deribit_basis_zscore_mean_rev_long_v27 · strategy

156

closed trades

42%

win rate

-505.58

total pnl ($)

0.371

weight

7d window — n=34 wr=41% pnl=-120.82 · 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 06:20	BTC	Buy	60238→59519	-6.38	timeout
06-30 02:45	BTC	Buy	59727→59996	+1.87	timeout
06-30 01:02	BTC	Buy	59477→59787	+2.22	timeout
06-29 23:47	BTC	Buy	59725→60245	+3.94	timeout
06-29 07:23	BTC	Buy	60113→60007	-1.38	timeout
06-29 04:05	BTC	Buy	60180→59968	-2.22	timeout
06-28 21:59	BTC	Buy	60176→59393	-6.98	timeout
06-28 19:47	BTC	Buy	60178→59285	-7.86	timeout
06-28 18:43	BTC	Buy	60541→59586	-8.32	timeout
06-28 05:54	BTC	Buy	60219→59914	-2.98	timeout
06-27 22:19	BTC	Buy	59921→59921	-0.40	timeout
06-27 21:19	BTC	Buy	59681→60333	+5.08	timeout
06-27 19:06	BTC	Buy	59663→60566	+7.16	timeout
06-27 17:57	BTC	Buy	59941→60533	+4.51	timeout
06-27 04:00	BTC	Buy	59856→60284	+3.13	timeout
06-26 20:25	BTC	Buy	59625→59740	+0.44	timeout
06-26 19:24	BTC	Buy	59166→59861	+5.33	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:35	BTC	Buy	59278→60185	+7.09	timeout
06-26 02:21	BTC	Buy	59841→58367.9	-12.74	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.65	stop_loss
06-25 13:57	BTC	Buy	59753→58283.9	-12.64	stop_loss
06-25 13:55	BTC	Buy	59875→58402.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60365→58880.6	-12.64	stop_loss
06-25 13:48	BTC	Buy	60869→59372.3	-12.66	stop_loss
06-24 16:51	BTC	Buy	61093.1→59589.2	-12.75	stop_loss
06-24 16:51	BTC	Buy	61240.1→59721.1	-12.83	stop_loss
06-24 16:47	BTC	Buy	61474.1→59957	-12.77	stop_loss
06-24 14:19	BTC	Buy	62472.1→60935.5	-12.74	stop_loss
06-24 13:46	BTC	Buy	62861.1→61314.3	-12.75	stop_loss
06-24 11:18	BTC	Buy	62375.1→62362.9	-0.54	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.42	timeout
06-24 08:50	BTC	Buy	62293.1→62733.9	+3.08	timeout
06-24 08:10	BTC	Buy	62828.1→62590.9	-2.36	timeout
06-23 06:22	BTC	Buy	64105.2→62527.6	-12.56	stop_loss
06-23 06:21	BTC	Buy	64146.2→62555.6	-12.69	stop_loss
06-23 06:20	BTC	Buy	64416.2→62830.4	-12.61	stop_loss
06-23 04:59	BTC	Buy	65151.3→63546	-12.78	stop_loss
06-23 04:56	BTC	Buy	65202.3→63598	-12.76	stop_loss
06-22 09:04	BTC	Buy	63972.2→64196.8	+1.16	timeout
06-22 08:01	BTC	Buy	64163.2→64154.8	-0.61	timeout
06-22 07:03	BTC	Buy	64226.2→64001.8	-2.28	timeout
06-22 06:00	BTC	Buy	64223.2→64223.8	-0.53	timeout
06-22 02:07	BTC	Buy	64216.2→64510.8	+1.83	timeout
06-21 05:59	BTC	Buy	63655.2→64217.8	+3.83	timeout
06-21 04:56	BTC	Buy	63545.2→64291.8	+5.43	timeout
06-21 03:49	BTC	Buy	63455.2→64395.8	+6.95	timeout
06-21 02:09	BTC	Buy	63472.2→64212.8	+5.40	timeout
06-20 22:27	BTC	Buy	63283.2→64192.8	+6.68	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.72	timeout
