deribit_basis_zscore_long_x2032874_1 · strategy

154

closed trades

40%

win rate

-506.67

total pnl ($)

0.250

weight

7d window — n=31 wr=23% pnl=-157.96 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59306→57816.2	-13.07	stop_loss
07-01 01:12	BTC	Buy	59477→57991.1	-13.02	stop_loss
07-01 01:10	BTC	Buy	59530→58059.1	-12.87	stop_loss
06-30 12:06	BTC	Buy	60463→58975.5	-12.74	stop_loss
06-30 09:52	BTC	Buy	59937→59364	-5.22	timeout
06-30 08:27	BTC	Buy	59836→59352	-4.45	timeout
06-30 07:06	BTC	Buy	60018→59531	-4.49	timeout
06-30 03:07	BTC	Buy	59948→59927	-0.55	timeout
06-29 18:51	BTC	Buy	59516→60201	+5.15	timeout
06-29 08:07	BTC	Buy	60149→59871	-2.83	timeout
06-29 05:53	BTC	Buy	59926→59936	-0.39	timeout
06-29 04:47	BTC	Buy	60137→59779	-3.44	timeout
06-28 20:09	BTC	Buy	60249→59516	-6.53	timeout
06-28 16:53	BTC	Buy	60781→59619	-9.98	timeout
06-28 06:49	BTC	Buy	60427→59967	-4.24	timeout
06-28 04:25	BTC	Buy	60445→60201	-2.48	timeout
06-28 02:52	BTC	Buy	60319→60122	-2.09	timeout
06-27 18:53	BTC	Buy	59611→60494	+6.98	timeout
06-27 15:39	BTC	Buy	60435→60813	+2.69	timeout
06-27 04:01	BTC	Buy	59844→60302	+3.39	timeout
06-26 20:31	BTC	Buy	59547→59606	-0.05	timeout
06-26 19:24	BTC	Buy	59205→59871	+5.05	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-26 02:16	BTC	Buy	59887→58412.9	-12.75	stop_loss
06-25 13:59	BTC	Buy	59521→58056.1	-12.67	stop_loss
06-25 13:59	BTC	Buy	59555→58089	-12.68	stop_loss
06-25 13:55	BTC	Buy	59893→58416.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60287→58773.7	-12.92	stop_loss
06-25 13:53	BTC	Buy	60440→58946.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61401.1→59873.1	-12.87	stop_loss
06-24 14:02	BTC	Buy	62731.1→61186.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62762.1→61217.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62781.1→61232.3	-12.78	stop_loss
06-24 13:11	BTC	Buy	62051.1→62037.9	-0.56	timeout
06-24 12:10	BTC	Buy	62436.1→62826.9	+2.67	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.37	timeout
06-23 08:17	BTC	Buy	63907.2→62333.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 06:22	BTC	Buy	64083.2→62504.6	-12.80	stop_loss
06-23 06:22	BTC	Buy	64095.2→62516.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64305.2→62722.5	-12.79	stop_loss
06-22 23:33	BTC	Buy	63332.2→63948.8	+4.41	timeout
06-22 22:24	BTC	Buy	63714.2→64213.8	+3.47	timeout
06-22 04:35	BTC	Buy	64538.2→63981.8	-4.78	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-21 23:27	BTC	Buy	64243.2→63694.8	-4.70	timeout
06-21 22:26	BTC	Buy	64154.2→63697.8	-3.99	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 23:01	BTC	Buy	63288.2→64226.8	+6.96	timeout
06-20 21:59	BTC	Buy	63041.2→63985.8	+7.05	timeout
06-20 20:59	BTC	Buy	63235.2→63880.8	+4.67	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-20 00:03	BTC	Buy	62909.1→63561.8	+4.72	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-19 18:15	BTC	Buy	62628.1→63127.8	+3.53	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:56	BTC	Buy	63968.2→62394.7	-12.62	stop_loss
06-18 15:54	BTC	Buy	63998.2→62423.6	-12.70	stop_loss
06-18 15:53	BTC	Buy	64063.2→62482.6	-12.72	stop_loss
06-18 15:37	BTC	Buy	64454.2→62841.4	-12.67	stop_loss
06-18 15:37	BTC	Buy	64485.2→62874.4	-12.73	stop_loss
06-18 09:44	BTC	Buy	64951.2→64246.8	-5.99	timeout
06-18 08:44	BTC	Buy	64918.2→64484.8	-3.83	timeout
06-18 05:02	BTC	Buy	65344.3→63736.9	-12.76	stop_loss
06-17 19:50	BTC	Buy	65674.3→64055.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65785.3→64166.7	-12.76	stop_loss
06-17 15:58	BTC	Buy	65907.3→65705.7	-1.97	timeout
06-17 08:39	BTC	Buy	66503.3→65013.7	-11.68	timeout
06-17 07:27	BTC	Buy	66321.3→65514.7	-6.49	timeout
06-17 03:24	BTC	Buy	65790.3→65695.7	-1.21	timeout
06-16 17:15	BTC	Buy	66847.3→65765.7	-8.62	timeout
06-16 15:20	BTC	Buy	66685.3→65740.7	-7.61	timeout
06-16 07:53	BTC	Buy	65723.3→66337.7	+4.27	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.38	timeout
06-16 03:10	BTC	Buy	65603.3→65755.7	+0.72	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.64	timeout
06-15 13:16	BTC	Buy	63908.2→66713.7	+21.52	take_profit
06-15 05:37	BTC	Buy	64283.2→65731.7	+10.80	timeout
06-15 02:51	BTC	Buy	64459.2→65461.7	+7.29	timeout
06-15 00:10	BTC	Buy	64401.2→65734.7	+9.89	timeout
06-14 13:43	BTC	Buy	64165.2→64348.8	+0.98	timeout
06-14 12:38	BTC	Buy	63997.2→64311.8	+2.02	timeout
06-14 04:46	BTC	Buy	63599.2→64331.8	+5.36	timeout
06-13 22:55	BTC	Buy	63492.2→64438.8	+6.98	timeout
06-13 21:49	BTC	Buy	63466.2→64480.8	+7.52	timeout
06-13 12:41	BTC	Buy	63420.2→63987.8	+3.94	timeout
06-13 10:41	BTC	Buy	63664.2→63798.8	+0.52	timeout
06-13 03:03	BTC	Buy	63583.2→63661.8	+0.16	timeout
06-12 22:04	BTC	Buy	63602.2→63492.8	-1.36	timeout
06-12 20:55	BTC	Buy	63363.2→63388.8	-0.27	timeout
06-12 12:27	BTC	Buy	62755.1→63497.8	+5.40	timeout
06-12 08:41	BTC	Buy	62906.1→63398.8	+3.39	timeout
06-12 01:30	BTC	Buy	62161.1→63342.8	+8.93	timeout
06-11 20:54	BTC	Buy	61724.1→63356.8	+12.63	timeout
06-11 19:30	BTC	Buy	61103.1→63796.8	+21.48	take_profit

Paper vs Live

Paper (trades.jsonl)

154

closed

40%

win rate

-506.67

total pnl ($)

-65.6 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	154	40%	-65.6	-506.67

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…