deribit_basis_zscore_mean_rev_long_v13 · strategy

149

closed trades

41%

win rate

-509.17

total pnl ($)

0.250

weight

7d window — n=36 wr=31% pnl=-192.63 · 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 22:53	BTC	Buy	60376→58876.6	-12.88	stop_loss
06-28 20:46	BTC	Buy	60252→59619	-5.69	timeout
06-28 11:12	BTC	Buy	60370→60092	-2.80	timeout
06-28 09:51	BTC	Buy	60377→60254	-1.50	timeout
06-28 08:37	BTC	Buy	60370→60231	-1.60	timeout
06-28 07:23	BTC	Buy	60401→60113	-2.81	timeout
06-27 19:41	BTC	Buy	59904→60139	+1.56	timeout
06-27 06:18	BTC	Buy	59732→60127	+2.81	timeout
06-27 02:36	BTC	Buy	58839.9→60254	+11.57	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60064	+5.90	timeout
06-26 15:18	BTC	Buy	58995.9→59884	+6.99	timeout
06-26 02:13	BTC	Buy	60182→58701.7	-12.73	stop_loss
06-25 18:00	BTC	Buy	59423→59642	+1.42	timeout
06-25 13:59	BTC	Buy	59499→58036.1	-12.65	stop_loss
06-25 13:54	BTC	Buy	60060→58582.8	-12.66	stop_loss
06-25 13:51	BTC	Buy	60670→59177.4	-12.67	stop_loss
06-25 13:48	BTC	Buy	60909→59411.3	-12.67	stop_loss
06-24 17:47	BTC	Buy	60624→59132.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60726→59232.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61344.1→59833.1	-12.74	stop_loss
06-24 15:46	BTC	Buy	61870.1→60345.8	-12.75	stop_loss
06-24 13:45	BTC	Buy	62886.1→61337.2	-12.76	stop_loss
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 06:21	BTC	Buy	64153.2→62555.6	-12.74	stop_loss
06-23 06:21	BTC	Buy	64260.2→62678.5	-12.58	stop_loss
06-23 06:18	BTC	Buy	64615.2→63025.3	-12.62	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.80	stop_loss
06-22 09:33	BTC	Buy	64064.2→64130.8	-0.08	timeout
06-22 08:30	BTC	Buy	64020.2→64140.8	+0.38	timeout
06-22 07:27	BTC	Buy	64169.2→64247.8	+0.07	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-22 03:37	BTC	Buy	64288.2→64171.8	-1.37	timeout
06-21 06:05	BTC	Buy	63655.2→64172.8	+3.47	timeout
06-21 05:01	BTC	Buy	63527.2→64264.8	+5.36	timeout
06-21 03:55	BTC	Buy	63417.2→64402.8	+7.31	timeout
06-21 02:43	BTC	Buy	63362.2→64216.8	+6.29	timeout
06-20 19:19	BTC	Buy	63009.2→63830.8	+6.08	timeout
06-20 01:38	BTC	Buy	62892.1→63562.8	+4.89	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62953.9	-1.78	timeout
06-19 15:54	BTC	Buy	62483.1→63199.8	+5.33	timeout
06-18 15:51	BTC	Buy	64085.2→62509.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64209.2→62629.5	-12.53	stop_loss
06-18 15:37	BTC	Buy	64428.2→62840.4	-12.68	stop_loss
06-18 15:15	BTC	Buy	65080.3→63474.1	-12.49	stop_loss
06-18 10:18	BTC	Buy	64934.2→63943.8	-8.14	timeout
06-17 22:03	BTC	Buy	65503.3→63892.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65652.3→64037.8	-12.73	stop_loss
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.76	stop_loss
06-17 16:41	BTC	Buy	65802.3→65928.7	+0.41	timeout
06-17 14:32	BTC	Buy	65438.3→65173.7	-2.38	timeout
06-17 07:00	BTC	Buy	66414.3→65587.7	-6.66	timeout
06-16 20:20	BTC	Buy	66513.3→65788.7	-5.99	timeout
06-16 18:16	BTC	Buy	66827.3→66017.7	-6.59	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.42	timeout
06-16 12:55	BTC	Buy	66573.3→66379.7	-1.99	timeout
06-16 05:52	BTC	Buy	65767.3→66096.7	+2.13	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 13:16	BTC	Buy	63925.2→66731.7	+21.52	take_profit
06-15 12:31	BTC	Buy	64445.2→66252.7	+13.59	timeout
06-15 11:04	BTC	Buy	64446.2→65885.7	+10.72	timeout
06-15 02:59	BTC	Buy	64473.2→65419.7	+6.86	timeout
06-14 11:45	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:37	BTC	Buy	63823.2→64611.8	+5.72	timeout
06-14 09:00	BTC	Buy	63795.2→64429.8	+4.47	timeout
06-14 07:59	BTC	Buy	63832.2→64404.8	+4.01	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.91	timeout
06-13 10:35	BTC	Buy	63687.2→63802.8	+0.37	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 08:24	BTC	Buy	63477.2→63735.8	+1.49	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.03	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 10:29	BTC	Buy	62843.1→63582.8	+5.34	timeout
06-12 09:23	BTC	Buy	62780.1→63634.8	+6.27	timeout
06-12 08:19	BTC	Buy	62802.1→63426.8	+4.41	timeout
06-12 06:47	BTC	Buy	62823.1→62968.9	+0.66	timeout
06-11 16:09	BTC	Buy	62446.1→62720.9	+1.65	timeout
06-11 09:29	BTC	Buy	61181.1→62788.9	+12.55	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.93	timeout
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.09	timeout
06-10 16:12	BTC	Buy	61080.1→62410.9	+10.39	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 15:56	BTC	Buy	62601.1→61061.4	-12.75	stop_loss
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss
06-09 14:46	BTC	Buy	62790.1→61245.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62814.1→61269.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.78	timeout
06-09 01:52	BTC	Buy	63141.2→62721.9	-3.76	timeout
06-08 23:38	BTC	Buy	63225.2→63138.8	-1.16	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout

Paper vs Live

Paper (trades.jsonl)

149

closed

41%

win rate

-509.17

total pnl ($)

-68.1 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	149	41%	-68.1	-509.17

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…