deribit_basis_zscore_long_v14 · strategy

100

closed trades

43%

win rate

-212.88

total pnl ($)

0.752

weight

7d window — n=22 wr=36% pnl=-71.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:24	BTC	Buy	60282→58778.7	-12.90	stop_loss
06-30 12:20	BTC	Buy	60415→58929.6	-12.73	stop_loss
06-29 20:47	BTC	Buy	59242→60337	+8.67	timeout
06-29 19:40	BTC	Buy	59761→60363	+4.46	timeout
06-29 00:06	BTC	Buy	60183→59294	-7.96	timeout
06-28 22:53	BTC	Buy	60386→58878.6	-12.94	stop_loss
06-28 08:08	BTC	Buy	60289→60143	-1.69	timeout
06-28 02:38	BTC	Buy	60268→60115	-1.73	timeout
06-27 11:42	BTC	Buy	60431→60200	-2.40	timeout
06-27 06:33	BTC	Buy	59752→60290	+4.06	timeout
06-26 11:06	BTC	Buy	59191→59497	+2.09	timeout
06-26 10:12	BTC	Buy	59416→59677	+1.72	timeout
06-25 13:49	BTC	Buy	60719→59225.4	-12.75	stop_loss
06-25 13:44	BTC	Buy	61581.1→60066.9	-12.73	stop_loss
06-25 13:16	BTC	Buy	59701→61320.9	+13.13	timeout
06-25 05:09	BTC	Buy	59114→61708.9	+21.50	take_profit
06-24 17:20	BTC	Buy	60961→59462.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61156.1→59646.2	-12.77	stop_loss
06-24 14:17	BTC	Buy	62551.1→61012.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62770.1→61219.3	-12.80	stop_loss
06-24 04:32	BTC	Buy	62194.1→62616.9	+2.89	timeout
06-24 02:32	BTC	Buy	62752.1→62724.9	-0.71	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 06:21	BTC	Buy	64141.2→62554.6	-12.82	stop_loss
06-23 02:27	BTC	Buy	64069.2→64187.8	+0.48	timeout
06-22 23:13	BTC	Buy	64090.2→63966.8	-1.42	timeout
06-22 04:50	BTC	Buy	63906.2→64031.8	+0.52	timeout
06-22 03:09	BTC	Buy	64235.2→63993.8	-2.39	timeout
06-21 08:31	BTC	Buy	63712.2→64022.8	+1.87	timeout
06-21 06:50	BTC	Buy	63634.2→64262.8	+4.49	timeout
06-20 08:39	BTC	Buy	62494.1→63409.8	+6.80	timeout
06-20 08:07	BTC	Buy	62593.1→63517.8	+6.90	timeout
06-19 12:18	BTC	Buy	62600.1→62466.9	-1.44	timeout
06-19 11:46	BTC	Buy	62741.1→62632.9	-1.24	timeout
06-18 15:40	BTC	Buy	64318.2→62736.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64542.2→62955.4	-12.73	stop_loss
06-17 19:50	BTC	Buy	65581.3→63964.8	-12.79	stop_loss
06-17 19:41	BTC	Buy	65769.3→64149.7	-12.79	stop_loss
06-17 06:41	BTC	Buy	66566.3→65551.7	-8.09	timeout
06-17 05:06	BTC	Buy	66818.3→65886.7	-7.46	timeout
06-16 10:08	BTC	Buy	66337.3→66550.7	+1.15	timeout
06-16 08:56	BTC	Buy	66565.3→66925.7	+2.28	timeout
06-15 12:50	BTC	Buy	63755.2→66557.7	+21.54	take_profit
06-15 12:50	BTC	Buy	63760.2→66561.7	+21.53	take_profit
06-14 19:01	BTC	Buy	64442.2→63787.8	-5.59	timeout
06-14 18:20	BTC	Buy	64428.2→63672.8	-6.40	timeout
06-13 22:21	BTC	Buy	63727.2→64439.8	+5.11	timeout
06-13 21:47	BTC	Buy	63798.2→64487.8	+4.93	timeout
06-13 01:52	BTC	Buy	63322.2→63785.8	+3.15	timeout
06-13 01:17	BTC	Buy	63493.2→63657.8	+0.78	timeout
