deribit_basis_zscore_mean_rev_long_v17 · strategy

106

closed trades

35%

win rate

-400.54

total pnl ($)

0.713

weight

7d window — n=22 wr=41% pnl=-77.36 · 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 11:38	BTC	Buy	59898→59161	-6.58	timeout
06-30 00:56	BTC	Buy	59572→59832	+1.79	timeout
06-29 23:45	BTC	Buy	59711→60228	+3.90	timeout
06-29 07:32	BTC	Buy	60084→60068	-0.58	timeout
06-28 20:07	BTC	Buy	60229→59520	-6.31	timeout
06-28 19:04	BTC	Buy	60566→59433	-9.79	timeout
06-28 07:05	BTC	Buy	60315→60073	-2.44	timeout
06-27 19:42	BTC	Buy	59921→60154	+1.54	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 19:49	BTC	Buy	59203→59824	+4.67	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.67	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 15:56	BTC	Buy	61779.1→60258.8	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	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 06:21	BTC	Buy	64140.2→62560.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64148.2→62565.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64219.2→62639.5	-12.78	stop_loss
06-23 02:41	BTC	Buy	64509.2→64172.8	-3.06	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
06-22 00:40	BTC	Buy	64269.2→63923.8	-3.16	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
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 15:54	BTC	Buy	62506.1→63207.8	+5.01	timeout
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 14:52	BTC	Buy	65217.3→63611	-12.75	stop_loss
06-17 19:32	BTC	Buy	65714.3→64420.8	-10.33	timeout
06-17 18:35	BTC	Buy	65898.3→65303.7	-5.07	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-16 19:23	BTC	Buy	66534.3→65684.7	-6.92	timeout
06-16 18:09	BTC	Buy	66772.3→66071.7	-5.77	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 13:16	BTC	Buy	63934.2→66754.7	+21.63	take_profit
06-15 12:30	BTC	Buy	64447.2→66264.7	+13.66	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 08:44	BTC	Buy	63865.2→64448.8	+4.08	timeout
06-14 07:33	BTC	Buy	63734.2→64309.8	+4.07	timeout
06-13 09:27	BTC	Buy	63737.2→63783.8	-0.18	timeout
06-13 08:25	BTC	Buy	63467.2→63732.8	+1.54	timeout
06-13 07:24	BTC	Buy	63017.2→63704.8	+5.00	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 07:51	BTC	Buy	62676.1→62984.9	+1.97	timeout
06-12 06:45	BTC	Buy	62915.1→62907.9	-0.55	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 17:03	BTC	Buy	61593.1→62284.9	+5.11	timeout
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.67	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-09 15:55	BTC	Buy	62646.1→61105.4	-12.75	stop_loss
06-09 14:39	BTC	Buy	62887.1→61339.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:25	BTC	Buy	62965.1→62713.9	-2.40	timeout
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 05:29	BTC	Buy	61726.1→62672.9	+7.22	timeout
06-07 21:03	BTC	Buy	60707→61744.9	+8.12	timeout
06-07 12:32	BTC	Buy	60728→61898.9	+9.18	timeout
06-07 04:33	BTC	Buy	59628→61546.9	+15.65	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 04:14	BTC	Buy	61584.1→60067.9	-12.76	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.77	stop_loss
06-05 18:53	BTC	Buy	60681→59188.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60926→59427.3	-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 06:23	BTC	Buy	62767.1→61213.3	-12.82	stop_loss
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-05 01:59	BTC	Buy	62180.1→63336.8	+8.86	timeout
06-04 10:30	BTC	Buy	63962.2→62387.7	-12.73	stop_loss
06-04 01:56	BTC	Buy	63645.2→62079.8	-12.75	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66442.3→64808.3	-12.79	stop_loss
06-03 16:27	BTC	Buy	67185.4→65532.9	-12.77	stop_loss
06-03 16:27	BTC	Buy	67208.4→65549.9	-12.82	stop_loss
06-03 03:49	BTC	Buy	67312.4→65654.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67479.4→65814.8	-12.79	stop_loss
06-02 22:59	BTC	Buy	67965.4→66226.6	-13.25	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 12:06	BTC	Buy	70971.5→69224.9	-12.80	stop_loss
06-02 09:29	BTC	Buy	71025.6→69271.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73944.7→71201.8	-19.14	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

Paper vs Live

Paper (trades.jsonl)

106

closed

35%

win rate

-400.54

total pnl ($)

-75.2 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	106	35%	-75.2	-400.54

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…