deribit_basis_zscore_mean_reversion_long_v44 · strategy

154

closed trades

39%

win rate

-561.11

total pnl ($)

0.255

weight

7d window — n=35 wr=34% pnl=-157.93 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:46	BTC	Buy	60399→60338	-0.98	timeout
06-28 08:38	BTC	Buy	60365→60391	-0.25	timeout
06-28 07:24	BTC	Buy	60393→60106	-2.86	timeout
06-27 20:52	BTC	Buy	59745→60259	+3.92	timeout
06-27 19:41	BTC	Buy	59904→60139	+1.56	timeout
06-27 06:13	BTC	Buy	59707→60082	+2.63	timeout
06-27 02:37	BTC	Buy	58856.9→60222	+11.15	timeout
06-26 19:49	BTC	Buy	59187→59841	+4.99	timeout
06-26 16:48	BTC	Buy	59299→60062	+5.88	timeout
06-26 15:19	BTC	Buy	59325→59930	+4.56	timeout
06-26 02:13	BTC	Buy	60146→58651.7	-12.86	stop_loss
06-25 13:58	BTC	Buy	59608→58142	-12.66	stop_loss
06-25 13:53	BTC	Buy	60356→58871.6	-12.64	stop_loss
06-25 13:53	BTC	Buy	60399→58913.6	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	61007.1→59506.3	-12.67	stop_loss
06-24 17:20	BTC	Buy	60940→59429.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61205.1→59699.1	-12.73	stop_loss
06-24 16:46	BTC	Buy	61616.1→60100.9	-12.72	stop_loss
06-24 13:57	BTC	Buy	62739.1→61195.3	-12.75	stop_loss
06-24 11:12	BTC	Buy	62348.1→62376.9	-0.21	timeout
06-24 10:08	BTC	Buy	62443.1→62608.9	+0.87	timeout
06-24 09:26	BTC	Buy	62453.1→62687.9	+1.43	timeout
06-24 08:51	BTC	Buy	62320.1→62734.9	+2.87	timeout
06-24 08:11	BTC	Buy	62827.1→62602.9	-2.26	timeout
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.67	stop_loss
06-23 06:21	BTC	Buy	64214.2→62631.5	-12.71	stop_loss
06-23 06:20	BTC	Buy	64459.2→62873.4	-12.68	stop_loss
06-23 05:22	BTC	Buy	65085.3→63485.1	-12.78	stop_loss
06-23 05:19	BTC	Buy	65097.3→63496.1	-12.79	stop_loss
06-22 10:31	BTC	Buy	64275.2→64126.8	-1.75	timeout
06-22 09:25	BTC	Buy	64025.2→64112.8	+0.08	timeout
06-22 08:21	BTC	Buy	64031.2→64294.8	+1.50	timeout
06-22 07:23	BTC	Buy	64198.2→64232.8	-0.28	timeout
06-22 06:10	BTC	Buy	64182.2→64249.8	-0.01	timeout
06-21 07:29	BTC	Buy	63769.2→64138.8	+2.35	timeout
06-21 06:15	BTC	Buy	63619.2→64171.8	+3.75	timeout
06-21 05:02	BTC	Buy	63543.2→64266.8	+5.25	timeout
06-21 03:56	BTC	Buy	63410.2→64398.8	+7.34	timeout
06-21 02:05	BTC	Buy	63480.2→64225.8	+5.44	timeout
06-20 02:38	BTC	Buy	62909.1→63376.8	+3.28	timeout
06-20 01:35	BTC	Buy	62838.1→63521.8	+5.00	timeout
06-20 00:34	BTC	Buy	63013.2→63640.8	+4.53	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.30	timeout
06-19 20:25	BTC	Buy	63104.2→63016.8	-1.19	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64150.2→62571.6	-12.79	stop_loss
06-18 15:40	BTC	Buy	64257.2→62673.5	-12.75	stop_loss
06-18 15:37	BTC	Buy	64446.2→62840.4	-12.88	stop_loss
06-18 15:15	BTC	Buy	65079.3→63479.1	-12.73	stop_loss
