deribit_basis_zscore_mean_rev_long_v7 · strategy

151

closed trades

41%

win rate

-455.65

total pnl ($)

0.250

weight

7d window — n=35 wr=31% pnl=-180.67 · 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 23:42	BTC	Buy	59787→60231	+3.28	timeout
06-29 22:17	BTC	Buy	59561→60436	+6.93	timeout
06-29 11:03	BTC	Buy	60211→59985	-2.48	timeout
06-29 10:03	BTC	Buy	60223→60135	-1.33	timeout
06-29 05:12	BTC	Buy	59983→59405	-5.28	timeout
06-28 20:55	BTC	Buy	60254→59629	-5.63	timeout
06-28 19:49	BTC	Buy	60155→59310	-7.45	timeout
06-28 10:26	BTC	Buy	60455→60057	-3.77	timeout
06-28 09:07	BTC	Buy	60455→60376	-1.10	timeout
06-26 19:15	BTC	Buy	59212→59989	+6.00	timeout
06-26 18:14	BTC	Buy	59395→60058	+5.01	timeout
06-26 17:08	BTC	Buy	59176→60120	+7.43	timeout
06-26 15:58	BTC	Buy	59513→60297	+6.02	timeout
06-26 14:59	BTC	Buy	59502→59634	+0.55	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:59	BTC	Buy	59503→58039.1	-12.66	stop_loss
06-25 13:55	BTC	Buy	59882→58408.9	-12.67	stop_loss
06-25 13:54	BTC	Buy	59947→58471.8	-12.66	stop_loss
06-25 13:53	BTC	Buy	60495→59007.5	-12.65	stop_loss
06-24 16:51	BTC	Buy	61097.1→59587.2	-12.80	stop_loss
06-24 14:19	BTC	Buy	62376.1→60841.5	-12.74	stop_loss
06-24 14:17	BTC	Buy	62549.1→61009.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62626.1→61082.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62682.1→61140.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62749.1→61194.3	-12.84	stop_loss
06-24 10:55	BTC	Buy	62251.1→62452.9	+1.16	timeout
06-24 09:50	BTC	Buy	62358.1→62647.9	+1.83	timeout
06-24 08:48	BTC	Buy	62301.1→62745.9	+3.05	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 07:12	BTC	Buy	62982.1→62738.9	-2.46	timeout
06-23 08:24	BTC	Buy	63671.2→62101.8	-12.76	stop_loss
06-23 08:17	BTC	Buy	64018.2→62430.6	-12.86	stop_loss
06-23 06:22	BTC	Buy	64088.2→62508.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64345.2→62755.5	-12.82	stop_loss
06-23 06:18	BTC	Buy	64539.2→62951.4	-12.77	stop_loss
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-22 20:14	BTC	Buy	64112.2→64498.8	+2.54	timeout
06-22 19:10	BTC	Buy	64161.2→64299.8	+0.59	timeout
06-22 18:05	BTC	Buy	63952.2→64674.8	+5.13	timeout
06-22 16:18	BTC	Buy	64148.2→64707.8	+3.91	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-21 18:56	BTC	Buy	63760.2→64141.8	+2.57	timeout
06-21 17:46	BTC	Buy	63791.2→64143.8	+2.40	timeout
06-21 15:58	BTC	Buy	64125.2→64191.8	+0.07	timeout
06-21 14:46	BTC	Buy	63824.2→64007.8	+1.05	timeout
06-19 20:27	BTC	Buy	63114.2→63044.8	-1.04	timeout
06-19 19:26	BTC	Buy	62752.1→62984.9	+1.38	timeout
06-19 18:23	BTC	Buy	62923.1→63126.8	+1.16	timeout
06-19 17:20	BTC	Buy	62564.1→63057.8	+3.49	timeout
06-19 16:23	BTC	Buy	62725.1→63266.8	+3.86	timeout
06-18 15:57	BTC	Buy	63917.2→62345.7	-12.56	stop_loss
