deribit_basis_zscore_momentum_long_v7 · strategy

142

closed trades

48%

win rate

-327.53

total pnl ($)

0.250

weight

7d window — n=36 wr=42% pnl=-146.18 · 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 01:58	BTC	Buy	59456→59913	+3.47	timeout
06-30 00:51	BTC	Buy	59421→59817	+2.94	timeout
06-29 23:42	BTC	Buy	59769→60231	+3.44	timeout
06-29 14:08	BTC	Buy	60641→59149.5	-12.76	stop_loss
06-29 10:45	BTC	Buy	60107→60122	-0.48	timeout
06-29 05:20	BTC	Buy	59975→59596	-3.63	timeout
06-28 21:10	BTC	Buy	60331→59663	-6.00	timeout
06-28 20:09	BTC	Buy	60249→59516	-6.53	timeout
06-28 19:05	BTC	Buy	60570→59477	-9.46	timeout
06-28 09:18	BTC	Buy	60277→60343	+0.07	timeout
06-27 21:25	BTC	Buy	59758→60377	+4.80	timeout
06-27 20:17	BTC	Buy	59724→60235	+3.89	timeout
06-27 19:14	BTC	Buy	60011→60571	+4.25	timeout
06-27 16:52	BTC	Buy	60025→60776	+5.79	timeout
06-26 19:38	BTC	Buy	59302→59896	+4.45	timeout
06-26 18:35	BTC	Buy	59404→59815	+2.89	timeout
06-26 17:30	BTC	Buy	59565→60147	+4.32	timeout
06-26 16:21	BTC	Buy	59690→59946	+1.58	timeout
06-26 15:16	BTC	Buy	58906.9→59796	+7.01	timeout
06-25 13:59	BTC	Buy	59538→58074	-12.65	stop_loss
06-25 13:58	BTC	Buy	59610→58144	-12.66	stop_loss
06-25 13:58	BTC	Buy	59664→58197	-12.66	stop_loss
06-25 13:53	BTC	Buy	60410→58924.6	-12.65	stop_loss
06-25 13:51	BTC	Buy	60645→59153.4	-12.67	stop_loss
06-24 17:47	BTC	Buy	60573→59067.5	-12.86	stop_loss
06-24 16:51	BTC	Buy	61144.1→59639.2	-12.74	stop_loss
06-24 14:19	BTC	Buy	62494.1→60951.5	-12.78	stop_loss
06-24 14:13	BTC	Buy	62639.1→61095.4	-12.77	stop_loss
06-24 14:13	BTC	Buy	62674.1→61132.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62767.1→61220.3	-12.76	stop_loss
06-24 13:47	BTC	Buy	62824.1→61277.3	-12.76	stop_loss
06-24 10:19	BTC	Buy	62404.1→62515.9	+0.43	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:13	BTC	Buy	62721.1→62603.9	-1.46	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-24 06:42	BTC	Buy	62946.1→62807.9	-1.52	timeout
06-23 08:17	BTC	Buy	63970.2→62395.7	-12.78	stop_loss
06-23 06:22	BTC	Buy	64079.2→62502.6	-12.78	stop_loss
06-23 06:22	BTC	Buy	64098.2→62515.6	-12.82	stop_loss
06-23 06:22	BTC	Buy	64106.2→62527.6	-12.78	stop_loss
06-23 05:22	BTC	Buy	65049.3→63449.1	-12.77	stop_loss
06-22 22:28	BTC	Buy	65506.3→63893.8	-12.76	stop_loss
06-22 12:24	BTC	Buy	63988.2→64925.8	+6.73	timeout
06-22 11:01	BTC	Buy	64355.2→64074.8	-2.76	timeout
06-22 09:39	BTC	Buy	64142.2→64055.8	-1.21	timeout
06-22 08:32	BTC	Buy	64020.2→64158.8	+0.55	timeout
06-22 07:26	BTC	Buy	64169.2→64246.8	+0.18	timeout
06-21 05:52	BTC	Buy	63598.2→64197.8	+4.26	timeout
06-21 04:49	BTC	Buy	63562.2→64441.8	+6.48	timeout
