deribit_basis_zscore_mean_reversion_long_v38 · strategy

112

closed trades

34%

win rate

-546.33

total pnl ($)

0.285

weight

7d window — n=25 wr=28% pnl=-153.22 · 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 21:08	BTC	Buy	59498→60328	+6.65	timeout
06-27 19:50	BTC	Buy	59232→60174	+7.60	timeout
06-27 15:27	BTC	Buy	59310→60700	+11.29	timeout
06-27 14:24	BTC	Buy	59282→60605	+10.70	timeout
06-26 18:04	BTC	Buy	59436→60060	+4.61	timeout
06-25 13:58	BTC	Buy	59612→58145	-12.69	stop_loss
06-25 13:54	BTC	Buy	60017→58535.8	-12.73	stop_loss
06-25 13:53	BTC	Buy	60292→58790.6	-12.83	stop_loss
06-25 13:48	BTC	Buy	60795→59299.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61286.1→59739.1	-13.05	stop_loss
06-24 14:19	BTC	Buy	62375.1→60841.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62403.1→60848.5	-12.88	stop_loss
06-24 13:45	BTC	Buy	62899.1→61350.2	-12.75	stop_loss
06-24 13:44	BTC	Buy	62922.1→61369.2	-12.79	stop_loss
06-24 13:22	BTC	Buy	63362.2→61769	-13.03	stop_loss
06-23 08:17	BTC	Buy	63974.2→62400.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64146.2→62565.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 06:20	BTC	Buy	64479.2→62888.4	-12.80	stop_loss
06-23 05:06	BTC	Buy	64224.2→63700.8	-4.57	timeout
06-23 03:33	BTC	Buy	64317.2→64019.8	-2.76	timeout
06-23 02:08	BTC	Buy	64213.2→64072.8	-1.49	timeout
06-22 21:23	BTC	Buy	63918.2→64244.8	+2.08	timeout
06-22 17:46	BTC	Buy	63791.2→64458.8	+4.73	timeout
06-21 01:17	BTC	Buy	63052.2→64218.8	+8.70	timeout
06-21 00:12	BTC	Buy	62844.1→64224.8	+10.37	timeout
06-20 21:27	BTC	Buy	62923.1→63926.8	+7.55	timeout
06-20 20:23	BTC	Buy	63085.2→63913.8	+6.18	timeout
06-20 17:17	BTC	Buy	62524.1→63871.8	+10.26	timeout
06-18 15:37	BTC	Buy	64523.2→62936.4	-12.54	stop_loss
06-18 15:18	BTC	Buy	64784.2→63183.2	-12.36	stop_loss
06-18 15:17	BTC	Buy	64907.2→63309.2	-12.33	stop_loss
06-18 15:17	BTC	Buy	64903.2→63306.2	-12.30	stop_loss
06-18 15:17	BTC	Buy	64955.2→63357.1	-12.28	stop_loss
06-17 19:29	BTC	Buy	65873.3→64250.6	-12.78	stop_loss
06-17 10:55	BTC	Buy	66393.3→64760.4	-12.88	stop_loss
06-17 08:44	BTC	Buy	66521.3→64885.3	-12.80	stop_loss
06-17 08:37	BTC	Buy	66669.3→65030.2	-12.79	stop_loss
06-17 08:20	BTC	Buy	66818.3→65174.1	-12.78	stop_loss
06-16 14:23	BTC	Buy	67129.4→65475	-12.85	stop_loss
06-15 22:28	BTC	Buy	64506.2→66156.7	+12.25	timeout
06-15 16:10	BTC	Buy	64432.2→67265.6	+21.43	take_profit
06-15 15:54	BTC	Buy	64408.2→67235.6	+21.49	take_profit
06-15 15:47	BTC	Buy	64224.2→67066.6	+21.67	take_profit
06-15 13:21	BTC	Buy	64038.2→66849.7	+21.54	take_profit
06-14 08:26	BTC	Buy	63462.2→64445.8	+7.26	timeout
06-13 22:24	BTC	Buy	63541.2→64420.8	+6.41	timeout
06-13 21:22	BTC	Buy	63503.2→64218.8	+5.14	timeout
06-13 20:17	BTC	Buy	63509.2→64262.8	+5.48	timeout
06-13 17:34	BTC	Buy	63242.2→64075.8	+6.11	timeout
