deribit_basis_zscore_momentum_long · strategy

138

closed trades

46%

win rate

-384.75

total pnl ($)

0.385

weight

7d window — n=34 wr=47% pnl=-137.33 · 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 16:52	BTC	Buy	60795→59629	-10.02	timeout
06-27 21:01	BTC	Buy	59695→60307	+4.73	timeout
06-27 19:53	BTC	Buy	59855→60166	+2.20	timeout
06-27 17:43	BTC	Buy	60034→60585	+4.14	timeout
06-27 15:37	BTC	Buy	60303→60811	+3.78	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 18:19	BTC	Buy	59647→59977	+2.20	timeout
06-26 16:07	BTC	Buy	59582→60304	+5.53	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58293.9	-12.82	stop_loss
06-25 13:53	BTC	Buy	60476→58988.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60929→59429.3	-12.74	stop_loss
06-24 14:17	BTC	Buy	62567.1→61027.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62622.1→61075.4	-12.80	stop_loss
06-24 13:48	BTC	Buy	62777.1→61233.3	-12.74	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 10:32	BTC	Buy	62310.1→62543.9	+1.39	timeout
06-24 08:52	BTC	Buy	62389.1→62770.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62612.9	-2.83	timeout
06-24 07:06	BTC	Buy	62905.1→62720.9	-1.96	timeout
06-23 08:17	BTC	Buy	63912.2→62337.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	63967.2→62393.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64177.2→62597.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64214.2→62632.5	-12.77	stop_loss
06-23 00:08	BTC	Buy	63489.2→63930.8	+3.04	timeout
06-22 23:00	BTC	Buy	63752.2→63901.8	+0.72	timeout
06-22 22:01	BTC	Buy	63664.2→64330.8	+4.79	timeout
06-22 21:02	BTC	Buy	63790.2→64441.8	+4.65	timeout
06-21 23:15	BTC	Buy	64241.2→63700.8	-4.63	timeout
06-21 21:54	BTC	Buy	64004.2→63800.8	-2.04	timeout
06-21 19:40	BTC	Buy	63879.2→64182.8	+1.94	timeout
06-21 18:42	BTC	Buy	63814.2→64155.8	+2.27	timeout
06-20 21:50	BTC	Buy	63099.2→64031.8	+6.95	timeout
06-20 20:49	BTC	Buy	63136.2→63868.8	+5.37	timeout
06-20 19:28	BTC	Buy	62966.1→63827.8	+6.41	timeout
06-20 18:25	BTC	Buy	63120.2→63829.8	+5.18	timeout
06-19 20:26	BTC	Buy	63116.2→63041.8	-1.08	timeout
06-19 19:26	BTC	Buy	62780.1→62974.9	+1.07	timeout
06-19 18:15	BTC	Buy	62671.1→63129.8	+3.20	timeout
06-19 17:16	BTC	Buy	62488.1→62966.9	+3.38	timeout
06-18 15:57	BTC	Buy	63912.2→62323.7	-12.75	stop_loss
06-18 15:57	BTC	Buy	63917.2→62345.7	-12.60	stop_loss
06-18 15:38	BTC	Buy	64399.2→62811.4	-12.49	stop_loss
06-18 15:11	BTC	Buy	65047.3→63653.8	-10.79	timeout
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.77	stop_loss
06-18 04:11	BTC	Buy	65354.3→63743.9	-12.78	stop_loss
06-17 19:42	BTC	Buy	65727.3→64108.7	-12.77	stop_loss
06-17 17:10	BTC	Buy	65801.3→65912.7	+0.31	timeout
06-17 13:32	BTC	Buy	66098.3→64935.8	-9.26	timeout
06-17 07:17	BTC	Buy	66378.3→65636.7	-5.98	timeout
06-16 23:27	BTC	Buy	66208.3→65687.7	-4.47	timeout
06-16 15:40	BTC	Buy	66781.3→65833.7	-7.55	timeout
06-16 12:01	BTC	Buy	66176.3→66430.7	+1.39	timeout
06-16 05:46	BTC	Buy	65695.3→66085.7	+2.58	timeout
06-15 22:16	BTC	Buy	65122.3→66333.7	+8.81	timeout
06-15 13:19	BTC	Buy	63999.2→66809.7	+21.52	take_profit
06-15 10:30	BTC	Buy	64574.2→65687.7	+8.18	timeout
06-15 02:59	BTC	Buy	64474.2→65426.7	+6.90	timeout
06-14 21:33	BTC	Buy	64253.2→64830.8	+4.00	timeout
06-14 20:02	BTC	Buy	64250.2→63821.8	-3.83	timeout
06-14 09:09	BTC	Buy	63795.2→64430.8	+4.48	timeout
06-14 01:17	BTC	Buy	63652.2→64647.8	+7.42	timeout
06-13 21:13	BTC	Buy	63581.2→64198.8	+4.38	timeout
06-13 19:11	BTC	Buy	63664.2→64144.8	+3.32	timeout
06-13 08:55	BTC	Buy	63433.2→63778.8	+2.20	timeout
06-12 22:50	BTC	Buy	63510.2→63497.8	-0.60	timeout
06-12 20:53	BTC	Buy	63348.2→63401.8	-0.05	timeout
06-12 17:41	BTC	Buy	63325.2→63820.8	+3.45	timeout
06-12 08:46	BTC	Buy	62867.1→63320.8	+3.06	timeout
06-11 21:58	BTC	Buy	61251.1→63470.8	+17.53	timeout
06-11 19:20	BTC	Buy	61690.1→63655.8	+15.35	timeout
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.41	timeout
06-10 17:01	BTC	Buy	61462.1→62200.9	+5.50	timeout
06-10 15:59	BTC	Buy	61132.1→62604.9	+11.59	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-09 14:46	BTC	Buy	62780.1→61236.3	-12.75	stop_loss
06-09 14:36	BTC	Buy	62900.1→61352.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.76	stop_loss
06-09 05:53	BTC	Buy	62644.1→63354.8	+5.17	timeout
06-08 22:54	BTC	Buy	63057.2→63298.8	+1.44	timeout
06-08 22:04	BTC	Buy	61807.1→63480.8	+13.05	timeout
06-08 18:15	BTC	Buy	62244.1→63586.8	+10.26	timeout
06-08 05:22	BTC	Buy	61803.1→62638.9	+6.31	timeout
06-07 22:14	BTC	Buy	60618→63281.8	+21.53	take_profit
06-07 21:50	BTC	Buy	60837→61657.9	+6.32	timeout
06-07 16:16	BTC	Buy	60776→62166.9	+10.91	timeout
06-07 05:07	BTC	Buy	59919→61785.9	+15.15	timeout
06-06 19:45	BTC	Buy	59744→60597	+6.75	timeout
06-06 18:43	BTC	Buy	59935→60582	+5.00	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:27	BTC	Buy	61307.1→59799.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 14:26	BTC	Buy	61907.1→60383.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62465.1→60928.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

138

closed

46%

win rate

-384.75

total pnl ($)

-55.4 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	138	46%	-55.4	-384.75

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…