btc_deribit_basis_zscore_mean_reversion_long_v2 · strategy

161

closed trades

43%

win rate

-498.30

total pnl ($)

0.506

weight

7d window — n=56 wr=48% pnl=-122.32 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 14:35	BTC	Buy	58946.9→59845	+7.14	timeout
06-26 13:19	BTC	Buy	60168→58627.7	-13.26	stop_loss
06-26 03:22	BTC	Buy	59250→58859.1	-3.71	timeout
06-26 02:13	BTC	Buy	60208→58652.7	-13.36	stop_loss
06-26 01:56	BTC	Buy	58517.9→59368	+6.82	timeout
06-25 13:46	BTC	Buy	61228.1→59659.2	-13.25	stop_loss
06-25 13:44	BTC	Buy	61606.1→60029	-13.24	stop_loss
06-25 13:44	BTC	Buy	61701.1→60121.9	-13.23	stop_loss
06-25 13:44	BTC	Buy	61703.1→60123.9	-13.22	stop_loss
06-25 12:45	BTC	Buy	60806→61295.9	+3.58	timeout
06-25 10:43	BTC	Buy	60872→61410.9	+3.96	timeout
06-25 08:41	BTC	Buy	60844→61695.9	+6.55	timeout
06-25 06:39	BTC	Buy	59557→61671.9	+17.32	timeout
06-25 04:37	BTC	Buy	60377→60858	+3.54	timeout
06-24 17:19	BTC	Buy	61081.1→59517.2	-13.23	stop_loss
06-24 14:19	BTC	Buy	62547.1→60936.5	-13.32	stop_loss
06-24 14:17	BTC	Buy	62618.1→61012.4	-13.26	stop_loss
06-24 14:13	BTC	Buy	62736.1→61130.4	-13.24	stop_loss
06-24 14:02	BTC	Buy	62795.1→61188.3	-13.24	stop_loss
06-24 13:57	BTC	Buy	62820.1→61211.3	-13.25	stop_loss
06-24 11:04	BTC	Buy	62533.1→62414.9	-1.41	timeout
06-24 09:01	BTC	Buy	62460.1→62711.9	+1.54	timeout
06-24 06:59	BTC	Buy	62201.1→62747.9	+3.92	timeout
06-24 02:37	BTC	Buy	62712.1→62656.9	-0.92	timeout
06-24 00:35	BTC	Buy	62346.1→62864.9	+3.71	timeout
06-23 22:33	BTC	Buy	62310.1→62596.9	+1.86	timeout
06-23 20:32	BTC	Buy	62194.1→62448.9	+1.60	timeout
06-23 18:41	BTC	Buy	62936.1→62197.9	-6.32	timeout
06-23 08:24	BTC	Buy	63834.2→62197.8	-13.26	stop_loss
06-23 08:20	BTC	Buy	63954.2→62301.7	-13.37	stop_loss
06-23 06:21	BTC	Buy	64189.2→62543.6	-13.27	stop_loss
06-23 01:33	BTC	Buy	65057.3→64213.8	-6.91	timeout
06-22 23:29	BTC	Buy	64383.2→64024.8	-3.24	timeout
06-22 21:28	BTC	Buy	64070.2→64285.8	+1.23	timeout
06-22 19:21	BTC	Buy	64219.2→64411.8	+1.03	timeout
06-22 15:07	BTC	Buy	64053.2→64902.8	+6.14	timeout
06-22 13:03	BTC	Buy	63979.2→65042.7	+7.79	timeout
06-22 11:00	BTC	Buy	63721.2→64105.8	+2.52	timeout
06-22 08:58	BTC	Buy	63745.2→64124.8	+2.48	timeout
06-22 06:54	BTC	Buy	64156.2→63968.8	-1.92	timeout
06-22 00:26	BTC	Buy	63985.2→63619.8	-3.32	timeout
06-21 22:14	BTC	Buy	64250.2→63588.8	-5.59	timeout
06-21 20:11	BTC	Buy	64106.2→64139.8	-0.18	timeout
06-21 18:10	BTC	Buy	64177.2→63948.8	-2.19	timeout
06-21 15:36	BTC	Buy	64291.2→64158.8	-1.45	timeout
06-21 08:16	BTC	Buy	63933.2→64071.8	+0.60	timeout
06-21 05:39	BTC	Buy	63798.2→64334.8	+3.75	timeout
06-20 18:56	BTC	Buy	63713.2→63753.8	-0.13	timeout
06-20 16:48	BTC	Buy	63543.2→63950.8	+2.72	timeout
06-20 14:45	BTC	Buy	63377.2→63641.8	+1.60	timeout
06-20 12:44	BTC	Buy	63583.2→63588.8	-0.43	timeout
06-20 07:18	BTC	Buy	63024.2→63654.8	+4.55	timeout
06-20 05:15	BTC	Buy	62962.1→63796.8	+6.18	timeout
06-19 21:45	BTC	Buy	62403.1→63086.8	+5.00	timeout
06-19 19:40	BTC	Buy	62498.1→62951.9	+3.17	timeout
06-19 16:58	BTC	Buy	62396.1→62963.9	+4.11	timeout
06-19 14:39	BTC	Buy	62904.1→63353.8	+3.17	timeout
