deribit_basis_zscore_long_v5 · strategy

156

closed trades

43%

win rate

-479.89

total pnl ($)

0.404

weight

7d window — n=32 wr=44% pnl=-131.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 02:24	BTC	Buy	59266→59893	+4.91	timeout
06-30 01:12	BTC	Buy	59486→59800	+2.26	timeout
06-29 23:57	BTC	Buy	59632→60192	+4.29	timeout
06-29 20:43	BTC	Buy	59655→60409	+5.72	timeout
06-28 23:56	BTC	Buy	60004→59625	-3.66	timeout
06-28 22:49	BTC	Buy	60155→59140	-8.97	timeout
06-28 21:47	BTC	Buy	60225→59443	-6.96	timeout
06-28 18:14	BTC	Buy	60494→59620	-7.66	timeout
06-27 20:17	BTC	Buy	59724→60235	+3.89	timeout
06-27 19:14	BTC	Buy	60011→60571	+4.26	timeout
06-27 18:08	BTC	Buy	60061→60487	+3.11	timeout
06-27 17:06	BTC	Buy	60110→60497	+2.76	timeout
06-26 18:31	BTC	Buy	59560→59776	+1.24	timeout
06-26 17:28	BTC	Buy	59466→60183	+5.47	timeout
06-26 16:16	BTC	Buy	59696→60216	+3.79	timeout
06-26 15:11	BTC	Buy	59213→59885	+5.13	timeout
06-25 13:59	BTC	Buy	59538→58074	-12.65	stop_loss
06-25 13:58	BTC	Buy	59610→58144	-12.66	stop_loss
06-25 13:55	BTC	Buy	59844→58371.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60410→58924.6	-12.65	stop_loss
06-24 15:45	BTC	Buy	61950.1→60423.8	-12.75	stop_loss
06-24 14:19	BTC	Buy	62407.1→60870.5	-12.75	stop_loss
06-24 13:57	BTC	Buy	62735.1→61192.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62862.1→61316.3	-12.74	stop_loss
06-24 11:04	BTC	Buy	62358.1→62414.9	-0.00	timeout
06-24 09:56	BTC	Buy	62353.1→62680.9	+2.14	timeout
06-24 08:55	BTC	Buy	62384.1→62769.9	+2.57	timeout
06-24 07:32	BTC	Buy	62907.1→62639.9	-2.65	timeout
06-23 08:17	BTC	Buy	63961.2→62386.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64010.2→62430.6	-12.80	stop_loss
06-23 06:22	BTC	Buy	64095.2→62510.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64337.2→62754.5	-12.76	stop_loss
06-22 21:47	BTC	Buy	63822.2→64205.8	+2.55	timeout
06-22 20:48	BTC	Buy	63751.2→64432.8	+4.89	timeout
06-22 19:45	BTC	Buy	64182.2→64353.8	+0.86	timeout
06-22 18:41	BTC	Buy	64161.2→64495.8	+2.11	timeout
06-21 20:23	BTC	Buy	63920.2→64083.8	+0.82	timeout
06-21 19:26	BTC	Buy	63896.2→64185.8	+1.83	timeout
06-21 17:20	BTC	Buy	63888.2→64137.8	+1.58	timeout
06-21 16:11	BTC	Buy	63980.2→64136.8	+0.81	timeout
06-20 19:46	BTC	Buy	62998.1→63922.8	+6.92	timeout
06-20 18:45	BTC	Buy	63038.2→63797.8	+5.59	timeout
06-20 16:39	BTC	Buy	63286.2→64003.8	+5.16	timeout
06-20 15:36	BTC	Buy	63157.2→64084.8	+6.83	timeout
06-19 19:05	BTC	Buy	62617.1→63082.8	+3.25	timeout
06-19 17:37	BTC	Buy	62606.1→62976.9	+2.51	timeout
06-19 16:21	BTC	Buy	62668.1→63273.8	+4.37	timeout
06-19 15:27	BTC	Buy	63370.2→63045.8	-2.91	timeout
06-18 15:57	BTC	Buy	63873.2→62298.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64266.2→62676.5	-12.93	stop_loss