06-12 04:56	BTC	Buy	62902.1→63683.8	+5.71	timeout
06-12 04:20	BTC	Buy	62801.1→63632.8	+6.11	timeout
06-11 07:52	BTC	Buy	61052.1→62658.9	+12.58	timeout
06-11 07:17	BTC	Buy	61099.1→62654.9	+12.16	timeout
06-10 11:19	BTC	Buy	61567.1→61089.9	-4.29	timeout
06-10 10:49	BTC	Buy	61207.1→61266.9	+0.08	timeout
06-09 14:39	BTC	Buy	62888.1→61341.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 08:04	BTC	Buy	63022.2→63095.8	+0.11	timeout
06-09 06:00	BTC	Buy	63511.2→63307.8	-2.09	timeout
06-08 09:02	BTC	Buy	61850.1→63156.8	+10.07	timeout
06-08 08:23	BTC	Buy	61993.1→62966.9	+7.33	timeout
06-07 12:06	BTC	Buy	60786→62594.9	+14.44	timeout
06-07 11:31	BTC	Buy	60643→62537.9	+15.20	timeout
06-06 15:33	BTC	Buy	59621→60535	+7.22	timeout
06-06 15:02	BTC	Buy	59427→60636	+9.72	timeout
06-05 18:52	BTC	Buy	60794→59299.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 15:38	BTC	Buy	61748.1→60229.9	-12.73	stop_loss
06-05 14:26	BTC	Buy	61924.1→60399.8	-12.76	stop_loss
06-05 06:24	BTC	Buy	62602.1→61061.4	-12.74	stop_loss
06-05 06:20	BTC	Buy	63244.2→61677.1	-12.82	stop_loss
06-04 22:29	BTC	Buy	62878.1→63298.8	+2.93	timeout
06-04 21:50	BTC	Buy	62431.1→63383.8	+7.20	timeout
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-03 23:54	BTC	Buy	65662.3→64046.8	-12.75	stop_loss
06-03 19:54	BTC	Buy	66997.3→65327.1	-12.95	stop_loss
06-03 16:26	BTC	Buy	67231.4→65572.9	-12.81	stop_loss
06-03 03:43	BTC	Buy	67501.4→65840.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	68205.4→66240.5	-14.86	stop_loss
06-02 14:27	BTC	Buy	69473.5→67763.7	-12.76	stop_loss
06-02 06:47	BTC	Buy	71840.6→70073.4	-12.86	stop_loss
06-02 01:34	BTC	Buy	72701.6→70910	-12.86	stop_loss
06-01 05:09	BTC	Buy	73867.7→73477.3	-3.12	timeout
06-01 03:11	BTC	Buy	73987.7→73918.3	-0.99	timeout
05-31 11:57	BTC	Buy	73923.7→73908.3	-0.67	timeout
05-31 10:58	BTC	Buy	73894.7→73865.3	-0.76	timeout
05-31 09:30	BTC	Buy	73752.7→73924.3	+0.59	timeout
05-31 08:07	BTC	Buy	73571.7→73893.3	+1.61	timeout
05-31 06:07	BTC	Buy	73578.7→73963.3	+2.12	timeout
05-30 06:51	BTC	Buy	73609.7→73573.3	-0.73	timeout
05-30 06:12	BTC	Buy	73662.7→73497.3	-1.61	timeout
05-30 05:26	BTC	Buy	73861.7→73509.3	-2.87	timeout
05-30 03:58	BTC	Buy	73425.7→73493.3	-0.02	timeout
05-30 03:15	BTC	Buy	73790.7→73731.3	-0.89	timeout
05-29 10:19	BTC	Buy	73552.7→73617.3	-0.07	timeout
05-29 09:42	BTC	Buy	72926.6→73796.3	+5.46	timeout
05-29 09:07	BTC	Buy	73391.7→73674.3	+1.42	timeout
05-29 07:16	BTC	Buy	73370.7→73765.3	+2.14	timeout
05-29 06:44	BTC	Buy	73476.7→73656.3	+0.67	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

43%

win rate

-212.88

total pnl ($)

-42.0 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	100	43%	-42.0	-212.88

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…