deribit_basis_zscore_long_x2036931 · strategy

124

closed trades

48%

win rate

-191.24

total pnl ($)

0.897

weight

7d window — n=24 wr=46% pnl=-36.91 · 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 09:04	BTC	Buy	60293→59826	-4.47	timeout
06-28 16:06	BTC	Buy	60783→59856	-8.12	timeout
06-28 04:28	BTC	Buy	60382→60174	-2.18	timeout
06-28 03:19	BTC	Buy	60229→60228	-0.46	timeout
06-27 20:29	BTC	Buy	59751→60237	+3.67	timeout
06-27 16:23	BTC	Buy	59965→60697	+5.69	timeout
06-27 15:24	BTC	Buy	60068→60714	+4.94	timeout
06-27 03:42	BTC	Buy	59403→60296	+7.07	timeout
06-27 02:36	BTC	Buy	58809.9→60228	+11.58	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 14:51	BTC	Buy	59689→59721	-0.23	timeout
06-26 13:57	BTC	Buy	58495.9→60118	+13.37	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59538→58068	-12.74	stop_loss
06-25 13:57	BTC	Buy	59762→58280.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60225→58743.7	-12.70	stop_loss
06-25 13:48	BTC	Buy	60999→59499.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.54	timeout
06-24 09:42	BTC	Buy	62329.1→62616.9	+1.78	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.38	timeout
06-24 07:38	BTC	Buy	62967.1→62602.9	-3.39	timeout
06-24 06:39	BTC	Buy	62870.1→62814.9	-0.94	timeout
06-23 08:28	BTC	Buy	63458.2→61895.9	-12.75	stop_loss
06-23 06:53	BTC	Buy	63925.2→62914.9	-8.38	timeout
06-23 06:21	BTC	Buy	64164.2→62570.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64171.2→62588.6	-12.81	stop_loss
06-23 05:52	BTC	Buy	64158.2→63392.8	-6.45	timeout
06-23 04:50	BTC	Buy	64038.2→63767.8	-2.57	timeout
06-22 08:30	BTC	Buy	64019.2→64136.8	+0.41	timeout
06-22 07:28	BTC	Buy	64166.2→64252.8	+0.20	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 06:56	BTC	Buy	63713.2→64264.8	+3.88	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:51	BTC	Buy	63584.2→64360.8	+5.67	timeout
06-21 03:45	BTC	Buy	63454.2→64406.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 04:59	BTC	Buy	62426.1→63546.8	+8.54	timeout
06-20 03:48	BTC	Buy	62675.1→63433.8	+5.62	timeout
06-20 02:45	BTC	Buy	62872.1→63371.8	+3.53	timeout
06-20 01:43	BTC	Buy	62862.1→63517.8	+4.75	timeout
06-20 00:38	BTC	Buy	62993.1→63579.8	+4.18	timeout
06-18 15:55	BTC	Buy	63981.2→62398.7	-12.81	stop_loss
06-18 15:40	BTC	Buy	64212.2→62629.5	-12.75	stop_loss
06-18 08:32	BTC	Buy	65199.3→64532.8	-5.56	timeout
06-17 19:50	BTC	Buy	65590.3→63975.8	-12.79	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65895.3→64256.6	-12.89	stop_loss
06-17 18:58	BTC	Buy	65833.3→65545.7	-2.73	timeout
06-17 15:48	BTC	Buy	65717.3→65602.7	-1.33	timeout
06-17 08:28	BTC	Buy	66521.3→65313.7	-9.53	timeout
06-16 20:20	BTC	Buy	66528.3→65781.7	-6.16	timeout
06-16 19:22	BTC	Buy	66543.3→65666.7	-7.12	timeout
06-16 18:03	BTC	Buy	66840.3→66185.7	-5.43	timeout
06-16 15:43	BTC	Buy	66877.3→65843.7	-8.25	timeout
06-16 08:05	BTC	Buy	65717.3→66341.7	+4.33	timeout
06-15 13:45	BTC	Buy	64342.2→66545.7	+16.69	timeout
06-15 13:20	BTC	Buy	64022.2→66832.7	+21.52	take_profit
06-15 13:08	BTC	Buy	63863.2→66668.7	+21.53	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 07:11	BTC	Buy	64220.2→65838.7	+12.14	timeout
06-14 13:47	BTC	Buy	64077.2→64324.8	+1.48	timeout
06-14 12:43	BTC	Buy	64003.2→64311.8	+1.97	timeout
06-14 08:11	BTC	Buy	63806.2→64413.8	+4.24	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:49	BTC	Buy	63802.2→64611.8	+5.93	timeout
06-12 23:36	BTC	Buy	63472.2→63443.8	-0.72	timeout
06-12 20:57	BTC	Buy	63371.2→63441.8	+0.08	timeout
06-12 17:41	BTC	Buy	63336.2→63809.8	+3.27	timeout
06-12 13:55	BTC	Buy	63093.2→63089.8	-0.55	timeout
06-12 11:02	BTC	Buy	63142.2→63672.8	+3.68	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 16:04	BTC	Buy	62461.1→62642.9	+0.85	timeout
06-11 14:48	BTC	Buy	61931.1→62899.9	+7.27	timeout
06-11 09:29	BTC	Buy	61180.1→62788.9	+12.57	timeout
06-11 08:22	BTC	Buy	61577.1→62801.9	+9.36	timeout
06-10 16:29	BTC	Buy	61021.1→62245.9	+9.48	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 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.74	stop_loss
06-09 13:36	BTC	Buy	63682.2→62115.8	-12.73	stop_loss
06-09 13:19	BTC	Buy	63931.2→62356.7	-12.74	stop_loss
06-08 22:32	BTC	Buy	62840.1→63333.8	+3.44	timeout
06-08 21:27	BTC	Buy	61792.1→63712.8	+15.05	timeout
06-08 16:59	BTC	Buy	62020.1→63449.8	+10.98	timeout
06-08 15:51	BTC	Buy	62067.1→63842.8	+13.80	timeout
06-08 14:50	BTC	Buy	61786.1→63808.8	+15.88	timeout
06-07 22:14	BTC	Buy	60900→63575.8	+21.53	take_profit
06-07 19:21	BTC	Buy	60627→61393.9	+5.93	timeout
06-07 16:00	BTC	Buy	60697→62082.9	+10.94	timeout
06-07 14:56	BTC	Buy	60876→61890.9	+7.87	timeout
06-07 13:53	BTC	Buy	60776→61761.9	+7.64	timeout
06-06 23:56	BTC	Buy	60917→60874	-0.91	timeout
06-06 18:52	BTC	Buy	59538→60518	+7.83	timeout
06-06 15:48	BTC	Buy	60238→60733	+3.66	timeout
06-06 04:27	BTC	Buy	61302.1→59793.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

124

closed

48%

win rate

-191.24

total pnl ($)

-30.5 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	124	48%	-30.5	-191.24

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…