deribit_basis_zscore_long_v13 · strategy

closed trades

42%

win rate

-289.22

total pnl ($)

0.723

weight

7d window — n=18 wr=44% pnl=-85.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 19:40	BTC	Buy	60147→59400	-6.64	timeout
06-28 16:15	BTC	Buy	60706→59784	-8.11	timeout
06-27 19:34	BTC	Buy	60031→60147	+0.56	timeout
06-27 15:27	BTC	Buy	60240→60700	+3.38	timeout
06-26 19:22	BTC	Buy	59195→59892	+5.32	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.41	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.33	timeout
06-25 13:58	BTC	Buy	59566→58101	-12.69	stop_loss
06-24 17:47	BTC	Buy	60621→59129.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61132.1→59626.2	-12.75	stop_loss
06-24 14:13	BTC	Buy	62678.1→61136.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 08:44	BTC	Buy	62360.1→62765.9	+2.72	timeout
06-24 06:48	BTC	Buy	62947.1→62716.9	-2.34	timeout
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64303.2→62715.5	-12.81	stop_loss
06-22 21:27	BTC	Buy	63677.2→64286.8	+4.33	timeout
06-22 20:19	BTC	Buy	64023.2→64476.8	+3.06	timeout
06-21 20:51	BTC	Buy	63890.2→63686.8	-2.05	timeout
06-21 19:47	BTC	Buy	63914.2→64144.8	+1.37	timeout
06-20 19:56	BTC	Buy	63069.2→63896.8	+6.14	timeout
06-20 18:42	BTC	Buy	63035.2→63808.8	+5.70	timeout
06-19 19:02	BTC	Buy	62695.1→63044.8	+2.32	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:57	BTC	Buy	63930.2→62343.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64310.2→62727.5	-12.73	stop_loss
06-18 05:04	BTC	Buy	65273.3→63668	-12.76	stop_loss
06-17 19:42	BTC	Buy	65707.3→64091.7	-12.76	stop_loss
06-17 15:24	BTC	Buy	65756.3→65324.7	-3.74	timeout
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-16 15:19	BTC	Buy	66681.3→65769.7	-7.37	timeout
06-16 04:14	BTC	Buy	65700.3→66112.7	+2.73	timeout
06-15 13:06	BTC	Buy	63810.2→66611.7	+21.51	take_profit
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-14 19:48	BTC	Buy	64277.2→63724.8	-4.79	timeout
06-13 22:10	BTC	Buy	63515.2→64388.8	+6.40	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.24	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-11 17:51	BTC	Buy	61906.1→63478.8	+12.16	timeout
06-11 15:49	BTC	Buy	62242.1→62602.9	+2.35	timeout
06-10 15:12	BTC	Buy	61541.1→61890.9	+2.35	timeout
06-10 14:13	BTC	Buy	62004.1→62063.9	+0.01	timeout
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-08 22:26	BTC	Buy	62999.1→63297.8	+1.88	timeout
06-08 21:24	BTC	Buy	61782.1→63679.8	+14.87	timeout
06-07 22:15	BTC	Buy	61484.1→64183.8	+21.51	take_profit
06-07 21:04	BTC	Buy	60715→61744.9	+8.05	timeout
06-07 04:17	BTC	Buy	60227→61545.9	+10.50	timeout
06-06 20:01	BTC	Buy	60357→60585	+1.51	timeout
06-06 04:09	BTC	Buy	61859.1→60337.8	-12.75	stop_loss
06-05 18:54	BTC	Buy	60602→59111.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60814→59317.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 13:56	BTC	Buy	62543.1→61005.4	-12.75	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-05 03:06	BTC	Buy	63889.2→62315.7	-12.73	stop_loss
06-05 03:04	BTC	Buy	63624.2→62528.9	-9.00	timeout
06-04 09:27	BTC	Buy	64390.2→62805.4	-12.75	stop_loss
06-04 01:21	BTC	Buy	64316.2→62734.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 19:53	BTC	Buy	67065.4→65410	-12.82	stop_loss
06-03 19:53	BTC	Buy	67098.4→65439	-12.85	stop_loss
06-03 03:44	BTC	Buy	67359.4→65702.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67570.4→65905.7	-12.77	stop_loss
06-02 14:27	BTC	Buy	69444.5→67730.7	-12.80	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.77	stop_loss
06-01 22:38	BTC	Buy	72837.6→71035.9	-12.91	stop_loss
06-01 22:25	BTC	Buy	73993.7→71199.8	-19.48	stop_loss
06-01 00:34	BTC	Buy	73995.7→73824.3	-1.60	timeout
05-31 16:47	BTC	Buy	73898.7→73451.3	-3.53	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.15	timeout
05-31 04:49	BTC	Buy	73332.7→74168.3	+5.18	timeout
05-31 02:55	BTC	Buy	73752.7→73939.3	+0.75	timeout
05-30 17:19	BTC	Buy	74217.7→73871.3	-2.90	timeout
05-30 13:11	BTC	Buy	73138.7→73767.3	+3.81	timeout
05-30 12:14	BTC	Buy	73328.7→73559.3	+1.08	timeout
05-29 15:29	BTC	Buy	72909.6→73719.3	+5.06	timeout
05-29 14:19	BTC	Buy	73552.7→72805.4	-5.60	timeout
05-29 13:10	BTC	Buy	73336.7→73163.3	-1.66	timeout
05-29 12:10	BTC	Buy	73443.7→73333.3	-1.23	timeout
05-29 10:44	BTC	Buy	73476.7→73602.3	+0.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-289.22

total pnl ($)

-69.4 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	83	42%	-69.4	-289.22

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…