Buy	60077→60543	+3.42	timeout
06-27 16:24	BTC	Buy	59993→60684	+5.33	timeout
06-27 15:25	BTC	Buy	60172→60737	+4.25	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.42	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:58	BTC	Buy	59429→59589	+0.85	timeout
06-26 14:21	BTC	Buy	59452→60002	+4.12	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58069	-12.70	stop_loss
06-25 13:57	BTC	Buy	59784→58293.9	-12.84	stop_loss
06-25 13:54	BTC	Buy	60162→58680.7	-12.68	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.69	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61350.1→59838.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62778.1→61233.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	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
06-24 06:45	BTC	Buy	62891.1→62715.9	-1.89	timeout
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.08	timeout
06-23 06:21	BTC	Buy	64213.2→62632.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64332.2→62743.5	-12.81	stop_loss
06-23 06:08	BTC	Buy	64718.2→63115.3	-12.86	stop_loss
06-23 05:19	BTC	Buy	65089.3→63488.1	-12.77	stop_loss
06-22 21:28	BTC	Buy	63693.2→64285.8	+4.19	timeout
06-22 07:25	BTC	Buy	64169.2→64217.8	-0.10	timeout
06-22 06:11	BTC	Buy	64183.2→64215.8	-0.21	timeout
06-22 05:07	BTC	Buy	64239.2→64136.8	-1.26	timeout
06-22 03:34	BTC	Buy	64332.2→64245.8	-1.20	timeout
06-21 20:15	BTC	Buy	63929.2→64123.8	+1.07	timeout
06-21 05:55	BTC	Buy	63651.2→64213.8	+3.97	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	timeout
06-21 03:48	BTC	Buy	63438.2→64371.8	+6.91	timeout
06-21 02:41	BTC	Buy	63367.2→64219.8	+6.27	timeout
06-20 19:15	BTC	Buy	63039.2→63865.8	+6.12	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62992.1→63736.8	+5.43	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:52	BTC	Buy	62586.1→63171.8	+4.24	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.77	stop_loss
06-18 15:52	BTC	Buy	64077.2→62499.6	-12.75	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62841.4	-12.87	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 11:14	BTC	Buy	64613.2→63981.8	-5.42	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 22:03	BTC	Buy	65477.3→63846.9	-12.90	stop_loss
06-17 18:33	BTC	Buy	65914.3→65341.7	-4.90	timeout
06-17 15:24	BTC	Buy	65767.3→65342.7	-3.68	timeout
06-17 08:39	BTC	Buy	66562.3→64925.3	-12.74	stop_loss
06-17 08:20	BTC	Buy	66818.3→65175.1	-12.73	stop_loss
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.78	timeout
06-16 18:11	BTC	Buy	66738.3→66064.7	-5.57	timeout
06-16 15:21	BTC	Buy	66675.3→65745.7	-7.50	timeout
06-16 09:16	BTC	Buy	65691.3→66681.7	+7.11	timeout
06-16 08:07	BTC	Buy	65716.3→66329.7	+4.26	timeout
06-16 06:11	BTC	Buy	65841.3→66111.7	+1.66	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 12:30	BTC	Buy	64447.2→66269.7	+13.70	timeout
06-15 08:07	BTC	Buy	64410.2→65702.7	+9.59	timeout
06-15 07:00	BTC	Buy	64261.2→65734.7	+11.00	timeout
06-15 03:35	BTC	Buy	64514.2→65705.7	+8.75	timeout
06-14 11:06	BTC	Buy	63847.2→64460.8	+4.35	timeout
06-14 10:03	BTC	Buy	63740.2→64577.8	+6.08	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-14 04:41	BTC	Buy	63594.2→64388.8	+5.85	timeout
06-14 01:47	BTC	Buy	63798.2→64583.8	+5.74	timeout
06-13 10:44	BTC	Buy	63635.2→63846.8	+1.12	timeout
06-13 09:35	BTC	Buy	63844.2→63777.8	-1.06	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 12:30	BTC	Buy	62564.1→63453.8	+6.59	timeout
06-12 11:04	BTC	Buy	63170.2→63823.8	+4.65	timeout
06-12 09:51	BTC	Buy	62896.1→63820.8	+6.81	timeout
06-12 08:27	BTC	Buy	62889.1→63474.8	+4.11	timeout
06-12 07:11	BTC	Buy	62664.1→63049.8	+2.58	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 21:58	BTC	Buy	62686.1→61140.4	-12.78	stop_loss
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.33	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62020.1→62028.9	-0.40	timeout
06-09 15:56	BTC	Buy	62549.1→61009.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62577.1→61030.4	-12.81	stop_loss
06-09 14:44	BTC	Buy	62816.1→61268.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:32	BTC	Buy	63342.2→62446.9	-7.50	timeout
06-09 12:31	BTC	Buy	63234.2→62618.9	-5.26	timeout
06-09 01:53	BTC	Buy	63040.2→62752.9	-2.72	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

41%

win rate

-491.63

total pnl ($)

-64.4 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	152	41%	-64.4	-491.63

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:39	BTC	Buy	circuit_breaker
06-29 09:48	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…