deribit_basis_zscore_long_v25 · strategy

128

closed trades

45%

win rate

-373.45

total pnl ($)

0.250

weight

7d window — n=35 wr=37% pnl=-165.57 · 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 09:01	BTC	Buy	60403→60318	-1.14	timeout
06-28 07:50	BTC	Buy	60495→60208	-2.81	timeout
06-28 06:49	BTC	Buy	60420→59961	-4.24	timeout
06-27 19:39	BTC	Buy	59880→60124	+1.64	timeout
06-27 15:41	BTC	Buy	60363→60782	+3.04	timeout
06-27 03:42	BTC	Buy	59405→60294	+7.04	timeout
06-27 02:36	BTC	Buy	58845.9→60228	+11.27	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.31	timeout
06-26 16:49	BTC	Buy	59260→60135	+6.82	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-26 02:13	BTC	Buy	60163→58669.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59649→58176	-12.72	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58966.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60778→59282.4	-12.70	stop_loss
06-24 17:21	BTC	Buy	60827→59330.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61292.1→59745.1	-13.05	stop_loss
06-24 15:38	BTC	Buy	62111.1→60583.7	-12.74	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:53	BTC	Buy	62247.1→62457.9	+1.20	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64115.2→62530.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64143.2→62565.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64310.2→62725.5	-12.80	stop_loss
06-23 06:18	BTC	Buy	64604.2→63015.3	-12.78	stop_loss
06-22 08:31	BTC	Buy	64024.2→64157.8	+0.53	timeout
06-22 07:27	BTC	Buy	64168.2→64246.8	+0.14	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 06:55	BTC	Buy	63719.2→64258.8	+3.78	timeout
06-21 05:53	BTC	Buy	63630.2→64202.8	+4.05	timeout
06-21 04:52	BTC	Buy	63558.2→64322.8	+5.58	timeout
06-21 03:46	BTC	Buy	63443.2→64393.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:41	BTC	Buy	62895.1→63370.8	+3.34	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:32	BTC	Buy	63014.2→63615.8	+4.28	timeout
06-19 21:31	BTC	Buy	62946.1→63129.8	+0.96	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64175.2→62591.6	-12.51	stop_loss
06-18 15:38	BTC	Buy	64419.2→62831.4	-12.76	stop_loss
06-18 15:38	BTC	Buy	64419.2→62831.4	-12.74	stop_loss
06-18 04:11	BTC	Buy	65399.3→63741.9	-13.13	stop_loss
06-17 19:44	BTC	Buy	65691.3→64075.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65872.3→64246.6	-12.79	stop_loss
06-17 18:45	BTC	Buy	65834.3→65846.7	-0.44	timeout
06-17 15:32	BTC	Buy	65812.3→65283.7	-4.47	timeout
06-17 08:44	BTC	Buy	66520.3→64884.3	-12.76	stop_loss
06-17 07:02	BTC	Buy	66378.3→65583.7	-6.46	timeout
06-16 19:25	BTC	Buy	66533.3→65683.7	-6.92	timeout
06-16 18:03	BTC	Buy	66807.3→66156.7	-5.40	timeout
06-16 15:20	BTC	Buy	66684.3→65739.7	-7.61	timeout
06-16 09:16	BTC	Buy	65674.3→66664.7	+7.11	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.97	timeout
06-15 13:33	BTC	Buy	64237.2→66843.7	+19.86	timeout
06-15 13:16	BTC	Buy	63926.2→66733.7	+21.53	take_profit
06-15 12:29	BTC	Buy	64449.2→66247.7	+13.52	timeout
06-15 08:06	BTC	Buy	64389.2→65712.7	+9.84	timeout
06-15 03:33	BTC	Buy	64502.2→65693.7	+8.75	timeout
06-14 11:03	BTC	Buy	63820.2→64458.8	+4.55	timeout
06-14 09:42	BTC	Buy	63779.2→64527.8	+5.37	timeout
06-14 08:42	BTC	Buy	63897.2→64448.8	+3.84	timeout
06-14 07:32	BTC	Buy	63754.2→64288.8	+3.74	timeout
06-14 01:46	BTC	Buy	63798.2→64582.8	+5.73	timeout
06-13 10:44	BTC	Buy	63645.2→63842.8	+1.02	timeout
06-13 09:31	BTC	Buy	63771.2→63799.8	-0.31	timeout
06-13 08:23	BTC	Buy	63485.2→63735.8	+1.42	timeout
06-13 07:23	BTC	Buy	62969.1→63699.8	+5.34	timeout
06-12 17:41	BTC	Buy	63336.2→63817.8	+3.34	timeout
06-12 10:02	BTC	Buy	62909.1→63713.8	+5.85	timeout
06-12 09:02	BTC	Buy	62908.1→63456.8	+3.84	timeout
06-12 07:51	BTC	Buy	62679.1→62988.9	+1.98	timeout
06-12 06:45	BTC	Buy	62876.1→62922.9	-0.13	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.32	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.18	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:05	BTC	Buy	62152.1→62150.9	-0.48	timeout
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62825.1→61280.3	-12.75	stop_loss
06-09 14:39	BTC	Buy	62863.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-09 12:28	BTC	Buy	62997.1→62623.9	-3.36	timeout
06-09 00:49	BTC	Buy	63946.2→62372.7	-12.76	stop_loss
06-08 23:25	BTC	Buy	62964.1→63143.8	+0.95	timeout
06-08 22:23	BTC	Buy	63023.2→63369.8	+2.26	timeout
06-08 21:31	BTC	Buy	61805.1→63632.8	+14.30	timeout
06-08 06:23	BTC	Buy	61835.1→63011.8	+9.06	timeout
06-08 05:22	BTC	Buy	61803.1→62638.9	+6.31	timeout
06-07 18:51	BTC	Buy	60497→62080.9	+12.69	timeout
06-07 14:30	BTC	Buy	60854→62110.9	+9.86	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

45%

win rate

-373.45

total pnl ($)

-58.1 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	128	45%	-58.1	-373.45

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…