06-19 12:32	BTC	Buy	63013.2→62493.9	-4.52	timeout
06-19 08:21	BTC	Buy	63118.2→62624.9	-4.29	timeout
06-18 15:57	BTC	Buy	63975.2→62308.7	-13.42	stop_loss
06-18 15:57	BTC	Buy	63939.2→62293.7	-13.18	stop_loss
06-18 15:53	BTC	Buy	64104.2→62456.6	-13.21	stop_loss
06-18 08:18	BTC	Buy	64254.2→64564.8	+1.96	timeout
06-18 05:03	BTC	Buy	65397.3→63720.9	-13.28	stop_loss
06-18 02:00	BTC	Buy	65193.3→64532.8	-5.55	timeout
06-17 23:52	BTC	Buy	64837.2→64436.8	-3.55	timeout
06-17 21:54	BTC	Buy	64881.2→64231.8	-5.44	timeout
06-17 19:55	BTC	Buy	65280.3→64155.8	-9.07	timeout
06-17 17:56	BTC	Buy	65754.3→66002.7	+1.39	timeout
06-17 13:47	BTC	Buy	65802.3→65330.7	-4.05	timeout
06-17 11:44	BTC	Buy	65702.3→64777.8	-7.53	timeout
06-17 09:41	BTC	Buy	65676.3→64948.8	-6.01	timeout
06-17 07:31	BTC	Buy	65741.3→65508.7	-2.23	timeout
06-17 05:26	BTC	Buy	65760.3→65792.7	-0.22	timeout
06-17 01:23	BTC	Buy	66127.3→65524.7	-5.03	timeout
06-16 23:16	BTC	Buy	66537.3→65721.7	-6.62	timeout
06-16 21:11	BTC	Buy	66735.3→65857.7	-7.07	timeout
06-16 19:02	BTC	Buy	66378.3→65724.7	-5.41	timeout
06-16 16:41	BTC	Buy	65870.3→65808.7	-0.96	timeout
06-16 01:32	BTC	Buy	66822.3→66363.7	-3.88	timeout
06-15 22:56	BTC	Buy	65877.3→66189.7	+1.90	timeout
06-15 20:19	BTC	Buy	65666.3→66501.7	+5.88	timeout
06-15 18:16	BTC	Buy	65852.3→66828.7	+6.91	timeout
06-15 16:13	BTC	Buy	65714.3→67190.6	+10.78	timeout
06-15 09:22	BTC	Buy	64668.2→65695.7	+7.50	timeout
06-14 19:11	BTC	Buy	64221.2→63773.8	-3.97	timeout
06-14 17:07	BTC	Buy	64356.2→63906.8	-3.97	timeout
06-14 12:53	BTC	Buy	64530.2→64271.8	-2.45	timeout
06-14 10:36	BTC	Buy	64515.2→64613.8	+0.30	timeout
06-14 08:35	BTC	Buy	64230.2→64454.8	+1.29	timeout
06-14 06:31	BTC	Buy	64200.2→64313.8	+0.44	timeout
06-14 03:56	BTC	Buy	64297.2→64507.8	+1.20	timeout
06-13 23:49	BTC	Buy	63880.2→64384.8	+3.49	timeout
06-13 21:48	BTC	Buy	63767.2→64487.8	+5.19	timeout
06-13 19:32	BTC	Buy	63754.2→64143.8	+2.60	timeout
06-13 16:39	BTC	Buy	63587.2→64002.8	+2.83	timeout
06-13 13:53	BTC	Buy	63816.2→64065.8	+1.48	timeout
06-13 00:15	BTC	Buy	63596.2→63561.8	-0.77	timeout
06-12 22:13	BTC	Buy	63733.2→63484.8	-2.42	timeout
06-12 18:33	BTC	Buy	63029.2→63765.8	+5.39	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

43%

win rate

-498.30

total pnl ($)

-61.8 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	161	43%	-61.8	-498.30

Recent bounces (last 20 of 16)

time	sym	side	reason
06-26 15:57	BTC	Buy	stale_intent
06-26 08:34	BTC	Buy	trigger_already_opened
06-26 06:27	BTC	Buy	trigger_already_opened
06-26 02:50	BTC	Buy	below_min_notional_skip
06-25 15:34	BTC	Buy	below_min_notional_skip
06-25 15:30	BTC	Buy	trigger_already_opened
06-25 14:04	BTC	Buy	below_min_notional_skip
06-25 11:38	BTC	Buy	below_min_notional_skip
06-24 20:48	BTC	Buy	below_min_notional_skip
06-24 18:46	BTC	Buy	trigger_already_opened
06-24 16:49	BTC	Buy	below_min_notional_skip
06-24 15:00	BTC	Buy	stale_intent
06-24 15:00	BTC	Buy	stale_intent
06-24 12:56	BTC	Buy	stale_intent
06-24 12:56	BTC	Buy	stale_intent
06-24 10:47	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…