deribit_basis_zscore_long_v17 · strategy

closed trades

43%

win rate

-231.70

total pnl ($)

0.745

weight

7d window — n=16 wr=31% pnl=-79.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:43	BTC	Buy	59904→60166	+1.78	timeout
06-27 15:42	BTC	Buy	60419→60770	+2.47	timeout
06-26 16:47	BTC	Buy	59213→60062	+6.62	timeout
06-26 14:44	BTC	Buy	59488→59552	+0.04	timeout
06-25 13:59	BTC	Buy	59554→58089	-12.68	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.82	stop_loss
06-24 16:51	BTC	Buy	61295.1→59739.1	-13.12	stop_loss
06-24 15:37	BTC	Buy	62155.1→60626.6	-12.74	stop_loss
06-24 13:44	BTC	Buy	62910.1→61359.2	-12.78	stop_loss
06-24 08:53	BTC	Buy	62403.1→62777.9	+2.49	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-23 08:24	BTC	Buy	63697.2→62123.8	-12.79	stop_loss
06-23 06:27	BTC	Buy	64068.2→62642.9	-11.61	timeout
06-23 03:52	BTC	Buy	64083.2→64038.8	-0.80	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:33	BTC	Buy	64317.2→64234.8	-1.17	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-18 15:53	BTC	Buy	64015.2→62440.6	-12.61	stop_loss
06-18 15:39	BTC	Buy	64390.2→62805.4	-12.48	stop_loss
06-18 04:11	BTC	Buy	65431.3→63817.9	-12.79	stop_loss
06-17 19:42	BTC	Buy	65735.3→64112.7	-12.79	stop_loss
06-17 08:39	BTC	Buy	66564.3→64922.3	-12.82	stop_loss
06-17 08:38	BTC	Buy	66662.3→65020.2	-12.81	stop_loss
06-16 11:00	BTC	Buy	65890.3→66477.7	+3.92	timeout
06-16 08:10	BTC	Buy	65710.3→66429.7	+5.05	timeout
06-15 09:36	BTC	Buy	64442.2→65538.7	+8.06	timeout
06-15 06:59	BTC	Buy	64258.2→65800.7	+11.54	timeout
06-14 07:43	BTC	Buy	63798.2→64285.8	+3.36	timeout
06-14 01:48	BTC	Buy	63803.2→64598.8	+5.81	timeout
06-13 07:26	BTC	Buy	62997.1→63741.8	+5.45	timeout
06-12 15:20	BTC	Buy	62654.1→64229.8	+12.04	timeout
06-12 06:49	BTC	Buy	62779.1→62948.9	+0.86	timeout
06-11 14:49	BTC	Buy	61883.1→62889.9	+7.59	timeout
06-10 16:47	BTC	Buy	61301.1→62068.9	+5.74	timeout
06-10 14:43	BTC	Buy	61354.1→62023.9	+4.98	timeout
06-09 15:56	BTC	Buy	62597.1→61057.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-08 23:10	BTC	Buy	62850.1→63469.8	+4.46	timeout
06-08 22:08	BTC	Buy	61837.1→63445.8	+12.52	timeout
06-07 21:04	BTC	Buy	60693→61708.9	+7.94	timeout
06-07 14:38	BTC	Buy	60896→62230.9	+10.49	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 14:33	BTC	Buy	60402→60912	+3.78	timeout
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61584.1→60066.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 06:24	BTC	Buy	62611.1→61070.4	-12.74	stop_loss
06-05 06:22	BTC	Buy	62826.1→61281.3	-12.74	stop_loss
06-05 03:11	BTC	Buy	63839.2→62268.7	-12.72	stop_loss
06-05 01:48	BTC	Buy	62636.1→63324.8	+5.06	timeout
06-04 09:27	BTC	Buy	64411.2→62824.4	-12.76	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-03 19:54	BTC	Buy	66955.3→65297.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67049.4→65400	-12.78	stop_loss
06-03 03:50	BTC	Buy	67190.4→65537.9	-12.75	stop_loss
06-03 03:33	BTC	Buy	67675.4→66010.7	-12.75	stop_loss
06-02 12:34	BTC	Buy	70850.5→69108	-12.81	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.79	stop_loss
05-29 18:56	BTC	Buy	73688.7→73350.3	-2.79	timeout
05-29 16:54	BTC	Buy	73362.7→74036.3	+4.10	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-231.70

total pnl ($)

-73.4 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	63	43%	-73.4	-231.70

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…