deribit_basis_zscore_mean_reversion_long_v21 · strategy

185

closed trades

39%

win rate

-293.69

total pnl ($)

1.064

weight

7d window — n=46 wr=41% pnl=-32.36 · 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 22:53	SOL	Buy	71.9078→70.1214	-12.81	stop_loss
06-28 09:51	SOL	Buy	71.7828→71.6682	-1.40	timeout
06-28 05:28	SOL	Buy	71.8808→70.0974	-12.76	stop_loss
06-27 22:16	SOL	Buy	71.9918→70.1744	-13.07	stop_loss
06-27 22:16	SOL	Buy	72.0468→70.2543	-12.89	stop_loss
06-27 22:15	SOL	Buy	72.1718→70.3802	-12.86	stop_loss
06-27 15:44	SOL	Buy	72.1418→72.9801	+5.38	timeout
06-26 21:03	SOL	Buy	73.7421→71.9122	-12.87	stop_loss
06-26 16:00	SOL	Buy	69.8415→72.9191	+21.54	take_profit
06-26 15:39	SOL	Buy	69.0444→72.0752	+21.46	take_profit
06-26 14:19	SOL	Buy	68.4103→71.4123	+21.44	take_profit
06-26 07:02	SOL	Buy	67.2301→70.1735	+21.38	take_profit
06-26 07:02	SOL	Buy	67.2001→70.1365	+21.38	take_profit
06-26 06:39	SOL	Buy	66.635→69.5486	+21.39	take_profit
06-26 06:22	SOL	Buy	65.9869→68.8697	+21.33	take_profit
06-25 23:30	SOL	Buy	65.8319→68.7087	+21.39	take_profit
06-25 23:28	SOL	Buy	65.4968→68.3637	+21.42	take_profit
06-25 13:47	SOL	Buy	67.4621→65.7812	-12.85	stop_loss
06-25 13:46	SOL	Buy	67.7272→66.048	-12.80	stop_loss
06-25 13:45	SOL	Buy	67.7802→66.1	-12.80	stop_loss
06-25 13:45	SOL	Buy	67.7742→66.087	-12.84	stop_loss
06-25 13:43	SOL	Buy	68.3092→66.6147	-12.85	stop_loss
06-25 05:02	SOL	Buy	65.8109→68.6947	+21.46	take_profit
06-24 22:01	SOL	Buy	65.5908→68.4697	+21.50	take_profit
06-24 22:01	SOL	Buy	65.4728→68.3367	+21.43	take_profit
06-24 17:20	SOL	Buy	67.4051→65.7333	-12.84	stop_loss
06-24 16:46	SOL	Buy	68.6703→66.9625	-12.88	stop_loss
06-24 16:45	SOL	Buy	68.8143→67.1044	-12.86	stop_loss
06-24 15:58	SOL	Buy	68.9013→67.1813	-12.93	stop_loss
06-24 15:33	SOL	Buy	69.7535→68.0168	-12.89	stop_loss
06-24 12:16	SOL	Buy	69.0944→69.7935	+4.57	timeout
06-24 11:12	SOL	Buy	68.8963→68.9757	+0.10	timeout
06-24 10:08	SOL	Buy	68.9493→69.2126	+1.43	timeout
06-24 09:26	SOL	Buy	68.8503→69.4366	+3.78	timeout
06-24 08:50	SOL	Buy	68.5283→69.3766	+5.74	timeout
06-23 08:13	SOL	Buy	70.9916→69.145	-13.41	stop_loss
06-23 06:21	SOL	Buy	71.6047→69.8196	-12.82	stop_loss
06-23 06:21	SOL	Buy	71.7358→69.9575	-12.73	stop_loss
06-23 06:20	SOL	Buy	71.8868→70.1044	-12.78	stop_loss
06-23 06:20	SOL	Buy	71.9018→70.1194	-12.80	stop_loss
06-22 22:38	SOL	Buy	72.7289→71.6083	-7.80	timeout
06-22 22:28	SOL	Buy	73.343→71.4885	-12.81	stop_loss
06-22 21:29	SOL	Buy	72.7609→72.6361	-1.09	timeout
06-22 19:08	SOL	Buy	74.2821→72.4349	-12.80	stop_loss
06-22 14:38	SOL	Buy	73.9381→73.347	-4.46	timeout
06-22 03:37	SOL	Buy	73.674→73.7849	+0.26	timeout
06-21 21:09	SOL	Buy	74.1521→72.31	-12.84	stop_loss
06-21 15:57	SOL	Buy	72.0518→74.0819	+13.49	timeout
06-21 14:49	SOL	Buy	71.9638→73.8499	+12.50	timeout
06-21 10:24	SOL	Buy	71.2537→74.3698	+21.33	take_profit
06-21 07:29	SOL	Buy	71.8818→73.235	+8.81	timeout
