deribit_basis_zscore_long_v22 · strategy

178

closed trades

35%

win rate

-481.33

total pnl ($)

0.802

weight

7d window — n=41 wr=34% pnl=-63.63 · 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 12:59	SOL	Buy	73.8521→72.0152	-12.88	stop_loss
06-30 12:47	SOL	Buy	74.1161→72.273	-12.87	stop_loss
06-30 12:33	SOL	Buy	74.2861→72.4259	-12.95	stop_loss
06-30 12:13	SOL	Buy	74.0541→73.053	-7.16	timeout
06-30 08:36	SOL	Buy	75.2903→73.4223	-12.84	stop_loss
06-30 08:36	SOL	Buy	75.5113→73.6231	-12.92	stop_loss
06-30 04:20	SOL	Buy	75.5463→73.6731	-12.85	stop_loss
06-29 17:15	SOL	Buy	72.7149→75.8946	+21.35	take_profit
06-29 17:15	SOL	Buy	72.5789→75.8696	+22.14	take_profit
06-29 17:05	SOL	Buy	71.6147→74.7528	+21.35	take_profit
06-29 17:05	SOL	Buy	71.5187→74.6438	+21.30	take_profit
06-29 07:50	SOL	Buy	70.9676→72.5391	+10.47	timeout
06-29 03:10	SOL	Buy	70.2175→73.286	+21.26	take_profit
06-28 22:53	SOL	Buy	71.3527→69.5268	-13.22	stop_loss
06-28 19:50	SOL	Buy	71.1477→70.4424	-5.26	timeout
06-28 19:47	SOL	Buy	72.0518→70.2663	-12.80	stop_loss
06-28 05:28	SOL	Buy	71.8518→70.0694	-12.76	stop_loss
06-27 22:15	SOL	Buy	72.1758→70.3822	-12.88	stop_loss
06-27 21:24	SOL	Buy	72.0388→71.4333	-4.62	timeout
06-27 01:55	SOL	Buy	73.159→71.3436	-12.85	stop_loss
06-26 14:12	SOL	Buy	68.0262→71.0043	+21.38	take_profit
06-26 11:29	SOL	Buy	70.2055→68.4635	-12.88	stop_loss
06-26 07:02	SOL	Buy	67.1201→70.0545	+21.33	take_profit
06-26 06:22	SOL	Buy	66.348→69.2656	+21.52	take_profit
06-26 06:22	SOL	Buy	65.9269→68.8177	+21.38	take_profit
06-26 02:13	SOL	Buy	67.7792→66.097	-12.86	stop_loss
06-25 23:30	SOL	Buy	65.8699→68.7517	+21.41	take_profit
06-25 13:47	SOL	Buy	67.4511→65.7702	-12.87	stop_loss
06-25 13:46	SOL	Buy	67.5681→65.8921	-12.83	stop_loss
06-25 13:46	SOL	Buy	67.6111→65.9351	-12.82	stop_loss
06-25 13:44	SOL	Buy	68.1032→66.4078	-12.86	stop_loss
06-25 13:38	SOL	Buy	69.3074→67.5741	-12.95	stop_loss
06-25 05:08	SOL	Buy	66.0079→68.8957	+21.45	take_profit
06-24 17:47	SOL	Buy	66.427→64.7709	-12.91	stop_loss
06-24 16:51	SOL	Buy	68.3713→66.6746	-12.86	stop_loss
06-24 16:46	SOL	Buy	68.7203→67.0124	-12.91	stop_loss
06-24 15:46	SOL	Buy	69.0564→67.3432	-12.35	stop_loss
06-24 15:33	SOL	Buy	69.7505→68.0058	-12.96	stop_loss
06-24 14:12	SOL	Buy	69.2574→68.8747	-3.26	timeout
06-24 12:07	SOL	Buy	69.1714→69.7585	+3.77	timeout
06-24 09:37	SOL	Buy	68.8353→69.2196	+2.44	timeout
06-23 08:15	SOL	Buy	70.2835→68.5404	-12.84	stop_loss
06-23 08:13	SOL	Buy	70.9916→69.228	-12.83	stop_loss
06-23 06:18	SOL	Buy	72.0968→70.3083	-12.79	stop_loss
06-22 22:28	SOL	Buy	73.034→71.0918	-13.58	stop_loss
06-22 22:28	SOL	Buy	72.8639→71.0508	-12.71	stop_loss
06-22 22:28	SOL	Buy	73.476→71.6534	-12.82	stop_loss
06-22 22:28	SOL	Buy	73.591→71.7583	-12.79	stop_loss
06-22 22:28	SOL	Buy	73.6971→71.8633	-12.76	stop_loss
06-22 16:24	SOL	Buy	74.0351→72.8081	-8.73	timeout
