deribit_basis_zscore_long_v19 · strategy

154

closed trades

43%

win rate

-490.72

total pnl ($)

0.325

weight

7d window — n=37 wr=35% pnl=-144.74 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 05:51	BTC	Buy	60232→59930	-2.96	timeout
06-27 21:15	BTC	Buy	59730→60353	+4.83	timeout
06-27 20:15	BTC	Buy	59779→60260	+3.63	timeout
06-27 19:12	BTC	Buy	59953→60561	+4.65	timeout
06-27 15:56	BTC	Buy	60291→60774	+3.59	timeout
06-27 04:26	BTC	Buy	59895→60441	+4.12	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:20	BTC	Buy	59662→60023	+2.46	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-26 02:13	BTC	Buy	60186→58698.7	-12.80	stop_loss
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58527.8	-12.99	stop_loss
06-25 13:53	BTC	Buy	60254→58766.7	-12.72	stop_loss
06-25 13:53	BTC	Buy	60267→58766.7	-12.81	stop_loss
06-25 13:46	BTC	Buy	61214.1→59704.1	-12.78	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 16:51	BTC	Buy	61315.1→59803.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62675.1→61127.4	-12.80	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-24 06:41	BTC	Buy	62947.1→62813.9	-1.56	timeout
06-24 05:42	BTC	Buy	63407.2→62952.9	-4.09	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:42	BTC	Buy	64023.2→62957.9	-8.80	timeout
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64582.2→62994.3	-12.77	stop_loss
06-23 04:59	BTC	Buy	65167.3→63565	-12.76	stop_loss
06-22 21:29	BTC	Buy	63674.2→64275.8	+4.27	timeout
06-22 07:16	BTC	Buy	64228.2→64217.8	-0.56	timeout
06-22 06:11	BTC	Buy	64180.2→64214.8	-0.19	timeout
06-22 04:37	BTC	Buy	64484.2→63973.8	-4.43	timeout
06-22 03:35	BTC	Buy	64332.2→64233.8	-1.29	timeout
06-21 18:41	BTC	Buy	63815.2→64154.8	+2.25	timeout
06-21 04:50	BTC	Buy	63563.2→64389.8	+6.07	timeout
06-21 03:48	BTC	Buy	63435.2→64371.8	+6.94	timeout
06-21 02:15	BTC	Buy	63435.2→64214.8	+5.66	timeout
06-20 22:26	BTC	Buy	63283.2→64142.8	+6.34	timeout
06-20 18:24	BTC	Buy	63107.2→63819.8	+5.20	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:35	BTC	Buy	62993.1→63743.8	+5.48	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63103.2→62993.9	-1.35	timeout
06-19 15:56	BTC	Buy	62449.1→63240.8	+5.90	timeout
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.61	stop_loss
06-18 15:53	BTC	Buy	64019.2→62441.6	-12.70	stop_loss
06-18 15:53	BTC	Buy	64044.2→62469.6	-12.69	stop_loss
06-18 15:37	BTC	Buy	64519.2→62931.4	-12.57	stop_loss
06-18 11:16	BTC	Buy	64569.2→64007.8	-4.87	timeout
06-18 10:13	BTC	Buy	64874.2→63974.8	-7.47	timeout
06-18 09:17	BTC	Buy	64922.2→64429.8	-4.33	timeout
06-18 05:05	BTC	Buy	65258.3→63649	-12.80	stop_loss
06-17 22:03	BTC	Buy	65553.3→63935.8	-12.77	stop_loss
06-17 08:39	BTC	Buy	66541.3→64902.3	-12.80	stop_loss
06-17 08:31	BTC	Buy	66738.3→65091.2	-12.82	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-17 06:58	BTC	Buy	66411.3→65576.7	-6.67	timeout
06-16 23:34	BTC	Buy	66201.3→65720.7	-4.14	timeout
06-16 11:00	BTC	Buy	65890.3→66476.7	+3.91	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.56	timeout
06-16 07:02	BTC	Buy	65727.3→66347.7	+4.27	timeout
06-16 05:48	BTC	Buy	65753.3→66034.7	+1.76	timeout
06-15 21:22	BTC	Buy	64650.2→66502.7	+13.82	timeout
06-15 09:36	BTC	Buy	64442.2→65538.7	+8.06	timeout
06-15 07:34	BTC	Buy	64328.2→65741.7	+10.47	timeout
06-15 06:28	BTC	Buy	64329.2→65942.7	+12.07	timeout
06-14 22:16	BTC	Buy	64368.2→65115.7	+5.31	timeout
06-14 21:07	BTC	Buy	64281.2→63993.8	-2.71	timeout
06-14 07:50	BTC	Buy	63799.2→64407.8	+4.31	timeout
06-14 06:07	BTC	Buy	63546.2→64424.8	+6.47	timeout
06-14 04:41	BTC	Buy	63584.2→64403.8	+6.04	timeout
06-13 21:33	BTC	Buy	63556.2→64244.8	+4.94	timeout
06-13 19:42	BTC	Buy	63684.2→64249.8	+3.99	timeout
06-13 06:26	BTC	Buy	63162.2→63579.8	+2.85	timeout
06-13 04:37	BTC	Buy	63714.2→63571.8	-1.56	timeout
06-13 03:03	BTC	Buy	63578.2→63660.8	+0.20	timeout
06-12 13:35	BTC	Buy	62789.1→63299.8	+3.55	timeout
06-12 12:28	BTC	Buy	62735.1→63475.8	+5.38	timeout
06-12 01:12	BTC	Buy	61971.1→63454.8	+11.41	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 22:22	BTC	Buy	61246.1→63578.8	+18.46	timeout
06-11 09:21	BTC	Buy	60909→62776.9	+14.74	timeout
06-11 08:16	BTC	Buy	61661.1→62766.9	+8.37	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 16:19	BTC	Buy	60920→62301.9	+10.79	timeout
06-10 15:18	BTC	Buy	61563.1→61907.9	+2.30	timeout
06-10 14:25	BTC	Buy	61740.1→62010.9	+1.71	timeout
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-09 14:36	BTC	Buy	62918.1→61371.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-09 13:31	BTC	Buy	63503.2→62387.9	-9.21	timeout
06-09 01:50	BTC	Buy	63006.2→62744.9	-2.51	timeout
06-09 00:32	BTC	Buy	63400.2→62623.9	-6.60	timeout
06-08 22:32	BTC	Buy	62803.1→63338.8	+3.78	timeout
06-08 21:34	BTC	Buy	61703.1→63651.8	+15.31	timeout
06-08 12:49	BTC	Buy	61799.1→63591.8	+14.03	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

43%

win rate

-490.72

total pnl ($)

-63.4 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	154	43%	-63.4	-490.72

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…