deribit_basis_zscore_mean_reversion_long_v30 · strategy

closed trades

37%

win rate

-255.28

total pnl ($)

0.628

weight

7d window — n=14 wr=29% pnl=-104.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60527→59038.5	-12.76	stop_loss
06-28 22:41	BTC	Buy	60582→59092.5	-12.76	stop_loss
06-27 18:19	BTC	Buy	59648→60486	+6.61	timeout
06-27 14:45	BTC	Buy	59402→60628	+9.86	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58340.9	-12.84	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61288.1→59749.1	-12.98	stop_loss
06-24 13:45	BTC	Buy	62898.1→61346.2	-12.78	stop_loss
06-24 13:45	BTC	Buy	62895.1→61346.2	-12.76	stop_loss
06-23 06:21	BTC	Buy	64257.2→62675.5	-12.77	stop_loss
06-23 06:18	BTC	Buy	64595.2→62993.3	-12.87	stop_loss
06-22 21:22	BTC	Buy	63917.2→64290.8	+2.45	timeout
06-22 17:46	BTC	Buy	63810.2→64458.8	+4.57	timeout
06-20 19:57	BTC	Buy	62931.1→63897.8	+7.29	timeout
06-20 17:17	BTC	Buy	62497.1→63892.8	+10.65	timeout
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.44	stop_loss
06-18 15:17	BTC	Buy	64946.2→63346.1	-12.72	stop_loss
06-17 19:40	BTC	Buy	65826.3→64196.7	-12.86	stop_loss
06-17 08:20	BTC	Buy	66810.3→65167.1	-12.74	stop_loss
06-16 14:33	BTC	Buy	66943.3→65297.1	-12.82	stop_loss
06-15 16:10	BTC	Buy	64445.2→67277.6	+21.53	take_profit
06-15 13:19	BTC	Buy	63995.2→66804.7	+21.54	take_profit
06-14 08:54	BTC	Buy	63431.2→64432.8	+7.36	timeout
06-13 15:19	BTC	Buy	62616.1→64237.8	+12.44	timeout
06-12 08:17	BTC	Buy	61657.1→63327.8	+12.88	timeout
06-11 15:11	BTC	Buy	61624.1→62712.9	+8.19	timeout
06-09 16:39	BTC	Buy	62294.1→60760.6	-12.77	stop_loss
06-09 14:46	BTC	Buy	62799.1→61245.3	-12.86	stop_loss
06-09 12:23	BTC	Buy	61992.1→62697.9	+5.33	timeout
06-07 22:14	BTC	Buy	60396→63047.8	+21.52	take_profit
06-07 07:59	BTC	Buy	59748→62370.9	+21.65	take_profit
06-06 04:32	BTC	Buy	61199.1→59694.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60994→59494.3	-12.75	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 05:59	BTC	Buy	63766.2→62195.8	-12.73	stop_loss
06-05 05:59	BTC	Buy	63768.2→62199.8	-12.70	stop_loss
06-04 11:11	BTC	Buy	63696.2→62129.8	-12.71	stop_loss
06-04 09:30	BTC	Buy	64271.2→62690.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-03 19:54	BTC	Buy	66943.3→65297.1	-12.78	stop_loss
06-03 19:53	BTC	Buy	67092.4→65442	-12.78	stop_loss
06-03 03:49	BTC	Buy	67272.4→65617.9	-12.75	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-01 22:26	BTC	Buy	73545.7→71239.8	-16.33	stop_loss
06-01 22:26	BTC	Buy	74034.7→71239.8	-19.58	stop_loss
05-30 16:36	BTC	Buy	73199.7→73899.3	+4.10	timeout
05-30 15:28	BTC	Buy	72914.6→73908.3	+6.09	timeout
05-30 14:17	BTC	Buy	73481.7→73911.3	+2.22	timeout
05-30 13:07	BTC	Buy	73373.7→73728.3	+1.86	timeout
05-30 10:33	BTC	Buy	73394.7→73602.3	+0.86	timeout

Paper vs Live

Paper (trades.jsonl)

closed

37%

win rate

-255.28

total pnl ($)

-94.0 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	54	37%	-94.0	-255.28

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…