deribit_basis_zscore_extreme_mean_rev_long_v2 · strategy

138

closed trades

45%

win rate

-410.24

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-190.04 · 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 08:05	BTC	Buy	60178→60013	-1.81	timeout
06-28 22:53	BTC	Buy	60373→58877.6	-12.84	stop_loss
06-28 20:54	BTC	Buy	60255→59629	-5.62	timeout
06-28 19:52	BTC	Buy	60163→59339	-7.28	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:22	BTC	Buy	60367→60108	-2.58	timeout
06-27 20:49	BTC	Buy	59662→60262	+4.64	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:39	BTC	Buy	59431→60288	+6.76	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.26	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.71	timeout
06-26 14:20	BTC	Buy	59406→59991	+4.42	timeout
06-26 02:13	BTC	Buy	60113→58626.7	-12.80	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60162→58682.7	-12.67	stop_loss
06-25 13:46	BTC	Buy	61134.1→59621.2	-12.77	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61349.1→59837.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 11:31	BTC	Buy	62534.1→62411.9	-1.44	timeout
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.96	timeout
06-23 06:22	BTC	Buy	64106.2→62529.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64124.2→62530.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64260.2→62677.5	-12.79	stop_loss
06-22 21:27	BTC	Buy	63680.2→64286.8	+4.31	timeout
06-22 07:24	BTC	Buy	64196.2→64209.8	-0.37	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 05:06	BTC	Buy	64231.2→64093.8	-1.54	timeout
06-22 03:37	BTC	Buy	64289.2→64172.8	-1.43	timeout
06-21 20:14	BTC	Buy	63952.2→64106.8	+0.76	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:34	BTC	Buy	62999.1→63734.8	+5.35	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 15:52	BTC	Buy	62544.1→63200.8	+4.65	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.69	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64268.2→62677.5	-12.55	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 11:29	BTC	Buy	64715.2→64021.8	-5.87	timeout
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 05:04	BTC	Buy	65277.3→63671	-12.77	stop_loss
06-17 19:50	BTC	Buy	65654.3→64031.8	-12.80	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 14:14	BTC	Buy	66032.3→65286.7	-6.10	timeout
06-17 08:44	BTC	Buy	66515.3→64876.3	-12.80	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-16 20:20	BTC	Buy	66514.3→65787.7	-6.00	timeout
06-16 18:04	BTC	Buy	66773.3→66158.7	-5.13	timeout
06-16 12:57	BTC	Buy	66556.3→66413.7	-1.60	timeout
06-16 11:03	BTC	Buy	65888.3→66553.7	+4.52	timeout
06-16 08:09	BTC	Buy	65703.3→66355.7	+4.54	timeout
06-15 13:27	BTC	Buy	64312.2→66825.7	+19.11	timeout
06-15 13:26	BTC	Buy	64114.2→66932.7	+21.55	take_profit
06-15 12:22	BTC	Buy	64477.2→66213.7	+13.03	timeout
06-15 09:36	BTC	Buy	64442.2→65539.7	+8.07	timeout
06-15 07:00	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-14 10:36	BTC	Buy	63817.2→64627.8	+5.87	timeout
06-14 08:49	BTC	Buy	63842.2→64449.8	+4.27	timeout
06-14 07:48	BTC	Buy	63815.2→64394.8	+4.08	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 09:26	BTC	Buy	63673.2→63783.8	+0.33	timeout
06-13 08:24	BTC	Buy	63499.2→63735.8	+1.31	timeout
06-13 07:24	BTC	Buy	63017.2→63704.8	+5.00	timeout
06-12 17:40	BTC	Buy	63213.2→63764.8	+3.90	timeout
06-12 15:18	BTC	Buy	62611.1→64279.8	+12.79	timeout
06-12 09:02	BTC	Buy	62908.1→63465.8	+3.91	timeout
06-12 07:50	BTC	Buy	62692.1→62988.9	+1.88	timeout
06-12 06:44	BTC	Buy	62911.1→62890.9	-0.66	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 14:48	BTC	Buy	61927.1→62876.9	+7.12	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:47	BTC	Buy	61334.1→62063.9	+5.43	timeout
06-10 15:44	BTC	Buy	61333.1→62372.9	+7.97	timeout
06-10 14:43	BTC	Buy	61334.1→62019.9	+5.11	timeout
06-09 16:19	BTC	Buy	62397.1→60857.5	-12.80	stop_loss
06-09 15:56	BTC	Buy	62549.1→61010.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62559.1→61020.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62819.1→61274.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 13:32	BTC	Buy	63347.2→62470.9	-7.34	timeout

Paper vs Live

Paper (trades.jsonl)

138

closed

45%

win rate

-410.24

total pnl ($)

-59.3 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	138	45%	-59.3	-410.24

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:47	BTC	Buy	circuit_breaker
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…