deribit_basis_zscore_mean_rev_long_v16 · strategy

closed trades

36%

win rate

-150.49

total pnl ($)

0.859

weight

7d window — n=15 wr=33% pnl=-60.12 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 13:19	BTC	Buy	60250→58700.7	-9.32	stop_loss
06-25 13:58	BTC	Buy	59629→58103	-9.21	stop_loss
06-25 13:44	BTC	Buy	61710.1→60130.9	-9.25	stop_loss
06-24 14:19	BTC	Buy	62471.1→60872.5	-9.14	stop_loss
06-24 14:19	BTC	Buy	62443.1→60841.5	-9.08	stop_loss
06-24 14:02	BTC	Buy	62778.1→61167.3	-9.27	stop_loss
06-23 06:21	BTC	Buy	64183.2→62538.6	-9.09	stop_loss
06-23 06:21	BTC	Buy	64239.2→62588.6	-9.19	stop_loss
06-23 06:21	BTC	Buy	64407.2→62755.5	-9.23	stop_loss
06-22 19:46	BTC	Buy	64214.2→64268.8	-0.02	timeout
06-22 06:41	BTC	Buy	63826.2→64020.8	+0.67	timeout
06-21 17:59	BTC	Buy	63655.2→64136.8	+2.33	timeout
06-21 05:15	BTC	Buy	62961.1→64206.8	+6.55	timeout
06-20 17:26	BTC	Buy	62612.1→63869.8	+6.74	timeout
06-20 05:17	BTC	Buy	62524.1→63724.8	+6.39	timeout
06-18 15:57	BTC	Buy	63917.2→62276.7	-9.21	stop_loss
06-17 19:46	BTC	Buy	65748.3→64065.7	-9.26	stop_loss
06-17 19:41	BTC	Buy	65840.3→64153.7	-9.28	stop_loss
06-17 19:29	BTC	Buy	65942.3→64242.6	-9.34	stop_loss
06-17 11:05	BTC	Buy	66296.3→64595.5	-9.37	stop_loss
06-16 23:27	BTC	Buy	66283.3→65688.7	-3.52	timeout
06-16 11:18	BTC	Buy	65574.3→66487.7	+4.47	timeout
06-15 23:04	BTC	Buy	64446.2→66182.7	+9.13	timeout
06-15 10:50	BTC	Buy	64477.2→65738.7	+6.53	timeout
06-14 22:37	BTC	Buy	63823.2→65368.7	+8.11	timeout
06-14 10:30	BTC	Buy	63594.2→64566.8	+5.03	timeout
06-13 22:22	BTC	Buy	63713.2→64423.8	+3.56	timeout
06-13 10:41	BTC	Buy	63497.2→63798.8	+1.25	timeout
06-12 22:23	BTC	Buy	62817.1→63596.8	+3.97	timeout
06-12 09:58	BTC	Buy	61217.1→63776.8	+14.23	timeout
06-11 20:15	BTC	Buy	61610.1→63480.8	+10.17	timeout
06-11 07:49	BTC	Buy	61808.1→62689.9	+4.52	timeout
06-09 14:29	BTC	Buy	63161.2→61542.1	-9.29	stop_loss
06-09 13:36	BTC	Buy	63820.2→62181.8	-9.29	stop_loss
06-09 13:11	BTC	Buy	63198.2→62647.9	-3.33	timeout
06-09 01:08	BTC	Buy	61745.1→62537.9	+4.19	timeout
06-08 13:35	BTC	Buy	61534.1→63439.8	+10.48	timeout
06-07 22:14	BTC	Buy	60940→63677.8	+15.42	take_profit
06-06 04:27	BTC	Buy	61371.1→59799.1	-9.28	stop_loss
06-05 13:57	BTC	Buy	62402.1→60799.5	-9.30	stop_loss
06-05 06:22	BTC	Buy	63059.2→61437.2	-9.27	stop_loss
06-05 06:03	BTC	Buy	63568.2→61934.9	-9.29	stop_loss
06-04 00:29	BTC	Buy	65054.3→63389.1	-9.27	stop_loss
06-03 20:55	BTC	Buy	66395.3→64652.4	-9.54	stop_loss
06-03 19:55	BTC	Buy	67002.3→65270.1	-9.39	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-9.28	stop_loss
06-02 09:04	BTC	Buy	71353.6→69523.7	-9.33	stop_loss
06-01 15:51	BTC	Buy	72973.6→71105.9	-9.30	stop_loss
06-01 15:32	BTC	Buy	73539.7→71299.8	-11.07	stop_loss
06-01 15:32	BTC	Buy	74174.7→71299.8	-14.03	stop_loss
06-01 02:58	BTC	Buy	73895.7→73750.3	-1.09	timeout
05-31 18:39	BTC	Buy	73633.7→73634.3	-0.38	timeout
05-30 22:43	BTC	Buy	73605.7→73794.3	+0.46	timeout
05-30 10:38	BTC	Buy	73539.7→73605.3	-0.07	timeout
05-29 22:35	BTC	Buy	73405.7→73456.3	-0.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-150.49

total pnl ($)

-77.8 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	55	36%	-77.8	-150.49

Recent bounces (last 20 of 1)

time	sym	side	reason
06-24 19:27	BTC	Buy	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…