06-18 11:09	BTC	Buy	64667.2→64105.8	-4.87	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:34	BTC	Buy	65699.3→64391.8	-10.45	timeout
06-17 18:35	BTC	Buy	65871.3→65377.7	-4.30	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.42	timeout
06-17 08:39	BTC	Buy	66549.3→64912.3	-12.74	stop_loss
06-17 06:57	BTC	Buy	66411.3→65575.7	-6.77	timeout
06-16 19:24	BTC	Buy	66544.3→65696.7	-6.90	timeout
06-16 18:05	BTC	Buy	66781.3→66090.7	-5.70	timeout
06-16 15:43	BTC	Buy	66847.3→65819.7	-8.21	timeout
06-16 09:16	BTC	Buy	65674.3→66664.7	+7.11	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 13:35	BTC	Buy	64241.2→66782.7	+19.35	timeout
06-15 12:26	BTC	Buy	64480.2→66266.7	+13.42	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 08:08	BTC	Buy	64410.2→65703.7	+9.60	timeout
06-15 03:35	BTC	Buy	64513.2→65705.7	+8.76	timeout
06-14 11:40	BTC	Buy	63893.2→64591.8	+5.02	timeout
06-14 10:37	BTC	Buy	63813.2→64611.8	+5.78	timeout
06-14 08:51	BTC	Buy	63823.2→64446.8	+4.39	timeout
06-14 07:46	BTC	Buy	63862.2→64351.8	+3.38	timeout
06-14 01:51	BTC	Buy	63784.2→64607.8	+6.04	timeout
06-13 11:09	BTC	Buy	63778.2→63855.8	+0.06	timeout
06-13 10:02	BTC	Buy	63710.2→63733.8	-0.35	timeout
06-13 07:56	BTC	Buy	63045.2→63807.8	+5.45	timeout
06-13 06:14	BTC	Buy	63260.2→63554.8	+1.87	timeout
06-12 23:45	BTC	Buy	63619.2→63516.8	-1.30	timeout
06-12 10:39	BTC	Buy	62881.1→63719.8	+6.14	timeout
06-12 09:21	BTC	Buy	62779.1→63611.8	+6.10	timeout
06-12 07:05	BTC	Buy	62633.1→63066.8	+2.97	timeout
06-12 00:04	BTC	Buy	61563.1→63567.8	+15.71	timeout
06-11 22:21	BTC	Buy	61262.1→63590.8	+18.43	timeout
06-11 09:29	BTC	Buy	61189.1→62788.9	+12.48	timeout
06-11 08:17	BTC	Buy	61659.1→62766.9	+8.39	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61722.1→61861.9	+0.62	timeout
06-10 16:12	BTC	Buy	61058.1→62362.9	+10.19	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62549.1→61010.4	-12.75	stop_loss
06-09 15:56	BTC	Buy	62577.1→61024.4	-12.86	stop_loss
06-09 14:46	BTC	Buy	62791.1→61240.3	-12.80	stop_loss
06-09 14:43	BTC	Buy	62829.1→61283.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:25	BTC	Buy	62965.1→62716.9	-2.36	timeout
06-09 01:47	BTC	Buy	63105.2→62761.9	-3.16	timeout
06-09 00:48	BTC	Buy	64000.2→62426.6	-12.75	stop_loss
06-08 22:39	BTC	Buy	63273.2→63312.8	-0.17	timeout
06-08 22:04	BTC	Buy	61812.1→63496.8	+13.14	timeout
06-08 12:05	BTC	Buy	62628.1→62818.9	+1.06	timeout
06-08 06:32	BTC	Buy	62043.1→63038.8	+7.56	timeout

Paper vs Live

Paper (trades.jsonl)

154

closed

39%

win rate

-561.11

total pnl ($)

-72.5 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	154	39%	-72.5	-561.11

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…