deribit_basis_zscore_long_v42 · strategy

236

closed trades

44%

win rate

-523.79

total pnl ($)

0.250

weight

7d window — n=68 wr=41% pnl=-193.25 · 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 03:15	BTC	Buy	60030→59961	-1.04	timeout
06-28 22:51	BTC	Buy	60133→59069	-9.31	timeout
06-28 21:50	BTC	Buy	60249→59386	-7.62	timeout
06-28 20:34	BTC	Buy	60202→59644	-5.08	timeout
06-28 19:22	BTC	Buy	60113→59465	-5.83	timeout
06-28 14:48	BTC	Buy	60095→60081	-0.58	timeout
06-28 09:23	BTC	Buy	60408→60309	-1.27	timeout
06-28 08:20	BTC	Buy	60248→60161	-1.18	timeout
06-28 07:20	BTC	Buy	60442→60111	-3.18	timeout
06-28 06:17	BTC	Buy	60529→59809	-6.39	timeout
06-27 20:56	BTC	Buy	60438→60248	-1.99	timeout
06-27 19:43	BTC	Buy	60424→60167	-2.55	timeout
06-27 18:40	BTC	Buy	60372→60525	+0.83	timeout
06-27 17:27	BTC	Buy	60226→60505	+1.87	timeout
06-27 16:26	BTC	Buy	60448→60684	+1.52	timeout
06-27 06:33	BTC	Buy	59828→60291	+3.42	timeout
06-27 05:31	BTC	Buy	60144→60153	-0.37	timeout
06-27 04:31	BTC	Buy	60123→60369	+1.60	timeout
06-27 03:29	BTC	Buy	60110→60283	+0.99	timeout
06-26 22:47	BTC	Buy	59348→59924	+4.38	timeout
06-26 17:00	BTC	Buy	59902→59994	+0.27	timeout
06-26 16:00	BTC	Buy	59898→60353	+3.31	timeout
06-26 13:19	BTC	Buy	60097→58618.7	-12.76	stop_loss
06-26 13:18	BTC	Buy	60257→58774.7	-12.76	stop_loss
06-26 09:26	BTC	Buy	59638→60092	+3.34	timeout
06-26 08:22	BTC	Buy	59592→60306	+5.56	timeout
06-26 07:19	BTC	Buy	59202→60565	+11.10	timeout
06-26 03:43	BTC	Buy	59111→59356	+1.65	timeout
06-26 02:41	BTC	Buy	59532→58761.1	-6.89	timeout
06-25 13:46	BTC	Buy	61183.1→59667.2	-12.84	stop_loss
06-25 13:46	BTC	Buy	61220.1→59712.1	-12.76	stop_loss
06-25 13:45	BTC	Buy	61337.1→59819.1	-12.81	stop_loss
06-25 13:42	BTC	Buy	61728.1→60209.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61862.1→60340.8	-12.72	stop_loss
06-25 07:45	BTC	Buy	59815→61860.9	+16.65	timeout
06-25 06:35	BTC	Buy	59630→61647.9	+16.49	timeout
06-25 05:34	BTC	Buy	59547→61598.9	+16.79	timeout
06-25 04:38	BTC	Buy	60354→60863	+3.78	timeout
06-25 03:45	BTC	Buy	60471→60721	+1.62	timeout
06-24 16:51	BTC	Buy	61131.1→59627.2	-12.73	stop_loss
06-24 16:06	BTC	Buy	61682.1→60164.9	-12.73	stop_loss
06-24 14:19	BTC	Buy	62440.1→60890.5	-12.86	stop_loss
06-24 14:17	BTC	Buy	62551.1→61007.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62663.1→61120.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62822.1→61277.3	-12.75	stop_loss
06-24 12:47	BTC	Buy	62949.1→62773.9	-1.84	timeout
06-24 11:38	BTC	Buy	62626.1→62562.9	-0.96	timeout
06-24 10:31	BTC	Buy	62602.1→62518.9	-1.14	timeout
06-23 23:36	BTC	Buy	62538.1→62632.9	+0.29	timeout
06-23 22:28	BTC	Buy	62318.1→62565.9	+1.55	timeout
06-23 21:23	BTC	Buy	62454.1→62489.9	-0.16	timeout
06-23 20:24	BTC	Buy	62175.1→62425.9	+1.57	timeout
06-23 19:26	BTC	Buy	62967.1→62337.9	-5.45	timeout
