deribit_basis_annualized_zscore_mean_reversion · strategy

101

closed trades

37%

win rate

-430.18

total pnl ($)

0.685

weight

7d window — n=21 wr=33% pnl=-91.44 · 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 07:32	BTC	Buy	60092→60063	-0.70	timeout
06-29 06:20	BTC	Buy	59891→60232	+2.37	timeout
06-29 05:12	BTC	Buy	59985→59403	-5.31	timeout
06-28 05:18	BTC	Buy	60234→59976	-2.60	timeout
06-28 04:14	BTC	Buy	60383→60168	-2.24	timeout
06-27 17:32	BTC	Buy	60126→60529	+2.90	timeout
06-27 02:51	BTC	Buy	58590.9→60307	+14.20	timeout
06-27 01:45	BTC	Buy	59262→59932	+5.19	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-24 16:47	BTC	Buy	61474.1→59957	-12.77	stop_loss
06-24 14:19	BTC	Buy	62417.1→60880.5	-12.75	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 06:21	BTC	Buy	64216.2→62635.5	-12.61	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.80	stop_loss
06-22 09:33	BTC	Buy	64064.2→64130.8	-0.08	timeout
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-21 03:38	BTC	Buy	63406.2→64354.8	+7.02	timeout
06-21 01:53	BTC	Buy	63547.2→64255.8	+5.14	timeout
06-21 00:49	BTC	Buy	63540.2→64236.8	+5.03	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:27	BTC	Buy	62923.1→63145.8	+1.27	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64133.2→62555.6	-12.69	stop_loss
06-18 15:15	BTC	Buy	65074.3→63474.1	-12.45	stop_loss
06-18 08:46	BTC	Buy	64938.2→64435.8	-4.42	timeout
06-17 19:29	BTC	Buy	66046.3→64414.6	-12.80	stop_loss
06-17 16:41	BTC	Buy	65802.3→65928.7	+0.41	timeout
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-17 00:16	BTC	Buy	66375.3→65727.7	-5.39	timeout
06-16 15:17	BTC	Buy	66570.3→65815.7	-6.20	timeout
06-16 05:44	BTC	Buy	65709.3→66055.7	+2.26	timeout
06-15 21:32	BTC	Buy	64719.2→66355.7	+12.14	timeout
06-15 13:06	BTC	Buy	63810.2→66612.7	+21.52	take_profit
06-14 12:50	BTC	Buy	64066.2→64303.8	+1.40	timeout
06-14 10:37	BTC	Buy	63823.2→64611.8	+5.72	timeout
06-14 08:06	BTC	Buy	63756.2→64377.8	+4.39	timeout
06-13 11:43	BTC	Buy	63746.2→63874.8	+0.47	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.03	timeout
06-12 10:35	BTC	Buy	62874.1→63710.8	+6.12	timeout
06-12 09:23	BTC	Buy	62776.1→63631.8	+6.28	timeout
06-12 07:05	BTC	Buy	62632.1→63069.8	+3.00	timeout
06-10 17:33	BTC	Buy	61790.1→61796.9	-0.44	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:47	BTC	Buy	62715.1→61171.3	-12.76	stop_loss
06-09 13:36	BTC	Buy	63748.2→62176.8	-12.76	stop_loss
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.78	timeout
06-09 09:59	BTC	Buy	63474.2→62685.9	-6.63	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout
06-08 07:25	BTC	Buy	62201.1→63148.8	+7.13	timeout
06-08 05:27	BTC	Buy	61823.1→62609.9	+5.91	timeout
06-07 16:16	BTC	Buy	60771→62161.9	+10.85	timeout
06-07 07:07	BTC	Buy	60813→62183.9	+10.86	timeout
06-07 04:47	BTC	Buy	59894→61720.9	+14.82	timeout
06-06 04:34	BTC	Buy	60998→59497.3	-12.75	stop_loss
06-06 04:15	BTC	Buy	61499.1→59986	-12.76	stop_loss
06-06 04:13	BTC	Buy	61602.1→60086.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60776→59280.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60784→59289.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 16:11	BTC	Buy	61366.1→59836.1	-12.90	stop_loss
06-05 14:26	BTC	Buy	61842.1→60318.8	-12.76	stop_loss
06-05 14:26	BTC	Buy	61874.1→60349.8	-12.76	stop_loss
06-05 11:33	BTC	Buy	62504.1→62274.9	-2.32	timeout
06-05 06:17	BTC	Buy	63415.2→61855	-12.75	stop_loss
06-05 06:01	BTC	Buy	63670.2→62100.8	-12.73	stop_loss
06-05 02:43	BTC	Buy	63367.2→62560.9	-6.77	timeout
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:22	BTC	Buy	64593.2→63004.3	-12.75	stop_loss
06-04 01:21	BTC	Buy	64300.2→62718.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-04 00:25	BTC	Buy	65498.3→63886.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67183.4→65529.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67326.4→65668.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67106.4→65456	-12.75	stop_loss
06-03 03:43	BTC	Buy	67538.4→65868.8	-12.82	stop_loss
06-03 03:33	BTC	Buy	67675.4→66010.7	-12.75	stop_loss
06-02 12:19	BTC	Buy	70924.5→69179.9	-12.82	stop_loss
06-02 12:17	BTC	Buy	70956.5→69211.9	-12.79	stop_loss
06-02 12:06	BTC	Buy	71005.6→69249.9	-12.87	stop_loss
06-01 15:32	BTC	Buy	73427.7→71299.8	-15.03	stop_loss
06-01 15:32	BTC	Buy	73621.7→71299.8	-16.35	stop_loss
06-01 15:32	BTC	Buy	73620.7→71299.8	-16.36	stop_loss
05-31 19:18	BTC	Buy	74009.7→73580.3	-3.42	timeout
05-30 12:19	BTC	Buy	73353.7→73605.3	+1.22	timeout
05-30 11:08	BTC	Buy	73626.7→73600.3	-0.69	timeout
05-30 09:53	BTC	Buy	73703.7→73575.3	-1.35	timeout
05-30 08:40	BTC	Buy	73780.7→73496.3	-2.42	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

37%

win rate

-430.18

total pnl ($)

-84.9 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	101	37%	-84.9	-430.18

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 12:15	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…