06-18 15:55	BTC	Buy	63970.2→62396.7	-12.65	stop_loss
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.68	stop_loss
06-18 15:53	BTC	Buy	64041.2→62466.6	-12.60	stop_loss
06-18 15:40	BTC	Buy	64240.2→62658.5	-12.49	stop_loss
06-18 10:12	BTC	Buy	64874.2→63975.8	-7.48	timeout
06-18 09:07	BTC	Buy	64939.2→64333.8	-5.15	timeout
06-18 05:03	BTC	Buy	65327.3→63717.9	-12.78	stop_loss
06-18 04:11	BTC	Buy	65409.3→63799.9	-12.77	stop_loss
06-17 19:40	BTC	Buy	65794.3→64176.7	-12.76	stop_loss
06-17 14:24	BTC	Buy	65522.3→65236.7	-2.64	timeout
06-17 08:39	BTC	Buy	66577.3→64929.3	-12.84	stop_loss
06-17 08:09	BTC	Buy	66353.3→65379.7	-7.75	timeout
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-17 05:31	BTC	Buy	66034.3→65819.7	-2.11	timeout
06-16 13:40	BTC	Buy	66516.3→66001.7	-4.40	timeout
06-16 11:18	BTC	Buy	66086.3→66487.7	+2.52	timeout
06-16 05:28	BTC	Buy	65813.3→66015.7	+1.14	timeout
06-16 03:45	BTC	Buy	65841.3→66101.7	+1.56	timeout
06-15 22:18	BTC	Buy	65018.3→66347.7	+9.73	timeout
06-15 13:19	BTC	Buy	64000.2→66812.7	+21.54	take_profit
06-15 10:41	BTC	Buy	64593.2→65721.7	+8.29	timeout
06-15 04:24	BTC	Buy	64475.2→65716.7	+9.15	timeout
06-15 02:18	BTC	Buy	64595.2→65686.7	+7.96	timeout
06-14 22:03	BTC	Buy	64397.2→65459.7	+7.75	timeout
06-14 19:55	BTC	Buy	64303.2→63750.8	-4.79	timeout
06-14 10:25	BTC	Buy	63755.2→64592.8	+6.08	timeout
06-14 04:04	BTC	Buy	63523.2→64498.8	+7.27	timeout
06-14 01:50	BTC	Buy	63784.2→64612.8	+6.08	timeout
06-13 21:38	BTC	Buy	63551.2→64291.8	+5.35	timeout
06-13 19:28	BTC	Buy	63726.2→64129.8	+2.71	timeout
06-13 09:28	BTC	Buy	63772.2→63788.8	-0.41	timeout
06-13 03:28	BTC	Buy	63415.2→63464.8	-0.06	timeout
06-13 00:31	BTC	Buy	63563.2→63529.8	-0.81	timeout
06-12 20:59	BTC	Buy	63386.2→63439.8	-0.05	timeout
06-12 15:19	BTC	Buy	62607.1→64279.8	+12.83	timeout
06-12 09:01	BTC	Buy	62893.1→63445.8	+3.87	timeout
06-12 01:13	BTC	Buy	61970.1→63464.8	+11.50	timeout
06-12 00:03	BTC	Buy	61587.1→63525.8	+15.18	timeout
06-11 18:02	BTC	Buy	61091.1→63772.8	+21.41	take_profit
06-11 14:49	BTC	Buy	61865.1→62898.9	+7.81	timeout
06-11 08:22	BTC	Buy	61577.1→62801.9	+9.35	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61722.1→61861.9	+0.62	timeout
06-10 16:30	BTC	Buy	61022.1→62274.9	+9.71	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:32	BTC	Buy	61532.1→61864.9	+2.22	timeout
06-09 16:40	BTC	Buy	62270.1→60734.6	-12.79	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63372.2→61809	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

151

closed

41%

win rate

-455.65

total pnl ($)

-60.1 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	151	41%	-60.1	-455.65

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 01:59	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…