06-12 08:16	BTC	Buy	61661.1→63357.8	+13.09	timeout
06-11 18:56	BTC	Buy	61702.1→63477.8	+13.67	timeout
06-11 17:49	BTC	Buy	60892→63565.8	+21.37	take_profit
06-11 16:12	BTC	Buy	61061.1→62725.9	+12.96	timeout
06-11 15:12	BTC	Buy	61544.1→62761.9	+9.25	timeout
06-09 21:29	BTC	Buy	61757.1→62016.9	+1.91	timeout
06-09 14:51	BTC	Buy	61890.1→61222.9	-5.88	timeout
06-09 14:30	BTC	Buy	63028.2→61478.2	-12.76	stop_loss
06-09 14:21	BTC	Buy	63203.2→61647.1	-12.77	stop_loss
06-09 14:19	BTC	Buy	63273.2→61717	-12.75	stop_loss
06-07 22:14	BTC	Buy	60720→63385.8	+21.52	take_profit
06-07 20:11	BTC	Buy	60703→61604.9	+7.05	timeout
06-07 19:19	BTC	Buy	62776.1→61231.3	-12.73	stop_loss
06-07 18:23	BTC	Buy	60354→62162.9	+14.62	timeout
06-07 14:28	BTC	Buy	60369→62062.9	+13.54	timeout
06-07 08:37	BTC	Buy	59985→62619.9	+21.54	take_profit
06-06 04:27	BTC	Buy	61332.1→59818.1	-12.80	stop_loss
06-06 04:12	BTC	Buy	61738.1→60218.9	-12.76	stop_loss
06-05 18:52	BTC	Buy	60862→59365.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60907→59409.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	61001→59501.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60066.9	-12.75	stop_loss
06-05 13:55	BTC	Buy	62565.1→61024.4	-12.77	stop_loss
06-05 13:52	BTC	Buy	62593.1→61049.4	-12.78	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61408.2	-12.80	stop_loss
06-05 06:24	BTC	Buy	62611.1→61070.4	-12.74	stop_loss
06-05 06:24	BTC	Buy	62673.1→61126.4	-12.78	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 06:03	BTC	Buy	63495.2→61933.9	-12.66	stop_loss
06-05 03:06	BTC	Buy	63896.2→62315.7	-12.79	stop_loss
06-04 10:49	BTC	Buy	63852.2→62281.7	-12.73	stop_loss
06-04 10:30	BTC	Buy	63976.2→62402.7	-12.72	stop_loss
06-04 09:18	BTC	Buy	64633.2→63043.3	-12.75	stop_loss
06-04 02:04	BTC	Buy	62860.1→61314.3	-12.75	stop_loss
06-04 01:22	BTC	Buy	64192.2→62613.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	64991.2→63393.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66386.3→64748.4	-12.83	stop_loss
06-03 19:55	BTC	Buy	66937.3→65285.1	-12.84	stop_loss
06-03 19:54	BTC	Buy	66987.3→65324.1	-12.89	stop_loss
06-03 16:27	BTC	Buy	67187.4→65534.9	-12.78	stop_loss
06-03 16:27	BTC	Buy	67213.4→65556.9	-12.80	stop_loss
06-03 03:50	BTC	Buy	67126.4→65476	-12.75	stop_loss
06-03 03:50	BTC	Buy	67190.4→65536.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67261.4→65606.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67538.4→65869.8	-12.81	stop_loss
06-02 19:41	BTC	Buy	68464.4→66647.3	-13.72	stop_loss
06-02 14:27	BTC	Buy	69354.5→67638.8	-12.82	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

34%

win rate

-546.33

total pnl ($)

-97.3 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	112	34%	-97.3	-546.33

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…