deribit_basis_zscore_mean_rev_opts_long · strategy

132

closed trades

39%

win rate

-297.60

total pnl ($)

0.908

weight

7d window — n=35 wr=40% pnl=-53.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:12	BTC	Buy	60338→60378	-0.12	timeout
06-28 08:13	BTC	Buy	60253→60131	-1.47	timeout
06-28 07:10	BTC	Buy	60554→60089	-4.28	timeout
06-27 06:34	BTC	Buy	59820→60280	+3.40	timeout
06-27 05:33	BTC	Buy	60147→60162	-0.32	timeout
06-27 03:31	BTC	Buy	60160→60288	+0.62	timeout
06-26 17:25	BTC	Buy	59767→60072	+2.05	timeout
06-26 15:42	BTC	Buy	59407→60432	+8.13	timeout
06-26 14:33	BTC	Buy	58758.9→59862	+8.91	timeout
06-26 03:15	BTC	Buy	58920.9→58841.1	-1.09	timeout
06-26 02:32	BTC	Buy	59437→58756.1	-6.15	timeout
06-25 13:45	BTC	Buy	61504.1→59989	-12.74	stop_loss
06-25 13:42	BTC	Buy	61704.1→60186.9	-12.72	stop_loss
06-25 13:41	BTC	Buy	61825.1→60304.8	-12.72	stop_loss
06-25 06:33	BTC	Buy	59676→61697.9	+16.51	timeout
06-25 05:29	BTC	Buy	59697→61589.9	+15.42	timeout
06-25 04:36	BTC	Buy	60455→60822	+2.59	timeout
06-24 17:47	BTC	Buy	60594→59101.5	-12.75	stop_loss
06-24 10:51	BTC	Buy	62527.1→62459.9	-1.00	timeout
06-24 09:51	BTC	Buy	62636.1→62647.9	-0.39	timeout
06-24 07:40	BTC	Buy	62333.1→62616.9	+1.79	timeout
06-23 21:34	BTC	Buy	62445.1→62530.9	+0.25	timeout
06-23 20:33	BTC	Buy	62195.1→62434.9	+1.48	timeout
06-23 18:50	BTC	Buy	62876.1→62171.9	-6.06	timeout
06-23 08:17	BTC	Buy	63998.2→62421.7	-12.78	stop_loss
06-23 08:17	BTC	Buy	64013.2→62438.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64114.2→62534.6	-12.77	stop_loss
06-22 22:53	BTC	Buy	64144.2→63952.8	-1.94	timeout
06-22 20:44	BTC	Buy	64241.2→64470.8	+1.33	timeout
06-22 19:36	BTC	Buy	64293.2→64396.8	+0.34	timeout
06-22 10:01	BTC	Buy	63629.2→64106.8	+3.26	timeout
06-22 07:59	BTC	Buy	64179.2→64173.8	-0.53	timeout
06-22 06:57	BTC	Buy	64137.2→63971.8	-1.75	timeout
06-21 21:36	BTC	Buy	64102.2→63747.8	-3.21	timeout
06-21 18:11	BTC	Buy	64180.2→63963.8	-2.11	timeout
06-21 15:44	BTC	Buy	64419.2→64278.8	-1.53	timeout
06-21 09:25	BTC	Buy	63955.2→63982.8	-0.30	timeout
06-21 05:46	BTC	Buy	63805.2→64236.8	+2.93	timeout
06-20 19:59	BTC	Buy	63612.2→63902.8	+1.85	timeout
06-20 18:55	BTC	Buy	63718.2→63753.8	-0.16	timeout
06-20 14:05	BTC	Buy	63479.2→63287.8	-1.98	timeout
06-20 07:28	BTC	Buy	62960.1→63718.8	+5.57	timeout
06-20 06:25	BTC	Buy	63120.2→63655.8	+3.79	timeout
06-19 20:49	BTC	Buy	62642.1→63123.8	+3.37	timeout
06-19 13:39	BTC	Buy	62885.1→62895.9	-0.32	timeout
06-19 12:35	BTC	Buy	62992.1→62432.9	-4.84	timeout
06-19 08:22	BTC	Buy	63114.2→62683.9	-3.79	timeout
06-18 15:54	BTC	Buy	63995.2→62421.7	-12.69	stop_loss
06-17 22:15	BTC	Buy	64864.2→64029.8	-6.87	timeout
06-17 21:10	BTC	Buy	64928.2→64319.8	-5.13	timeout
