deribit_basis_zscore_momentum_long_v4 · strategy

106

closed trades

36%

win rate

-454.19

total pnl ($)

0.490

weight

7d window — n=24 wr=33% pnl=-120.91 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:07	BTC	Buy	59551→59812	+1.77	timeout
06-28 21:10	BTC	Buy	60332→59662	-5.99	timeout
06-28 18:02	BTC	Buy	60467→59642	-7.25	timeout
06-28 16:57	BTC	Buy	60762→59647	-9.62	timeout
06-27 20:30	BTC	Buy	59661→60236	+4.43	timeout
06-27 17:25	BTC	Buy	60068→60542	+3.50	timeout
06-27 16:24	BTC	Buy	60038→60683	+4.96	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.74	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-25 13:58	BTC	Buy	59651→58182	-12.70	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60455→58963.6	-12.73	stop_loss
06-24 17:20	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61166.1→59661.2	-12.73	stop_loss
06-24 15:56	BTC	Buy	61761.1→60241.9	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:24	BTC	Buy	63791.2→62221.8	-12.75	stop_loss
06-23 06:27	BTC	Buy	64069.2→62647.9	-11.58	timeout
06-23 06:21	BTC	Buy	64280.2→62696.5	-12.80	stop_loss
06-23 03:51	BTC	Buy	64073.2→64038.8	-0.72	timeout
06-22 07:13	BTC	Buy	64228.2→64188.8	-0.78	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:37	BTC	Buy	64360.2→64180.8	-1.92	timeout
06-21 06:26	BTC	Buy	63645.2→64220.8	+4.06	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.32	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:51	BTC	Buy	64153.2→62575.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64267.2→62685.5	-12.50	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.47	stop_loss
06-18 10:14	BTC	Buy	64866.2→63957.8	-7.56	timeout
06-17 19:50	BTC	Buy	65611.3→63967.8	-12.98	stop_loss
06-17 18:40	BTC	Buy	65809.3→65584.7	-2.25	timeout
06-17 16:30	BTC	Buy	65748.3→66143.7	+2.54	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.77	timeout
06-16 18:05	BTC	Buy	66765.3→66083.7	-5.63	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 05:53	BTC	Buy	65803.3→66090.7	+1.79	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 08:50	BTC	Buy	63819.2→64446.8	+4.42	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 01:51	BTC	Buy	63780.2→64608.8	+6.07	timeout
06-13 08:26	BTC	Buy	63466.2→63784.8	+1.96	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 17:37	BTC	Buy	63162.2→63852.8	+5.00	timeout
06-12 07:52	BTC	Buy	62665.1→62981.9	+2.04	timeout
06-12 06:46	BTC	Buy	62846.1→62951.9	+0.34	timeout
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.09	timeout
06-10 16:13	BTC	Buy	61037.1→62336.9	+10.15	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62577.1→61031.4	-12.81	stop_loss
06-09 14:43	BTC	Buy	62828.1→61283.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 05:52	BTC	Buy	62639.1→63356.8	+5.24	timeout
06-08 22:39	BTC	Buy	63263.2→63297.8	-0.21	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 05:29	BTC	Buy	61721.1→62672.9	+7.26	timeout
06-07 21:05	BTC	Buy	60711→61677.9	+7.53	timeout
06-07 12:32	BTC	Buy	60715→61893.9	+9.25	timeout
06-07 04:33	BTC	Buy	59651→61547.9	+15.46	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 04:13	BTC	Buy	61616.1→60100.9	-12.75	stop_loss
06-06 04:11	BTC	Buy	61795.1→60270.8	-12.79	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61591.1→60070.9	-12.78	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62975.1→61419.2	-12.81	stop_loss
06-05 06:24	BTC	Buy	62602.1→61061.4	-12.74	stop_loss
06-05 06:23	BTC	Buy	62804.1→61246.3	-12.85	stop_loss
06-05 06:21	BTC	Buy	63123.2→61571.1	-12.74	stop_loss
06-04 10:48	BTC	Buy	63883.2→62311.7	-12.72	stop_loss
06-04 02:04	BTC	Buy	62912.1→61365.2	-12.74	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-03 23:54	BTC	Buy	65662.3→64046.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66374.3→64742.4	-12.78	stop_loss
06-03 19:52	BTC	Buy	67129.4→65476	-12.80	stop_loss
06-03 16:26	BTC	Buy	67231.4→65572.9	-12.81	stop_loss
06-03 03:50	BTC	Buy	67219.4→65556.9	-12.82	stop_loss
06-03 03:50	BTC	Buy	67212.4→65556.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67388.4→65728.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69352.5→67639.8	-12.80	stop_loss
06-02 14:27	BTC	Buy	69473.5→67763.7	-12.76	stop_loss
06-02 14:21	BTC	Buy	69915.5→68192.5	-12.79	stop_loss
06-02 07:03	BTC	Buy	71462.6→69703.6	-12.86	stop_loss
06-01 22:26	BTC	Buy	73505.7→71240.8	-15.98	stop_loss
06-01 22:26	BTC	Buy	73980.7→71240.8	-19.11	stop_loss
06-01 05:17	BTC	Buy	74154.7→73438.3	-5.32	timeout
05-31 18:50	BTC	Buy	73997.7→73581.3	-3.32	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

36%

win rate

-454.19

total pnl ($)

-85.4 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	106	36%	-85.4	-454.19

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…