deribit_basis_zscore_long_v30 · strategy

130

closed trades

45%

win rate

-371.37

total pnl ($)

0.258

weight

7d window — n=36 wr=39% pnl=-158.99 · 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 09:18	BTC	Buy	60292→60339	-0.08	timeout
06-28 08:11	BTC	Buy	60465→60127	-3.26	timeout
06-28 07:02	BTC	Buy	60318→60129	-2.00	timeout
06-27 19:43	BTC	Buy	59904→60165	+1.78	timeout
06-27 15:41	BTC	Buy	60415→60793	+2.69	timeout
06-27 02:34	BTC	Buy	58794.9→60239	+11.81	timeout
06-26 19:50	BTC	Buy	59232→59824	+4.42	timeout
06-26 16:47	BTC	Buy	59213→60062	+6.62	timeout
06-26 15:18	BTC	Buy	59251→59852	+4.57	timeout
06-26 14:10	BTC	Buy	59574→59965	+2.78	timeout
06-26 02:13	BTC	Buy	60158→58678.7	-12.74	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.69	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.71	stop_loss
06-25 13:55	BTC	Buy	59880→58399.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60472→58967.6	-12.83	stop_loss
06-25 13:48	BTC	Buy	60838→59337.3	-12.75	stop_loss
06-24 17:46	BTC	Buy	60715→59201.4	-12.90	stop_loss
06-24 16:51	BTC	Buy	61295.1→59732.1	-13.18	stop_loss
06-24 15:56	BTC	Buy	61757.1→60236.9	-12.75	stop_loss
06-24 13:44	BTC	Buy	62930.1→61374.2	-12.81	stop_loss
06-24 10:54	BTC	Buy	62256.1→62489.9	+1.39	timeout
06-24 09:53	BTC	Buy	62375.1→62673.9	+1.87	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62922.1→62710.9	-2.18	timeout
06-23 06:22	BTC	Buy	64106.2→62527.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64154.2→62565.6	-12.86	stop_loss
06-23 06:21	BTC	Buy	64151.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64260.2→62677.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64293.2→62707.5	-12.79	stop_loss
06-22 21:27	BTC	Buy	63681.2→64286.8	+4.29	timeout
06-22 07:27	BTC	Buy	64169.2→64255.8	+0.20	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 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-21 20:15	BTC	Buy	63928.2→64123.8	+1.09	timeout
06-21 05:53	BTC	Buy	63618.2→64202.8	+4.14	timeout
06-21 04:54	BTC	Buy	63572.2→64305.8	+5.33	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-20 01:34	BTC	Buy	62834.1→63553.8	+5.27	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.49	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.18	timeout
06-19 15:55	BTC	Buy	62502.1→63200.8	+4.99	timeout
06-18 15:52	BTC	Buy	64077.2→62501.6	-12.73	stop_loss
06-18 15:51	BTC	Buy	64153.2→62574.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64195.2→62614.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64435.2→62848.4	-12.74	stop_loss
06-18 15:17	BTC	Buy	64843.2→63248.2	-12.74	stop_loss
06-18 09:21	BTC	Buy	64975.2→64418.8	-4.77	timeout
06-18 04:11	BTC	Buy	65391.3→63743.9	-13.05	stop_loss
06-17 19:41	BTC	Buy	65791.3→64173.7	-12.78	stop_loss
06-17 19:33	BTC	Buy	65703.3→64415.8	-10.29	timeout
06-17 18:34	BTC	Buy	65906.3→65341.7	-4.84	timeout
06-17 16:26	BTC	Buy	65728.3→66059.7	+2.11	timeout
06-17 08:20	BTC	Buy	66821.3→65178.1	-12.72	stop_loss
06-16 20:21	BTC	Buy	66517.3→65796.7	-5.96	timeout
06-16 19:23	BTC	Buy	66513.3→65669.7	-6.87	timeout
06-16 18:04	BTC	Buy	66782.3→66167.7	-5.13	timeout
06-16 15:42	BTC	Buy	66862.3→65847.7	-8.11	timeout
06-16 08:05	BTC	Buy	65716.3→66341.7	+4.34	timeout
06-15 13:29	BTC	Buy	64282.2→66823.7	+19.34	timeout
06-15 13:22	BTC	Buy	64057.2→66869.7	+21.52	take_profit
06-15 13:19	BTC	Buy	63993.2→66804.7	+21.54	take_profit
06-15 12:25	BTC	Buy	64480.2→66266.7	+13.42	timeout
06-15 06:59	BTC	Buy	64263.2→65797.7	+11.47	timeout
06-14 09:43	BTC	Buy	63777.2→64517.8	+5.31	timeout
06-14 08:43	BTC	Buy	63888.2→64447.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 04:40	BTC	Buy	63583.2→64398.8	+6.01	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 09:26	BTC	Buy	63672.2→63784.8	+0.34	timeout
06-13 08:24	BTC	Buy	63503.2→63735.8	+1.28	timeout
06-13 07:23	BTC	Buy	62973.1→63699.8	+5.31	timeout
06-12 20:59	BTC	Buy	63373.2→63439.8	+0.06	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 09:02	BTC	Buy	62902.1→63451.8	+3.85	timeout
06-12 07:55	BTC	Buy	62697.1→63008.8	+2.13	timeout
06-12 06:47	BTC	Buy	62823.1→62967.9	+0.66	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-11 16:03	BTC	Buy	62518.1→62720.9	+1.08	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 19:00	BTC	Buy	61764.1→61846.9	+0.16	timeout
06-10 16:10	BTC	Buy	60976→62418.9	+11.32	timeout
06-10 15:07	BTC	Buy	61507.1→61957.9	+3.17	timeout
06-10 14:06	BTC	Buy	62125.1→62200.9	+0.14	timeout
06-09 15:55	BTC	Buy	62645.1→61104.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62816.1→61271.3	-12.75	stop_loss
06-09 14:43	BTC	Buy	62828.1→61283.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61608.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63152.2→62608.9	-4.70	timeout
06-09 02:59	BTC	Buy	63111.2→62829.9	-2.67	timeout
06-09 01:52	BTC	Buy	63117.2→62720.9	-3.58	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 21:33	BTC	Buy	61747.1→63650.8	+14.93	timeout
06-08 05:28	BTC	Buy	61800.1→62658.9	+6.50	timeout
06-07 21:03	BTC	Buy	60707→61744.9	+8.12	timeout
06-07 14:37	BTC	Buy	60963→62242.9	+10.03	timeout

Paper vs Live

Paper (trades.jsonl)

130

closed

45%

win rate

-371.37

total pnl ($)

-56.8 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	130	45%	-56.8	-371.37

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…