06-17 20:10	BTC	Buy	65355.3→64375.8	-7.95	timeout
06-17 09:40	BTC	Buy	65640.3→64945.8	-5.77	timeout
06-17 08:40	BTC	Buy	65798.3→64969.8	-6.74	timeout
06-17 07:34	BTC	Buy	65683.3→65538.7	-1.56	timeout
06-16 21:07	BTC	Buy	66824.3→65843.7	-7.83	timeout
06-16 20:05	BTC	Buy	66348.3→65612.7	-6.04	timeout
06-16 18:58	BTC	Buy	66434.3→65827.7	-5.05	timeout
06-16 06:05	BTC	Buy	66770.3→66101.7	-5.43	timeout
06-16 03:43	BTC	Buy	66838.3→66073.7	-6.15	timeout
06-15 21:23	BTC	Buy	65692.3→66503.7	+5.70	timeout
06-15 17:50	BTC	Buy	65752.3→66883.7	+8.10	timeout
06-15 14:18	BTC	Buy	65700.3→66471.7	+5.43	timeout
06-15 07:50	BTC	Buy	63753.2→65646.7	+14.33	timeout
06-15 03:52	BTC	Buy	64022.2→65886.7	+14.09	timeout
06-14 23:05	BTC	Buy	64453.2→65242.7	+5.65	timeout
06-14 19:01	BTC	Buy	64260.2→63794.8	-4.11	timeout
06-14 15:35	BTC	Buy	64514.2→64045.8	-4.09	timeout
06-14 09:51	BTC	Buy	64455.2→64572.8	+0.44	timeout
06-13 20:19	BTC	Buy	63793.2→64250.8	+3.13	timeout
06-13 16:48	BTC	Buy	63620.2→63979.8	+2.38	timeout
06-13 13:51	BTC	Buy	63784.2→64089.8	+1.92	timeout
06-12 18:17	BTC	Buy	63155.2→63775.8	+4.46	timeout
06-12 17:14	BTC	Buy	63417.2→63869.8	+3.11	timeout
06-12 12:07	BTC	Buy	63770.2→63636.8	-1.53	timeout
06-12 05:41	BTC	Buy	63306.2→63351.8	-0.12	timeout
06-12 01:55	BTC	Buy	63108.2→63413.8	+1.92	timeout
06-11 23:04	BTC	Buy	63157.2→63391.8	+1.34	timeout
06-11 02:50	BTC	Buy	61870.1→62032.9	+0.84	timeout
06-10 04:49	BTC	Buy	61274.1→62016.9	+5.67	timeout
06-10 03:52	BTC	Buy	61300.1→62016.9	+5.45	timeout
06-10 02:59	BTC	Buy	61467.1→62016.9	+4.08	timeout
06-09 15:55	BTC	Buy	62633.1→61089.4	-12.80	stop_loss
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-09 13:47	BTC	Buy	62771.1→62336.9	-3.91	timeout
06-09 05:51	BTC	Buy	63458.2→63382.8	-1.07	timeout
06-09 04:44	BTC	Buy	63633.2→63211.8	-3.76	timeout
06-09 00:31	BTC	Buy	63220.2→62576.9	-5.55	timeout
06-08 17:23	BTC	Buy	62626.1→63492.8	+6.42	timeout
06-08 16:12	BTC	Buy	62920.1→63834.8	+6.76	timeout
06-08 10:49	BTC	Buy	63194.2→63132.8	-0.93	timeout
06-07 18:31	BTC	Buy	62020.1→62202.9	+1.05	timeout
06-07 16:19	BTC	Buy	61606.1→62187.9	+4.24	timeout
06-07 15:19	BTC	Buy	61633.1→61752.9	+0.52	timeout
06-07 05:51	BTC	Buy	60574→61685.9	+8.75	timeout
06-07 04:12	BTC	Buy	60736→61521.9	+6.01	timeout
06-07 03:06	BTC	Buy	60552→61473.9	+7.13	timeout
06-06 15:04	BTC	Buy	60835→60573	-2.60	timeout
06-06 04:27	BTC	Buy	61303.1→59795.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61559.1→60042	-12.78	stop_loss
06-06 02:34	BTC	Buy	60540→60934	+2.80	timeout

Paper vs Live

Paper (trades.jsonl)

132

closed

39%

win rate

-297.60

total pnl ($)

-44.9 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	132	39%	-44.9	-297.60

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…