deribit_basis_zscore_long_gate_v3 · strategy

135

closed trades

37%

win rate

-494.31

total pnl ($)

0.250

weight

7d window — n=38 wr=26% pnl=-181.38 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:28	BTC	Buy	60327→60287	-0.79	timeout
06-28 08:31	BTC	Buy	60418→60184	-2.40	timeout
06-28 07:22	BTC	Buy	60368→60107	-2.59	timeout
06-27 20:38	BTC	Buy	59616→60225	+4.72	timeout
06-27 19:38	BTC	Buy	59893→60116	+1.46	timeout
06-26 18:48	BTC	Buy	59422→59606	+0.98	timeout
06-26 17:46	BTC	Buy	59439→60019	+4.34	timeout
06-26 16:44	BTC	Buy	59217→60124	+7.13	timeout
06-26 15:41	BTC	Buy	59204→60390	+9.52	timeout
06-26 14:39	BTC	Buy	59739→59615	-1.54	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.33	timeout
06-25 13:58	BTC	Buy	59566→58097	-12.72	stop_loss
06-25 13:57	BTC	Buy	59761→58281.9	-12.77	stop_loss
06-25 13:54	BTC	Buy	60156→58674.7	-12.71	stop_loss
06-25 13:46	BTC	Buy	61080.1→59578.2	-12.71	stop_loss
06-24 17:47	BTC	Buy	60641→59145.5	-12.77	stop_loss
06-24 16:51	BTC	Buy	61132.1→59627.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62461.1→60880.5	-13.10	stop_loss
06-24 14:19	BTC	Buy	62530.1→60965.5	-12.96	stop_loss
06-24 14:13	BTC	Buy	62638.1→61097.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62673.1→61131.4	-12.75	stop_loss
06-24 11:14	BTC	Buy	62353.1→62346.9	-0.53	timeout
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:04	BTC	Buy	62383.1→62716.9	+2.18	timeout
06-24 08:05	BTC	Buy	62801.1→62647.9	-1.70	timeout
06-24 07:04	BTC	Buy	62919.1→62694.9	-2.29	timeout
06-23 08:27	BTC	Buy	63638.2→62071.8	-12.75	stop_loss
06-23 06:53	BTC	Buy	63925.2→62913.9	-8.39	timeout
06-23 06:21	BTC	Buy	64196.2→62615.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64202.2→62623.5	-12.78	stop_loss
06-23 06:01	BTC	Buy	64886.2→63286.2	-12.80	stop_loss
06-23 03:46	BTC	Buy	64116.2→63989.8	-1.44	timeout
06-22 15:40	BTC	Buy	64243.2→65032.7	+5.62	timeout
06-22 08:07	BTC	Buy	64136.2→64108.8	-0.68	timeout
06-22 07:02	BTC	Buy	64226.2→63970.8	-2.46	timeout
06-22 05:59	BTC	Buy	64224.2→64196.8	-0.68	timeout
06-22 03:37	BTC	Buy	64291.2→64180.8	-1.38	timeout
06-21 14:47	BTC	Buy	63848.2→63980.8	+0.65	timeout
06-21 08:05	BTC	Buy	63575.2→64154.8	+4.08	timeout
06-21 06:29	BTC	Buy	63668.2→64247.8	+4.09	timeout
06-21 05:21	BTC	Buy	63695.2→64197.8	+3.50	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-19 20:33	BTC	Buy	63125.2→63003.8	-1.45	timeout
06-19 19:30	BTC	Buy	62758.1→62952.9	+1.07	timeout
06-19 18:30	BTC	Buy	62780.1→63052.8	+1.71	timeout
06-19 17:30	BTC	Buy	62604.1→62894.9	+1.87	timeout
06-19 16:28	BTC	Buy	62636.1→63355.8	+5.30	timeout
06-18 15:57	BTC	Buy	63889.2→62315.7	-12.63	stop_loss
06-18 15:55	BTC	Buy	63978.2→62400.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64159.2→62573.6	-12.92	stop_loss