06-18 15:40	BTC	Buy	64335.2→62752.5	-12.87	stop_loss
06-18 14:52	BTC	Buy	65192.3→63587	-12.75	stop_loss
06-18 05:04	BTC	Buy	65303.3→63695.9	-12.77	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65861.3→64241.6	-12.75	stop_loss
06-17 17:29	BTC	Buy	65734.3→65936.7	+1.01	timeout
06-17 16:25	BTC	Buy	65779.3→65964.7	+0.99	timeout
06-17 15:25	BTC	Buy	65793.3→65378.7	-3.61	timeout
06-17 14:24	BTC	Buy	65522.3→65236.7	-2.64	timeout
06-16 14:44	BTC	Buy	66508.3→65634.7	-7.10	timeout
06-16 14:23	BTC	Buy	67101.4→65449	-12.84	stop_loss
06-16 14:23	BTC	Buy	67144.4→65490	-12.85	stop_loss
06-16 13:45	BTC	Buy	66489.3→66140.7	-3.15	timeout
06-15 13:24	BTC	Buy	64068.2→66880.7	+21.52	take_profit
06-15 13:20	BTC	Buy	64016.2→66826.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63778.2→66581.7	+21.54	take_profit
06-15 12:46	BTC	Buy	63698.2→66495.7	+21.52	take_profit
06-14 19:28	BTC	Buy	64142.2→63779.8	-3.34	timeout
06-14 18:28	BTC	Buy	64152.2→63684.8	-4.19	timeout
06-14 17:24	BTC	Buy	64020.2→63914.8	-1.34	timeout
06-14 16:17	BTC	Buy	64029.2→64088.8	-0.04	timeout
06-13 19:13	BTC	Buy	63688.2→64143.8	+3.13	timeout
06-13 18:14	BTC	Buy	63811.2→64051.8	+1.41	timeout
06-13 17:12	BTC	Buy	63903.2→63948.8	-0.09	timeout
06-13 16:11	BTC	Buy	63690.2→64063.8	+2.48	timeout
06-12 18:55	BTC	Buy	63471.2→63760.8	+1.81	timeout
06-12 17:50	BTC	Buy	63576.2→63822.8	+1.47	timeout
06-12 16:49	BTC	Buy	62614.1→63922.8	+9.96	timeout
06-12 15:44	BTC	Buy	62661.1→63889.8	+9.28	timeout
06-11 18:10	BTC	Buy	61956.1→63345.8	+10.66	timeout
06-11 17:06	BTC	Buy	62255.1→62446.9	+1.03	timeout
06-11 16:05	BTC	Buy	62472.1→62643.9	+0.77	timeout
06-11 14:56	BTC	Buy	61858.1→62818.9	+7.22	timeout
06-10 17:33	BTC	Buy	61790.1→61785.9	-0.53	timeout
06-10 16:30	BTC	Buy	61038.1→62226.9	+9.20	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-09 14:39	BTC	Buy	62878.1→61329.3	-12.77	stop_loss
06-09 14:16	BTC	Buy	63409.2→61849	-12.75	stop_loss
06-09 14:11	BTC	Buy	63487.2→61925.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63718.2→62150.8	-12.74	stop_loss
06-09 08:21	BTC	Buy	63023.2→62911.9	-1.34	timeout
06-09 06:17	BTC	Buy	62910.1→63346.8	+2.97	timeout
06-08 20:54	BTC	Buy	61829.1→63387.8	+12.11	timeout
06-08 17:39	BTC	Buy	62270.1→63388.8	+8.43	timeout
06-08 07:18	BTC	Buy	62065.1→63022.8	+7.23	timeout
06-08 06:12	BTC	Buy	61690.1→62899.9	+9.35	timeout
06-07 20:35	BTC	Buy	60643→61793.9	+9.07	timeout
06-07 16:44	BTC	Buy	60710→62174.9	+11.55	timeout
06-07 05:30	BTC	Buy	60730→61716.9	+7.71	timeout

Paper vs Live

Paper (trades.jsonl)

156

closed

43%

win rate

-479.89

total pnl ($)

-61.1 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	156	43%	-61.1	-479.89

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:03	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…