deribit_basis_zscore_long_v7 · strategy

104

closed trades

36%

win rate

-487.35

total pnl ($)

0.250

weight

7d window — n=26 wr=27% pnl=-191.42 · 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 22:53	BTC	Buy	60443→58872.6	-13.45	stop_loss
06-28 22:53	BTC	Buy	60503→58952.6	-13.28	stop_loss
06-28 03:23	BTC	Buy	58791.9→60233	+11.81	timeout
06-27 20:55	BTC	Buy	59343→60249	+7.30	timeout
06-27 18:55	BTC	Buy	59496→60542	+8.38	timeout
06-27 16:55	BTC	Buy	59269→60781	+12.28	timeout
06-27 14:51	BTC	Buy	59691→60582	+7.01	timeout
06-26 02:24	BTC	Buy	59813→58281.9	-13.24	stop_loss
06-25 13:57	BTC	Buy	59831→58297.9	-13.19	stop_loss
06-25 13:53	BTC	Buy	60484→58929.6	-13.22	stop_loss
06-25 13:51	BTC	Buy	60647→59091.5	-13.21	stop_loss
06-25 13:48	BTC	Buy	60866→59304.4	-13.23	stop_loss
06-25 13:48	BTC	Buy	60905→59344.3	-13.22	stop_loss
06-24 16:51	BTC	Buy	61295.1→59717.1	-13.30	stop_loss
06-24 15:33	BTC	Buy	62258.1→60662.6	-13.18	stop_loss
06-24 15:30	BTC	Buy	62340.1→60743.6	-13.16	stop_loss
06-24 15:30	BTC	Buy	62344.1→60747.6	-13.17	stop_loss
06-24 15:08	BTC	Buy	62406.1→60789.5	-13.34	stop_loss
06-24 13:46	BTC	Buy	62903.1→61292.3	-13.25	stop_loss
06-23 08:17	BTC	Buy	63989.2→62341.7	-13.34	stop_loss
06-23 08:12	BTC	Buy	64133.2→62755.9	-11.31	timeout
06-23 06:22	BTC	Buy	64145.2→62503.6	-13.28	stop_loss
06-23 06:21	BTC	Buy	64404.2→62755.5	-13.27	stop_loss
06-23 06:11	BTC	Buy	64183.2→63188.8	-8.27	timeout
06-22 21:23	BTC	Buy	63918.2→64248.8	+2.12	timeout
06-22 17:46	BTC	Buy	63810.2→64458.8	+4.58	timeout
06-22 08:01	BTC	Buy	63590.2→64143.8	+3.92	timeout
06-20 22:40	BTC	Buy	62780.1→64231.8	+11.10	timeout
06-20 20:30	BTC	Buy	63103.2→63887.8	+5.83	timeout
06-20 18:29	BTC	Buy	62843.1→63825.8	+7.38	timeout
06-20 16:30	BTC	Buy	62578.1→63960.8	+10.44	timeout
06-20 06:19	BTC	Buy	63815.2→63627.8	-1.93	timeout
06-18 15:51	BTC	Buy	64172.2→62522.6	-13.03	stop_loss
06-18 15:51	BTC	Buy	64242.2→62597.6	-12.95	stop_loss
06-18 15:18	BTC	Buy	64773.2→63089.3	-13.42	stop_loss
06-18 15:18	BTC	Buy	64833.2→63164.2	-13.29	stop_loss
06-18 05:05	BTC	Buy	65316.3→63644	-13.27	stop_loss
06-17 19:50	BTC	Buy	65655.3→63967.8	-13.32	stop_loss
06-17 19:29	BTC	Buy	66145.3→64446.5	-13.34	stop_loss
06-17 11:02	BTC	Buy	66412.3→64712.4	-13.35	stop_loss
06-17 08:49	BTC	Buy	66525.3→64818.3	-13.31	stop_loss
06-17 08:39	BTC	Buy	66668.3→64961.3	-13.28	stop_loss
06-16 21:18	BTC	Buy	64796.2→65712.7	+6.44	timeout
06-16 11:10	BTC	Buy	64518.2→66428.7	+14.24	timeout
06-16 00:39	BTC	Buy	64544.2→66348.7	+13.63	timeout
06-15 18:28	BTC	Buy	64183.2→66816.7	+19.84	timeout
06-15 13:55	BTC	Buy	64054.2→66447.7	+18.27	timeout
06-14 11:29	BTC	Buy	63827.2→64557.8	+5.26	timeout
06-14 09:28	BTC	Buy	63725.2→64318.8	+4.09	timeout
06-14 00:34	BTC	Buy	63608.2→64516.8	+6.67	timeout
06-13 17:37	BTC	Buy	63162.2→64083.8	+6.81	timeout
