deribit_basis_zscore_mean_reversion_long_v41 · strategy

101

closed trades

39%

win rate

-420.15

total pnl ($)

0.427

weight

7d window — n=24 wr=29% pnl=-137.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:19	BTC	Buy	59990→59555	-4.10	timeout
06-28 22:53	BTC	Buy	60370→58869.6	-12.93	stop_loss
06-28 19:06	BTC	Buy	60576→59486	-9.43	timeout
06-28 07:48	BTC	Buy	60468→60220	-2.53	timeout
06-27 21:26	BTC	Buy	59780→60372	+4.57	timeout
06-27 16:42	BTC	Buy	60139→60753	+4.65	timeout
06-27 03:40	BTC	Buy	59433→60291	+6.78	timeout
06-26 19:49	BTC	Buy	59214→59840	+4.74	timeout
06-26 15:18	BTC	Buy	58941.9→59898	+7.56	timeout
06-26 02:13	BTC	Buy	60130→58650.7	-12.74	stop_loss
06-25 13:58	BTC	Buy	59631→58164	-12.66	stop_loss
06-25 13:57	BTC	Buy	59832→58360.9	-12.66	stop_loss
06-25 13:53	BTC	Buy	60406→58920.6	-12.65	stop_loss
06-24 16:51	BTC	Buy	61034.1→59533.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61384.1→59867.1	-12.79	stop_loss
06-24 14:13	BTC	Buy	62636.1→61094.4	-12.75	stop_loss
06-24 13:42	BTC	Buy	63069.2→61518.1	-12.74	stop_loss
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:15	BTC	Buy	62588.1→62619.9	-0.27	timeout
06-24 07:29	BTC	Buy	62963.1→62638.9	-3.11	timeout
06-23 08:17	BTC	Buy	63953.2→62378.7	-12.76	stop_loss
06-23 06:21	BTC	Buy	64111.2→62531.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64327.2→62743.5	-12.79	stop_loss
06-22 21:28	BTC	Buy	63689.2→64286.8	+4.23	timeout
06-22 06:08	BTC	Buy	64177.2→64150.8	-0.67	timeout
06-22 03:35	BTC	Buy	64323.2→64214.8	-1.35	timeout
06-21 20:13	BTC	Buy	63955.2→64102.8	+0.70	timeout
06-21 03:49	BTC	Buy	63461.2→64403.8	+6.98	timeout
06-21 02:05	BTC	Buy	63479.2→64225.8	+5.40	timeout
06-20 19:16	BTC	Buy	63038.2→63879.8	+6.24	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:21	BTC	Buy	63117.2→62965.9	-1.69	timeout
06-19 15:52	BTC	Buy	62586.1→63171.8	+4.29	timeout
06-18 15:52	BTC	Buy	64077.2→62499.6	-12.75	stop_loss
06-18 15:39	BTC	Buy	64377.2→62793.4	-12.72	stop_loss
06-18 15:16	BTC	Buy	65059.3→63450.1	-12.81	stop_loss
06-17 22:03	BTC	Buy	65551.3→63934.8	-12.78	stop_loss
06-17 15:25	BTC	Buy	65809.3→65383.7	-3.69	timeout
06-17 08:39	BTC	Buy	66577.3→64939.3	-12.74	stop_loss
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-16 15:21	BTC	Buy	66675.3→65745.7	-7.50	timeout
06-16 12:01	BTC	Buy	66205.3→66436.7	+1.21	timeout
06-16 08:07	BTC	Buy	65716.3→66329.7	+4.26	timeout
06-15 12:31	BTC	Buy	64411.2→66177.7	+13.27	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 07:01	BTC	Buy	64255.2→65691.7	+10.71	timeout
06-14 08:46	BTC	Buy	63857.2→64450.8	+4.16	timeout
06-14 07:42	BTC	Buy	63801.2→64286.8	+3.35	timeout
06-14 01:51	BTC	Buy	63780.2→64608.8	+6.08	timeout
06-13 08:27	BTC	Buy	63472.2→63778.8	+1.86	timeout
