deribit_basis_z_mean_reversion_long_v2 · strategy

133

closed trades

44%

win rate

-378.85

total pnl ($)

0.404

weight

7d window — n=31 wr=32% pnl=-135.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 18:48	BTC	Buy	60511→59533	-8.51	timeout
06-28 09:06	BTC	Buy	60462→60331	-1.52	timeout
06-27 19:39	BTC	Buy	59881→60123	+1.62	timeout
06-27 03:38	BTC	Buy	59301→60303	+8.00	timeout
06-26 20:57	BTC	Buy	59370→59698	+2.23	timeout
06-26 18:56	BTC	Buy	59490→59600	+0.36	timeout
06-26 16:55	BTC	Buy	59280→60074	+6.14	timeout
06-26 14:51	BTC	Buy	59689→59721	-0.23	timeout
06-26 02:16	BTC	Buy	60018→58538.8	-12.77	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60421→58934.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60795→59298.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60907→59408.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60895→59396.3	-12.70	stop_loss
06-24 16:51	BTC	Buy	61292.1→59743.1	-13.07	stop_loss
06-24 14:08	BTC	Buy	62490.1→61366.9	-9.43	timeout
06-24 13:57	BTC	Buy	62744.1→61199.3	-12.76	stop_loss
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 09:45	BTC	Buy	62326.1→62612.9	+1.77	timeout
06-24 07:44	BTC	Buy	62903.1→62638.9	-2.57	timeout
06-24 05:47	BTC	Buy	63341.2→62905.9	-3.95	timeout
06-23 08:17	BTC	Buy	63985.2→62404.7	-12.81	stop_loss
06-23 06:48	BTC	Buy	63986.2→62915.9	-8.84	timeout
06-23 06:08	BTC	Buy	64666.2→63068.3	-12.82	stop_loss
06-23 04:45	BTC	Buy	63944.2→63797.8	-1.61	timeout
06-22 22:27	BTC	Buy	63720.2→64081.8	+2.38	timeout
06-22 18:28	BTC	Buy	64014.2→64553.8	+3.70	timeout
06-22 16:26	BTC	Buy	64190.2→64638.8	+3.04	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 17:46	BTC	Buy	63792.2→64143.8	+2.38	timeout
06-21 14:50	BTC	Buy	63848.2→64032.8	+1.06	timeout
06-21 05:54	BTC	Buy	63675.2→64204.8	+3.71	timeout
06-20 00:31	BTC	Buy	62971.1→63556.8	+4.17	timeout
06-19 22:31	BTC	Buy	62772.1→63242.8	+3.25	timeout
06-19 20:27	BTC	Buy	63110.2→63043.8	-1.01	timeout
06-19 18:27	BTC	Buy	62949.1→63087.8	+0.64	timeout
06-19 16:24	BTC	Buy	62704.1→63262.8	+3.99	timeout
06-18 15:55	BTC	Buy	63973.2→62396.7	-12.69	stop_loss
06-18 15:52	BTC	Buy	64067.2→62491.6	-12.49	stop_loss
06-18 15:51	BTC	Buy	64099.2→62519.6	-12.72	stop_loss
06-18 15:40	BTC	Buy	64323.2→62741.5	-12.72	stop_loss
06-18 15:37	BTC	Buy	64579.2→62988.3	-12.74	stop_loss
06-18 11:46	BTC	Buy	64812.2→64003.8	-6.76	timeout
06-18 09:48	BTC	Buy	64956.2→64223.8	-6.16	timeout
06-17 22:03	BTC	Buy	65488.3→63852.9	-12.92	stop_loss
06-17 19:42	BTC	Buy	65712.3→64093.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	66021.3→64396.6	-12.76	stop_loss
06-17 17:18	BTC	Buy	65803.3→65873.7	+0.02	timeout
06-17 08:44	BTC	Buy	66507.3→64871.3	-12.76	stop_loss
06-17 08:31	BTC	Buy	66789.3→65144.2	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 21:23	BTC	Buy	66511.3→65711.7	-6.55	timeout
06-16 15:21	BTC	Buy	66669.3→65739.7	-7.50	timeout
06-16 11:02	BTC	Buy	65931.3→66532.7	+4.06	timeout
06-16 08:07	BTC	Buy	65707.3→66340.7	+4.41	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 15:52	BTC	Buy	64384.2→67210.6	+21.51	take_profit
06-15 11:47	BTC	Buy	64578.2→66173.7	+11.91	timeout
06-15 09:38	BTC	Buy	64441.2→65540.7	+8.10	timeout
06-15 05:25	BTC	Buy	64314.2→65796.7	+11.06	timeout
06-15 03:24	BTC	Buy	64516.2→65666.7	+8.43	timeout
06-14 12:38	BTC	Buy	63992.2→64311.8	+2.06	timeout
06-14 10:19	BTC	Buy	63759.2→64524.8	+5.51	timeout
06-14 08:06	BTC	Buy	63766.2→64382.8	+4.32	timeout
06-14 04:41	BTC	Buy	63592.2→64402.8	+5.97	timeout
06-14 01:51	BTC	Buy	63774.2→64608.8	+6.12	timeout
06-13 11:29	BTC	Buy	63828.2→63950.8	+0.42	timeout
06-13 09:28	BTC	Buy	63746.2→63787.8	-0.22	timeout
06-13 05:19	BTC	Buy	63499.2→63532.8	-0.17	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 13:43	BTC	Buy	62790.1→63069.8	+1.70	timeout
06-12 11:05	BTC	Buy	63164.2→63788.8	+4.42	timeout
06-12 09:02	BTC	Buy	62918.1→63476.8	+3.92	timeout
06-12 00:31	BTC	Buy	61848.1→63557.8	+13.26	timeout
06-11 19:30	BTC	Buy	61108.1→63796.8	+21.44	take_profit
06-11 12:40	BTC	Buy	61631.1→62736.9	+8.41	timeout
06-11 10:39	BTC	Buy	61276.1→62866.9	+12.38	timeout
06-11 08:22	BTC	Buy	61577.1→62801.9	+9.35	timeout
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 15:25	BTC	Buy	61430.1→62287.9	+6.48	timeout
06-09 16:19	BTC	Buy	62383.1→60845.5	-12.79	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63388.2→61828	-12.76	stop_loss
06-09 14:11	BTC	Buy	63552.2→61985.9	-12.78	stop_loss
06-09 01:18	BTC	Buy	63079.2→62686.9	-3.56	timeout
06-08 23:16	BTC	Buy	62920.1→63481.8	+3.99	timeout
06-08 21:34	BTC	Buy	61717.1→63657.8	+15.24	timeout
06-08 17:20	BTC	Buy	62266.1→63450.8	+8.97	timeout
06-08 15:16	BTC	Buy	61878.1→64053.8	+17.08	timeout
06-07 22:15	BTC	Buy	61351.1→64046.8	+21.52	take_profit
06-07 22:11	BTC	Buy	60612→61932.9	+10.46	timeout
06-07 20:04	BTC	Buy	60529→61465.9	+7.32	timeout
06-07 18:07	BTC	Buy	60478→62193.9	+13.78	timeout
06-07 15:57	BTC	Buy	60758→62028.9	+9.90	timeout
06-07 13:55	BTC	Buy	60752→61726.9	+7.55	timeout
06-06 18:58	BTC	Buy	59484→60639	+9.31	timeout
06-06 04:15	BTC	Buy	61473.1→59960	-12.76	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

133

closed

44%

win rate

-378.85

total pnl ($)

-56.6 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	133	44%	-56.6	-378.85

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…