deribit_basis_zscore_stablecoin_gate · strategy

119

closed trades

45%

win rate

-319.18

total pnl ($)

0.250

weight

7d window — n=34 wr=26% pnl=-216.45 · 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 08:36	BTC	Buy	60242→59848	-3.87	timeout
06-28 22:53	BTC	Buy	60344→58858.6	-12.84	stop_loss
06-28 21:38	BTC	Buy	60328→59668	-5.94	timeout
06-28 20:29	BTC	Buy	60235→59704	-4.85	timeout
06-28 19:20	BTC	Buy	60434→59427	-8.76	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-26 18:48	BTC	Buy	59398→59622	+1.32	timeout
06-26 17:47	BTC	Buy	59443→60020	+4.31	timeout
06-26 16:44	BTC	Buy	59238→60122	+6.93	timeout
06-26 15:41	BTC	Buy	59217→60371	+9.25	timeout
06-26 14:39	BTC	Buy	59735→59616	-1.50	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59538→58068	-12.74	stop_loss
06-25 13:57	BTC	Buy	59762→58280.9	-12.79	stop_loss
06-25 13:53	BTC	Buy	60225→58743.7	-12.70	stop_loss
06-25 13:48	BTC	Buy	60999→59499.3	-12.71	stop_loss
06-24 17:47	BTC	Buy	60636→59142.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61180.1→59667.2	-12.79	stop_loss
06-24 14:19	BTC	Buy	62422.1→60886.5	-12.75	stop_loss
06-24 14:19	BTC	Buy	62530.1→60966.5	-12.95	stop_loss
06-24 14:13	BTC	Buy	62638.1→61095.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62672.1→61128.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62695.1→61149.4	-12.78	stop_loss
06-24 11:23	BTC	Buy	62533.1→62316.9	-2.20	timeout
06-24 10:22	BTC	Buy	62393.1→62531.9	+0.60	timeout
06-24 09:15	BTC	Buy	62431.1→62737.9	+1.94	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.51	timeout
06-24 07:11	BTC	Buy	62995.1→62738.9	-2.54	timeout
06-23 08:17	BTC	Buy	63958.2→62385.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64107.2→62530.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64128.2→62549.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64228.2→62637.5	-12.84	stop_loss
06-23 06:21	BTC	Buy	64222.2→62637.5	-12.82	stop_loss
06-22 22:04	BTC	Buy	63798.2→64331.8	+3.72	timeout
06-22 18:59	BTC	Buy	64135.2→64352.8	+1.19	timeout
06-22 09:34	BTC	Buy	64082.2→64154.8	+0.04	timeout
06-22 08:30	BTC	Buy	64019.2→64136.8	+0.41	timeout
06-22 07:28	BTC	Buy	64166.2→64252.8	+0.20	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 17:52	BTC	Buy	63808.2→64143.8	+2.26	timeout
06-20 11:53	BTC	Buy	62596.1→63693.8	+8.28	timeout
06-20 10:52	BTC	Buy	62473.1→63621.8	+8.68	timeout
06-20 09:51	BTC	Buy	62326.1→63645.8	+10.03	timeout
06-20 08:47	BTC	Buy	62626.1→63401.8	+5.63	timeout
06-20 07:46	BTC	Buy	62504.1→63714.8	+9.23	timeout
06-18 15:57	BTC	Buy	63914.2→62342.7	-12.73	stop_loss
06-18 15:55	BTC	Buy	63976.2→62398.7	-12.77	stop_loss
06-18 15:55	BTC	Buy	63989.2→62413.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64093.2→62516.6	-12.74	stop_loss
06-18 15:40	BTC	Buy	64253.2→62665.5	-12.78	stop_loss
06-18 11:23	BTC	Buy	64664.2→63878.8	-6.60	timeout
06-18 10:19	BTC	Buy	64901.2→63943.8	-7.93	timeout
06-18 09:15	BTC	Buy	64963.2→64349.8	-5.21	timeout
06-18 05:04	BTC	Buy	65308.3→63701.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65665.3→64045.8	-12.80	stop_loss
06-17 08:44	BTC	Buy	66516.3→64876.3	-12.79	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.77	stop_loss
06-17 08:31	BTC	Buy	66727.3→65086.2	-12.74	stop_loss
06-17 08:09	BTC	Buy	66365.3→65383.7	-7.80	timeout
06-17 07:03	BTC	Buy	66340.3→65563.7	-6.33	timeout
06-16 11:00	BTC	Buy	65860.3→66502.7	+4.37	timeout
06-16 09:15	BTC	Buy	65669.3→66732.7	+7.67	timeout
06-16 08:05	BTC	Buy	65717.3→66341.7	+4.33	timeout
06-16 06:10	BTC	Buy	65849.3→66142.7	+1.83	timeout
06-15 21:23	BTC	Buy	64642.2→66506.7	+13.91	timeout
06-15 09:14	BTC	Buy	64408.2→65662.7	+9.30	timeout
06-15 05:25	BTC	Buy	64328.2→65804.7	+11.00	timeout
06-15 02:10	BTC	Buy	64578.2→65605.7	+7.47	timeout
06-14 12:48	BTC	Buy	64072.2→64294.8	+1.29	timeout
06-14 11:45	BTC	Buy	63883.2→64580.8	+5.01	timeout
06-14 07:52	BTC	Buy	63809.2→64387.8	+4.08	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:49	BTC	Buy	63802.2→64611.8	+5.93	timeout
06-13 11:42	BTC	Buy	63748.2→63886.8	+0.55	timeout
06-13 10:36	BTC	Buy	63690.2→63802.8	+0.35	timeout
06-13 07:24	BTC	Buy	63017.2→63713.8	+5.07	timeout
06-12 17:42	BTC	Buy	63292.2→63787.8	+3.45	timeout
06-12 15:00	BTC	Buy	62735.1→64039.8	+9.87	timeout
06-12 11:15	BTC	Buy	63147.2→63801.8	+4.66	timeout
06-12 10:09	BTC	Buy	62884.1→63697.8	+5.92	timeout
06-12 07:08	BTC	Buy	62619.1→63048.8	+2.93	timeout
06-11 16:11	BTC	Buy	62358.1→62715.9	+2.29	timeout
06-11 14:48	BTC	Buy	61931.1→62899.9	+7.27	timeout
06-11 09:37	BTC	Buy	61272.1→62893.9	+12.64	timeout
06-10 18:59	BTC	Buy	61804.1→61838.9	-0.23	timeout
06-10 16:29	BTC	Buy	61021.1→62245.9	+9.48	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63779.2→62209.8	-12.74	stop_loss
06-09 13:31	BTC	Buy	63451.2→62411.9	-8.62	timeout
06-09 13:23	BTC	Buy	63811.2→62241.7	-12.72	stop_loss
06-09 12:29	BTC	Buy	63065.2→62636.9	-3.79	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 03:30	BTC	Buy	61592.1→63180.8	+12.42	timeout
06-07 22:15	BTC	Buy	61505.1→64205.8	+21.52	take_profit
06-07 22:15	BTC	Buy	61207.1→63893.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60665→63328.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60583→63242.8	+21.51	take_profit

Paper vs Live

Paper (trades.jsonl)

119

closed

45%

win rate

-319.18

total pnl ($)

-53.3 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	119	45%	-53.3	-319.18

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 15:57	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…