deribit_basis_zscore_long_v26 · strategy

145

closed trades

42%

win rate

-455.27

total pnl ($)

0.250

weight

7d window — n=42 wr=36% pnl=-194.17 · 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 05:20	BTC	Buy	60247→59968	-2.76	timeout
06-28 04:21	BTC	Buy	60381→60176	-2.16	timeout
06-27 22:03	BTC	Buy	59830→60061	+1.54	timeout
06-27 21:05	BTC	Buy	59670→60318	+5.05	timeout
06-27 16:51	BTC	Buy	60065→60785	+5.52	timeout
06-27 04:02	BTC	Buy	59836→60313	+3.54	timeout
06-27 02:52	BTC	Buy	58555.9→60313	+14.54	timeout
06-26 20:30	BTC	Buy	59636→59717	+0.13	timeout
06-26 19:25	BTC	Buy	59300→59897	+4.45	timeout
06-26 15:26	BTC	Buy	59260→60324	+8.44	timeout
06-26 02:21	BTC	Buy	59798→58326.9	-12.73	stop_loss
06-26 02:16	BTC	Buy	59887→58411.9	-12.76	stop_loss
06-25 13:58	BTC	Buy	59565→58096	-12.70	stop_loss
06-25 13:58	BTC	Buy	59615→58146	-12.70	stop_loss
06-25 13:55	BTC	Buy	59845→58372.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.68	stop_loss
06-25 13:51	BTC	Buy	60673→59179.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60894→59370.3	-12.95	stop_loss
06-24 16:51	BTC	Buy	61222.1→59715.1	-12.74	stop_loss
06-24 15:30	BTC	Buy	62297.1→60763.6	-12.75	stop_loss
06-24 14:13	BTC	Buy	62616.1→61075.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62630.1→61089.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62708.1→61166.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62827.1→61281.3	-12.75	stop_loss
06-24 10:42	BTC	Buy	62218.1→62597.9	+2.55	timeout
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.31	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:28	BTC	Buy	63450.2→61888.9	-12.75	stop_loss
06-23 07:00	BTC	Buy	63957.2→62908.9	-8.67	timeout
06-23 06:21	BTC	Buy	64194.2→62610.5	-12.79	stop_loss
06-23 06:20	BTC	Buy	64484.2→62898.4	-12.76	stop_loss
06-23 05:59	BTC	Buy	64202.2→63354.8	-7.08	timeout
06-23 04:57	BTC	Buy	64049.2→63608.8	-3.91	timeout
06-23 02:28	BTC	Buy	64555.2→64142.8	-3.64	timeout
06-22 20:02	BTC	Buy	64163.2→64583.8	+2.79	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64230.2→64069.8	-1.72	timeout
06-22 03:32	BTC	Buy	64309.2→64369.8	-0.06	timeout
06-22 02:08	BTC	Buy	64213.2→64515.8	+1.82	timeout
06-21 18:55	BTC	Buy	63763.2→64142.8	+2.57	timeout
06-21 04:49	BTC	Buy	63560.2→64442.8	+6.51	timeout
06-21 03:45	BTC	Buy	63447.2→64389.8	+6.98	timeout
06-21 01:53	BTC	Buy	63543.2→64248.8	+5.05	timeout
06-21 00:46	BTC	Buy	63543.2→64254.8	+5.10	timeout
06-20 18:17	BTC	Buy	63129.2→63808.8	+4.93	timeout
06-20 01:17	BTC	Buy	63080.2→63411.8	+2.18	timeout
06-20 00:12	BTC	Buy	62849.1→63448.8	+4.33	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:56	BTC	Buy	63957.2→62381.7	-12.71	stop_loss
06-18 15:51	BTC	Buy	64134.2→62556.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64227.2→62647.5	-12.66	stop_loss
06-18 15:37	BTC	Buy	64501.2→62892.4	-12.71	stop_loss
06-18 12:32	BTC	Buy	64713.2→64149.8	-4.84	timeout
06-18 11:26	BTC	Buy	64684.2→63886.8	-6.68	timeout
06-18 10:22	BTC	Buy	64940.2→63920.8	-8.41	timeout
06-18 09:19	BTC	Buy	64977.2→64439.8	-4.65	timeout
06-17 19:50	BTC	Buy	65628.3→64014.8	-12.75	stop_loss
06-17 08:44	BTC	Buy	66517.3→64881.3	-12.76	stop_loss
06-17 08:37	BTC	Buy	66675.3→65032.2	-12.75	stop_loss
06-17 08:37	BTC	Buy	66696.3→65053.2	-12.75	stop_loss
06-17 08:14	BTC	Buy	66457.3→65343.7	-8.81	timeout
06-17 07:03	BTC	Buy	66348.3→65557.7	-6.43	timeout
06-16 10:23	BTC	Buy	65701.3→66675.7	+6.93	timeout
06-16 09:10	BTC	Buy	65689.3→66743.7	+7.60	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-16 07:00	BTC	Buy	65724.3→66392.7	+4.71	timeout
06-16 05:27	BTC	Buy	65824.3→66009.7	+1.01	timeout
06-15 09:13	BTC	Buy	64416.2→65656.7	+9.19	timeout
06-15 07:05	BTC	Buy	64253.2→65760.7	+11.26	timeout
06-15 04:56	BTC	Buy	64336.2→65626.7	+9.55	timeout
06-15 03:52	BTC	Buy	64498.2→65877.7	+10.21	timeout
06-15 02:46	BTC	Buy	64467.2→65538.7	+7.82	timeout
06-14 07:27	BTC	Buy	63761.2→64344.8	+4.13	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 04:10	BTC	Buy	63457.2→64488.8	+7.72	timeout
06-14 02:52	BTC	Buy	63557.2→64457.8	+6.66	timeout
06-14 01:47	BTC	Buy	63805.2→64582.8	+5.68	timeout
06-13 03:29	BTC	Buy	63414.2→63478.8	+0.06	timeout
06-12 23:27	BTC	Buy	63398.2→63428.8	-0.25	timeout
06-12 22:22	BTC	Buy	63541.2→63630.8	+0.20	timeout
06-12 21:20	BTC	Buy	63506.2→63579.8	+0.10	timeout
06-12 20:16	BTC	Buy	63484.2→63516.8	-0.20	timeout
06-12 02:01	BTC	Buy	62196.1→63431.8	+9.37	timeout
06-11 21:56	BTC	Buy	61257.1→63442.8	+17.25	timeout
06-11 20:04	BTC	Buy	61863.1→63592.8	+13.40	timeout
06-11 18:57	BTC	Buy	61844.1→63494.8	+12.76	timeout
06-11 17:35	BTC	Buy	61792.1→63112.8	+10.14	timeout
06-10 18:38	BTC	Buy	61738.1→61788.9	-0.08	timeout
06-10 17:37	BTC	Buy	61777.1→61769.9	-0.55	timeout
06-10 16:36	BTC	Buy	61222.1→62310.9	+8.34	timeout
06-10 15:34	BTC	Buy	61314.1→62297.9	+7.52	timeout
06-10 14:41	BTC	Buy	61487.1→61996.9	+3.66	timeout
06-09 15:55	BTC	Buy	62619.1→61078.4	-12.77	stop_loss
06-09 14:47	BTC	Buy	62687.1→61145.4	-12.76	stop_loss
06-09 14:29	BTC	Buy	63068.2→61516.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63356.2→61798	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

42%

win rate

-455.27

total pnl ($)

-62.6 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 ($)
BTC	145	42%	-62.6	-455.27

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…