06-22 06:11	SOL	Buy	73.12→74.0639	+5.96	timeout
06-22 03:34	SOL	Buy	73.672→73.8419	+0.66	timeout
06-21 23:36	SOL	Buy	74.1191→72.278	-12.90	stop_loss
06-21 21:24	SOL	Buy	72.2468→72.9181	+4.05	timeout
06-21 16:52	SOL	Buy	71.5077→74.6378	+21.29	take_profit
06-21 14:50	SOL	Buy	72.0528→73.8609	+11.95	timeout
06-21 05:54	SOL	Buy	71.8078→73.044	+8.13	timeout
06-20 05:08	SOL	Buy	68.4913→71.4893	+21.39	take_profit
06-19 22:54	SOL	Buy	69.5104→69.3376	-1.60	timeout
06-19 18:42	SOL	Buy	68.6083→68.8077	+1.00	timeout
06-19 16:57	SOL	Buy	69.0434→68.7797	-2.31	timeout
06-19 07:37	SOL	Buy	69.8175→68.0867	-12.88	stop_loss
06-19 04:55	SOL	Buy	69.9505→68.2136	-12.88	stop_loss
06-18 15:37	SOL	Buy	71.2627→69.4948	-12.91	stop_loss
06-18 15:29	SOL	Buy	71.5797→69.8006	-12.89	stop_loss
06-18 15:25	SOL	Buy	71.7928→70.0115	-12.96	stop_loss
06-18 15:18	SOL	Buy	71.8278→70.0454	-12.90	stop_loss
06-18 15:17	SOL	Buy	72.0458→70.2583	-12.97	stop_loss
06-18 12:10	SOL	Buy	72.2458→71.0393	-8.70	timeout
06-18 05:04	SOL	Buy	72.4519→70.6541	-12.73	stop_loss
06-18 05:04	SOL	Buy	72.4819→70.682	-12.77	stop_loss
06-17 19:40	SOL	Buy	73.439→71.6124	-12.89	stop_loss
06-17 18:05	SOL	Buy	74.2761→72.4349	-12.85	stop_loss
06-17 17:29	SOL	Buy	73.234→73.7879	+3.18	timeout
06-17 15:23	SOL	Buy	73.012→72.8621	-1.63	timeout
06-17 11:05	SOL	Buy	73.5→71.6724	-12.83	stop_loss
06-17 10:59	SOL	Buy	73.8541→72.0172	-12.82	stop_loss
06-17 08:49	SOL	Buy	73.9991→72.1531	-12.84	stop_loss
06-16 15:21	SOL	Buy	73.8811→73.112	-5.70	timeout
06-16 14:33	SOL	Buy	74.1871→72.343	-12.90	stop_loss
06-16 14:31	SOL	Buy	74.4282→72.5818	-12.86	stop_loss
06-16 14:27	SOL	Buy	74.6272→72.7757	-12.86	stop_loss
06-16 14:16	SOL	Buy	75.3453→73.4662	-12.93	stop_loss
06-16 02:27	SOL	Buy	74.8112→72.9526	-12.87	stop_loss
06-15 15:51	SOL	Buy	71.8788→75.0227	+21.43	take_profit
06-15 15:41	SOL	Buy	71.4957→74.6328	+21.47	take_profit
06-15 13:20	SOL	Buy	71.1297→74.2389	+21.40	take_profit
06-15 11:12	SOL	Buy	69.1074→72.1282	+21.45	take_profit
06-14 23:51	SOL	Buy	68.1672→71.1473	+21.35	take_profit
06-14 23:51	SOL	Buy	68.1612→71.1393	+21.35	take_profit
06-14 14:34	SOL	Buy	68.9273→67.2063	-12.86	stop_loss
06-14 13:51	SOL	Buy	67.9642→67.6578	-2.56	timeout
06-14 11:49	SOL	Buy	67.7892→68.2008	+2.75	timeout
06-14 09:47	SOL	Buy	67.3131→68.3657	+7.42	timeout
06-14 07:33	SOL	Buy	67.2091→68.1138	+6.33	timeout
06-14 01:51	SOL	Buy	67.3951→68.8807	+10.88	timeout
06-13 11:31	SOL	Buy	66.945→67.8448	+6.34	timeout
06-13 09:28	SOL	Buy	67.2301→67.3549	+0.59	timeout
06-13 07:26	SOL	Buy	66.2849→67.0779	+5.66	timeout
06-13 05:21	SOL	Buy	66.803→66.778	-0.51	timeout

Paper vs Live

Paper (trades.jsonl)

178

closed

35%

win rate

-481.33

total pnl ($)

-54.6 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 ($)
SOL	178	35%	-54.6	-481.33

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:42	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…