deribit_basis_zscore_long_v11 · strategy

170

closed trades

41%

win rate

-587.69

total pnl ($)

0.250

weight

7d window — n=36 wr=42% pnl=-179.81 · 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 08:01	BTC	Buy	60182→59971	-2.35	timeout
06-29 06:58	BTC	Buy	59987→60053	+0.07	timeout
06-29 05:50	BTC	Buy	59918→59897	-0.60	timeout
06-29 04:47	BTC	Buy	60142→59789	-3.41	timeout
06-28 22:53	BTC	Buy	60351→58866.6	-12.80	stop_loss
06-28 06:12	BTC	Buy	60088→59855	-2.37	timeout
06-27 23:58	BTC	Buy	60060→59991	-0.94	timeout
06-27 22:57	BTC	Buy	60037→60203	+0.98	timeout
06-27 21:58	BTC	Buy	59908→60170	+1.80	timeout
06-27 17:39	BTC	Buy	59987→60582	+4.52	timeout
06-27 04:01	BTC	Buy	59886→60317	+3.16	timeout
06-26 21:23	BTC	Buy	59592→59798	+1.23	timeout
06-26 20:19	BTC	Buy	59603→59754	+0.74	timeout
06-26 19:18	BTC	Buy	59202→59960	+5.85	timeout
06-26 15:21	BTC	Buy	59178→59926	+5.77	timeout
06-26 02:21	BTC	Buy	59828→58355.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-25 13:48	BTC	Buy	60869→59372.3	-12.66	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61240.1→59721.1	-12.83	stop_loss
06-24 16:47	BTC	Buy	61537.1→60012	-12.82	stop_loss
06-24 14:17	BTC	Buy	62570.1→61017.4	-12.84	stop_loss
06-24 12:08	BTC	Buy	62445.1→62806.9	+2.49	timeout
06-24 11:04	BTC	Buy	62337.1→62402.9	+0.09	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-23 08:17	BTC	Buy	63978.2→62396.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64123.2→62531.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.66	stop_loss
06-23 06:21	BTC	Buy	64239.2→62638.5	-12.73	stop_loss
06-23 06:21	BTC	Buy	64227.2→62638.5	-12.64	stop_loss
06-23 00:59	BTC	Buy	63858.2→64111.8	+1.54	timeout
06-22 07:13	BTC	Buy	64229.2→64188.8	-0.85	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 04:45	BTC	Buy	64447.2→63960.8	-4.17	timeout
06-22 03:43	BTC	Buy	64388.2→64170.8	-2.15	timeout
06-21 21:21	BTC	Buy	63931.2→63658.8	-2.58	timeout
06-21 03:39	BTC	Buy	63445.2→64395.8	+7.03	timeout
06-21 01:54	BTC	Buy	63551.2→64238.8	+4.97	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.04	timeout
06-20 18:29	BTC	Buy	63107.2→63825.8	+5.27	timeout
06-20 17:16	BTC	Buy	62972.1→63879.8	+6.77	timeout
06-19 22:05	BTC	Buy	62898.1→63054.8	+0.77	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-19 15:54	BTC	Buy	62483.1→63199.8	+5.32	timeout
06-18 15:53	BTC	Buy	64037.2→62456.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64133.2→62555.6	-12.69	stop_loss
06-18 12:40	BTC	Buy	64785.2→64161.8	-5.25	timeout
06-18 11:38	BTC	Buy	64751.2→63921.8	-6.86	timeout
06-18 10:35	BTC	Buy	64932.2→63986.8	-7.80	timeout
06-18 08:40	BTC	Buy	64973.2→64516.8	-4.07	timeout
06-18 05:03	BTC	Buy	65319.3→63710.9	-12.77	stop_loss
06-17 11:05	BTC	Buy	66141.3→64501.5	-12.92	stop_loss
06-17 08:44	BTC	Buy	66488.3→64853.3	-12.82	stop_loss
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.85	stop_loss
06-17 08:39	BTC	Buy	66631.3→64985.2	-12.87	stop_loss
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.63	timeout
06-16 11:16	BTC	Buy	65974.3→66496.7	+3.42	timeout
06-16 10:12	BTC	Buy	65731.3→66504.7	+5.37	timeout
06-16 09:08	BTC	Buy	65688.3→66744.7	+7.58	timeout
06-16 08:03	BTC	Buy	65688.3→66316.7	+4.36	timeout
06-16 05:46	BTC	Buy	65705.3→66106.7	+2.68	timeout
06-15 09:16	BTC	Buy	64416.2→65684.7	+9.41	timeout
06-15 06:55	BTC	Buy	64257.2→65855.7	+11.97	timeout
06-15 05:25	BTC	Buy	64313.2→65796.7	+11.07	timeout
06-15 04:18	BTC	Buy	64496.2→65713.7	+8.96	timeout
06-15 03:12	BTC	Buy	64483.2→65628.7	+8.40	timeout
06-14 07:16	BTC	Buy	63686.2→64225.8	+3.78	timeout
06-14 06:08	BTC	Buy	63570.2→64431.8	+6.34	timeout
06-14 04:04	BTC	Buy	63517.2→64497.8	+7.32	timeout
06-14 02:52	BTC	Buy	63552.2→64453.8	+6.67	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.03	timeout
06-13 03:30	BTC	Buy	63421.2→63489.8	+0.09	timeout
06-12 22:39	BTC	Buy	63511.2→63474.8	-0.79	timeout
06-12 21:37	BTC	Buy	63463.2→63529.8	+0.04	timeout
06-12 20:32	BTC	Buy	63346.2→63526.8	+0.96	timeout
06-12 19:02	BTC	Buy	63542.2→63688.8	+0.68	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-11 21:59	BTC	Buy	61265.1→63445.8	+17.21	timeout
06-11 20:00	BTC	Buy	61871.1→63515.8	+12.71	timeout
06-11 18:57	BTC	Buy	61870.1→63494.8	+12.55	timeout
06-11 17:36	BTC	Buy	61764.1→63202.8	+11.11	timeout
06-10 18:56	BTC	Buy	61701.1→61732.9	-0.25	timeout
06-10 17:49	BTC	Buy	61587.1→61962.9	+2.56	timeout
06-10 16:47	BTC	Buy	61334.1→62063.9	+5.43	timeout
06-10 15:45	BTC	Buy	61318.1→62331.9	+7.76	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 14:47	BTC	Buy	62663.1→61119.4	-12.77	stop_loss
06-09 14:29	BTC	Buy	63071.2→61516.1	-12.78	stop_loss
06-09 14:29	BTC	Buy	63091.2→61534.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63322.2→61763	-12.76	stop_loss
06-09 14:17	BTC	Buy	63386.2→61827	-12.75	stop_loss
06-09 10:01	BTC	Buy	63481.2→62733.9	-6.31	timeout
06-09 07:32	BTC	Buy	63203.2→63146.8	-0.95	timeout

Paper vs Live

Paper (trades.jsonl)

170

closed

41%

win rate

-587.69

total pnl ($)

-68.9 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	170	41%	-68.9	-587.69

Recent bounces (last 20 of 3)

time	sym	side	reason
06-29 14:40	BTC	Buy	circuit_breaker
06-29 13:43	BTC	Buy	circuit_breaker
06-29 11:41	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…