deribit_basis_annualized_zscore_mean_reversion_long_v5 · strategy

106

closed trades

35%

win rate

-425.09

total pnl ($)

0.731

weight

7d window — n=22 wr=36% pnl=-74.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 08:27	BTC	Buy	59809→59352	-4.23	timeout
06-30 07:08	BTC	Buy	60025→59531	-4.55	timeout
06-30 01:13	BTC	Buy	59436→59783	+2.53	timeout
06-29 07:49	BTC	Buy	60213→60043	-1.87	timeout
06-28 21:59	BTC	Buy	60177→59407	-6.86	timeout
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 07:23	BTC	Buy	60405→60115	-2.83	timeout
06-27 20:52	BTC	Buy	59757→60258	+3.80	timeout
06-27 19:43	BTC	Buy	59921→60154	+1.54	timeout
06-26 19:48	BTC	Buy	59164→59861	+5.34	timeout
06-26 16:49	BTC	Buy	59245→60136	+6.98	timeout
06-26 15:18	BTC	Buy	58941.9→59900	+7.58	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-24 17:19	BTC	Buy	61014.1→59512.3	-12.74	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 16:06	BTC	Buy	61675.1→60151.9	-12.78	stop_loss
06-24 13:46	BTC	Buy	62855.1→61307.3	-12.76	stop_loss
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64360.2→62777.5	-12.77	stop_loss
06-22 06:11	BTC	Buy	64179.2→64215.8	-0.18	timeout
06-22 04:38	BTC	Buy	64492.2→63986.8	-4.39	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 04:59	BTC	Buy	63554.2→64247.8	+5.01	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:55	BTC	Buy	63979.2→62396.7	-12.76	stop_loss
06-18 15:53	BTC	Buy	64061.2→62483.6	-12.68	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 11:25	BTC	Buy	64684.2→63886.8	-6.69	timeout
06-18 09:18	BTC	Buy	64936.2→64422.8	-4.44	timeout
06-17 18:36	BTC	Buy	65842.3→65445.7	-3.56	timeout
06-17 08:39	BTC	Buy	66618.3→64980.2	-12.75	stop_loss
06-17 06:57	BTC	Buy	66418.3→65576.7	-6.81	timeout
06-16 18:01	BTC	Buy	66823.3→65942.7	-7.11	timeout
06-16 12:02	BTC	Buy	66170.3→66408.7	+1.26	timeout
06-16 05:49	BTC	Buy	65760.3→66034.7	+1.69	timeout
06-15 12:30	BTC	Buy	64447.2→66257.7	+13.61	timeout
06-15 11:04	BTC	Buy	64444.2→65885.7	+10.73	timeout
06-15 02:58	BTC	Buy	64474.2→65424.7	+6.88	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.48	timeout
06-14 07:59	BTC	Buy	63808.2→64404.8	+4.13	timeout
06-14 01:50	BTC	Buy	63778.2→64611.8	+6.12	timeout
06-13 08:25	BTC	Buy	63467.2→63733.8	+1.55	timeout
06-13 07:24	BTC	Buy	63015.2→63713.8	+5.08	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 07:51	BTC	Buy	62676.1→62988.9	+2.00	timeout
06-12 06:45	BTC	Buy	62876.1→62933.9	-0.04	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:12	BTC	Buy	61088.1→62410.9	+10.32	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout
06-09 15:55	BTC	Buy	62608.1→61066.4	-12.77	stop_loss
06-09 14:44	BTC	Buy	62814.1→61268.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 12:30	BTC	Buy	63164.2→62600.9	-4.86	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.38	timeout
06-08 21:30	BTC	Buy	61810.1→63638.8	+14.31	timeout
06-08 05:30	BTC	Buy	61720.1→62663.9	+7.19	timeout
06-07 21:04	BTC	Buy	60708→61756.9	+8.21	timeout
06-07 12:31	BTC	Buy	60632→61896.9	+9.97	timeout
06-07 04:32	BTC	Buy	59697→61541.9	+15.01	timeout
06-06 20:11	BTC	Buy	60701→60512	-1.94	timeout
06-06 04:14	BTC	Buy	61594.1→60064.9	-12.87	stop_loss
06-06 04:11	BTC	Buy	61770.1→60248.8	-12.77	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62767.1→61213.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 01:47	BTC	Buy	62634.1→63326.8	+5.10	timeout
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 01:21	BTC	Buy	64310.2→62728.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65445.3→63834.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 16:25	BTC	Buy	67239.4→65582.9	-12.79	stop_loss
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67312.4→65656.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66241.5	-13.14	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 06:47	BTC	Buy	71840.6→70072.4	-12.86	stop_loss
06-01 22:25	BTC	Buy	73505.7→71201.8	-16.25	stop_loss
06-01 22:25	BTC	Buy	73944.7→71201.8	-19.14	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout
05-31 18:57	BTC	Buy	74005.7→73583.3	-3.36	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

35%

win rate

-425.09

total pnl ($)

-79.8 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	106	35%	-79.8	-425.09

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…