deribit_basis_zscore_mean_rev_long_v1 · strategy

127

closed trades

34%

win rate

-655.04

total pnl ($)

0.250

weight

7d window — n=29 wr=24% pnl=-227.04 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:50	BTC	Buy	59520→58480.1	-9.20	timeout
06-30 12:57	BTC	Buy	59917→58442.8	-12.75	stop_loss
06-30 12:25	BTC	Buy	60213→58730.7	-12.74	stop_loss
06-30 12:24	BTC	Buy	60286→58803.6	-12.73	stop_loss
06-30 11:43	BTC	Buy	59731→59224	-4.67	timeout
06-29 23:46	BTC	Buy	60259→60239	-0.58	timeout
06-29 19:24	BTC	Buy	60112→60360	+1.39	timeout
06-29 17:13	BTC	Buy	59984→60386	+2.68	timeout
06-28 22:53	BTC	Buy	60371→58873.6	-12.86	stop_loss
06-28 16:53	BTC	Buy	60277→59617	-5.89	timeout
06-28 04:54	BTC	Buy	60038→60121	+0.23	timeout
06-28 02:52	BTC	Buy	59645→60121	+3.53	timeout
06-28 00:40	BTC	Buy	59171→60106	+7.57	timeout
06-27 22:37	BTC	Buy	59728→60163	+3.28	timeout
06-27 02:51	BTC	Buy	59713→60294	+4.39	timeout
06-26 13:19	BTC	Buy	59965→58479.8	-12.85	stop_loss
06-26 13:19	BTC	Buy	60118→58634.7	-12.80	stop_loss
06-26 02:13	BTC	Buy	60182→58689.7	-12.84	stop_loss
06-25 13:57	BTC	Buy	59754→58275.9	-12.75	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60800→59299.4	-12.75	stop_loss
06-25 13:48	BTC	Buy	60895→59396.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	60945→59446.3	-12.72	stop_loss
06-24 16:51	BTC	Buy	61276.1→59731.1	-13.04	stop_loss
06-24 15:30	BTC	Buy	62272.1→60740.6	-12.66	stop_loss
06-24 15:28	BTC	Buy	62311.1→60775.6	-12.69	stop_loss
06-24 15:28	BTC	Buy	62310.1→60775.6	-12.67	stop_loss
06-24 14:19	BTC	Buy	62495.1→60953.5	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-23 08:24	BTC	Buy	63723.2→62153.8	-12.71	stop_loss
06-23 08:17	BTC	Buy	63969.2→62393.7	-12.80	stop_loss
06-23 08:17	BTC	Buy	64038.2→62461.6	-12.80	stop_loss
06-23 08:15	BTC	Buy	64055.2→62478.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64133.2→62555.6	-12.78	stop_loss
06-22 09:25	BTC	Buy	63955.2→64108.8	+0.62	timeout
06-22 06:01	BTC	Buy	63843.2→64179.8	+2.16	timeout
06-22 03:59	BTC	Buy	64103.2→63943.8	-1.77	timeout
06-21 20:51	BTC	Buy	63385.2→63702.8	+2.04	timeout
06-21 16:08	BTC	Buy	63441.2→64159.8	+5.24	timeout
06-20 17:01	BTC	Buy	62528.1→63934.8	+10.74	timeout
06-20 14:34	BTC	Buy	62994.1→63397.8	+2.65	timeout
06-20 12:34	BTC	Buy	63013.2→63658.8	+4.61	timeout
06-20 08:22	BTC	Buy	63130.2→63516.8	+2.52	timeout
06-20 03:56	BTC	Buy	62428.1→63406.8	+7.42	timeout
06-18 15:53	BTC	Buy	64033.2→62458.6	-12.80	stop_loss
06-18 15:51	BTC	Buy	64099.2→62521.6	-12.79	stop_loss
06-18 15:40	BTC	Buy	64362.2→62779.5	-12.72	stop_loss
06-18 15:17	BTC	Buy	64923.2→63305.2	-12.89	stop_loss
06-17 19:44	BTC	Buy	65699.3→64076.7	-12.83	stop_loss
06-17 19:42	BTC	Buy	65703.3→64085.7	-12.79	stop_loss
06-17 19:41	BTC	Buy	65778.3→64158.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65795.3→64175.7	-12.78	stop_loss
