deribit_basis_zscore_mean_rev_long_v22 · strategy

142

closed trades

42%

win rate

-508.70

total pnl ($)

0.560

weight

7d window — n=30 wr=43% pnl=-100.35 · 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 08:44	BTC	Buy	59832→59246	-5.34	timeout
06-30 03:02	BTC	Buy	59814→59924	+0.54	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 05:52	BTC	Buy	59918→59916	-0.49	timeout
06-28 20:49	BTC	Buy	60253→59650	-5.45	timeout
06-28 19:49	BTC	Buy	60155→59313	-7.42	timeout
06-28 17:42	BTC	Buy	60590→59498	-9.43	timeout
06-28 04:45	BTC	Buy	60354→60136	-2.26	timeout
06-27 20:14	BTC	Buy	59672→60233	+4.31	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.51	timeout
06-27 15:43	BTC	Buy	60453→60765	+2.15	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 18:19	BTC	Buy	59666→59960	+1.90	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 13:59	BTC	Buy	59503→58033.1	-12.72	stop_loss
06-25 13:54	BTC	Buy	60102→58544.8	-13.32	stop_loss
06-25 13:53	BTC	Buy	60287→58791.6	-12.76	stop_loss
06-25 13:46	BTC	Buy	61181.1→59673.2	-12.77	stop_loss
06-25 07:17	BTC	Buy	59258→61859.9	+21.42	take_profit
06-24 17:20	BTC	Buy	60954→59444.3	-12.82	stop_loss
06-24 16:51	BTC	Buy	61418.1→59877.1	-12.97	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	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 08:17	BTC	Buy	64006.2→62431.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64115.2→62530.6	-12.84	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 22:20	BTC	Buy	63656.2→64243.8	+4.17	timeout
06-22 06:11	BTC	Buy	64179.2→64214.8	-0.19	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 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 01:59	BTC	Buy	63536.2→64234.8	+5.00	timeout
06-20 22:15	BTC	Buy	63092.2→64076.8	+7.36	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-19 22:06	BTC	Buy	62909.1→63042.8	+0.57	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.96	timeout
06-18 15:51	BTC	Buy	64172.2→62591.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64195.2→62607.5	-12.59	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.51	stop_loss
06-18 15:37	BTC	Buy	64515.2→62927.4	-12.60	stop_loss
06-18 08:34	BTC	Buy	65165.3→64511.8	-5.47	timeout
06-17 19:50	BTC	Buy	65611.3→63967.8	-12.98	stop_loss
06-17 19:44	BTC	Buy	65691.3→64074.7	-12.77	stop_loss
06-17 19:41	BTC	Buy	65748.3→64131.7	-12.76	stop_loss
06-17 16:30	BTC	Buy	65748.3→66143.7	+2.54	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 03:23	BTC	Buy	65717.3→65720.7	-0.46	timeout
06-16 17:26	BTC	Buy	66839.3→65725.7	-8.87	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 05:46	BTC	Buy	65702.3→66106.7	+2.68	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-15 13:35	BTC	Buy	64241.2→66790.7	+19.41	timeout
06-15 12:31	BTC	Buy	64373.2→66192.7	+13.69	timeout
06-15 05:38	BTC	Buy	64304.2→65695.7	+10.35	timeout
06-14 20:07	BTC	Buy	64223.2→63788.8	-3.88	timeout
06-14 09:09	BTC	Buy	63792.2→64429.8	+4.49	timeout
06-14 08:06	BTC	Buy	63766.2→64382.8	+4.31	timeout
06-14 03:26	BTC	Buy	63550.2→64507.8	+7.11	timeout
06-13 19:31	BTC	Buy	63652.2→64139.8	+3.38	timeout
06-13 08:55	BTC	Buy	63446.2→63775.8	+2.07	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 07:53	BTC	Buy	62662.1→62984.9	+2.15	timeout
06-12 06:47	BTC	Buy	62827.1→62959.9	+0.56	timeout
06-12 00:08	BTC	Buy	61602.1→63760.8	+16.96	timeout
06-11 16:01	BTC	Buy	62478.1→62727.9	+1.41	timeout
06-10 19:05	BTC	Buy	61886.1→61777.9	-1.39	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 14:46	BTC	Buy	62758.1→61213.3	-12.76	stop_loss
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 13:29	BTC	Buy	63572.2→62310.9	-10.35	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
06-08 12:50	BTC	Buy	61832.1→63529.8	+13.26	timeout
06-07 19:59	BTC	Buy	60578→61264.9	+5.27	timeout
06-07 18:54	BTC	Buy	60602→62074.9	+11.75	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 18:32	BTC	Buy	60097→60507	+3.01	timeout
06-06 04:32	BTC	Buy	61174.1→59669.2	-12.75	stop_loss
06-06 04:11	BTC	Buy	61772.1→60248.8	-12.78	stop_loss
06-05 18:52	BTC	Buy	60867→59370.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60952→59453.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-508.70

total pnl ($)

-71.4 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	42%	-71.4	-508.70

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…