deribit_basis_low_zscore_mean_reversion_long · strategy

closed trades

45%

win rate

-264.78

total pnl ($)

0.789

weight

7d window — n=23 wr=39% pnl=-77.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 17:14	BTC	Buy	59982→59617	-3.48	timeout
06-28 08:39	BTC	Buy	60235→60455	+1.38	timeout
06-28 02:27	BTC	Buy	60615→60058	-5.05	timeout
06-27 19:37	BTC	Buy	60390→60118	-2.68	timeout
06-27 01:01	BTC	Buy	59143→59984	+6.64	timeout
06-26 13:19	BTC	Buy	60309→58457.8	-15.81	stop_loss
06-26 12:31	BTC	Buy	59752→59669	-1.17	timeout
06-26 06:23	BTC	Buy	59552→59992	+3.25	timeout
06-25 13:48	BTC	Buy	61368.1→59482.3	-15.81	stop_loss
06-25 13:46	BTC	Buy	61652.1→59766.1	-15.72	stop_loss
06-25 12:15	BTC	Buy	61003.1→61178.9	+0.99	timeout
06-25 06:11	BTC	Buy	59563→61696.9	+17.48	timeout
06-24 14:19	BTC	Buy	62841.1→60888.5	-15.98	stop_loss
06-24 14:19	BTC	Buy	62840.1→60888.5	-15.97	stop_loss
06-24 06:20	BTC	Buy	62353.1→62765.9	+2.83	timeout
06-24 00:07	BTC	Buy	62428.1→62778.9	+2.36	timeout
06-23 17:51	BTC	Buy	63399.2→62462.9	-7.83	timeout
06-23 07:34	BTC	Buy	64412.2→62908.9	-12.13	timeout
06-23 01:16	BTC	Buy	65077.3→64194.8	-7.22	timeout
06-22 19:16	BTC	Buy	64224.2→64372.8	+0.68	timeout
06-22 13:12	BTC	Buy	63849.2→65117.7	+9.41	timeout
06-22 07:07	BTC	Buy	64144.2→64024.8	-1.39	timeout
06-22 01:08	BTC	Buy	64132.2→63908.8	-2.23	timeout
06-21 19:00	BTC	Buy	64269.2→64158.8	-1.29	timeout
06-21 12:42	BTC	Buy	64285.2→64005.8	-2.59	timeout
06-21 05:42	BTC	Buy	63827.2→64300.8	+3.26	timeout
06-20 13:27	BTC	Buy	63412.2→63268.8	-1.60	timeout
06-20 07:28	BTC	Buy	62963.1→63718.8	+5.55	timeout
06-20 01:26	BTC	Buy	62727.1→63373.8	+4.70	timeout
06-19 19:22	BTC	Buy	62757.1→62987.9	+1.38	timeout
06-19 14:00	BTC	Buy	63018.2→63150.8	+0.65	timeout
06-19 07:38	BTC	Buy	62828.1→62491.9	-3.10	timeout
06-19 02:26	BTC	Buy	63960.2→62989.9	-7.99	timeout
06-18 15:53	BTC	Buy	64399.2→62428.6	-15.65	stop_loss
06-18 13:53	BTC	Buy	64480.2→64043.8	-3.83	timeout
06-18 07:54	BTC	Buy	64118.2→64429.8	+1.97	timeout
06-18 01:48	BTC	Buy	65265.3→64526.8	-6.15	timeout
06-17 19:45	BTC	Buy	65489.3→64226.8	-10.09	timeout
06-17 13:29	BTC	Buy	65557.3→64887.8	-5.57	timeout
06-17 07:26	BTC	Buy	65671.3→65506.7	-1.68	timeout
06-17 01:08	BTC	Buy	66245.3→65760.7	-4.14	timeout
06-16 19:00	BTC	Buy	66420.3→65807.7	-5.10	timeout
06-16 04:58	BTC	Buy	67158.4→65801.7	-10.53	timeout
06-15 23:00	BTC	Buy	65891.3→66172.7	+1.66	timeout
06-15 16:01	BTC	Buy	65876.3→67165.6	+9.32	timeout
06-15 04:40	BTC	Buy	64135.2→65651.7	+11.36	timeout
06-14 20:40	BTC	Buy	64454.2→64000.8	-3.98	timeout
