basis_zscore_mean_reversion_long_v3 · strategy

closed trades

45%

win rate

-273.54

total pnl ($)

0.512

weight

7d window — n=17 wr=29% pnl=-119.50 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:03	BTC	Buy	59589→60026	+3.12	timeout
06-26 17:03	BTC	Buy	59158→60090	+7.31	timeout
06-26 15:58	BTC	Buy	59552→60287	+5.62	timeout
06-26 14:57	BTC	Buy	59515→59528	-0.39	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.67	stop_loss
06-25 13:57	BTC	Buy	59681→58213	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58343.9	-12.80	stop_loss
06-25 13:53	BTC	Buy	60219→58722.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60679→59185.4	-12.69	stop_loss
06-24 17:20	BTC	Buy	60907→59408.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61073.1→59560.2	-12.81	stop_loss
06-24 15:30	BTC	Buy	62245.1→60714.6	-12.74	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 08:23	BTC	Buy	62367.1→62680.9	+1.98	timeout
06-18 05:04	BTC	Buy	65278.3→63671	-12.77	stop_loss
06-16 14:45	BTC	Buy	66551.3→65726.7	-6.73	timeout
06-16 14:23	BTC	Buy	67124.4→65473	-12.83	stop_loss
06-16 13:46	BTC	Buy	66536.3→66095.7	-3.84	timeout
06-16 12:41	BTC	Buy	66330.3→66439.7	+0.29	timeout
06-16 11:37	BTC	Buy	66187.3→66337.7	+0.61	timeout
06-15 14:18	BTC	Buy	64239.2→66488.7	+17.07	timeout
06-15 13:13	BTC	Buy	64319.2→66605.7	+17.35	timeout
06-15 13:00	BTC	Buy	63788.2→66590.7	+21.53	take_profit
06-15 12:10	BTC	Buy	64455.2→66182.7	+12.96	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-14 19:12	BTC	Buy	64151.2→63799.8	-3.26	timeout
06-14 14:01	BTC	Buy	64111.2→64290.8	+0.95	timeout
06-14 12:56	BTC	Buy	64102.2→64286.8	+0.99	timeout
06-14 11:52	BTC	Buy	63892.2→64595.8	+5.07	timeout
06-14 10:49	BTC	Buy	63864.2→64528.8	+4.73	timeout
06-13 18:22	BTC	Buy	63669.2→64077.8	+2.73	timeout
06-13 13:06	BTC	Buy	63400.2→64123.8	+5.19	timeout
06-13 12:03	BTC	Buy	63720.2→63939.8	+1.19	timeout
06-13 11:02	BTC	Buy	63696.2→63826.8	+0.48	timeout
06-13 09:55	BTC	Buy	63773.2→63739.8	-0.79	timeout
06-12 17:51	BTC	Buy	63462.2→63810.8	+2.28	timeout
06-12 12:42	BTC	Buy	62800.1→63411.8	+4.35	timeout
06-12 11:30	BTC	Buy	63137.2→63768.8	+4.47	timeout
06-12 10:18	BTC	Buy	62821.1→63735.8	+6.73	timeout
06-12 09:11	BTC	Buy	62830.1→63495.8	+4.78	timeout
06-11 17:21	BTC	Buy	62111.1→62349.9	+1.40	timeout
06-11 11:22	BTC	Buy	61181.1→63130.8	+15.35	timeout
06-11 10:20	BTC	Buy	61145.1→62810.9	+13.03	timeout
06-11 09:17	BTC	Buy	61054.1→62770.9	+13.50	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 16:40	BTC	Buy	60819→62317.9	+11.78	timeout
06-09 14:46	BTC	Buy	62772.1→61226.3	-12.77	stop_loss
06-09 14:20	BTC	Buy	63263.2→61705	-12.77	stop_loss
06-09 14:11	BTC	Buy	63525.2→61962.9	-12.75	stop_loss
06-09 13:25	BTC	Buy	63790.2→62221.8	-12.73	stop_loss
06-09 13:23	BTC	Buy	63798.2→62228.8	-12.73	stop_loss
06-09 06:49	BTC	Buy	62933.1→63345.8	+2.78	timeout
06-09 00:48	BTC	Buy	64001.2→62425.6	-12.77	stop_loss
06-08 21:12	BTC	Buy	61837.1→63684.8	+14.45	timeout
06-08 17:54	BTC	Buy	62138.1→63487.8	+10.31	timeout
06-08 14:53	BTC	Buy	61894.1→63848.8	+15.30	timeout
06-08 13:51	BTC	Buy	61781.1→63537.8	+13.72	timeout
06-08 06:31	BTC	Buy	62023.1→63009.8	+7.49	timeout
06-07 21:04	BTC	Buy	60710→61702.9	+7.75	timeout
06-07 16:59	BTC	Buy	60726→62017.9	+10.16	timeout
06-07 14:42	BTC	Buy	60901→61969.9	+8.31	timeout
06-07 13:33	BTC	Buy	60711→61811.9	+8.60	timeout
06-07 06:06	BTC	Buy	61041.1→61618.9	+4.33	timeout
06-06 20:09	BTC	Buy	60760→60538	-2.21	timeout
06-06 16:06	BTC	Buy	60161→60826	+5.10	timeout
06-06 04:20	BTC	Buy	61466.1→59947	-12.81	stop_loss
06-05 21:04	BTC	Buy	59284→61886.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60622→59131.5	-12.75	stop_loss
06-05 18:53	BTC	Buy	60678→59185.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-12.74	stop_loss
06-05 18:44	BTC	Buy	61258.1→59751.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60446.7	-12.79	stop_loss
06-05 14:04	BTC	Buy	62101.1→60573.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62429.1→60892.5	-12.76	stop_loss
06-05 13:56	BTC	Buy	62500.1→60963.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62947.1→61399.2	-12.75	stop_loss
06-05 11:50	BTC	Buy	62465.1→62147.9	-3.02	timeout
06-05 10:29	BTC	Buy	62478.1→62553.9	+0.15	timeout
06-05 06:23	BTC	Buy	62746.1→61175.3	-12.96	stop_loss
06-05 06:16	BTC	Buy	63459.2→61896.9	-12.70	stop_loss
06-05 06:03	BTC	Buy	63504.2→61936.9	-12.74	stop_loss
06-05 02:46	BTC	Buy	63428.2→62800.9	-5.36	timeout
06-04 11:10	BTC	Buy	63783.2→62214.8	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:22	BTC	Buy	64597.2→63008.3	-12.75	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66721.3→65058.2	-12.97	stop_loss
06-03 19:53	BTC	Buy	67069.4→65409	-12.85	stop_loss
06-03 19:53	BTC	Buy	67073.4→65409	-12.89	stop_loss
06-03 19:52	BTC	Buy	67112.4→65462	-12.78	stop_loss
06-03 16:27	BTC	Buy	67190.4→65534.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67292.4→65635.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67420.4→65761.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-273.54

total pnl ($)

-54.8 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	99	45%	-54.8	-273.54

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…