deribit_basis_zscore_long_batch2189875 · strategy

closed trades

40%

win rate

-316.34

total pnl ($)

0.796

weight

7d window — n=22 wr=50% pnl=-64.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:20	BTC	Buy	60414→58927.6	-12.74	stop_loss
06-30 03:07	BTC	Buy	59974→59929	-0.75	timeout
06-29 20:54	BTC	Buy	59641→60275	+4.72	timeout
06-29 18:51	BTC	Buy	59499→60209	+5.37	timeout
06-28 21:36	BTC	Buy	60360→59701	-5.90	timeout
06-28 19:33	BTC	Buy	60153→59607	-4.96	timeout
06-28 17:27	BTC	Buy	60516→59596	-8.02	timeout
06-27 21:11	BTC	Buy	59694→60326	+4.90	timeout
06-27 19:10	BTC	Buy	60006→60548	+4.09	timeout
06-27 15:40	BTC	Buy	60467→60787	+2.21	timeout
06-26 20:22	BTC	Buy	59591→59698	+0.33	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.35	timeout
06-26 15:04	BTC	Buy	59131→59624	+3.67	timeout
06-25 17:41	BTC	Buy	59409→59605	+1.25	timeout
06-25 13:57	BTC	Buy	59755→58275.9	-12.77	stop_loss
06-25 13:46	BTC	Buy	61067.1→59564.2	-12.72	stop_loss
06-24 17:47	BTC	Buy	60621→59129.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61408.1→59873.1	-12.92	stop_loss
06-24 14:02	BTC	Buy	62730.1→61184.3	-12.77	stop_loss
06-24 12:08	BTC	Buy	62442.1→62780.9	+2.26	timeout
06-24 08:38	BTC	Buy	62310.1→62688.9	+2.49	timeout
06-24 06:44	BTC	Buy	62914.1→62748.9	-1.82	timeout
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.83	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.91	stop_loss
06-23 06:21	BTC	Buy	64157.2→62565.6	-12.89	stop_loss
06-23 01:18	BTC	Buy	64118.2→64152.8	-0.17	timeout
06-22 23:13	BTC	Buy	63729.2→63965.8	+1.40	timeout
06-22 03:32	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 23:28	BTC	Buy	64242.2→63627.8	-5.21	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 00:44	BTC	Buy	63583.2→64275.8	+4.94	timeout
06-20 21:49	BTC	Buy	63099.2→64028.8	+6.93	timeout
06-20 18:24	BTC	Buy	63107.2→63818.8	+5.19	timeout
06-20 00:38	BTC	Buy	63002.1→63574.8	+4.07	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.18	timeout
06-19 17:56	BTC	Buy	62537.1→63148.8	+4.44	timeout
06-18 15:55	BTC	Buy	63983.2→62409.7	-12.62	stop_loss
06-18 15:37	BTC	Buy	64430.2→62840.4	-12.78	stop_loss
06-18 15:37	BTC	Buy	64446.2→62840.4	-12.88	stop_loss
06-18 05:04	BTC	Buy	65309.3→63702.9	-12.77	stop_loss
06-18 05:03	BTC	Buy	65328.3→63721.9	-12.76	stop_loss
06-17 19:41	BTC	Buy	65600.3→64198.8	-11.17	timeout
06-17 11:05	BTC	Buy	66137.3→64497.5	-12.93	stop_loss
06-17 06:58	BTC	Buy	66412.3→65592.7	-6.65	timeout
06-16 17:17	BTC	Buy	66919.3→65802.7	-8.89	timeout
06-16 13:09	BTC	Buy	66548.3→66183.7	-3.27	timeout
06-16 04:01	BTC	Buy	65864.3→66133.7	+1.64	timeout
06-15 14:29	BTC	Buy	64149.2→66514.7	+18.00	timeout
06-15 12:26	BTC	Buy	64480.2→66266.7	+13.42	timeout
06-15 03:00	BTC	Buy	64474.2→65408.7	+6.76	timeout
06-14 12:38	BTC	Buy	63998.2→64310.8	+2.00	timeout
06-14 08:20	BTC	Buy	63812.2→64476.8	+4.73	timeout
06-14 01:44	BTC	Buy	63743.2→64542.8	+5.85	timeout
06-13 09:29	BTC	Buy	63740.2→63786.8	-0.18	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-13 00:32	BTC	Buy	63610.2→63540.8	-1.09	timeout
06-12 09:01	BTC	Buy	62893.1→63445.8	+3.87	timeout
06-12 04:52	BTC	Buy	62804.1→63707.8	+6.68	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 16:20	BTC	Buy	60851→62300.9	+11.37	timeout
06-10 14:21	BTC	Buy	61679.1→61838.9	+0.82	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63512.2→61947.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63776.2→62207.8	-12.73	stop_loss
06-08 22:27	BTC	Buy	63044.2→63319.8	+1.70	timeout
06-08 17:07	BTC	Buy	62234.1→63543.8	+9.97	timeout
06-08 12:26	BTC	Buy	61936.1→62982.9	+7.99	timeout
06-07 20:47	BTC	Buy	60713→61768.9	+8.27	timeout
06-07 08:48	BTC	Buy	60281→62927.9	+21.54	take_profit
06-07 07:04	BTC	Buy	60789→62138.9	+10.69	timeout
06-06 19:51	BTC	Buy	60281→60589	+2.16	timeout
06-06 04:34	BTC	Buy	60974→59474.3	-12.75	stop_loss
06-06 04:11	BTC	Buy	61776.1→60253.8	-12.78	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 14:01	BTC	Buy	62176.1→60645.6	-12.76	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	63005.2→61454.2	-12.76	stop_loss
06-05 11:16	BTC	Buy	62342.1→62257.9	-1.17	timeout
06-05 06:17	BTC	Buy	63416.2→61853	-12.77	stop_loss
06-05 03:06	BTC	Buy	63886.2→62314.7	-12.72	stop_loss
06-05 02:23	BTC	Buy	62791.1→62858.9	+0.10	timeout
06-04 00:53	BTC	Buy	64578.2→62990.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 19:54	BTC	Buy	67039.4→65384	-12.81	stop_loss
06-03 16:23	BTC	Buy	67333.4→65677.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67280.4→65623.9	-12.76	stop_loss
06-03 03:33	BTC	Buy	67631.4→65963.7	-12.78	stop_loss
06-02 23:04	BTC	Buy	67806.4→66137.6	-12.76	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 12:57	BTC	Buy	70719.5→68980	-12.79	stop_loss
06-02 12:34	BTC	Buy	70845.5→69099	-12.84	stop_loss
05-31 18:12	BTC	Buy	73998.7→73650.3	-2.87	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.77	timeout
05-30 09:53	BTC	Buy	73704.7→73575.3	-1.36	timeout
05-29 18:52	BTC	Buy	73645.7→73156.3	-3.82	timeout
05-29 09:52	BTC	Buy	73523.7→73705.3	+0.71	timeout
05-29 07:49	BTC	Buy	73389.7→73371.3	-0.59	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-316.34

total pnl ($)

-63.5 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	99	40%	-63.5	-316.34

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…