deribit_basis_zscore_mean_reversion_long_v34 · strategy

closed trades

44%

win rate

-173.39

total pnl ($)

0.691

weight

7d window — n=15 wr=40% pnl=-88.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 62 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 21:30	BTC	Buy	59684→59865	+1.03	timeout
06-26 13:19	BTC	Buy	60227→58667.7	-13.41	stop_loss
06-25 13:48	BTC	Buy	60850→59292.4	-13.19	stop_loss
06-25 13:46	BTC	Buy	61202.1→59636.2	-13.24	stop_loss
06-24 17:47	BTC	Buy	60624→59067.5	-13.28	stop_loss
06-24 14:20	BTC	Buy	62429.1→60831.5	-13.08	stop_loss
06-24 14:13	BTC	Buy	62701.1→61095.4	-13.19	stop_loss
06-24 09:50	BTC	Buy	62365.1→62647.9	+1.81	timeout
06-23 08:17	BTC	Buy	63987.2→62337.7	-13.27	stop_loss
06-23 06:21	BTC	Buy	64239.2→62588.6	-13.12	stop_loss
06-22 22:01	BTC	Buy	63664.2→64326.8	+4.78	timeout
06-22 08:26	BTC	Buy	64036.2→64235.8	+1.00	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.48	timeout
06-21 11:12	BTC	Buy	63632.2→64435.8	+5.93	timeout
06-21 00:44	BTC	Buy	63583.2→64276.8	+5.00	timeout
06-20 11:00	BTC	Buy	62504.1→63670.8	+8.84	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.53	timeout
06-18 15:57	BTC	Buy	63962.2→62295.7	-13.45	stop_loss
06-18 15:37	BTC	Buy	64533.2→62881.4	-13.23	stop_loss
06-17 19:41	BTC	Buy	65822.3→64127.7	-13.33	stop_loss
06-17 16:16	BTC	Buy	65763.3→65839.7	+0.17	timeout
06-17 06:15	BTC	Buy	66147.3→65818.7	-2.96	timeout
06-16 20:10	BTC	Buy	66547.3→65620.7	-7.51	timeout
06-16 10:11	BTC	Buy	65698.3→66541.7	+5.96	timeout
06-16 00:05	BTC	Buy	65654.3→66268.7	+4.24	timeout
06-15 13:52	BTC	Buy	64279.2→66571.7	+17.40	timeout
06-15 03:47	BTC	Buy	64487.2→65878.7	+10.30	timeout
06-14 17:44	BTC	Buy	64092.2→63808.8	-2.74	timeout
06-14 07:41	BTC	Buy	63802.2→64285.8	+3.33	timeout
06-13 21:39	BTC	Buy	63551.2→64292.8	+5.36	timeout
06-13 11:24	BTC	Buy	63830.2→63908.8	+0.07	timeout
06-13 01:22	BTC	Buy	63420.2→63619.8	+1.03	timeout
06-12 15:11	BTC	Buy	62700.1→64228.8	+11.66	timeout
06-12 04:58	BTC	Buy	62664.1→63678.8	+7.58	timeout
06-11 18:38	BTC	Buy	61781.1→63480.8	+13.18	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 18:56	BTC	Buy	61695.1→61739.9	-0.14	timeout
06-09 14:29	BTC	Buy	63162.2→61546.1	-13.25	stop_loss
06-09 12:58	BTC	Buy	63775.2→62540.9	-10.09	timeout
06-09 02:54	BTC	Buy	63071.2→62761.9	-2.89	timeout
06-08 16:54	BTC	Buy	62173.1→63538.8	+10.44	timeout
06-08 06:52	BTC	Buy	62110.1→62961.9	+6.39	timeout
06-07 21:05	BTC	Buy	60711→61712.9	+7.82	timeout
06-07 10:44	BTC	Buy	60369→62310.9	+15.65	timeout
06-05 18:44	BTC	Buy	61292.1→59723.1	-13.25	stop_loss
06-05 15:37	BTC	Buy	61846.1→60262.8	-13.24	stop_loss
06-05 12:07	BTC	Buy	62535.1→62117.9	-3.82	timeout
06-05 06:16	BTC	Buy	63521.2→61894.9	-13.22	stop_loss
06-05 02:23	BTC	Buy	62788.1→62856.9	+0.11	timeout
06-03 23:24	BTC	Buy	66006.3→64315.6	-13.26	stop_loss
06-03 20:55	BTC	Buy	66374.3→64652.4	-13.46	stop_loss
06-03 03:50	BTC	Buy	67236.4→65515.9	-13.25	stop_loss
06-02 14:21	BTC	Buy	69986.5→68171.5	-13.43	stop_loss
06-02 09:04	BTC	Buy	71350.6→69523.7	-13.31	stop_loss
06-01 16:07	BTC	Buy	72799.6→70917	-13.43	stop_loss
06-01 15:25	BTC	Buy	73667.7→71111.9	-17.92	stop_loss
06-01 06:06	BTC	Buy	73970.7→73268.3	-5.24	timeout
05-31 14:59	BTC	Buy	73894.7→73569.3	-2.66	timeout
05-31 04:59	BTC	Buy	73356.7→74172.3	+5.05	timeout
05-30 11:06	BTC	Buy	73634.7→73607.3	-0.70	timeout
05-30 01:20	BTC	Buy	73661.7→73559.3	-1.19	timeout
05-29 13:27	BTC	Buy	73164.7→73048.3	-1.27	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-173.39

total pnl ($)

-55.6 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	62	44%	-55.6	-173.39

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…