deribit_basis_zscore_long_gated · strategy

115

closed trades

42%

win rate

-435.00

total pnl ($)

0.519

weight

7d window — n=25 wr=40% pnl=-114.47 · 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 23:07	BTC	Buy	59314→60313	+8.00	timeout
06-29 20:52	BTC	Buy	59626→60311	+5.14	timeout
06-29 19:41	BTC	Buy	59421→60368	+7.37	timeout
06-28 21:02	BTC	Buy	60311→59619	-6.20	timeout
06-28 18:50	BTC	Buy	60505→59507	-8.68	timeout
06-28 17:40	BTC	Buy	60581→59460	-9.68	timeout
06-27 19:55	BTC	Buy	59828→60113	+1.99	timeout
06-27 17:43	BTC	Buy	60061→60570	+3.80	timeout
06-27 15:39	BTC	Buy	60435→60813	+2.69	timeout
06-26 18:18	BTC	Buy	59454→59978	+3.85	timeout
06-26 16:07	BTC	Buy	59585→60326	+5.68	timeout
06-26 14:43	BTC	Buy	59462→59559	+0.31	timeout
06-25 13:59	BTC	Buy	59483→58018.1	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 14:17	BTC	Buy	62538.1→61000.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62632.1→61091.4	-12.74	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.37	timeout
06-24 06:49	BTC	Buy	62887.1→62701.9	-1.97	timeout
06-23 08:17	BTC	Buy	63969.2→62392.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64293.2→62709.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64454.2→62864.4	-12.80	stop_loss
06-23 02:44	BTC	Buy	64469.2→64201.8	-2.52	timeout
06-22 19:59	BTC	Buy	64171.2→64481.8	+1.94	timeout
06-22 18:56	BTC	Buy	64148.2→64306.8	+0.74	timeout
06-22 00:45	BTC	Buy	64265.2→63870.8	-3.54	timeout
06-21 19:40	BTC	Buy	63880.2→64177.8	+1.90	timeout
06-21 18:42	BTC	Buy	63815.2→64155.8	+2.27	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-20 18:16	BTC	Buy	63133.2→63830.8	+5.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 18:15	BTC	Buy	62628.1→63127.8	+3.53	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:53	BTC	Buy	64063.2→62482.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64267.2→62658.5	-12.69	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.67	stop_loss
06-18 09:15	BTC	Buy	64963.2→64349.8	-5.26	timeout
06-17 19:29	BTC	Buy	65861.3→64237.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65862.3→64237.7	-12.80	stop_loss
06-17 07:33	BTC	Buy	66359.3→65510.7	-6.79	timeout
06-17 02:31	BTC	Buy	65774.3→66004.7	+1.28	timeout
06-17 00:43	BTC	Buy	66409.3→65794.7	-5.12	timeout
06-16 07:00	BTC	Buy	65803.3→66416.7	+4.29	timeout
06-16 02:16	BTC	Buy	65733.3→66106.7	+2.39	timeout
06-15 21:22	BTC	Buy	64692.2→66495.7	+13.43	timeout
06-15 05:37	BTC	Buy	64283.2→65731.7	+10.80	timeout
06-14 22:20	BTC	Buy	64428.2→65126.7	+4.92	timeout
06-14 21:07	BTC	Buy	64256.2→63993.8	-2.51	timeout
06-14 04:38	BTC	Buy	63574.2→64406.8	+6.15	timeout
06-13 22:09	BTC	Buy	63490.2→64390.8	+6.61	timeout
06-13 20:48	BTC	Buy	63425.2→64219.8	+5.79	timeout
06-13 02:29	BTC	Buy	63515.2→63700.8	+1.00	timeout
06-12 21:33	BTC	Buy	63494.2→63549.8	-0.04	timeout
06-12 20:19	BTC	Buy	63518.2→63509.8	-0.52	timeout
06-12 00:07	BTC	Buy	61628.1→63632.8	+15.70	timeout
06-11 19:39	BTC	Buy	61993.1→63640.8	+12.71	timeout
06-11 19:33	BTC	Buy	61221.1→63914.8	+21.43	take_profit
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.10	timeout
06-10 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-10 14:19	BTC	Buy	61784.1→61883.9	+0.33	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:19	BTC	Buy	63271.2→61713	-12.77	stop_loss
06-09 13:36	BTC	Buy	63756.2→62187.8	-12.75	stop_loss
06-08 22:52	BTC	Buy	63127.2→63292.8	+0.84	timeout
06-08 21:51	BTC	Buy	61652.1→63734.8	+16.41	timeout
06-08 20:46	BTC	Buy	61755.1→63366.8	+12.56	timeout
06-07 19:45	BTC	Buy	60620→61226.9	+4.61	timeout
06-07 19:18	BTC	Buy	62819.1→61268.3	-12.77	stop_loss
06-07 16:29	BTC	Buy	60584→62164.9	+12.51	timeout
06-07 06:06	BTC	Buy	61083.1→61612.9	+3.94	timeout
06-06 19:33	BTC	Buy	59598→60610	+8.10	timeout
06-06 15:43	BTC	Buy	60423→60812	+2.77	timeout
06-06 04:34	BTC	Buy	61032.1→59526.2	-12.79	stop_loss
06-05 18:52	BTC	Buy	60826→59329.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60885→59387.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:49	BTC	Buy	62711.1→61169.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:24	BTC	Buy	62714.1→61171.3	-12.74	stop_loss
06-05 06:21	BTC	Buy	63019.2→61468.2	-12.75	stop_loss
06-05 05:59	BTC	Buy	63767.2→62195.8	-12.73	stop_loss
06-05 03:11	BTC	Buy	63835.2→62265.7	-12.71	stop_loss
06-05 02:35	BTC	Buy	63231.2→62821.9	-3.66	timeout
06-04 10:28	BTC	Buy	64111.2→62516.6	-12.86	stop_loss
06-04 09:27	BTC	Buy	64376.2→62792.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65088.3→63487.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65510.3→63898.8	-12.75	stop_loss
06-03 19:55	BTC	Buy	66932.3→65284.1	-12.80	stop_loss
06-03 19:54	BTC	Buy	67020.4→65372	-12.78	stop_loss
06-03 16:22	BTC	Buy	67359.4→65702.8	-12.76	stop_loss
06-03 03:49	BTC	Buy	67283.4→65624.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-03 03:28	BTC	Buy	67797.4→66120.6	-12.82	stop_loss
06-02 14:27	BTC	Buy	69451.5→67743.7	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

115

closed

42%

win rate

-435.00

total pnl ($)

-75.4 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	115	42%	-75.4	-435.00

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:26	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…