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.92	stop_loss
06-18 15:40	BTC	Buy	64243.2→62660.5	-12.74	stop_loss
06-18 09:15	BTC	Buy	64964.2→64362.8	-5.12	timeout
06-18 05:03	BTC	Buy	65330.3→63717.9	-12.81	stop_loss
06-17 19:50	BTC	Buy	65665.3→64045.8	-12.80	stop_loss
06-17 19:50	BTC	Buy	65674.3→64045.8	-12.87	stop_loss
06-17 19:29	BTC	Buy	65956.3→64334.6	-12.77	stop_loss
06-17 08:39	BTC	Buy	66627.3→64984.2	-12.76	stop_loss
06-17 08:10	BTC	Buy	66427.3→65364.7	-8.40	timeout
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-17 04:39	BTC	Buy	65832.3→65887.7	-0.08	timeout
06-17 00:44	BTC	Buy	66394.3→65802.7	-4.97	timeout
06-16 12:05	BTC	Buy	66112.3→66387.7	+1.55	timeout
06-16 05:47	BTC	Buy	65708.3→66080.7	+2.44	timeout
06-16 03:13	BTC	Buy	65670.3→65756.7	+0.20	timeout
06-15 22:28	BTC	Buy	65180.3→66175.7	+7.14	timeout
06-15 21:22	BTC	Buy	64688.2→66494.7	+13.45	timeout
06-15 11:52	BTC	Buy	64601.2→66212.7	+12.03	timeout
06-14 15:44	BTC	Buy	64241.2→64031.8	-2.10	timeout
06-14 14:41	BTC	Buy	64198.2→63937.8	-2.48	timeout
06-14 13:40	BTC	Buy	64194.2→64252.8	+0.01	timeout
06-14 12:37	BTC	Buy	64003.2→64328.8	+2.10	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-12 23:46	BTC	Buy	63623.2→63525.8	-1.26	timeout
06-12 22:41	BTC	Buy	63498.2→63491.8	-0.55	timeout
06-12 21:39	BTC	Buy	63484.2→63543.8	-0.02	timeout
06-12 20:34	BTC	Buy	63377.2→63495.8	+0.47	timeout
06-12 17:39	BTC	Buy	63209.2→63813.8	+4.32	timeout
06-11 21:56	BTC	Buy	61240.1→63427.8	+17.27	timeout
06-11 19:56	BTC	Buy	61985.1→63626.8	+12.66	timeout
06-11 18:54	BTC	Buy	61816.1→63500.8	+13.05	timeout
06-11 17:14	BTC	Buy	62059.1→62432.9	+2.50	timeout
06-11 15:46	BTC	Buy	62472.1→62616.9	+0.61	timeout
06-10 19:36	BTC	Buy	61939.1→61901.9	-0.82	timeout
06-10 18:35	BTC	Buy	61727.1→61823.9	+0.29	timeout
06-10 17:33	BTC	Buy	61790.1→61764.9	-0.70	timeout
06-10 16:30	BTC	Buy	61031.1→62266.9	+9.57	timeout
06-10 15:27	BTC	Buy	61362.1→62240.9	+6.66	timeout
06-09 15:55	BTC	Buy	62644.1→61103.4	-12.78	stop_loss
06-09 14:46	BTC	Buy	62782.1→61238.3	-12.75	stop_loss
06-09 14:19	BTC	Buy	63276.2→61720	-12.76	stop_loss
06-09 14:18	BTC	Buy	63310.2→61749	-12.79	stop_loss
06-09 14:18	BTC	Buy	63318.2→61761	-12.75	stop_loss
06-09 09:58	BTC	Buy	63451.2→62687.9	-6.43	timeout
06-09 07:30	BTC	Buy	63215.2→63073.8	-1.62	timeout
06-09 05:18	BTC	Buy	62641.1→63311.8	+4.88	timeout
06-09 04:14	BTC	Buy	62949.1→62903.9	-0.80	timeout
06-08 22:24	BTC	Buy	62930.1→63300.8	+2.46	timeout
06-08 07:18	BTC	Buy	62064.1→63024.8	+7.26	timeout

Paper vs Live

Paper (trades.jsonl)

135

closed

37%

win rate

-494.31

total pnl ($)

-72.9 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	135	37%	-72.9	-494.31

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…