deribit_basis_zscore_long_v29 · strategy

145

closed trades

39%

win rate

-483.14

total pnl ($)

0.250

weight

7d window — n=40 wr=28% pnl=-213.37 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 08:35	BTC	Buy	60203→59853	-3.39	timeout
06-29 07:21	BTC	Buy	60113→60027	-1.14	timeout
06-29 01:53	BTC	Buy	60238→59470	-6.86	timeout
06-28 21:13	BTC	Buy	60337→59646	-6.17	timeout
06-28 20:11	BTC	Buy	60258→59545	-6.34	timeout
06-28 08:13	BTC	Buy	60462→60136	-3.18	timeout
06-28 07:05	BTC	Buy	60315→60073	-2.44	timeout
06-27 21:19	BTC	Buy	59682→60333	+5.07	timeout
06-27 20:18	BTC	Buy	59749→60240	+3.72	timeout
06-27 19:15	BTC	Buy	59949→60565	+4.73	timeout
06-26 18:29	BTC	Buy	59664→59832	+0.86	timeout
06-26 17:28	BTC	Buy	59498→60206	+5.39	timeout
06-26 16:26	BTC	Buy	59738→59987	+1.54	timeout
06-26 15:26	BTC	Buy	59263→60210	+7.49	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 13:59	BTC	Buy	59554→58088	-12.70	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.70	stop_loss
06-25 13:55	BTC	Buy	59852→58379.9	-12.70	stop_loss
06-25 13:48	BTC	Buy	60772→59276.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	61033.1→59531.2	-12.72	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:46	BTC	Buy	60717→59200.4	-12.92	stop_loss
06-24 16:51	BTC	Buy	61324.1→59814.1	-12.74	stop_loss
06-24 15:08	BTC	Buy	62340.1→60789.5	-12.88	stop_loss
06-24 14:17	BTC	Buy	62560.1→61021.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62607.1→61066.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62696.1→61153.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62758.1→61214.3	-12.75	stop_loss
06-24 10:05	BTC	Buy	62520.1→62594.9	+0.08	timeout
06-24 09:05	BTC	Buy	62383.1→62721.9	+2.22	timeout
06-24 08:04	BTC	Buy	62807.1→62654.9	-1.70	timeout
06-24 07:04	BTC	Buy	62917.1→62693.9	-2.28	timeout
06-24 06:00	BTC	Buy	63371.2→62853.9	-4.59	timeout
06-23 08:24	BTC	Buy	63660.2→62092.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	63953.2→62369.7	-12.85	stop_loss
06-23 06:52	BTC	Buy	63936.2→62897.9	-8.60	timeout
06-23 06:21	BTC	Buy	64182.2→62603.6	-12.78	stop_loss
06-23 04:50	BTC	Buy	64037.2→63767.8	-2.56	timeout
06-23 03:43	BTC	Buy	64172.2→63961.8	-2.09	timeout
06-22 21:19	BTC	Buy	63543.2→64335.8	+5.78	timeout
06-22 07:03	BTC	Buy	64225.2→63972.8	-2.43	timeout
06-22 05:59	BTC	Buy	64223.2→64198.8	-0.66	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 20:15	BTC	Buy	63928.2→64123.8	+1.09	timeout
06-21 05:57	BTC	Buy	63657.2→64217.8	+3.95	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	timeout
06-21 03:49	BTC	Buy	63440.2→64395.8	+7.09	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 19:17	BTC	Buy	63039.2→63883.8	+6.26	timeout
06-19 20:45	BTC	Buy	63118.2→63062.8	-0.93	timeout
06-19 19:40	BTC	Buy	62861.1→62951.9	+0.24	timeout
06-19 18:39	BTC	Buy	62687.1→62983.9	+1.90	timeout
06-19 17:32	BTC	Buy	62663.1→62931.9	+1.69	timeout
06-19 16:38	BTC	Buy	62611.1→63276.8	+4.88	timeout
06-18 15:57	BTC	Buy	63898.2→62293.7	-12.94	stop_loss
06-18 15:53	BTC	Buy	64019.2→62435.6	-12.73	stop_loss
06-18 15:53	BTC	Buy	64023.2→62447.6	-12.61	stop_loss
06-18 15:53	BTC	Buy	64029.2→62450.6	-12.49	stop_loss
06-18 15:40	BTC	Buy	64297.2→62713.5	-12.48	stop_loss
06-18 10:20	BTC	Buy	64861.2→63926.8	-7.76	timeout
06-18 09:16	BTC	Buy	64963.2→64408.8	-4.78	timeout
06-18 05:08	BTC	Buy	65243.3→63639	-12.77	stop_loss
06-17 19:50	BTC	Buy	65650.3→64035.8	-12.76	stop_loss
06-17 19:50	BTC	Buy	65673.3→64050.8	-12.82	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.77	stop_loss
06-17 08:31	BTC	Buy	66728.3→65087.2	-12.73	stop_loss
06-17 08:09	BTC	Buy	66348.3→65383.7	-7.67	timeout
06-17 07:02	BTC	Buy	66349.3→65575.7	-6.31	timeout
06-17 00:44	BTC	Buy	66388.3→65800.7	-4.94	timeout
06-16 08:04	BTC	Buy	65720.3→66315.7	+4.12	timeout
06-16 07:00	BTC	Buy	65724.3→66390.7	+4.70	timeout
06-16 05:47	BTC	Buy	65708.3→66091.7	+2.52	timeout
06-16 04:12	BTC	Buy	65746.3→66149.7	+2.66	timeout
06-15 21:23	BTC	Buy	64651.2→66507.7	+13.85	timeout
06-15 04:56	BTC	Buy	64337.2→65607.7	+9.39	timeout
06-15 03:45	BTC	Buy	64465.2→65812.7	+9.96	timeout
06-15 02:40	BTC	Buy	64505.2→65606.7	+8.04	timeout
06-14 23:27	BTC	Buy	64431.2→65666.7	+9.10	timeout
06-14 20:18	BTC	Buy	64262.2→63809.8	-4.02	timeout
06-14 04:39	BTC	Buy	63587.2→64406.8	+6.04	timeout
06-14 02:44	BTC	Buy	63609.2→64475.8	+6.38	timeout
06-14 01:46	BTC	Buy	63780.2→64582.8	+5.87	timeout
06-13 22:25	BTC	Buy	63602.2→64425.8	+5.99	timeout
06-13 19:41	BTC	Buy	63702.2→64262.8	+3.95	timeout
06-13 00:08	BTC	Buy	63736.2→63557.8	-1.97	timeout
06-12 23:03	BTC	Buy	63388.2→63439.8	-0.09	timeout
06-12 21:59	BTC	Buy	63455.2→63477.8	-0.32	timeout
06-12 20:56	BTC	Buy	63366.2→63403.8	-0.17	timeout
06-12 17:37	BTC	Buy	63147.2→63804.8	+4.74	timeout
06-11 22:37	BTC	Buy	61284.1→63535.8	+17.79	timeout
06-11 19:19	BTC	Buy	61730.1→63628.8	+14.79	timeout
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.07	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-11 14:53	BTC	Buy	61851.1→62952.9	+8.36	timeout
06-10 19:19	BTC	Buy	61733.1→61693.9	-0.83	timeout
06-10 18:19	BTC	Buy	61914.1→61896.9	-0.63	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.58	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:06	BTC	Buy	62121.1→62186.9	+0.06	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

39%

win rate

-483.14

total pnl ($)

-66.5 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	39%	-66.5	-483.14

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…