deribit_basis_zscore_mean_rev_long_v19 · strategy

142

closed trades

39%

win rate

-597.00

total pnl ($)

0.407

weight

7d window — n=26 wr=38% pnl=-117.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
07-01 01:12	BTC	Buy	59303→57836.2	-12.86	stop_loss
07-01 01:12	BTC	Buy	59288→57830.2	-12.80	stop_loss
07-01 01:12	BTC	Buy	59480→58016.1	-12.82	stop_loss
06-30 11:42	BTC	Buy	59835→59208	-5.67	timeout
06-30 08:44	BTC	Buy	59832→59246	-5.34	timeout
06-30 01:03	BTC	Buy	59495→59773	+1.95	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 06:54	BTC	Buy	60004→60100	+0.37	timeout
06-29 05:52	BTC	Buy	59918→59916	-0.49	timeout
06-28 20:49	BTC	Buy	60253→59650	-5.45	timeout
06-28 17:42	BTC	Buy	60590→59498	-9.43	timeout
06-28 06:40	BTC	Buy	60401→59936	-4.29	timeout
06-28 05:08	BTC	Buy	60219→59999	-2.29	timeout
06-27 20:14	BTC	Buy	59672→60233	+4.31	timeout
06-27 15:43	BTC	Buy	60453→60765	+2.15	timeout
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.21	timeout
06-26 19:19	BTC	Buy	59197→59950	+5.78	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-26 02:16	BTC	Buy	59899→58425.8	-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 13:53	BTC	Buy	60192→58706.7	-12.70	stop_loss
06-25 13:53	BTC	Buy	60378→58885.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61265.1→59730.1	-12.95	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
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 06:21	BTC	Buy	64115.2→62530.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64142.2→62554.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64204.2→62619.5	-12.82	stop_loss
06-23 06:21	BTC	Buy	64262.2→62676.5	-12.82	stop_loss
06-22 07:04	BTC	Buy	64230.2→64073.8	-1.69	timeout
06-22 06:01	BTC	Buy	64220.2→64196.8	-0.65	timeout
06-22 04:36	BTC	Buy	64534.2→64025.8	-4.41	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 04:55	BTC	Buy	63543.2→64292.8	+5.46	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 02:40	BTC	Buy	63358.2→64203.8	+6.21	timeout
06-20 22:27	BTC	Buy	63283.2→64222.8	+6.97	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 15:51	BTC	Buy	64117.2→62522.6	-12.81	stop_loss
06-18 15:51	BTC	Buy	64172.2→62591.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64337.2→62750.5	-12.63	stop_loss
06-18 15:37	BTC	Buy	64486.2→62895.4	-12.61	stop_loss
06-18 10:42	BTC	Buy	64892.2→64006.8	-7.38	timeout
06-18 09:37	BTC	Buy	64949.2→64226.8	-6.07	timeout
06-17 22:03	BTC	Buy	65514.3→63900.8	-12.75	stop_loss
06-17 19:39	BTC	Buy	65843.3→64222.7	-12.76	stop_loss
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 08:31	BTC	Buy	66741.3→65096.2	-12.79	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 12:02	BTC	Buy	66180.3→66413.7	+1.23	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.59	timeout
06-16 05:46	BTC	Buy	65702.3→66106.7	+2.68	timeout
06-15 12:25	BTC	Buy	64480.2→66259.7	+13.36	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-15 06:31	BTC	Buy	64317.2→65924.7	+12.03	timeout
06-14 21:51	BTC	Buy	64443.2→65434.7	+7.20	timeout
06-14 10:20	BTC	Buy	63756.2→64523.8	+5.53	timeout
06-14 08:06	BTC	Buy	63766.2→64382.8	+4.31	timeout
06-14 04:41	BTC	Buy	63594.2→64388.8	+5.85	timeout
06-13 21:31	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 07:50	BTC	Buy	62994.1→63792.8	+5.87	timeout
06-13 02:16	BTC	Buy	63620.2→63757.8	+0.62	timeout
06-12 17:42	BTC	Buy	63293.2→63787.8	+3.44	timeout
06-12 08:58	BTC	Buy	62900.1→63445.8	+3.81	timeout
06-12 06:47	BTC	Buy	62827.1→62959.9	+0.56	timeout
06-12 00:45	BTC	Buy	61779.1→63649.8	+14.56	timeout
06-11 16:01	BTC	Buy	62478.1→62727.9	+1.41	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 16:20	BTC	Buy	60851→62300.9	+11.41	timeout
06-10 15:18	BTC	Buy	61583.1→61902.9	+2.10	timeout
06-10 14:21	BTC	Buy	61700.1→61857.9	+0.80	timeout
06-09 14:44	BTC	Buy	62808.1→61262.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63737.2→62165.8	-12.77	stop_loss
06-09 01:47	BTC	Buy	63121.2→62735.9	-3.49	timeout
06-09 00:30	BTC	Buy	63522.2→62669.9	-7.23	timeout
06-08 22:38	BTC	Buy	63231.2→63304.8	+0.10	timeout
06-08 21:35	BTC	Buy	61689.1→63692.8	+15.76	timeout
06-07 19:47	BTC	Buy	60643→61206.9	+4.25	timeout
06-07 18:43	BTC	Buy	60593→62182.9	+12.72	timeout
06-07 12:16	BTC	Buy	61037.1→62200.9	+9.09	timeout
06-07 10:44	BTC	Buy	60390→62343.9	+15.75	timeout
06-06 19:35	BTC	Buy	59669→60560	+7.07	timeout
06-06 18:35	BTC	Buy	60184→60542	+2.57	timeout
06-06 04:32	BTC	Buy	61174.1→59669.2	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

39%

win rate

-597.00

total pnl ($)

-83.7 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	142	39%	-83.7	-597.00

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…