deribit_basis_zscore_mean_reversion_long_v35 · strategy

closed trades

44%

win rate

-160.55

total pnl ($)

0.597

weight

7d window — n=13 wr=31% pnl=-104.40 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 02:02	BTC	Buy	59877→60231	+2.48	timeout
06-26 02:16	BTC	Buy	59886→58412.9	-12.74	stop_loss
06-25 13:48	BTC	Buy	60830→59334.3	-12.68	stop_loss
06-25 13:46	BTC	Buy	61253.1→59747.1	-12.74	stop_loss
06-24 15:08	BTC	Buy	62323.1→60790.5	-12.64	stop_loss
06-24 14:17	BTC	Buy	62584.1→61044.4	-12.74	stop_loss
06-24 14:13	BTC	Buy	62647.1→61103.4	-12.74	stop_loss
06-23 08:17	BTC	Buy	63948.2→62374.7	-12.82	stop_loss
06-23 08:17	BTC	Buy	63998.2→62422.7	-12.78	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-22 20:17	BTC	Buy	64068.2→64467.8	+2.64	timeout
06-22 08:12	BTC	Buy	63945.2→64202.8	+1.48	timeout
06-21 19:16	BTC	Buy	63651.2→64172.8	+3.67	timeout
06-21 07:14	BTC	Buy	63039.2→64221.8	+8.94	timeout
06-20 16:50	BTC	Buy	62620.1→63995.8	+10.48	timeout
06-20 04:46	BTC	Buy	62786.1→63523.8	+5.44	timeout
06-18 15:57	BTC	Buy	63840.2→62269.7	-12.57	stop_loss
06-17 19:41	BTC	Buy	65791.3→64172.7	-12.78	stop_loss
06-17 19:29	BTC	Buy	65858.3→64235.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65897.3→64252.6	-12.95	stop_loss
06-17 16:41	BTC	Buy	65857.3→65906.7	-0.12	timeout
06-16 15:59	BTC	Buy	65889.3→65858.7	-0.61	timeout
06-16 14:23	BTC	Buy	67142.4→65490	-12.83	stop_loss
06-15 15:47	BTC	Buy	64255.2→67076.6	+21.52	take_profit
06-15 13:18	BTC	Buy	64659.2→66759.7	+15.82	timeout
06-15 01:13	BTC	Buy	64159.2→65461.7	+9.66	timeout
06-14 13:09	BTC	Buy	63649.2→64326.8	+4.87	timeout
06-13 22:27	BTC	Buy	63589.2→64498.8	+6.65	timeout
06-13 10:23	BTC	Buy	63552.2→63741.8	+0.92	timeout
06-12 22:23	BTC	Buy	62817.1→63595.8	+5.67	timeout
06-11 20:15	BTC	Buy	61601.1→63478.8	+14.60	timeout
06-11 19:30	BTC	Buy	61190.1→63878.8	+21.41	take_profit
06-11 07:48	BTC	Buy	61762.1→62700.9	+6.93	timeout
06-09 14:36	BTC	Buy	62917.1→61369.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:18	BTC	Buy	63244.2→62751.9	-4.25	timeout
06-09 00:15	BTC	Buy	62208.1→62980.9	+5.74	timeout
06-07 22:14	BTC	Buy	60954→63629.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60801→63470.8	+21.51	take_profit
06-06 04:20	BTC	Buy	61436.1→59919	-12.80	stop_loss
06-05 13:56	BTC	Buy	62435.1→60899.5	-12.75	stop_loss
06-05 06:21	BTC	Buy	63042.2→61488.2	-12.71	stop_loss
06-05 06:03	BTC	Buy	63568.2→62004.9	-12.72	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66406.3→64767.4	-12.85	stop_loss
06-03 19:54	BTC	Buy	67018.4→65370	-12.78	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 07:03	BTC	Buy	71433.6→69674.7	-12.81	stop_loss
06-02 01:32	BTC	Buy	72807.6→71016.9	-12.85	stop_loss
06-01 22:25	BTC	Buy	73482.7→71201.8	-16.16	stop_loss
05-31 22:04	BTC	Buy	73577.7→73662.3	+0.14	timeout
05-31 15:43	BTC	Buy	73508.7→73591.3	+0.03	timeout
05-30 20:51	BTC	Buy	73665.7→73893.3	+0.93	timeout
05-30 08:47	BTC	Buy	73645.7→73486.3	-1.59	timeout
05-29 19:49	BTC	Buy	73389.7→73619.3	+1.02	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

-160.55

total pnl ($)

-57.9 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	55	44%	-57.9	-160.55

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 01:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…