06-14 14:31	BTC	Buy	64521.2→64113.8	-3.61	timeout
06-14 08:28	BTC	Buy	64232.2→64452.8	+1.26	timeout
06-14 02:17	BTC	Buy	64169.2→64583.8	+2.79	timeout
06-13 20:11	BTC	Buy	63789.2→64266.8	+3.29	timeout
06-13 09:13	BTC	Buy	63608.2→63782.8	+0.87	timeout
06-13 00:10	BTC	Buy	63668.2→63563.8	-1.33	timeout
06-12 17:45	BTC	Buy	63374.2→63797.8	+2.88	timeout
06-12 11:42	BTC	Buy	63648.2→63745.8	+0.28	timeout
06-12 05:43	BTC	Buy	63303.2→63367.8	+0.03	timeout
06-11 03:59	BTC	Buy	62598.1→62701.9	+0.31	timeout
06-10 20:17	BTC	Buy	61681.1→61772.9	+0.26	timeout
06-10 03:08	BTC	Buy	61567.1→62016.9	+3.26	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63750.2→62721.9	-8.51	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.19	timeout
06-08 14:00	BTC	Buy	63226.2→63722.8	+3.46	timeout
06-08 08:01	BTC	Buy	61268.1→63166.8	+15.04	timeout
06-08 01:57	BTC	Buy	61761.1→63209.8	+11.25	timeout
06-07 19:48	BTC	Buy	62223.1→61211.9	-8.55	timeout
06-07 13:48	BTC	Buy	61485.1→61705.9	+1.34	timeout
06-07 07:41	BTC	Buy	60548→62194.9	+13.17	timeout
06-07 01:33	BTC	Buy	60712→61492.9	+5.95	timeout
06-06 04:34	BTC	Buy	61415.1→59536.2	-15.75	stop_loss
06-06 03:22	BTC	Buy	60685→60820	+0.66	timeout
06-05 13:59	BTC	Buy	62616.1→60700.6	-15.75	stop_loss
06-05 13:57	BTC	Buy	62751.1→60827.5	-15.78	stop_loss
06-05 06:19	BTC	Buy	63730.2→61781	-15.72	stop_loss
06-05 03:49	BTC	Buy	63753.2→62757.9	-8.23	timeout
06-04 21:41	BTC	Buy	62806.1→63148.8	+2.29	timeout
06-04 10:29	BTC	Buy	64407.2→62436.6	-15.72	stop_loss
06-04 00:39	BTC	Buy	64997.2→63009.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66858.3→64810.3	-15.78	stop_loss
06-03 16:38	BTC	Buy	66353.3→65825.7	-4.46	timeout
06-03 11:27	BTC	Buy	66357.3→67290.6	+6.51	timeout
06-03 03:58	BTC	Buy	67280.4→65773.7	-11.65	timeout
06-02 14:23	BTC	Buy	70035.5→67892.6	-15.76	stop_loss
06-02 13:36	BTC	Buy	70964.5→68761.2	-16.00	stop_loss
06-02 08:10	BTC	Buy	71537.6→69968.5	-11.48	timeout
06-02 00:39	BTC	Buy	72307.6→71155.4	-8.49	timeout
05-31 23:15	BTC	Buy	73887.7→73929.3	-0.15	timeout
05-31 07:46	BTC	Buy	74029.7→73860.3	-1.67	timeout
05-30 02:52	BTC	Buy	72959.6→73709.3	+4.67	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 02:40	BTC	Buy	72875.6→73430.3	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-264.78

total pnl ($)

-57.4 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	92	45%	-57.4	-264.78

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 22:15	BTC	Buy	circuit_breaker
06-28 22:14	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…