deribit_basis_zscore_mean_reversion_long_v16 · strategy

closed trades

40%

win rate

-217.67

total pnl ($)

0.738

weight

7d window — n=13 wr=31% pnl=-86.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 53 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60434→58869.6	-13.57	stop_loss
06-28 19:51	BTC	Buy	60501→59340	-10.01	timeout
06-28 07:36	BTC	Buy	59954→60098	+0.73	timeout
06-27 18:14	BTC	Buy	59684→60488	+6.31	timeout
06-27 05:49	BTC	Buy	59478→60204	+5.66	timeout
06-25 13:59	BTC	Buy	59546→58021.1	-13.18	stop_loss
06-25 13:45	BTC	Buy	61555.1→59967	-13.32	stop_loss
06-24 13:57	BTC	Buy	62800.1→61193.3	-13.24	stop_loss
06-23 08:24	BTC	Buy	63770.2→62125.8	-13.28	stop_loss
06-23 06:21	BTC	Buy	64201.2→62555.6	-13.27	stop_loss
06-23 05:23	BTC	Buy	65064.3→63383.1	-13.39	stop_loss
06-23 00:40	BTC	Buy	63957.2→63996.8	-0.13	timeout
06-22 12:26	BTC	Buy	64227.2→64874.8	+4.37	timeout
06-22 00:25	BTC	Buy	63719.2→63611.8	-1.34	timeout
06-21 12:18	BTC	Buy	63503.2→64014.8	+3.68	timeout
06-21 00:16	BTC	Buy	62467.1→64218.8	+13.48	timeout
06-20 12:31	BTC	Buy	62987.1→63705.8	+5.19	timeout
06-18 15:40	BTC	Buy	64366.2→62718.5	-13.21	stop_loss
06-18 15:38	BTC	Buy	64488.2→62837.4	-13.02	stop_loss
06-18 15:17	BTC	Buy	65028.3→63364.1	-12.81	stop_loss
06-17 19:50	BTC	Buy	65702.3→64018.8	-13.26	stop_loss
06-17 11:04	BTC	Buy	66353.3→64645.4	-13.44	stop_loss
06-17 08:45	BTC	Buy	66541.3→64834.3	-13.31	stop_loss
06-17 00:08	BTC	Buy	66192.3→65684.7	-4.38	timeout
06-16 12:02	BTC	Buy	65703.3→66413.7	+4.83	timeout
06-15 22:30	BTC	Buy	64574.2→66127.7	+11.51	timeout
06-15 10:28	BTC	Buy	64505.2→65704.7	+8.86	timeout
06-14 22:24	BTC	Buy	63747.2→65182.7	+10.74	timeout
06-14 10:23	BTC	Buy	63603.2→64579.8	+7.17	timeout
06-13 22:14	BTC	Buy	63732.2→64370.8	+4.51	timeout
06-13 10:11	BTC	Buy	63603.2→63734.8	+0.46	timeout
06-12 22:10	BTC	Buy	62915.1→63499.8	+4.12	timeout
06-12 09:57	BTC	Buy	61244.1→63773.8	+20.07	timeout
06-11 20:22	BTC	Buy	61576.1→63447.8	+14.55	timeout
06-11 07:48	BTC	Buy	61760.1→62682.9	+6.80	timeout
06-09 14:39	BTC	Buy	62925.1→61312.3	-13.29	stop_loss
06-09 14:29	BTC	Buy	63170.2→61552.1	-13.26	stop_loss
06-09 14:11	BTC	Buy	63563.2→61929.9	-13.30	stop_loss
06-09 04:09	BTC	Buy	61965.1→62853.9	+6.73	timeout
06-08 13:27	BTC	Buy	61505.1→63559.8	+16.20	timeout
06-06 04:14	BTC	Buy	61658.1→60078.9	-13.26	stop_loss
06-05 13:57	BTC	Buy	62433.1→60832.5	-13.27	stop_loss
06-05 06:21	BTC	Buy	63118.2→61500.2	-13.21	stop_loss
06-05 06:03	BTC	Buy	63593.2→61965.9	-13.22	stop_loss
06-04 00:29	BTC	Buy	65071.3→63406.1	-13.24	stop_loss
06-03 20:55	BTC	Buy	66564.3→64852.3	-13.37	stop_loss
06-03 19:54	BTC	Buy	67087.4→65367	-13.31	stop_loss
06-02 14:21	BTC	Buy	69994.5→68203.5	-13.26	stop_loss
06-02 09:04	BTC	Buy	71343.6→69517.7	-13.31	stop_loss
06-01 22:37	BTC	Buy	72970.6→71102.9	-13.35	stop_loss
06-01 22:25	BTC	Buy	73565.7→71211.8	-16.65	stop_loss
06-01 03:23	BTC	Buy	73868.7→73951.3	-0.00	timeout
05-30 19:50	BTC	Buy	73373.7→74022.3	+3.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

40%

win rate

-217.67

total pnl ($)

-81.5 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	53	40%	-81.5	-217.67

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 22:12	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…