06-20 22:28	SOL	Buy	70.7346→73.8259	+21.29	take_profit
06-20 05:10	SOL	Buy	68.5593→71.5593	+21.33	take_profit
06-20 05:07	SOL	Buy	68.2822→71.2853	+21.45	take_profit
06-20 05:06	SOL	Buy	68.1962→71.1893	+21.41	take_profit
06-20 05:06	SOL	Buy	68.1962→71.1893	+21.41	take_profit
06-20 02:49	SOL	Buy	69.5204→69.6985	+0.75	timeout
06-19 07:38	SOL	Buy	69.6424→67.9148	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.6935→67.9658	-12.86	stop_loss
06-19 07:37	SOL	Buy	69.7845→68.0547	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8315→68.0927	-12.92	stop_loss
06-18 15:36	SOL	Buy	71.3337→69.5648	-12.90	stop_loss
06-18 15:32	SOL	Buy	71.4537→69.6807	-12.89	stop_loss
06-18 15:29	SOL	Buy	71.5797→69.7796	-13.14	stop_loss
06-18 15:25	SOL	Buy	71.7498→69.9545	-13.01	stop_loss
06-18 15:17	SOL	Buy	71.9368→70.1504	-12.98	stop_loss
06-17 22:03	SOL	Buy	72.5799→70.76	-12.97	stop_loss
06-17 22:02	SOL	Buy	73.012→71.1997	-12.86	stop_loss
06-17 19:46	SOL	Buy	73.191→71.3606	-12.96	stop_loss
06-17 16:41	SOL	Buy	73.233→74.0089	+4.70	timeout
06-17 11:05	SOL	Buy	73.519→71.6954	-12.76	stop_loss
06-17 11:05	SOL	Buy	73.58→71.7413	-12.86	stop_loss
06-17 11:02	SOL	Buy	73.7611→71.9222	-12.84	stop_loss
06-17 08:49	SOL	Buy	74.0681→72.213	-12.89	stop_loss
06-16 15:22	SOL	Buy	73.8801→73.01	-6.34	timeout
06-16 14:33	SOL	Buy	74.1691→72.331	-12.86	stop_loss
06-16 14:27	SOL	Buy	74.5752→72.7187	-12.91	stop_loss
06-16 14:20	SOL	Buy	74.9422→73.0775	-12.90	stop_loss
06-16 14:18	SOL	Buy	75.1623→73.2893	-12.92	stop_loss
06-16 02:27	SOL	Buy	74.7982→72.9326	-12.92	stop_loss
06-16 02:27	SOL	Buy	75.0793→73.2104	-12.90	stop_loss
06-16 02:18	SOL	Buy	75.1713→73.2993	-12.91	stop_loss
06-15 15:42	SOL	Buy	71.5607→74.6878	+21.39	take_profit
06-15 15:40	SOL	Buy	71.3787→74.5038	+21.44	take_profit
06-15 15:38	SOL	Buy	71.2837→74.3998	+21.41	take_profit
06-15 15:38	SOL	Buy	71.1437→74.2659	+21.50	take_profit
06-15 13:17	SOL	Buy	70.7326→73.8239	+21.38	take_profit
06-14 23:51	SOL	Buy	68.1892→71.1693	+21.45	take_profit
06-14 23:49	SOL	Buy	68.0732→71.0483	+21.44	take_profit
06-14 23:48	SOL	Buy	68.0002→70.9714	+21.43	take_profit
06-14 22:44	SOL	Buy	67.6251→70.5894	+21.50	take_profit
06-14 21:50	SOL	Buy	67.4671→70.4164	+21.44	take_profit
06-14 14:35	SOL	Buy	68.8453→67.1363	-12.79	stop_loss
06-14 11:45	SOL	Buy	67.7942→68.2048	+2.77	timeout
06-14 09:00	SOL	Buy	67.3371→68.1808	+5.91	timeout
06-14 07:59	SOL	Buy	67.3401→68.1718	+5.75	timeout
06-14 04:41	SOL	Buy	66.913→68.7677	+13.60	timeout
06-14 01:51	SOL	Buy	67.4001→68.8947	+10.94	timeout
06-13 10:59	SOL	Buy	66.828→67.3859	+3.78	timeout
06-13 08:28	SOL	Buy	66.897→67.3259	+2.83	timeout

Paper vs Live

Paper (trades.jsonl)

185

closed

39%

win rate

-293.69

total pnl ($)

-32.2 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 ($)
SOL	185	39%	-32.2	-293.69

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…