deribit_btc_basis_zscore_fade_compression_long · strategy

closed trades

53%

win rate

-7.42

total pnl ($)

0.325

weight

7d window — n=33 wr=39% pnl=-105.10 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 47 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 21:26	BTC	Buy	63681.2→64293.8	+4.35	timeout
06-22 08:08	BTC	Buy	64084.2→64126.8	-0.19	timeout
06-22 06:05	BTC	Buy	64189.2→64145.8	-0.80	timeout
06-22 03:32	BTC	Buy	64309.2→64345.8	-0.25	timeout
06-22 00:45	BTC	Buy	64261.2→63861.8	-3.58	timeout
06-21 19:33	BTC	Buy	63878.2→64184.8	+1.96	timeout
06-21 05:51	BTC	Buy	63575.2→64208.8	+4.53	timeout
06-21 03:46	BTC	Buy	63439.2→64393.8	+7.08	timeout
06-21 00:49	BTC	Buy	63557.2→64235.8	+4.84	timeout
06-20 22:24	BTC	Buy	63264.2→64188.8	+6.86	timeout
06-20 19:19	BTC	Buy	62980.1→63842.8	+6.41	timeout
06-20 03:33	BTC	Buy	62766.1→63430.8	+4.86	timeout
06-20 01:29	BTC	Buy	62905.1→63453.8	+3.91	timeout
06-19 23:25	BTC	Buy	62807.1→63275.8	+3.25	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:58	BTC	Buy	63804.2→62233.8	-12.61	stop_loss
06-18 15:53	BTC	Buy	64005.2→62428.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64208.2→62627.5	-12.67	stop_loss
06-18 15:37	BTC	Buy	64535.2→62948.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64537.2→62949.4	-12.53	stop_loss
06-17 19:50	BTC	Buy	65606.3→63964.8	-12.96	stop_loss
06-17 19:50	BTC	Buy	65640.3→64015.8	-12.82	stop_loss
06-17 19:42	BTC	Buy	65725.3→64108.7	-12.75	stop_loss
06-17 19:42	BTC	Buy	65736.3→64110.7	-12.82	stop_loss
06-17 19:40	BTC	Buy	65810.3→64191.7	-12.75	stop_loss
06-17 16:21	BTC	Buy	65754.3→65891.7	+0.54	timeout
06-17 03:25	BTC	Buy	65918.3→65686.7	-2.25	timeout
06-17 00:28	BTC	Buy	66245.3→65687.7	-4.70	timeout
06-16 20:16	BTC	Buy	66505.3→65747.7	-6.24	timeout
06-16 17:30	BTC	Buy	66783.3→65695.7	-8.66	timeout
06-16 15:22	BTC	Buy	66628.3→65723.7	-7.28	timeout
06-15 23:17	BTC	Buy	65582.3→66199.7	+4.21	timeout
06-15 13:25	BTC	Buy	64087.2→66900.7	+21.52	take_profit
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 12:55	BTC	Buy	63780.2→66580.7	+21.52	take_profit
06-15 12:26	BTC	Buy	64480.2→66265.7	+13.41	timeout
06-14 21:46	BTC	Buy	64479.2→65336.7	+6.16	timeout
06-14 19:15	BTC	Buy	64167.2→63766.8	-3.64	timeout
06-14 17:02	BTC	Buy	63970.2→63923.8	-0.88	timeout
06-14 14:06	BTC	Buy	64118.2→64300.8	+0.97	timeout
06-14 12:01	BTC	Buy	63945.2→64527.8	+4.12	timeout
06-13 20:02	BTC	Buy	63612.2→64254.8	+4.60	timeout
06-13 17:41	BTC	Buy	63828.2→64084.8	+1.55	timeout
06-13 15:31	BTC	Buy	63999.2→64294.8	+1.83	timeout
06-13 13:17	BTC	Buy	63446.2→64124.8	+4.83	timeout
06-13 11:14	BTC	Buy	63814.2→63902.8	+0.15	timeout

Paper vs Live

Paper (trades.jsonl)

closed

53%

win rate

-7.42

total pnl ($)

-3.1 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	47	53%	-3.1	-7.42

Recent bounces (last 20 of 6)

time	sym	side	reason
06-22 10:24	BTC	Buy	stale_intent
06-22 05:59	BTC	Buy	stale_intent
06-22 01:50	BTC	Buy	stale_intent
06-22 01:50	BTC	Buy	stale_intent
06-21 21:42	BTC	Buy	stale_intent
06-21 21:42	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…