06-23 08:17	BTC	Buy	63955.2→62380.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63991.2→62415.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64211.2→62631.5	-12.76	stop_loss
06-23 06:21	BTC	Buy	64319.2→62724.5	-12.86	stop_loss
06-23 06:21	BTC	Buy	64321.2→62724.5	-12.88	stop_loss
06-23 00:45	BTC	Buy	65008.3→64095.8	-7.46	timeout
06-22 23:28	BTC	Buy	64387.2→64019.8	-3.26	timeout
06-22 22:27	BTC	Buy	64145.2→64122.8	-0.63	timeout
06-22 20:42	BTC	Buy	64158.2→64472.8	+2.00	timeout
06-22 18:27	BTC	Buy	64061.2→64581.8	+3.58	timeout
06-22 10:58	BTC	Buy	63766.2→64100.8	+2.12	timeout
06-22 09:59	BTC	Buy	63783.2→64096.8	+1.96	timeout
06-22 09:01	BTC	Buy	63809.2→64142.8	+2.12	timeout
06-22 07:41	BTC	Buy	64178.2→64295.8	+0.49	timeout
06-22 05:24	BTC	Buy	64123.2→64197.8	+0.12	timeout
06-21 19:48	BTC	Buy	64193.2→64146.8	-0.81	timeout
06-21 18:45	BTC	Buy	64293.2→64141.8	-1.61	timeout
06-21 17:40	BTC	Buy	64338.2→64045.8	-2.68	timeout
06-21 16:36	BTC	Buy	64549.2→64058.8	-4.22	timeout
06-21 15:33	BTC	Buy	64331.2→64170.8	-1.67	timeout
06-21 06:40	BTC	Buy	63815.2→64287.8	+3.25	timeout
06-21 05:38	BTC	Buy	63819.2→64282.8	+3.18	timeout
06-21 04:16	BTC	Buy	64002.2→64391.8	+2.60	timeout
06-21 03:08	BTC	Buy	63869.2→64229.8	+2.37	timeout
06-21 01:56	BTC	Buy	63382.2→64228.8	+6.20	timeout
06-20 16:49	BTC	Buy	63565.2→63989.8	+2.87	timeout
06-20 15:37	BTC	Buy	63402.2→64095.8	+4.99	timeout
06-20 13:57	BTC	Buy	63543.2→63380.8	-1.75	timeout
06-20 12:01	BTC	Buy	63546.2→63658.8	+0.42	timeout
06-20 10:15	BTC	Buy	63072.2→63658.8	+4.16	timeout
06-19 23:56	BTC	Buy	62595.1→63565.8	+7.29	timeout
06-19 22:53	BTC	Buy	62501.1→63308.8	+5.99	timeout
06-19 21:46	BTC	Buy	62389.1→63079.8	+5.06	timeout
06-19 20:42	BTC	Buy	62577.1→63033.8	+3.18	timeout
06-19 19:36	BTC	Buy	62594.1→62940.9	+2.31	timeout
06-19 10:23	BTC	Buy	62821.1→62479.9	-3.12	timeout
06-19 09:05	BTC	Buy	63073.2→62514.9	-4.80	timeout
06-19 07:58	BTC	Buy	62968.1→62583.9	-3.34	timeout
06-19 05:22	BTC	Buy	62518.1→62603.9	+0.26	timeout
06-19 03:55	BTC	Buy	62488.1→62735.9	+1.55	timeout
06-18 15:57	BTC	Buy	63911.2→62294.7	-12.93	stop_loss
06-18 15:52	BTC	Buy	64077.2→62500.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64172.2→62591.6	-12.68	stop_loss
06-18 15:24	BTC	Buy	64344.2→63314.8	-8.25	timeout
06-18 13:48	BTC	Buy	64545.2→63846.8	-5.86	timeout
06-18 09:14	BTC	Buy	64317.2→64339.8	-0.32	timeout
06-18 08:04	BTC	Buy	64390.2→64366.8	-0.64	timeout

Paper vs Live

Paper (trades.jsonl)

236

closed

44%

win rate

-523.79

total pnl ($)

-44.3 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	236	44%	-44.3	-523.79

Recent bounces (last 20 of 7)

time	sym	side	reason
06-29 05:01	BTC	Buy	circuit_breaker
06-29 03:20	BTC	Buy	circuit_breaker
06-29 01:58	BTC	Buy	circuit_breaker
06-29 00:49	BTC	Buy	circuit_breaker
06-29 00:49	BTC	Buy	circuit_breaker
06-28 23:41	BTC	Buy	circuit_breaker
06-28 15:17	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…