deribit_basis_zscore_momentum_long_v8 · strategy

121

closed trades

41%

win rate

-385.35

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-218.64 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:45	BTC	Buy	59990→60221	+1.54	timeout
06-27 16:30	BTC	Buy	60129→60684	+4.19	timeout
06-27 15:27	BTC	Buy	60267→60701	+3.16	timeout
06-27 06:03	BTC	Buy	59683→60163	+3.57	timeout
06-27 03:46	BTC	Buy	59667→60272	+4.63	timeout
06-26 20:15	BTC	Buy	59581→59727	+0.67	timeout
06-26 14:42	BTC	Buy	59437→59638	+1.19	timeout
06-26 13:18	BTC	Buy	60318→58833.6	-12.77	stop_loss
06-26 02:13	BTC	Buy	60143→58654.7	-12.81	stop_loss
06-25 13:59	BTC	Buy	59515→58051.1	-12.66	stop_loss
06-25 13:57	BTC	Buy	59781→58293.9	-12.81	stop_loss
06-25 13:57	BTC	Buy	59838→58330.9	-12.97	stop_loss
06-25 13:53	BTC	Buy	60510→59021.5	-12.66	stop_loss
06-25 13:48	BTC	Buy	61054.1→59552.2	-12.68	stop_loss
06-24 17:47	BTC	Buy	60620→59128.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61169.1→59657.2	-12.79	stop_loss
06-24 14:17	BTC	Buy	62550.1→61000.4	-12.83	stop_loss
06-24 14:17	BTC	Buy	62573.1→61029.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62614.1→61072.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62643.1→61101.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62697.1→61152.3	-12.77	stop_loss
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	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:46	BTC	Buy	63373.2→62896.9	-4.26	timeout
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 06:22	BTC	Buy	64085.2→62504.6	-12.81	stop_loss
06-23 06:22	BTC	Buy	64100.2→62522.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64123.2→62541.6	-12.81	stop_loss
06-23 05:22	BTC	Buy	64223.2→63537.8	-5.82	timeout
06-22 15:41	BTC	Buy	64230.2→65022.7	+5.65	timeout
06-22 08:31	BTC	Buy	64030.2→64139.8	+0.35	timeout
06-22 07:27	BTC	Buy	64166.2→64247.8	+0.16	timeout
06-22 06:09	BTC	Buy	64177.2→64188.8	-0.38	timeout
06-22 03:46	BTC	Buy	64400.2→64115.8	-2.72	timeout
06-21 14:48	BTC	Buy	63931.2→63997.8	+0.13	timeout
06-21 08:05	BTC	Buy	63597.2→64154.8	+3.91	timeout
06-21 06:29	BTC	Buy	63660.2→64254.8	+4.21	timeout
06-21 05:23	BTC	Buy	63701.2→64231.8	+3.72	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 02:45	BTC	Buy	62895.1→63371.8	+3.34	timeout
06-20 01:41	BTC	Buy	62867.1→63525.8	+4.78	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	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
06-18 15:55	BTC	Buy	63972.2→62396.7	-12.72	stop_loss
06-17 19:50	BTC	Buy	65623.3→64009.8	-12.75	stop_loss
06-17 19:44	BTC	Buy	65699.3→64076.7	-12.80	stop_loss
06-17 19:41	BTC	Buy	65785.3→64166.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 19:23	BTC	Buy	65672.3→64775.8	-7.30	timeout
06-17 17:08	BTC	Buy	65778.3→65816.7	-0.25	timeout
06-17 00:43	BTC	Buy	66409.3→65794.7	-5.12	timeout
06-16 21:26	BTC	Buy	66441.3→65692.7	-6.18	timeout
06-16 19:21	BTC	Buy	66459.3→65682.7	-6.38	timeout
06-16 18:09	BTC	Buy	66784.3→66078.7	-5.81	timeout
06-16 15:44	BTC	Buy	66880.3→65811.7	-8.40	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.64	timeout
06-15 13:20	BTC	Buy	64023.2→66840.7	+21.57	take_profit
06-15 13:18	BTC	Buy	63984.2→66794.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63908.2→66713.7	+21.52	take_profit
06-15 12:31	BTC	Buy	64386.2→66186.7	+13.55	timeout
06-14 12:45	BTC	Buy	63995.2→64300.8	+1.95	timeout
06-14 11:41	BTC	Buy	63879.2→64591.8	+5.13	timeout
06-14 10:15	BTC	Buy	63736.2→64493.8	+5.46	timeout
06-14 08:52	BTC	Buy	63816.2→64432.8	+4.34	timeout
06-14 07:49	BTC	Buy	63812.2→64385.8	+4.04	timeout
06-13 07:46	BTC	Buy	63013.2→63856.8	+6.23	timeout
06-12 20:55	BTC	Buy	63363.2→63388.8	-0.27	timeout
06-12 17:35	BTC	Buy	63147.2→63800.8	+4.71	timeout
06-12 14:01	BTC	Buy	62988.1→63412.8	+2.85	timeout
06-12 10:08	BTC	Buy	62951.1→63711.8	+5.49	timeout
06-12 07:05	BTC	Buy	62642.1→63084.8	+3.04	timeout
06-10 18:59	BTC	Buy	61767.1→61844.9	+0.12	timeout
06-10 17:00	BTC	Buy	61407.1→62202.9	+5.96	timeout
06-10 16:05	BTC	Buy	61008.1→62420.9	+11.10	timeout
06-10 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-09 16:19	BTC	Buy	62390.1→60855.5	-12.77	stop_loss
06-09 14:46	BTC	Buy	62743.1→61193.3	-12.81	stop_loss
06-09 14:29	BTC	Buy	63136.2→61582.1	-12.77	stop_loss
06-09 14:19	BTC	Buy	63271.2→61713	-12.77	stop_loss
06-09 14:17	BTC	Buy	63365.2→61807	-12.75	stop_loss
06-09 12:28	BTC	Buy	62996.1→62623.9	-3.37	timeout
06-09 04:10	BTC	Buy	62962.1→62945.9	-0.57	timeout
06-09 02:40	BTC	Buy	63038.2→62606.9	-3.86	timeout
06-08 22:37	BTC	Buy	63282.2→63306.8	-0.29	timeout
06-08 21:33	BTC	Buy	61782.1→63647.8	+14.61	timeout
06-08 05:29	BTC	Buy	61724.1→62664.9	+7.17	timeout
06-07 22:14	BTC	Buy	60712→63377.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60587→63246.8	+21.51	take_profit
06-07 16:15	BTC	Buy	60720→62095.9	+10.79	timeout
06-07 15:10	BTC	Buy	60680→61749.9	+8.35	timeout
06-07 04:28	BTC	Buy	59968→61535.9	+12.62	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 18:23	BTC	Buy	60380→60515	+0.71	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:15	BTC	Buy	61519.1→60005	-12.76	stop_loss
06-06 04:12	BTC	Buy	61673.1→60154.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60806→59310.4	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

121

closed

41%

win rate

-385.35

total pnl ($)

-63.5 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	121	41%	-63.5	-385.35

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…