deribit_basis_zscore_regime_long · strategy

146

closed trades

43%

win rate

-429.64

total pnl ($)

0.510

weight

7d window — n=34 wr=44% pnl=-116.24 · 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 22:55	BTC	Buy	59010→60394	+11.31	timeout
06-29 21:21	BTC	Buy	59688→60308	+4.59	timeout
06-29 19:17	BTC	Buy	59439→60201	+5.81	timeout
06-29 18:05	BTC	Buy	59624→60403	+5.93	timeout
06-28 21:02	BTC	Buy	60318→59620	-6.24	timeout
06-28 20:00	BTC	Buy	60191→59467	-6.44	timeout
06-28 17:53	BTC	Buy	60584→59572	-8.77	timeout
06-28 16:47	BTC	Buy	60754→59635	-9.63	timeout
06-27 20:15	BTC	Buy	59779→60260	+3.63	timeout
06-27 19:12	BTC	Buy	59953→60561	+4.65	timeout
06-27 17:21	BTC	Buy	60033→60592	+4.20	timeout
06-27 16:15	BTC	Buy	60224→60700	+3.55	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:20	BTC	Buy	59662→60023	+2.46	timeout
06-26 16:08	BTC	Buy	59646→60255	+4.56	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 13:59	BTC	Buy	59511→58033.1	-12.79	stop_loss
06-25 13:54	BTC	Buy	60043→58541.8	-12.87	stop_loss
06-25 13:53	BTC	Buy	60267→58772.7	-12.76	stop_loss
06-25 13:44	BTC	Buy	61525.1→60012	-12.74	stop_loss
06-25 07:16	BTC	Buy	59231→61831.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61055.1→59545.2	-12.80	stop_loss
06-24 14:19	BTC	Buy	62458.1→60882.5	-13.06	stop_loss
06-24 14:17	BTC	Buy	62600.1→61059.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62675.1→61127.4	-12.80	stop_loss
06-24 13:57	BTC	Buy	62766.1→61219.3	-12.77	stop_loss
06-24 12:08	BTC	Buy	62443.1→62793.9	+2.36	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-23 08:20	BTC	Buy	63888.2→62313.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64035.2→62458.6	-12.77	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64332.2→62747.5	-12.78	stop_loss
06-23 00:33	BTC	Buy	63751.2→63981.8	+1.37	timeout
06-22 23:34	BTC	Buy	63407.2→63962.8	+3.99	timeout
06-22 22:33	BTC	Buy	63624.2→64024.8	+2.69	timeout
06-22 20:20	BTC	Buy	64055.2→64468.8	+2.76	timeout
06-21 23:28	BTC	Buy	64242.2→63636.8	-5.14	timeout
06-21 22:27	BTC	Buy	64229.2→63735.8	-4.27	timeout
06-21 21:25	BTC	Buy	63955.2→63623.8	-3.04	timeout
06-21 18:41	BTC	Buy	63815.2→64154.8	+2.25	timeout
06-20 22:26	BTC	Buy	63283.2→64142.8	+6.34	timeout
06-20 21:28	BTC	Buy	63147.2→63926.8	+5.74	timeout
06-20 19:28	BTC	Buy	62960.1→63832.8	+6.50	timeout
06-20 18:24	BTC	Buy	63107.2→63819.8	+5.20	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 18:42	BTC	Buy	62698.1→63027.8	+2.16	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.61	timeout
06-18 15:55	BTC	Buy	63977.2→62398.7	-12.73	stop_loss
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.48	stop_loss
06-18 15:40	BTC	Buy	64310.2→62728.5	-12.47	stop_loss
06-18 09:40	BTC	Buy	64952.2→64252.8	-5.94	timeout
06-18 08:44	BTC	Buy	64939.2→64485.8	-3.99	timeout
06-17 19:50	BTC	Buy	65600.3→63964.8	-12.92	stop_loss
06-17 19:40	BTC	Buy	65824.3→64204.7	-12.76	stop_loss
06-17 08:02	BTC	Buy	66362.3→65422.7	-7.55	timeout
06-17 06:51	BTC	Buy	66491.3→65619.7	-6.99	timeout
06-17 04:38	BTC	Buy	65851.3→65847.7	-0.51	timeout
06-17 02:32	BTC	Buy	65869.3→65959.7	+0.21	timeout
06-16 07:03	BTC	Buy	65735.3→66339.7	+4.15	timeout
06-16 05:26	BTC	Buy	65804.3→66026.7	+1.30	timeout
06-16 03:45	BTC	Buy	65875.3→66096.7	+1.28	timeout
06-16 00:53	BTC	Buy	65527.3→66287.7	+5.35	timeout
06-15 06:28	BTC	Buy	64329.2→65942.7	+12.07	timeout
06-15 02:56	BTC	Buy	64474.2→65431.7	+6.94	timeout
06-15 00:07	BTC	Buy	64451.2→65682.7	+9.09	timeout
06-14 22:16	BTC	Buy	64368.2→65115.7	+5.31	timeout
06-14 04:41	BTC	Buy	63584.2→64403.8	+6.04	timeout
06-14 01:49	BTC	Buy	63789.2→64606.8	+5.99	timeout
06-13 22:01	BTC	Buy	63525.2→64390.8	+6.33	timeout
06-13 20:57	BTC	Buy	63454.2→64250.8	+5.80	timeout
06-13 03:03	BTC	Buy	63578.2→63660.8	+0.20	timeout
06-13 00:32	BTC	Buy	63611.2→63540.8	-1.09	timeout
06-12 21:12	BTC	Buy	63457.2→63573.8	+0.43	timeout
06-12 20:07	BTC	Buy	63577.2→63660.8	+0.19	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 23:00	BTC	Buy	61294.1→63439.8	+16.92	timeout
06-11 19:30	BTC	Buy	61190.1→63878.8	+21.40	take_profit
06-11 19:21	BTC	Buy	61704.1→63618.8	+14.94	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 19:08	BTC	Buy	61829.1→61881.9	-0.09	timeout
06-10 16:54	BTC	Buy	61253.1→62131.9	+6.66	timeout
06-10 15:52	BTC	Buy	61355.1→62263.9	+6.91	timeout
06-10 14:51	BTC	Buy	61253.1→61905.9	+4.84	timeout
06-09 14:35	BTC	Buy	62961.1→61410.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63181.2→61623.1	-12.78	stop_loss
06-09 14:19	BTC	Buy	63278.2→61717	-12.79	stop_loss
06-09 14:11	BTC	Buy	63500.2→61938.9	-12.75	stop_loss
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:07	BTC	Buy	61751.1→63453.8	+13.30	timeout
06-08 18:17	BTC	Buy	62126.1→63520.8	+10.69	timeout
06-08 17:18	BTC	Buy	62248.1→63397.8	+8.69	timeout
06-07 22:14	BTC	Buy	60629→63290.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.17	timeout
06-07 14:38	BTC	Buy	60897→62229.9	+10.48	timeout
06-06 19:21	BTC	Buy	59453→60602	+9.27	timeout

Paper vs Live

Paper (trades.jsonl)

146

closed

43%

win rate

-429.64

total pnl ($)

-58.6 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	146	43%	-58.6	-429.64

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…