06-21 03:37	BTC	Buy	63402.2→64281.8	+6.49	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.08	timeout
06-21 00:45	BTC	Buy	63568.2→64268.8	+5.01	timeout
06-20 02:42	BTC	Buy	62895.1→63360.8	+3.26	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:24	BTC	Buy	63103.2→62987.9	-1.40	timeout
06-18 15:56	BTC	Buy	63963.2→62389.7	-12.69	stop_loss
06-18 12:25	BTC	Buy	64655.2→64120.8	-4.65	timeout
06-18 11:19	BTC	Buy	64603.2→63951.8	-5.57	timeout
06-18 10:17	BTC	Buy	64899.2→63963.8	-7.76	timeout
06-18 09:11	BTC	Buy	64985.2→64296.8	-5.78	timeout
06-17 19:50	BTC	Buy	65663.3→64036.8	-12.84	stop_loss
06-17 08:44	BTC	Buy	66523.3→64887.3	-12.76	stop_loss
06-17 08:39	BTC	Buy	66591.3→64949.3	-12.78	stop_loss
06-17 08:39	BTC	Buy	66610.3→64971.2	-12.75	stop_loss
06-17 08:37	BTC	Buy	66674.3→65032.2	-12.74	stop_loss
06-17 07:02	BTC	Buy	66339.3→65562.7	-6.33	timeout
06-16 12:01	BTC	Buy	66178.3→66427.7	+1.35	timeout
06-16 10:57	BTC	Buy	65880.3→66485.7	+4.09	timeout
06-16 09:15	BTC	Buy	65692.3→66672.7	+7.01	timeout
06-16 08:05	BTC	Buy	65723.3→66339.7	+4.29	timeout
06-16 06:16	BTC	Buy	65858.3→66130.7	+1.68	timeout
06-15 11:20	BTC	Buy	64502.2→66226.7	+12.92	timeout
06-15 10:06	BTC	Buy	64525.2→65671.7	+8.44	timeout
06-15 06:59	BTC	Buy	64263.2→65797.7	+11.47	timeout
06-15 05:26	BTC	Buy	64291.2→65797.7	+11.24	timeout
06-15 02:11	BTC	Buy	64578.2→65603.7	+7.46	timeout
06-14 11:04	BTC	Buy	63834.2→64458.8	+4.44	timeout
06-14 07:32	BTC	Buy	63754.2→64291.8	+3.77	timeout
06-14 06:11	BTC	Buy	63572.2→64422.8	+6.25	timeout
06-14 04:39	BTC	Buy	63589.2→64407.8	+6.04	timeout
06-14 01:55	BTC	Buy	63789.2→64603.8	+5.96	timeout
06-13 10:32	BTC	Buy	63629.2→63778.8	+0.64	timeout
06-12 23:05	BTC	Buy	63398.2→63436.8	-0.20	timeout
06-12 22:01	BTC	Buy	63538.2→63505.8	-0.75	timeout
06-12 20:59	BTC	Buy	63373.2→63439.8	+0.06	timeout
06-12 17:38	BTC	Buy	63189.2→63875.8	+4.97	timeout
06-12 10:08	BTC	Buy	62951.1→63711.8	+5.49	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-11 17:37	BTC	Buy	61767.1→63129.8	+10.48	timeout
06-11 16:02	BTC	Buy	62494.1→62712.9	+1.20	timeout
06-11 14:53	BTC	Buy	61867.1→62939.9	+8.13	timeout
06-11 09:29	BTC	Buy	61181.1→62788.9	+12.55	timeout
06-10 18:58	BTC	Buy	61775.1→61836.9	-0.01	timeout
06-10 16:30	BTC	Buy	61016.1→62247.9	+9.55	timeout
06-10 15:27	BTC	Buy	61356.1→62239.9	+6.70	timeout
06-10 14:30	BTC	Buy	61547.1→62001.9	+3.22	timeout
06-09 14:47	BTC	Buy	62717.1→61172.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

48%

win rate

-327.53

total pnl ($)

-45.8 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	142	48%	-45.8	-327.53

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:28	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…