deribit_basis_zscore_mean_rev_long_v28 · strategy

142

closed trades

42%

win rate

-477.23

total pnl ($)

0.250

weight

7d window — n=37 wr=30% pnl=-212.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:31	BTC	Buy	60098→60079	-0.59	timeout
06-28 21:57	BTC	Buy	60176→59365	-7.20	timeout
06-28 20:54	BTC	Buy	60255→59629	-5.62	timeout
06-28 19:52	BTC	Buy	60163→59339	-7.28	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 06:56	BTC	Buy	60335→59966	-3.50	timeout
06-27 21:46	BTC	Buy	59947→60219	+1.89	timeout
06-27 20:45	BTC	Buy	59626→60231	+4.68	timeout
06-27 19:39	BTC	Buy	59862→60121	+1.76	timeout
06-27 15:40	BTC	Buy	60442→60794	+2.48	timeout
06-27 04:26	BTC	Buy	59916→60444	+3.96	timeout
06-26 19:24	BTC	Buy	59205→59870	+5.04	timeout
06-26 16:48	BTC	Buy	59276→60077	+6.21	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.98	timeout
06-26 13:19	BTC	Buy	59981→58505.8	-12.76	stop_loss
06-26 02:16	BTC	Buy	59946→58467.8	-12.76	stop_loss
06-26 02:13	BTC	Buy	60143→58654.7	-12.81	stop_loss
06-25 13:59	BTC	Buy	59483→58018.1	-12.68	stop_loss
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59887→58391.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61378.1→59867.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62619.1→61079.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62912.1→61359.2	-12.79	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.94	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63980.2→62395.7	-12.84	stop_loss
06-23 06:44	BTC	Buy	64003.2→62906.9	-9.04	timeout
06-23 06:21	BTC	Buy	64123.2→62545.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64310.2→62727.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 02:58	BTC	Buy	64232.2→64197.8	-0.72	timeout
06-22 14:39	BTC	Buy	64010.2→64843.8	+5.95	timeout
06-22 07:27	BTC	Buy	64166.2→64247.8	+0.16	timeout
06-22 06:10	BTC	Buy	64177.2→64257.8	+0.16	timeout
06-22 03:33	BTC	Buy	64309.2→64344.8	-0.25	timeout
06-22 00:46	BTC	Buy	64255.2→63883.8	-3.36	timeout
06-21 14:30	BTC	Buy	63339.2→63977.8	+4.66	timeout
06-21 06:29	BTC	Buy	63660.2→64254.8	+4.21	timeout
06-21 05:23	BTC	Buy	63701.2→64231.8	+3.72	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:25	BTC	Buy	63272.2→64158.8	+6.55	timeout
06-20 02:45	BTC	Buy	62895.1→63371.8	+3.34	timeout
06-20 01:42	BTC	Buy	62849.1→63511.8	+4.81	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	timeout
06-19 21:27	BTC	Buy	62923.1→63140.8	+1.23	timeout
06-19 20:22	BTC	Buy	63130.2→62971.9	-1.74	timeout
06-18 15:54	BTC	Buy	64001.2→62427.6	-12.69	stop_loss
06-18 15:53	BTC	Buy	64026.2→62451.6	-12.62	stop_loss
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64335.2→62748.5	-12.49	stop_loss
06-18 15:17	BTC	Buy	64931.2→63309.2	-12.59	stop_loss
06-18 11:04	BTC	Buy	64716.2→64127.8	-5.06	timeout
06-18 09:50	BTC	Buy	64939.2→64217.8	-6.12	timeout
06-18 04:11	BTC	Buy	65345.3→63737.9	-12.76	stop_loss
06-17 18:50	BTC	Buy	65878.3→65877.7	-0.50	timeout
06-17 16:36	BTC	Buy	65744.3→65988.7	+1.35	timeout
06-17 08:44	BTC	Buy	66520.3→64884.3	-12.78	stop_loss
06-17 08:44	BTC	Buy	66528.3→64888.3	-12.80	stop_loss
06-17 08:31	BTC	Buy	66735.3→65093.2	-12.79	stop_loss
06-16 18:03	BTC	Buy	66800.3→66208.7	-4.95	timeout
06-16 15:20	BTC	Buy	66685.3→65740.7	-7.61	timeout
06-16 10:57	BTC	Buy	65873.3→66491.7	+4.18	timeout
06-16 09:14	BTC	Buy	65669.3→66719.7	+7.55	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-15 13:35	BTC	Buy	64260.2→66840.7	+19.64	timeout
06-15 12:27	BTC	Buy	64472.2→66237.7	+13.26	timeout
06-15 09:36	BTC	Buy	64442.2→65539.7	+8.07	timeout
06-15 08:06	BTC	Buy	64390.2→65713.7	+9.82	timeout
06-15 06:59	BTC	Buy	64266.2→65797.7	+11.45	timeout
06-14 11:47	BTC	Buy	63880.2→64570.8	+4.96	timeout
06-14 10:21	BTC	Buy	63740.2→64541.8	+5.80	timeout
06-14 08:53	BTC	Buy	63781.2→64423.8	+4.55	timeout
06-14 07:50	BTC	Buy	63843.2→64391.8	+3.84	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.89	timeout
06-13 10:48	BTC	Buy	63706.2→63850.8	+0.59	timeout
06-13 09:40	BTC	Buy	63834.2→63777.8	-0.98	timeout
06-13 07:31	BTC	Buy	63007.2→63756.8	+5.49	timeout
06-13 05:25	BTC	Buy	63466.2→63526.8	+0.04	timeout
06-13 00:39	BTC	Buy	63690.2→63583.8	-1.38	timeout
06-12 10:02	BTC	Buy	62910.1→63703.8	+5.77	timeout
06-12 09:02	BTC	Buy	62899.1→63451.8	+3.87	timeout
06-12 06:44	BTC	Buy	62897.1→62901.9	-0.46	timeout
06-12 02:02	BTC	Buy	62202.1→63466.8	+9.61	timeout
06-12 00:35	BTC	Buy	61802.1→63622.8	+14.15	timeout
06-11 09:28	BTC	Buy	61176.1→62788.9	+12.60	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 16:09	BTC	Buy	60927→62397.9	+11.57	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:24	BTC	Buy	61774.1→62019.9	+1.51	timeout
06-09 15:56	BTC	Buy	62555.1→61016.4	-12.82	stop_loss
06-09 14:29	BTC	Buy	63125.2→61573.1	-12.76	stop_loss
06-09 14:19	BTC	Buy	63281.2→61725	-12.76	stop_loss
06-09 13:25	BTC	Buy	63796.2→62226.8	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-477.23

total pnl ($)

-67.1 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%	-67.1	-477.23

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:47	BTC	Buy	circuit_breaker
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…