deribit_basis_zscore_mean_reversion_long_v11 · strategy

109

closed trades

37%

win rate

-431.34

total pnl ($)

0.493

weight

7d window — n=25 wr=28% pnl=-120.05 · 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 05:48	BTC	Buy	60237→59895	-3.28	timeout
06-27 21:13	BTC	Buy	59714→60361	+5.04	timeout
06-27 16:56	BTC	Buy	60022→60736	+5.48	timeout
06-27 04:02	BTC	Buy	59835→60317	+3.59	timeout
06-26 19:18	BTC	Buy	59200→59929	+5.58	timeout
06-26 15:15	BTC	Buy	59022→59790	+5.96	timeout
06-26 02:21	BTC	Buy	59823→58345.9	-12.77	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60451→58957.6	-12.72	stop_loss
06-24 17:44	BTC	Buy	60749→59254.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61138.1→59634.2	-12.73	stop_loss
06-24 14:13	BTC	Buy	62613.1→61073.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62643.1→61101.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62695.1→61153.3	-12.74	stop_loss
06-24 07:34	BTC	Buy	62922.1→62689.9	-2.38	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:46	BTC	Buy	63373.2→62896.9	-4.26	timeout
06-23 06:20	BTC	Buy	64478.2→62886.4	-12.81	stop_loss
06-23 05:51	BTC	Buy	64170.2→63394.8	-6.53	timeout
06-23 04:47	BTC	Buy	64039.2→63803.8	-2.31	timeout
06-22 20:00	BTC	Buy	64179.2→64528.8	+2.24	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:33	BTC	Buy	64309.2→64342.8	-0.27	timeout
06-21 18:54	BTC	Buy	63763.2→64137.8	+2.53	timeout
06-21 01:58	BTC	Buy	63543.2→64226.8	+4.88	timeout
06-21 00:45	BTC	Buy	63553.2→64258.8	+5.05	timeout
06-20 18:42	BTC	Buy	63035.2→63807.8	+5.69	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:54	BTC	Buy	64001.2→62427.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64121.2→62524.6	-12.84	stop_loss
06-18 15:40	BTC	Buy	64223.2→62639.5	-12.69	stop_loss
06-18 10:43	BTC	Buy	64886.2→63990.8	-7.42	timeout
06-18 09:40	BTC	Buy	64950.2→64251.8	-5.94	timeout
06-18 08:39	BTC	Buy	65039.3→64543.8	-4.30	timeout
06-17 08:39	BTC	Buy	66609.3→64970.2	-12.78	stop_loss
06-17 08:31	BTC	Buy	66735.3→65093.2	-12.78	stop_loss
06-17 06:57	BTC	Buy	66494.3→65586.7	-7.30	timeout
06-16 10:58	BTC	Buy	65831.3→66484.7	+4.45	timeout
06-16 08:08	BTC	Buy	65678.3→66334.7	+4.63	timeout
06-16 05:46	BTC	Buy	65696.3→66085.7	+2.57	timeout
06-15 09:14	BTC	Buy	64407.2→65661.7	+9.31	timeout
06-15 06:54	BTC	Buy	64230.2→65845.7	+12.11	timeout
06-15 04:39	BTC	Buy	64404.2→65652.7	+9.21	timeout
06-14 08:28	BTC	Buy	63792.2→64452.8	+4.70	timeout
06-14 06:07	BTC	Buy	63547.2→64403.8	+6.30	timeout
06-14 04:10	BTC	Buy	63466.2→64477.8	+7.56	timeout
06-13 07:47	BTC	Buy	63004.2→63811.8	+5.94	timeout
06-13 04:31	BTC	Buy	63829.2→63516.8	-2.89	timeout
06-13 03:29	BTC	Buy	63417.2→63458.8	-0.13	timeout
06-12 06:45	BTC	Buy	62885.1→62921.9	-0.21	timeout
06-12 02:03	BTC	Buy	62208.1→63465.8	+9.56	timeout
06-12 00:35	BTC	Buy	61802.1→63622.8	+14.15	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:01	BTC	Buy	61735.1→61843.9	+0.38	timeout
06-10 16:23	BTC	Buy	61038.1→62264.9	+9.56	timeout
06-10 15:26	BTC	Buy	61441.1→62254.9	+6.12	timeout
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 14:18	BTC	Buy	63339.2→61772	-12.83	stop_loss
06-09 05:54	BTC	Buy	62661.1→63351.8	+5.02	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 21:33	BTC	Buy	61782.1→63647.8	+14.61	timeout
06-08 04:52	BTC	Buy	61794.1→62776.9	+7.49	timeout
06-07 20:19	BTC	Buy	60570→61550.9	+7.68	timeout
06-07 14:56	BTC	Buy	60876→61903.9	+7.98	timeout
06-07 04:29	BTC	Buy	59942→61533.9	+12.83	timeout
06-06 20:12	BTC	Buy	60693→60545	-1.60	timeout
06-06 14:30	BTC	Buy	60391→60834	+3.22	timeout
06-06 04:11	BTC	Buy	61792.1→60269.8	-12.77	stop_loss
06-05 18:51	BTC	Buy	61001→59501.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61013.1→59512.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62640.1→61093.4	-12.80	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:24	BTC	Buy	62664.1→61121.4	-12.75	stop_loss
06-05 06:23	BTC	Buy	62739.1→61175.3	-12.90	stop_loss
06-05 06:21	BTC	Buy	63082.2→61512.2	-12.89	stop_loss
06-05 03:11	BTC	Buy	63842.2→62271.7	-12.72	stop_loss
06-05 02:56	BTC	Buy	63251.2→62603.9	-5.52	timeout
06-04 10:28	BTC	Buy	64069.2→62491.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62898.4	-12.75	stop_loss
06-04 01:22	BTC	Buy	64275.2→62694.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65468.3→63857.9	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 19:43	BTC	Buy	66756.3→65810.7	-7.60	timeout
06-03 16:27	BTC	Buy	67173.4→65514.9	-12.82	stop_loss
06-03 03:43	BTC	Buy	67377.4→65720.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67474.4→65812.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69423.5→67714.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69486.5→67764.7	-12.85	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-01 22:25	BTC	Buy	73785.7→71210.8	-18.02	stop_loss
06-01 22:25	BTC	Buy	73800.7→71210.8	-18.13	stop_loss
06-01 22:25	BTC	Buy	73955.7→71210.8	-19.16	stop_loss
05-31 20:52	BTC	Buy	73945.7→73697.3	-2.12	timeout
05-31 18:44	BTC	Buy	74012.7→73606.3	-3.26	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

37%

win rate

-431.34

total pnl ($)

-78.8 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	109	37%	-78.8	-431.34

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…