deribit_basis_zscore_mean_rev_long_v15 · strategy

161

closed trades

38%

win rate

-633.02

total pnl ($)

0.250

weight

7d window — n=38 wr=34% pnl=-175.40 · 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 10:58	BTC	Buy	60135→60052	-1.29	timeout
06-29 07:49	BTC	Buy	60219→60051	-1.86	timeout
06-28 22:53	BTC	Buy	60345→58858.6	-12.80	stop_loss
06-28 21:44	BTC	Buy	60239→59657	-5.30	timeout
06-28 19:42	BTC	Buy	60161→59409	-6.68	timeout
06-28 09:49	BTC	Buy	60381→60270	-1.40	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:31	BTC	Buy	60393→60092	-2.92	timeout
06-27 20:52	BTC	Buy	59758→60258	+3.79	timeout
06-27 19:34	BTC	Buy	60032→60146	+0.54	timeout
06-27 04:27	BTC	Buy	59916→60372	+3.36	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 19:25	BTC	Buy	59293→59907	+4.61	timeout
06-26 16:49	BTC	Buy	59277→60132	+6.66	timeout
06-26 15:17	BTC	Buy	58933.9→59857	+7.29	timeout
06-26 02:21	BTC	Buy	59823→58343.9	-12.79	stop_loss
06-26 02:13	BTC	Buy	60124→58644.7	-12.74	stop_loss
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64115.2→62532.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 06:21	BTC	Buy	64262.2→62681.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64437.2→62837.4	-12.88	stop_loss
06-22 22:03	BTC	Buy	63749.2→64361.8	+4.35	timeout
06-22 15:43	BTC	Buy	64280.2→65039.7	+5.53	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:11	BTC	Buy	64179.2→64214.8	-0.19	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 15:47	BTC	Buy	64163.2→64241.8	+0.22	timeout
06-21 14:26	BTC	Buy	63330.2→64026.8	+5.12	timeout
06-21 06:26	BTC	Buy	63645.2→64221.8	+4.07	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 02:42	BTC	Buy	62908.1→63342.8	+3.01	timeout
06-20 01:38	BTC	Buy	62892.1→63565.8	+4.90	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.34	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.60	stop_loss
06-18 15:51	BTC	Buy	64117.2→62522.6	-12.81	stop_loss
06-18 15:40	BTC	Buy	64267.2→62674.5	-12.58	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.47	stop_loss
06-18 15:37	BTC	Buy	64424.2→62839.4	-12.64	stop_loss
06-18 10:14	BTC	Buy	64866.2→63957.8	-7.56	timeout
06-18 05:04	BTC	Buy	65286.3→63681	-12.75	stop_loss
06-17 19:50	BTC	Buy	65611.3→63967.8	-12.98	stop_loss
06-17 19:40	BTC	Buy	65612.3→64207.8	-11.18	timeout
06-17 18:40	BTC	Buy	65809.3→65584.7	-2.25	timeout
06-17 16:30	BTC	Buy	65748.3→66143.7	+2.54	timeout
06-17 08:39	BTC	Buy	66596.3→64951.3	-12.82	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 19:20	BTC	Buy	66464.3→65644.7	-6.70	timeout
06-16 18:05	BTC	Buy	66765.3→66083.7	-5.63	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 11:37	BTC	Buy	66187.3→66337.7	+0.61	timeout
06-16 05:53	BTC	Buy	65803.3→66090.7	+1.79	timeout
06-15 13:35	BTC	Buy	64241.2→66790.7	+19.41	timeout
06-15 13:18	BTC	Buy	63971.2→66779.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 11:41	BTC	Buy	63879.2→64591.8	+5.13	timeout
06-14 10:20	BTC	Buy	63756.2→64523.8	+5.53	timeout
06-14 08:51	BTC	Buy	63820.2→64437.8	+4.34	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 01:49	BTC	Buy	63800.2→64612.8	+5.95	timeout
06-13 10:36	BTC	Buy	63711.2→63811.8	+0.26	timeout
06-13 09:29	BTC	Buy	63766.2→63786.8	-0.38	timeout
06-13 08:26	BTC	Buy	63460.2→63780.8	+1.97	timeout
06-13 07:26	BTC	Buy	62999.1→63735.8	+5.38	timeout
06-12 15:18	BTC	Buy	62656.1→64314.8	+12.71	timeout
06-12 10:04	BTC	Buy	62860.1→63699.8	+6.13	timeout
06-12 09:04	BTC	Buy	62904.1→63408.8	+3.49	timeout
06-12 07:52	BTC	Buy	62662.1→62978.9	+2.04	timeout
06-12 06:47	BTC	Buy	62827.1→62959.9	+0.56	timeout
06-11 14:48	BTC	Buy	61939.1→62909.9	+7.29	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61764.1→61847.9	+0.17	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+4.38	timeout
06-10 15:45	BTC	Buy	61338.1→62361.9	+7.84	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+5.18	timeout
06-09 16:20	BTC	Buy	62345.1→60811.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62548.1→61006.4	-12.78	stop_loss
06-09 15:56	BTC	Buy	62599.1→61058.4	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 05:52	BTC	Buy	62628.1→63338.8	+5.19	timeout

Paper vs Live

Paper (trades.jsonl)

161

closed

38%

win rate

-633.02

total pnl ($)

-78.3 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	161	38%	-78.3	-633.02

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 11:43	BTC	Buy	circuit_breaker
06-29 08:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…