deribit_basis_zscore_mean_rev_long_v11 · strategy

143

closed trades

40%

win rate

-528.25

total pnl ($)

0.250

weight

7d window — n=40 wr=32% pnl=-212.03 · 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 22:53	BTC	Buy	60412→58920.6	-12.80	stop_loss
06-28 21:58	BTC	Buy	60177→59367	-7.20	timeout
06-28 20:50	BTC	Buy	60255→59629	-5.63	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-27 21:32	BTC	Buy	59888→60447	+4.28	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.45	timeout
06-27 19:17	BTC	Buy	59968→60548	+4.42	timeout
06-27 15:40	BTC	Buy	60422→60787	+2.58	timeout
06-26 18:55	BTC	Buy	59496→59587	+0.20	timeout
06-26 17:54	BTC	Buy	59565→59978	+2.93	timeout
06-26 16:45	BTC	Buy	59198→60032	+6.52	timeout
06-26 15:41	BTC	Buy	59227→60396	+9.37	timeout
06-26 14:40	BTC	Buy	59685→59568	-1.48	timeout
06-25 17:43	BTC	Buy	59339→59552	+1.40	timeout
06-25 13:59	BTC	Buy	59555→58088	-12.71	stop_loss
06-25 13:57	BTC	Buy	59762→58287.9	-12.73	stop_loss
06-25 13:54	BTC	Buy	60143→58539.8	-13.72	stop_loss
06-25 13:48	BTC	Buy	60984→59483.3	-12.72	stop_loss
06-24 17:47	BTC	Buy	60609→59117.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61180.1→59674.2	-12.74	stop_loss
06-24 14:17	BTC	Buy	62541.1→61003.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62672.1→61129.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62687.1→61142.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62704.1→61160.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62770.1→61220.3	-12.79	stop_loss
06-24 09:47	BTC	Buy	62360.1→62646.9	+1.77	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-24 06:43	BTC	Buy	62855.1→62787.9	-1.04	timeout
06-24 05:43	BTC	Buy	63370.2→62955.9	-3.78	timeout
06-23 06:21	BTC	Buy	64123.2→62543.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64151.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64189.2→62610.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64278.2→62695.5	-12.79	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.76	stop_loss
06-22 12:27	BTC	Buy	63984.2→64883.8	+6.43	timeout
06-22 11:01	BTC	Buy	64433.2→64099.8	-3.14	timeout
06-22 09:55	BTC	Buy	64164.2→64106.8	-0.98	timeout
06-22 08:50	BTC	Buy	63907.2→64136.8	+1.28	timeout
06-22 07:47	BTC	Buy	64199.2→64230.8	-0.23	timeout
06-21 07:55	BTC	Buy	63676.2→64147.8	+3.26	timeout
06-21 04:46	BTC	Buy	63530.2→64439.8	+6.72	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 01:59	BTC	Buy	63537.2→64234.8	+4.99	timeout
06-21 00:49	BTC	Buy	63526.2→64235.8	+5.09	timeout
06-20 07:42	BTC	Buy	62501.1→63718.8	+9.29	timeout
06-20 03:59	BTC	Buy	62755.1→63431.8	+4.96	timeout
06-20 02:53	BTC	Buy	62946.1→63327.8	+2.59	timeout
06-20 01:47	BTC	Buy	62907.1→63548.8	+4.64	timeout
06-20 00:40	BTC	Buy	63012.2→63513.8	+3.51	timeout
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.43	stop_loss
06-18 10:18	BTC	Buy	64930.2→63952.8	-8.09	timeout
06-18 09:15	BTC	Buy	64963.2→64350.8	-5.22	timeout
06-17 19:40	BTC	Buy	65614.3→64208.8	-11.19	timeout
06-17 19:40	BTC	Buy	65816.3→64196.7	-12.78	stop_loss
06-17 18:40	BTC	Buy	65820.3→65546.7	-2.62	timeout
06-17 08:39	BTC	Buy	66615.3→64972.2	-12.79	stop_loss
06-17 08:31	BTC	Buy	66731.3→65088.2	-12.75	stop_loss
06-16 20:23	BTC	Buy	66555.3→65787.7	-6.31	timeout
06-16 19:23	BTC	Buy	66531.3→65684.7	-6.90	timeout
06-16 18:02	BTC	Buy	66803.3→66150.7	-5.42	timeout
06-16 11:38	BTC	Buy	66196.3→66350.7	+0.63	timeout
06-16 08:08	BTC	Buy	65678.3→66332.7	+4.59	timeout
06-15 13:36	BTC	Buy	64245.2→66799.7	+19.45	timeout
06-15 13:18	BTC	Buy	63960.2→66769.7	+21.53	take_profit
06-15 12:31	BTC	Buy	64445.2→66243.7	+13.52	timeout
06-15 11:05	BTC	Buy	64453.2→65913.7	+10.88	timeout
06-15 07:01	BTC	Buy	64261.2→65702.7	+10.75	timeout
06-14 13:48	BTC	Buy	64046.2→64300.8	+1.54	timeout
06-14 12:44	BTC	Buy	63998.2→64322.8	+2.09	timeout
06-14 08:20	BTC	Buy	63811.2→64481.8	+4.78	timeout
06-14 04:48	BTC	Buy	63604.2→64337.8	+5.36	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 10:35	BTC	Buy	63722.2→63810.8	+0.16	timeout
06-12 20:58	BTC	Buy	63374.2→63433.8	-0.00	timeout
06-12 17:43	BTC	Buy	63316.2→63823.8	+3.54	timeout
06-12 15:24	BTC	Buy	62753.1→64242.8	+11.34	timeout
06-12 13:58	BTC	Buy	62964.1→63129.8	+0.80	timeout
06-12 10:05	BTC	Buy	62832.1→63665.8	+6.09	timeout
06-11 14:51	BTC	Buy	61920.1→62904.9	+7.40	timeout
06-11 09:38	BTC	Buy	61374.1→62891.9	+11.78	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:31	BTC	Buy	61046.1→62213.9	+9.02	timeout
06-10 15:28	BTC	Buy	61347.1→62314.9	+7.38	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-09 16:39	BTC	Buy	62300.1→60766.6	-12.77	stop_loss
06-09 14:46	BTC	Buy	62768.1→61216.3	-12.81	stop_loss
06-09 14:21	BTC	Buy	63163.2→61609.1	-12.75	stop_loss
06-09 13:27	BTC	Buy	63589.2→62316.9	-10.43	timeout
06-09 13:19	BTC	Buy	63857.2→62285.7	-12.73	stop_loss
06-09 12:25	BTC	Buy	62964.1→62714.9	-2.37	timeout
06-09 05:40	BTC	Buy	62482.1→63396.8	+6.85	timeout
06-08 22:49	BTC	Buy	63194.2→63268.8	+0.11	timeout
06-07 22:15	BTC	Buy	61332.1→64024.8	+21.51	take_profit
06-07 22:00	BTC	Buy	60682→61827.9	+9.01	timeout
06-07 17:41	BTC	Buy	60612→62208.9	+12.75	timeout
06-07 16:12	BTC	Buy	60748→61961.9	+9.43	timeout
06-07 15:06	BTC	Buy	60536→61661.9	+8.84	timeout

Paper vs Live

Paper (trades.jsonl)

143

closed

40%

win rate

-528.25

total pnl ($)

-73.5 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	143	40%	-73.5	-528.25

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:02	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…