deribit_basis_zscore_mean_reversion_long_v32 · strategy

104

closed trades

46%

win rate

-312.97

total pnl ($)

0.592

weight

7d window — n=24 wr=42% pnl=-102.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:12	BTC	Buy	59680→60248	+4.36	timeout
06-27 19:11	BTC	Buy	59941→60551	+4.67	timeout
06-27 15:56	BTC	Buy	60274→60753	+3.54	timeout
06-26 19:18	BTC	Buy	59218→59931	+5.44	timeout
06-26 18:18	BTC	Buy	59448→59979	+3.91	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:57	BTC	Buy	59829→58333.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60283→58772.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61311.1→59803.1	-12.72	stop_loss
06-24 14:13	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62751.1→61200.3	-12.80	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.92	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-23 08:17	BTC	Buy	63986.2→62408.7	-12.79	stop_loss
06-23 06:41	BTC	Buy	64031.2→62940.9	-8.99	timeout
06-23 06:21	BTC	Buy	64169.2→62590.6	-12.77	stop_loss
06-22 22:25	BTC	Buy	63680.2→64223.8	+3.81	timeout
06-22 04:36	BTC	Buy	64548.2→64014.8	-4.60	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.19	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:04	BTC	Buy	63497.2→64225.8	+5.24	timeout
06-20 22:26	BTC	Buy	63279.2→64146.8	+6.40	timeout
06-20 19:14	BTC	Buy	63033.2→63863.8	+6.15	timeout
06-19 20:59	BTC	Buy	63080.2→63234.8	+0.73	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:51	BTC	Buy	64116.2→62520.6	-12.82	stop_loss
06-18 15:40	BTC	Buy	64221.2→62641.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64336.2→62753.5	-12.72	stop_loss
06-18 10:02	BTC	Buy	64899.2→64145.8	-6.35	timeout
06-18 08:51	BTC	Buy	64892.2→64464.8	-3.76	timeout
06-17 19:40	BTC	Buy	65829.3→64209.7	-12.78	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.73	stop_loss
06-17 08:03	BTC	Buy	66318.3→65427.7	-7.12	timeout
06-17 03:21	BTC	Buy	65653.3→65736.7	+0.16	timeout
06-16 09:15	BTC	Buy	65692.3→66651.7	+6.88	timeout
06-16 07:02	BTC	Buy	65692.3→66369.7	+4.79	timeout
06-15 21:52	BTC	Buy	65477.3→66401.7	+6.55	timeout
06-15 08:07	BTC	Buy	64407.2→65700.7	+9.59	timeout
06-15 06:59	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-14 21:50	BTC	Buy	64470.2→65575.7	+8.08	timeout
06-14 06:10	BTC	Buy	63569.2→64422.8	+6.28	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-13 19:42	BTC	Buy	63677.2→64245.8	+4.01	timeout
06-13 04:36	BTC	Buy	63715.2→63588.8	-1.44	timeout
06-13 03:02	BTC	Buy	63585.2→63650.8	+0.07	timeout
06-12 12:27	BTC	Buy	62722.1→63465.8	+5.41	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62176.8	-12.76	stop_loss
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.78	timeout
06-08 22:31	BTC	Buy	62866.1→63280.8	+2.81	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout
06-08 12:28	BTC	Buy	62015.1→62988.9	+7.39	timeout
06-07 19:47	BTC	Buy	60644→61193.9	+4.13	timeout
06-07 18:42	BTC	Buy	60561→62163.9	+12.83	timeout
06-07 10:43	BTC	Buy	60396→62325.9	+15.54	timeout
06-06 19:34	BTC	Buy	59675→60586	+7.24	timeout
06-06 18:32	BTC	Buy	60175→60517	+2.44	timeout
06-06 04:33	BTC	Buy	61132.1→59628.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60992→59492.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60067.9	-12.83	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62704.1→61150.4	-12.83	stop_loss
06-05 06:01	BTC	Buy	63712.2→62142.8	-12.73	stop_loss
06-05 06:00	BTC	Buy	63726.2→62158.8	-12.70	stop_loss
06-05 01:43	BTC	Buy	62843.1→63343.8	+3.55	timeout
06-04 10:49	BTC	Buy	63821.2→62251.7	-12.72	stop_loss
06-04 09:30	BTC	Buy	64252.2→62669.5	-12.76	stop_loss
06-04 01:22	BTC	Buy	64273.2→62692.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65103.3→63502.1	-12.75	stop_loss
06-03 19:54	BTC	Buy	66996.3→65331	-12.91	stop_loss
06-03 19:54	BTC	Buy	67009.4→65357	-12.82	stop_loss
06-03 16:27	BTC	Buy	67176.4→65513.9	-12.84	stop_loss
06-03 03:49	BTC	Buy	67290.4→65630.9	-12.79	stop_loss
06-03 03:43	BTC	Buy	67473.4→65811.8	-12.77	stop_loss
06-02 22:59	BTC	Buy	67920.4→66246.5	-12.77	stop_loss
06-02 07:03	BTC	Buy	71426.6→69669.7	-12.86	stop_loss
06-01 22:25	BTC	Buy	73456.7→71201.8	-15.92	stop_loss
06-01 22:25	BTC	Buy	73879.7→71201.8	-18.72	stop_loss
06-01 04:40	BTC	Buy	74169.7→73438.3	-5.41	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-31 04:55	BTC	Buy	73328.7→74167.3	+5.21	timeout
05-31 00:00	BTC	Buy	73466.7→73868.3	+2.23	timeout
05-30 12:14	BTC	Buy	73328.7→73560.3	+1.08	timeout
05-29 16:53	BTC	Buy	73386.7→73954.3	+3.33	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

46%

win rate

-312.97

total pnl ($)

-59.9 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	104	46%	-59.9	-312.97

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…