deribit_basis_zscore_mean_reversion_long_v17 · strategy

160

closed trades

42%

win rate

-536.42

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-186.87 · 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 06:21	BTC	Buy	59904→60221	+2.17	timeout
06-29 05:13	BTC	Buy	59985→59449	-4.92	timeout
06-29 04:08	BTC	Buy	60203→59942	-2.64	timeout
06-28 21:07	BTC	Buy	60330→59646	-6.12	timeout
06-28 20:06	BTC	Buy	60235→59495	-6.57	timeout
06-28 05:26	BTC	Buy	60226→59816	-3.86	timeout
06-28 04:28	BTC	Buy	60399→60189	-2.20	timeout
06-27 21:20	BTC	Buy	59693→60353	+5.15	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.46	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-26 21:27	BTC	Buy	59639→59770	+0.57	timeout
06-26 20:25	BTC	Buy	59617→59743	+0.49	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 15:18	BTC	Buy	59080→59889	+6.35	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59618→58152	-12.67	stop_loss
06-25 13:57	BTC	Buy	59810→58336.9	-12.68	stop_loss
06-25 13:55	BTC	Buy	59877→58393.9	-12.77	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61326.1→59818.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62590.1→61050.4	-12.75	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62771.1→61223.3	-12.78	stop_loss
06-24 13:43	BTC	Buy	63055.2→61496.2	-12.81	stop_loss
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62729.9	-1.83	timeout
06-24 05:49	BTC	Buy	63362.2→62910.9	-4.07	timeout
06-23 06:41	BTC	Buy	64038.2→62908.9	-9.30	timeout
06-23 06:22	BTC	Buy	64106.2→62526.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64239.2→62652.5	-12.83	stop_loss
06-23 06:21	BTC	Buy	64251.2→62662.5	-12.82	stop_loss
06-23 05:22	BTC	Buy	65084.3→63484.1	-12.76	stop_loss
06-22 21:10	BTC	Buy	63618.2→64373.8	+5.47	timeout
06-22 07:13	BTC	Buy	64229.2→64205.8	-0.65	timeout
06-22 06:11	BTC	Buy	64183.2→64234.8	-0.07	timeout
06-22 04:56	BTC	Buy	64285.2→64042.8	-2.35	timeout
06-22 03:48	BTC	Buy	64378.2→64119.8	-2.53	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-21 04:54	BTC	Buy	63572.2→64306.8	+5.34	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:14	BTC	Buy	63446.2→64210.8	+5.54	timeout
06-20 22:15	BTC	Buy	63092.2→64076.8	+7.36	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 00:35	BTC	Buy	62992.1→63735.8	+5.41	timeout
06-19 22:03	BTC	Buy	62911.1→63026.8	+0.43	timeout
06-19 21:00	BTC	Buy	63071.2→63183.8	+0.40	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:51	BTC	Buy	64137.2→62558.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.71	stop_loss
06-18 15:51	BTC	Buy	64156.2→62575.6	-12.51	stop_loss
06-18 15:37	BTC	Buy	64446.2→62847.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64546.2→62943.4	-12.84	stop_loss
06-18 09:59	BTC	Buy	64873.2→64159.8	-6.03	timeout
06-18 08:52	BTC	Buy	64881.2→64424.8	-4.00	timeout
06-17 22:03	BTC	Buy	65488.3→63844.9	-12.98	stop_loss
06-17 19:41	BTC	Buy	65763.3→64141.7	-12.81	stop_loss
06-17 19:29	BTC	Buy	65884.3→64261.6	-12.77	stop_loss
06-17 16:28	BTC	Buy	65738.3→66387.7	+4.53	timeout
06-17 08:05	BTC	Buy	66348.3→65448.7	-7.19	timeout
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 18:05	BTC	Buy	66770.3→66079.7	-5.70	timeout
06-16 15:43	BTC	Buy	66838.3→65810.7	-8.21	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.35	timeout
06-16 07:03	BTC	Buy	65743.3→66340.7	+4.17	timeout
06-16 05:49	BTC	Buy	65759.3→66035.7	+1.70	timeout
06-15 13:35	BTC	Buy	64240.2→66815.7	+19.62	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 07:01	BTC	Buy	64260.2→65701.7	+10.75	timeout
06-15 05:37	BTC	Buy	64300.2→65694.7	+10.38	timeout
06-14 21:51	BTC	Buy	64455.2→65492.7	+7.55	timeout
06-14 12:44	BTC	Buy	63996.2→64324.8	+2.13	timeout
06-14 08:19	BTC	Buy	63793.2→64471.8	+4.84	timeout
06-14 06:11	BTC	Buy	63572.2→64421.8	+6.24	timeout
06-14 04:41	BTC	Buy	63593.2→64403.8	+5.97	timeout
06-13 19:32	BTC	Buy	63655.2→64143.8	+3.38	timeout
06-13 10:12	BTC	Buy	63713.2→63736.8	-0.35	timeout
06-13 05:42	BTC	Buy	63362.2→63556.8	+1.09	timeout
06-13 04:33	BTC	Buy	63749.2→63548.8	-2.02	timeout
06-13 02:17	BTC	Buy	63588.2→63765.8	+0.94	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-12 09:04	BTC	Buy	62890.1→63406.8	+3.59	timeout
06-12 04:10	BTC	Buy	62556.1→63449.8	+6.61	timeout
06-12 00:43	BTC	Buy	61839.1→63643.8	+14.02	timeout
06-11 19:32	BTC	Buy	61213.1→63901.8	+21.40	take_profit
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 19:04	BTC	Buy	61805.1→61833.9	-0.28	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 15:19	BTC	Buy	61559.1→61961.9	+2.78	timeout
06-10 14:20	BTC	Buy	61712.1→61889.9	+0.96	timeout
06-09 16:20	BTC	Buy	62340.1→60806.5	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63301.2→61743	-12.76	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss

Paper vs Live

Paper (trades.jsonl)

160

closed

42%

win rate

-536.42

total pnl ($)

-66.8 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	160	42%	-66.8	-536.42

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 15:52	BTC	Buy	circuit_breaker
06-29 07:05	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…