06-17 08:49	BTC	Buy	66444.3→64803.3	-12.81	stop_loss
06-17 03:21	BTC	Buy	66669.3→65736.7	-7.49	timeout
06-16 20:08	BTC	Buy	65678.3→65593.7	-1.25	timeout
06-16 18:04	BTC	Buy	65828.3→66086.7	+1.40	timeout
06-16 16:01	BTC	Buy	65864.3→65884.7	-0.21	timeout
06-16 09:19	BTC	Buy	64703.2→66628.7	+14.43	timeout
06-15 13:25	BTC	Buy	64083.2→66896.7	+21.52	take_profit
06-14 23:52	BTC	Buy	63892.2→65700.7	+13.65	timeout
06-14 21:51	BTC	Buy	63726.2→65491.7	+13.34	timeout
06-14 19:48	BTC	Buy	63835.2→63724.8	-1.38	timeout
06-14 16:42	BTC	Buy	63598.2→64129.8	+3.67	timeout
06-14 13:45	BTC	Buy	63774.2→64357.8	+4.13	timeout
06-13 11:05	BTC	Buy	63411.2→63826.8	+2.68	timeout
06-13 08:58	BTC	Buy	63368.2→63793.8	+2.79	timeout
06-12 23:05	BTC	Buy	63165.2→63454.8	+1.77	timeout
06-12 20:51	BTC	Buy	62940.1→63411.8	+3.26	timeout
06-12 18:47	BTC	Buy	62824.1→63825.8	+7.50	timeout
06-11 20:16	BTC	Buy	61658.1→63494.8	+14.25	timeout
06-11 19:30	BTC	Buy	61191.1→63878.8	+21.33	take_profit
06-11 07:08	BTC	Buy	61846.1→62613.9	+5.53	timeout
06-11 05:01	BTC	Buy	61462.1→62566.9	+8.31	timeout
06-11 03:05	BTC	Buy	61402.1→62111.9	+5.23	timeout
06-09 15:56	BTC	Buy	62536.1→60998.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62591.1→61048.4	-12.80	stop_loss
06-09 14:35	BTC	Buy	62963.1→61414.2	-12.78	stop_loss
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.75	stop_loss
06-09 11:46	BTC	Buy	63272.2→62615.9	-5.55	timeout
06-09 03:45	BTC	Buy	62024.1→62737.9	+5.31	timeout
06-09 00:49	BTC	Buy	63959.2→62382.7	-12.77	stop_loss
06-08 19:14	BTC	Buy	62112.1→63469.8	+10.40	timeout
06-07 22:14	BTC	Buy	60922→63596.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60808→63477.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60757→63424.8	+21.52	take_profit
06-07 15:13	BTC	Buy	60889→61796.9	+6.98	timeout
06-07 05:18	BTC	Buy	59479→62108.9	+21.69	take_profit
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:15	BTC	Buy	61516.1→60003	-12.75	stop_loss
06-06 04:09	BTC	Buy	61842.1→60320.8	-12.76	stop_loss
06-05 18:52	BTC	Buy	60919→59421.3	-12.75	stop_loss
06-05 18:42	BTC	Buy	61416.1→59906	-12.75	stop_loss
06-05 14:26	BTC	Buy	61844.1→60321.8	-12.75	stop_loss
06-05 14:04	BTC	Buy	62026.1→60499.7	-12.75	stop_loss
06-05 13:57	BTC	Buy	62295.1→60760.6	-12.77	stop_loss
06-05 13:57	BTC	Buy	62410.1→60869.5	-12.79	stop_loss
06-05 13:56	BTC	Buy	62521.1→60976.4	-12.81	stop_loss
06-05 06:24	BTC	Buy	62704.1→61153.3	-12.80	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:16	BTC	Buy	63457.2→61896.9	-12.66	stop_loss

Paper vs Live

Paper (trades.jsonl)

127

closed

34%

win rate

-655.04

total pnl ($)

-102.6 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	127	34%	-102.6	-655.04

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 02:00	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…