deribit_basis_zscore_mean_rev_long_v14 · strategy

105

closed trades

41%

win rate

-335.57

total pnl ($)

0.704

weight

7d window — n=23 wr=48% pnl=-79.13 · 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 02:57	BTC	Buy	59729→59954	+1.51	timeout
06-30 00:56	BTC	Buy	59572→59832	+1.79	timeout
06-29 23:45	BTC	Buy	59711→60228	+3.90	timeout
06-28 21:56	BTC	Buy	60170→59361	-7.19	timeout
06-28 20:55	BTC	Buy	60247→59629	-5.57	timeout
06-28 19:53	BTC	Buy	60173→59339	-7.36	timeout
06-27 21:31	BTC	Buy	59870→60431	+4.30	timeout
06-27 20:18	BTC	Buy	59749→60240	+3.72	timeout
06-27 19:16	BTC	Buy	59933→60559	+4.81	timeout
06-26 19:25	BTC	Buy	59209→59886	+5.15	timeout
06-26 15:06	BTC	Buy	59167→59583	+3.01	timeout
06-26 14:11	BTC	Buy	59493→59967	+3.49	timeout
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59512→58046.1	-12.71	stop_loss
06-25 13:53	BTC	Buy	60249→58767.7	-12.69	stop_loss
06-24 17:47	BTC	Buy	60620→59129.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61296.1→59749.1	-13.05	stop_loss
06-24 14:19	BTC	Buy	62443.1→60887.5	-12.90	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62827.1→61282.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62613.9	-11.81	timeout
06-23 06:21	BTC	Buy	64161.2→62565.6	-12.92	stop_loss
06-23 06:21	BTC	Buy	64283.2→62702.5	-12.78	stop_loss
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.06	timeout
06-22 04:40	BTC	Buy	64517.2→63979.8	-4.65	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 03:45	BTC	Buy	63448.2→64411.8	+7.15	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.24	timeout
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-18 15:53	BTC	Buy	64008.2→62431.6	-12.68	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 15:17	BTC	Buy	64840.2→63245.2	-12.72	stop_loss
06-18 09:21	BTC	Buy	64945.2→64416.8	-4.59	timeout
06-17 19:40	BTC	Buy	65824.3→64205.7	-12.76	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:20	BTC	Buy	66819.3→65174.1	-12.76	stop_loss
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 08:05	BTC	Buy	65723.3→66341.7	+4.29	timeout
06-16 00:19	BTC	Buy	65718.3→66347.7	+4.41	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 06:59	BTC	Buy	64264.2→65797.7	+11.47	timeout
06-14 21:50	BTC	Buy	64466.2→65490.7	+7.45	timeout
06-14 13:00	BTC	Buy	64117.2→64296.8	+0.95	timeout
06-14 06:10	BTC	Buy	63569.2→64425.8	+6.30	timeout
06-13 21:43	BTC	Buy	63555.2→64580.8	+7.59	timeout
06-13 09:27	BTC	Buy	63737.2→63783.8	-0.18	timeout
06-13 05:21	BTC	Buy	63470.2→63541.8	+0.13	timeout
06-12 20:55	BTC	Buy	63371.2→63386.8	-0.35	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 01:12	BTC	Buy	61966.1→63454.8	+11.45	timeout
06-11 19:30	BTC	Buy	61200.1→63886.8	+21.39	take_profit
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.92	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 16:16	BTC	Buy	60977→62396.9	+11.16	timeout
06-10 15:15	BTC	Buy	61666.1→61868.9	+1.15	timeout
06-09 15:57	BTC	Buy	62524.1→60986.4	-12.84	stop_loss
06-09 14:29	BTC	Buy	63111.2→61559.1	-12.76	stop_loss
06-09 14:19	BTC	Buy	63269.2→61713	-12.76	stop_loss
06-08 23:27	BTC	Buy	63191.2→63095.8	-1.23	timeout
06-08 22:25	BTC	Buy	62991.1→63306.8	+2.02	timeout
06-08 21:29	BTC	Buy	61763.1→63681.8	+15.05	timeout
06-07 20:46	BTC	Buy	60728→61764.9	+8.11	timeout
06-07 12:15	BTC	Buy	61069.1→62201.9	+8.80	timeout
06-07 10:43	BTC	Buy	60396→62325.9	+15.55	timeout
06-06 19:51	BTC	Buy	60376→60600	+1.46	timeout
06-06 04:14	BTC	Buy	61540.1→60026	-12.76	stop_loss
06-06 04:12	BTC	Buy	61739.1→60220.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60795→59299.4	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59958	-12.73	stop_loss
06-05 13:49	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62936.1→61388.2	-12.75	stop_loss
06-05 06:22	BTC	Buy	62904.1→61349.2	-12.80	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 06:01	BTC	Buy	63701.2→62133.8	-12.71	stop_loss
06-05 03:02	BTC	Buy	63476.2→62453.9	-8.45	timeout
06-05 01:47	BTC	Buy	62655.1→63334.8	+4.99	timeout
06-04 09:27	BTC	Buy	64390.2→62802.4	-12.77	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-03 19:55	BTC	Buy	66838.3→65166.1	-12.99	stop_loss
06-03 16:27	BTC	Buy	67191.4→65537.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67200.4→65547.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65819.8	-12.75	stop_loss
06-02 23:25	BTC	Buy	67800.4→66132.6	-12.75	stop_loss
06-02 22:59	BTC	Buy	67965.4→66241.5	-13.14	stop_loss
06-02 12:06	BTC	Buy	70971.5→69223.9	-12.81	stop_loss
06-02 09:29	BTC	Buy	71025.6→69271.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	74007.7→71201.8	-19.55	stop_loss
06-01 04:40	BTC	Buy	74169.7→73437.3	-5.42	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-31 04:55	BTC	Buy	73328.7→74167.3	+5.21	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

41%

win rate

-335.57

total pnl ($)

-63.6 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	105	41%	-63.6	-335.57

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…