deribit_basis_zscore_long_v24 · strategy

closed trades

35%

win rate

-334.39

total pnl ($)

0.615

weight

7d window — n=17 wr=24% pnl=-99.13 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 85 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:22	BTC	Buy	59238→60428	+9.67	timeout
06-27 16:07	BTC	Buy	59555→60782	+9.98	timeout
06-27 14:00	BTC	Buy	58348.9→60561	+18.49	timeout
06-26 17:55	BTC	Buy	59433→59967	+3.86	timeout
06-25 13:57	BTC	Buy	59838→58340.9	-12.90	stop_loss
06-25 13:53	BTC	Buy	60375→58890.6	-12.69	stop_loss
06-25 13:46	BTC	Buy	61087.1→59567.2	-12.86	stop_loss
06-24 15:31	BTC	Buy	62231.1→60699.6	-12.67	stop_loss
06-24 15:30	BTC	Buy	62298.1→60762.6	-12.69	stop_loss
06-24 14:20	BTC	Buy	62370.1→60835.5	-12.73	stop_loss
06-24 13:46	BTC	Buy	62855.1→61309.3	-12.74	stop_loss
06-23 08:24	BTC	Buy	63809.2→62238.8	-12.75	stop_loss
06-23 06:21	BTC	Buy	64121.2→62543.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64178.2→62596.6	-12.78	stop_loss
06-23 06:11	BTC	Buy	64183.2→63188.8	-8.27	timeout
06-23 03:37	BTC	Buy	64360.2→63964.8	-3.52	timeout
06-23 00:45	BTC	Buy	64265.2→64095.8	-1.71	timeout
06-21 05:00	BTC	Buy	62441.1→64244.8	+14.01	timeout
06-21 02:40	BTC	Buy	62899.1→64213.8	+9.98	timeout
06-21 00:33	BTC	Buy	63010.2→64221.8	+9.14	timeout
06-20 19:57	BTC	Buy	62931.1→63897.8	+7.29	timeout
06-18 15:57	BTC	Buy	63906.2→62315.7	-12.75	stop_loss
06-18 15:40	BTC	Buy	64266.2→62683.5	-12.44	stop_loss
06-18 15:17	BTC	Buy	64841.2→63245.2	-12.71	stop_loss
06-18 15:17	BTC	Buy	64953.2→63356.1	-12.70	stop_loss
06-18 05:03	BTC	Buy	65312.3→63705.9	-12.76	stop_loss
06-17 19:42	BTC	Buy	65711.3→64092.7	-12.77	stop_loss
06-17 09:56	BTC	Buy	66412.3→64779.4	-12.83	stop_loss
06-17 08:44	BTC	Buy	66511.3→64875.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66630.3→64985.2	-12.82	stop_loss
06-17 07:54	BTC	Buy	66823.3→65180.1	-12.70	stop_loss
06-16 00:55	BTC	Buy	64534.2→66275.7	+13.15	timeout
06-15 22:38	BTC	Buy	64491.2→66288.7	+13.40	timeout
06-15 15:47	BTC	Buy	64184.2→67001.6	+21.53	take_profit
06-15 13:20	BTC	Buy	64025.2→66838.7	+21.54	take_profit
06-14 09:48	BTC	Buy	63822.2→64554.8	+5.19	timeout
06-13 23:03	BTC	Buy	63390.2→64431.8	+7.72	timeout
06-13 20:55	BTC	Buy	63373.2→64260.8	+6.51	timeout
06-13 17:41	BTC	Buy	63306.2→64087.8	+5.69	timeout
06-12 09:38	BTC	Buy	61277.1→63842.8	+20.31	timeout
06-11 19:01	BTC	Buy	61735.1→63446.8	+13.16	timeout
06-11 18:00	BTC	Buy	60996→63675.8	+21.39	take_profit
06-11 16:01	BTC	Buy	61128.1→62730.9	+12.36	timeout
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63206.2→61642.1	-12.85	stop_loss
06-09 14:19	BTC	Buy	63268.2→61712	-12.77	stop_loss
06-09 14:16	BTC	Buy	63456.2→61890.9	-12.80	stop_loss
06-09 00:49	BTC	Buy	63946.2→62371.7	-12.76	stop_loss
06-07 22:14	BTC	Buy	60929→63605.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60826→63496.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60760→63427.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60728→63393.8	+21.51	take_profit
06-06 04:27	BTC	Buy	61314.1→59801.1	-12.79	stop_loss
06-06 04:15	BTC	Buy	61515.1→60001	-12.76	stop_loss
06-06 04:09	BTC	Buy	61845.1→60323.8	-12.76	stop_loss
06-05 21:04	BTC	Buy	59337→61941.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60890→59392.3	-12.76	stop_loss
06-05 18:43	BTC	Buy	61351.1→59842.1	-12.75	stop_loss
06-05 14:26	BTC	Buy	61913.1→60387.8	-12.77	stop_loss
06-05 13:57	BTC	Buy	62374.1→60838.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62422.1→60885.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62505.1→60963.5	-12.80	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.73	stop_loss
06-05 06:21	BTC	Buy	63123.2→61570.1	-12.75	stop_loss
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-04 10:49	BTC	Buy	63812.2→62242.7	-12.72	stop_loss
06-04 10:49	BTC	Buy	63852.2→62281.7	-12.73	stop_loss
06-04 01:16	BTC	Buy	64471.2→62885.4	-12.75	stop_loss
06-04 00:27	BTC	Buy	65178.3→63575	-12.75	stop_loss
06-03 20:55	BTC	Buy	66359.3→64655.4	-13.33	stop_loss
06-03 20:45	BTC	Buy	66743.3→65100.2	-12.82	stop_loss
06-03 19:54	BTC	Buy	67002.3→65354	-12.80	stop_loss
06-03 16:27	BTC	Buy	67202.4→65546.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67032.4→65382	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65813.8	-12.80	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-01 22:26	BTC	Buy	73620.7→71239.8	-16.80	stop_loss
06-01 22:26	BTC	Buy	73545.7→71239.8	-16.33	stop_loss
06-01 22:26	BTC	Buy	74034.7→71239.8	-19.58	stop_loss
06-01 22:26	BTC	Buy	74159.7→71239.8	-20.39	stop_loss
05-31 07:51	BTC	Buy	73399.7→73837.3	+2.23	timeout
05-30 23:35	BTC	Buy	73656.7→73759.3	+0.02	timeout
05-30 19:07	BTC	Buy	73539.7→73968.3	+2.24	timeout
05-30 15:46	BTC	Buy	73035.7→73869.3	+5.03	timeout
05-30 13:28	BTC	Buy	73131.7→73749.3	+3.61	timeout

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-334.39

total pnl ($)

-78.1 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	85	35%	-78.1	-334.39

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…