06-13 13:44	BTC	Buy	62896.1→64152.8	+9.43	timeout
06-12 10:39	BTC	Buy	61279.1→63695.8	+19.11	timeout
06-12 08:22	BTC	Buy	61577.1→63521.8	+15.12	timeout
06-11 18:59	BTC	Buy	61771.1→63426.8	+12.69	timeout
06-11 15:25	BTC	Buy	61448.1→62694.9	+9.50	timeout
06-11 13:25	BTC	Buy	62272.1→62801.9	+3.58	timeout
06-09 14:44	BTC	Buy	62872.1→61262.3	-13.28	stop_loss
06-09 14:35	BTC	Buy	63027.2→61410.2	-13.30	stop_loss
06-09 14:29	BTC	Buy	63204.2→61586.1	-13.27	stop_loss
06-09 14:21	BTC	Buy	63228.2→61610.1	-13.25	stop_loss
06-09 08:34	BTC	Buy	62463.1→62908.9	+3.09	timeout
06-07 22:15	BTC	Buy	60760→63791.8	+24.51	take_profit
06-07 22:15	BTC	Buy	60750→63781.8	+24.52	take_profit
06-07 22:14	BTC	Buy	60542→63562.8	+24.51	take_profit
06-07 22:14	BTC	Buy	60517→63536.8	+24.51	take_profit
06-07 08:28	BTC	Buy	59557→62538.9	+24.68	take_profit
06-06 04:27	BTC	Buy	61363.1→59793.1	-13.25	stop_loss
06-05 18:54	BTC	Buy	60668→59115.5	-13.25	stop_loss
06-05 18:43	BTC	Buy	61419.1→59847.1	-13.25	stop_loss
06-05 14:26	BTC	Buy	61927.1→60341.8	-13.25	stop_loss
06-05 14:26	BTC	Buy	61961.1→60371.8	-13.27	stop_loss
06-05 13:57	BTC	Buy	62419.1→60820.5	-13.26	stop_loss
06-05 13:57	BTC	Buy	62442.1→60844.5	-13.24	stop_loss
06-05 06:23	BTC	Buy	62791.1→61175.3	-13.23	stop_loss
06-05 06:23	BTC	Buy	62842.1→61229.3	-13.22	stop_loss
06-05 06:21	BTC	Buy	63123.2→61508.2	-13.24	stop_loss
06-05 06:16	BTC	Buy	63537.2→61906.9	-13.21	stop_loss
06-05 06:03	BTC	Buy	63641.2→62012.9	-13.19	stop_loss
06-05 03:11	BTC	Buy	63896.2→62259.7	-13.22	stop_loss
06-04 09:30	BTC	Buy	64332.2→62685.5	-13.24	stop_loss
06-04 01:16	BTC	Buy	64588.2→62935.4	-13.25	stop_loss
06-04 00:29	BTC	Buy	65080.3→63415.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66364.3→64652.4	-13.39	stop_loss
06-03 20:55	BTC	Buy	66386.3→64652.4	-13.55	stop_loss
06-03 19:55	BTC	Buy	67010.4→65295.1	-13.30	stop_loss
06-03 19:52	BTC	Buy	67172.4→65453	-13.28	stop_loss
06-03 16:27	BTC	Buy	67261.4→65535.9	-13.29	stop_loss
06-03 03:49	BTC	Buy	67336.4→65612.9	-13.25	stop_loss
06-03 03:39	BTC	Buy	67653.4→65918.7	-13.27	stop_loss
06-03 03:35	BTC	Buy	67657.4→65925.7	-13.25	stop_loss
06-02 19:41	BTC	Buy	68668.4→66647.3	-15.16	stop_loss
06-02 14:27	BTC	Buy	69444.5→67663.8	-13.28	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-01 22:25	BTC	Buy	73481.7→71209.8	-16.02	stop_loss
06-01 22:25	BTC	Buy	73468.7→71209.8	-15.95	stop_loss
06-01 22:25	BTC	Buy	73618.7→71209.8	-16.97	stop_loss
06-01 22:25	BTC	Buy	73624.7→71209.8	-17.03	stop_loss
06-01 22:25	BTC	Buy	73565.7→71209.8	-16.66	stop_loss
05-31 18:49	BTC	Buy	73551.7→73574.3	-0.41	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

36%

win rate

-487.35

total pnl ($)

-93.2 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	104	36%	-93.2	-487.35

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…