06-13 07:27	BTC	Buy	62994.1→63762.8	+5.64	timeout
06-12 17:42	BTC	Buy	63294.2→63788.8	+3.44	timeout
06-12 07:53	BTC	Buy	62688.1→62978.9	+1.90	timeout
06-12 06:48	BTC	Buy	62818.1→62971.9	+0.73	timeout
06-11 16:03	BTC	Buy	62519.1→62721.9	+1.02	timeout
06-10 19:00	BTC	Buy	61735.1→61854.9	+0.46	timeout
06-10 16:13	BTC	Buy	61037.1→62336.9	+10.15	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62577.1→61031.4	-12.81	stop_loss
06-09 14:46	BTC	Buy	62757.1→61213.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 05:53	BTC	Buy	62638.1→63353.8	+5.23	timeout
06-09 02:43	BTC	Buy	63007.2→62578.9	-3.83	timeout
06-08 22:49	BTC	Buy	63194.2→63269.8	+0.12	timeout
06-08 05:31	BTC	Buy	61767.1→62665.9	+6.83	timeout
06-07 21:05	BTC	Buy	60711→61687.9	+7.61	timeout
06-07 17:00	BTC	Buy	60787→62028.9	+9.74	timeout
06-07 04:33	BTC	Buy	59620→61567.9	+15.89	timeout
06-06 20:10	BTC	Buy	60852→60561	-2.77	timeout
06-06 16:12	BTC	Buy	59768→60749	+7.78	timeout
06-06 04:11	BTC	Buy	61790.1→60269.8	-12.76	stop_loss
06-05 18:54	BTC	Buy	60613→59122.5	-12.76	stop_loss
06-05 18:52	BTC	Buy	60707→59214.4	-12.75	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:57	BTC	Buy	62410.1→60867.5	-12.81	stop_loss
06-05 13:49	BTC	Buy	62749.1→61204.3	-12.76	stop_loss
06-05 06:24	BTC	Buy	62677.1→61121.4	-12.85	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-04 11:10	BTC	Buy	63760.2→62191.8	-12.72	stop_loss
06-04 02:03	BTC	Buy	63109.2→61557.1	-12.75	stop_loss
06-04 01:19	BTC	Buy	64362.2→62779.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65292.3→63687	-12.74	stop_loss
06-03 19:54	BTC	Buy	66993.3→65328.1	-12.91	stop_loss
06-03 19:54	BTC	Buy	67043.4→65381	-12.88	stop_loss
06-03 19:52	BTC	Buy	67112.4→65460	-12.79	stop_loss
06-03 03:33	BTC	Buy	67649.4→65983.7	-12.77	stop_loss
06-02 23:03	BTC	Buy	67825.4→66150.6	-12.80	stop_loss
06-02 22:58	BTC	Buy	67948.4→66276.5	-12.76	stop_loss
06-02 14:10	BTC	Buy	69997.5→68276.4	-12.76	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
06-01 22:26	BTC	Buy	73578.7→71292.8	-16.11	stop_loss
06-01 22:26	BTC	Buy	73941.7→71292.8	-18.51	stop_loss
06-01 05:19	BTC	Buy	74167.7→73440.3	-5.39	timeout
05-31 18:44	BTC	Buy	74012.7→73602.3	-3.28	timeout
05-31 16:49	BTC	Buy	73881.7→73423.3	-3.61	timeout
05-31 14:59	BTC	Buy	73894.7→73612.3	-2.39	timeout
05-30 09:55	BTC	Buy	73706.7→73575.3	-1.37	timeout
05-30 08:43	BTC	Buy	73760.7→73493.3	-2.31	timeout
05-30 07:47	BTC	Buy	73373.7→73456.3	+0.07	timeout
05-29 15:44	BTC	Buy	72937.6→73703.3	+4.75	timeout

Paper vs Live

Paper (trades.jsonl)

101

closed

39%

win rate

-420.15

total pnl ($)

-82.9 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	101	39%	-82.9	-420.15

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 08:21	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…