06-19 23:24	BTC	Buy	62796.1→63274.8	+3.37	timeout
06-19 22:03	BTC	Buy	62917.1→63026.8	+0.39	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.30	timeout
06-18 15:57	BTC	Buy	63939.2→62365.7	-12.71	stop_loss
06-18 15:57	BTC	Buy	63941.2→62365.7	-12.63	stop_loss
06-18 15:51	BTC	Buy	64150.2→62571.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64445.2→62842.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64589.2→62997.3	-12.60	stop_loss
06-18 10:17	BTC	Buy	64898.2→63936.8	-7.92	timeout
06-18 09:18	BTC	Buy	64958.2→64440.8	-4.53	timeout
06-17 19:40	BTC	Buy	65807.3→64186.7	-12.76	stop_loss
06-17 19:40	BTC	Buy	65820.3→64196.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65888.3→64246.6	-12.91	stop_loss
06-17 16:40	BTC	Buy	65789.3→65894.7	+0.25	timeout
06-17 15:35	BTC	Buy	65934.3→65336.7	-5.03	timeout
06-17 08:38	BTC	Buy	66664.3→65022.2	-12.84	stop_loss
06-17 06:59	BTC	Buy	66411.3→65592.7	-6.60	timeout
06-17 00:28	BTC	Buy	66246.3→65687.7	-4.72	timeout
06-16 15:22	BTC	Buy	66630.3→65712.7	-7.41	timeout
06-16 13:36	BTC	Buy	66802.3→65936.7	-7.01	timeout
06-16 07:03	BTC	Buy	65739.3→66342.7	+4.18	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+2.00	timeout
06-15 22:44	BTC	Buy	65443.3→66240.7	+5.60	timeout
06-15 13:06	BTC	Buy	63810.2→66611.7	+21.51	take_profit
06-15 12:24	BTC	Buy	64480.2→66261.7	+13.38	timeout
06-15 06:29	BTC	Buy	64322.2→65920.7	+11.96	timeout
06-15 03:35	BTC	Buy	64518.2→65693.7	+8.63	timeout
06-14 21:50	BTC	Buy	64462.2→65520.7	+7.71	timeout
06-14 19:41	BTC	Buy	64275.2→63754.8	-4.55	timeout
06-14 09:37	BTC	Buy	63765.2→64435.8	+4.77	timeout
06-14 02:04	BTC	Buy	63789.2→64568.8	+5.68	timeout
06-14 00:57	BTC	Buy	63615.2→64512.8	+6.65	timeout
06-13 20:44	BTC	Buy	63494.2→64215.8	+5.21	timeout
06-13 19:07	BTC	Buy	63668.2→64136.8	+3.23	timeout
06-13 09:08	BTC	Buy	63460.2→63788.8	+2.04	timeout
06-13 00:33	BTC	Buy	63617.2→63540.8	-1.14	timeout
06-12 22:01	BTC	Buy	63538.2→63505.8	-0.76	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 15:24	BTC	Buy	62753.1→64219.8	+11.14	timeout
06-12 08:30	BTC	Buy	62918.1→63469.8	+3.85	timeout
06-12 00:08	BTC	Buy	61590.1→63734.8	+16.84	timeout
06-11 21:56	BTC	Buy	61273.1→63449.8	+17.17	timeout
06-11 16:01	BTC	Buy	62498.1→62730.9	+1.26	timeout
06-11 14:48	BTC	Buy	61939.1→62903.9	+7.24	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:09	BTC	Buy	60913→62392.9	+11.67	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout

Paper vs Live

Paper (trades.jsonl)

156

closed

42%

win rate

-505.58

total pnl ($)

-64.7 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	156	42%	-64.7	-505.58

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…