deribit_basis_neg_zscore_mean_rev_chop_long · strategy

closed trades

45%

win rate

-121.86

total pnl ($)

0.611

weight

7d window — n=26 wr=38% pnl=-102.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:53	BTC	Buy	59583→60362	+6.04	timeout
06-27 03:22	BTC	Buy	58858.9→60241	+11.29	timeout
06-26 18:57	BTC	Buy	59495→59533	-0.25	timeout
06-25 13:59	BTC	Buy	59539→58068	-12.73	stop_loss
06-25 13:48	BTC	Buy	60775→59276.4	-12.74	stop_loss
06-25 13:48	BTC	Buy	60891→59391.3	-12.76	stop_loss
06-25 13:42	BTC	Buy	61721.1→60198.9	-12.76	stop_loss
06-24 15:33	BTC	Buy	62185.1→60655.6	-12.68	stop_loss
06-24 14:13	BTC	Buy	62648.1→61106.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62746.1→61200.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	62979.1→61430.2	-12.74	stop_loss
06-24 12:29	BTC	Buy	62363.1→62774.9	+2.85	timeout
06-24 06:57	BTC	Buy	62914.1→62748.9	-1.81	timeout
06-23 06:22	BTC	Buy	64100.2→62520.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64156.2→62570.6	-12.83	stop_loss
06-23 06:20	BTC	Buy	64464.2→62876.4	-12.78	stop_loss
06-23 03:56	BTC	Buy	63907.2→64005.8	+0.32	timeout
06-22 21:43	BTC	Buy	63864.2→64179.8	+2.01	timeout
06-22 15:39	BTC	Buy	64239.2→65006.7	+5.55	timeout
06-22 09:29	BTC	Buy	64036.2→64064.8	-0.30	timeout
06-22 03:27	BTC	Buy	64407.2→64267.8	-1.61	timeout
06-21 21:22	BTC	Buy	63914.2→63660.8	-2.43	timeout
06-21 12:46	BTC	Buy	63595.2→64023.8	+2.98	timeout
06-21 06:48	BTC	Buy	63721.2→64268.8	+3.85	timeout
06-21 00:44	BTC	Buy	63583.2→64283.8	+5.01	timeout
06-20 18:15	BTC	Buy	63141.2→63800.8	+4.77	timeout
06-20 11:42	BTC	Buy	62629.1→63687.8	+7.96	timeout
06-20 05:34	BTC	Buy	62564.1→63629.8	+8.07	timeout
06-19 23:28	BTC	Buy	62823.1→63267.8	+3.06	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:40	BTC	Buy	64236.2→62656.5	-12.74	stop_loss
06-18 15:37	BTC	Buy	64445.2→62840.4	-12.88	stop_loss
06-18 15:36	BTC	Buy	64635.2→63045.3	-12.72	stop_loss
06-18 13:13	BTC	Buy	65071.3→64366.8	-5.88	timeout
06-17 19:50	BTC	Buy	65654.3→64034.8	-12.80	stop_loss
06-17 19:41	BTC	Buy	65747.3→64127.7	-12.80	stop_loss
06-17 19:03	BTC	Buy	65693.3→65456.7	-2.34	timeout
06-17 08:51	BTC	Buy	66432.3→64796.3	-12.77	stop_loss
06-17 07:01	BTC	Buy	66393.3→65562.7	-6.73	timeout
06-17 00:26	BTC	Buy	66255.3→65708.7	-4.66	timeout
06-16 18:03	BTC	Buy	66840.3→66185.7	-5.43	timeout
06-16 11:57	BTC	Buy	66224.3→66419.7	+0.94	timeout
06-16 05:53	BTC	Buy	65802.3→66090.7	+1.79	timeout
06-15 21:45	BTC	Buy	65284.3→66401.7	+8.05	timeout
06-15 13:21	BTC	Buy	64042.2→66853.7	+21.52	take_profit
06-15 09:35	BTC	Buy	64435.2→65543.7	+8.17	timeout
06-15 03:32	BTC	Buy	64501.2→65694.7	+8.77	timeout
06-14 20:04	BTC	Buy	64253.2→63803.8	-3.99	timeout
06-14 13:34	BTC	Buy	64176.2→64218.8	-0.12	timeout
06-14 05:11	BTC	Buy	63553.2→64342.8	+5.79	timeout
06-13 23:49	BTC	Buy	63515.2→64380.8	+6.35	timeout
06-13 17:41	BTC	Buy	63815.2→64087.8	+1.67	timeout
06-13 11:13	BTC	Buy	63809.2→63897.8	+0.15	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-121.86

total pnl ($)

-45.7 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	53	45%	-45.7	-121.86

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 10:31	BTC	Buy	trigger_already_opened

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…