deribit_basis_zscore_mean_reversion_long_v55 · strategy

149

closed trades

42%

win rate

-499.27

total pnl ($)

0.412

weight

7d window — n=31 wr=35% pnl=-134.98 · 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 20:51	BTC	Buy	59636→60331	+5.23	timeout
06-29 19:43	BTC	Buy	59419→60346	+7.20	timeout
06-29 14:08	BTC	Buy	60690→59196.4	-12.76	stop_loss
06-29 05:12	BTC	Buy	59985→59404	-5.30	timeout
06-29 04:08	BTC	Buy	60203→59942	-2.64	timeout
06-28 20:06	BTC	Buy	60235→59495	-6.57	timeout
06-28 19:02	BTC	Buy	60563→59532	-8.94	timeout
06-28 04:27	BTC	Buy	60380→60204	-1.92	timeout
06-28 02:51	BTC	Buy	60283→60117	-1.83	timeout
06-27 19:49	BTC	Buy	59838→60149	+2.20	timeout
06-27 18:49	BTC	Buy	59618→60499	+6.96	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 15:10	BTC	Buy	59200→59907	+5.47	timeout
06-26 14:31	BTC	Buy	59305→59931	+4.78	timeout
06-25 17:52	BTC	Buy	59427→59487	+0.09	timeout
06-25 13:59	BTC	Buy	59480→58010.1	-12.73	stop_loss
06-25 13:55	BTC	Buy	59845→58371.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60446→58957.6	-12.68	stop_loss
06-24 16:51	BTC	Buy	61412.1→59885	-12.86	stop_loss
06-24 14:02	BTC	Buy	62713.1→61170.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62754.1→61210.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:09	BTC	Buy	62137.1→62147.9	-0.37	timeout
06-24 12:07	BTC	Buy	62427.1→62808.9	+2.60	timeout
06-24 08:28	BTC	Buy	62028.1→62660.9	+4.56	timeout
06-24 07:26	BTC	Buy	62967.1→62675.9	-2.81	timeout
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64017.2→62438.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64120.2→62773.9	-10.98	timeout
06-23 06:20	BTC	Buy	64436.2→62849.4	-12.78	stop_loss
06-22 23:31	BTC	Buy	63581.2→63993.8	+2.79	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-22 16:49	BTC	Buy	64114.2→64562.8	+3.04	timeout
06-21 23:28	BTC	Buy	64243.2→63651.8	-5.03	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 15:58	BTC	Buy	64103.2→64197.8	+0.30	timeout
06-20 23:03	BTC	Buy	63275.2→64261.8	+7.34	timeout
06-20 22:00	BTC	Buy	63051.2→63965.8	+6.81	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 14:49	BTC	Buy	63281.2→63844.8	+3.94	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-19 17:58	BTC	Buy	62562.1→63183.8	+4.52	timeout
06-19 16:18	BTC	Buy	62567.1→63254.8	+5.05	timeout
06-19 14:15	BTC	Buy	63702.2→63052.8	-5.45	timeout
06-18 15:39	BTC	Buy	64381.2→62795.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.55	stop_loss
06-18 10:17	BTC	Buy	64907.2→63946.8	-7.96	timeout
06-18 09:15	BTC	Buy	64963.2→64350.8	-5.22	timeout
06-17 19:50	BTC	Buy	65670.3→64046.8	-12.82	stop_loss
06-17 19:42	BTC	Buy	65709.3→64092.7	-12.77	stop_loss
06-17 08:31	BTC	Buy	66731.3→65087.2	-12.76	stop_loss
06-17 08:08	BTC	Buy	66338.3→65407.7	-7.44	timeout
06-17 06:58	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-17 02:34	BTC	Buy	65851.3→65937.7	+0.19	timeout
06-16 08:07	BTC	Buy	65716.3→66329.7	+4.28	timeout
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-16 04:00	BTC	Buy	65873.3→66119.7	+1.46	timeout
06-16 02:18	BTC	Buy	65696.3→66055.7	+2.28	timeout
06-15 07:00	BTC	Buy	64265.2→65780.7	+11.33	timeout
06-15 05:37	BTC	Buy	64290.2→65687.7	+10.40	timeout
06-15 02:59	BTC	Buy	64473.2→65426.7	+6.91	timeout
06-14 21:51	BTC	Buy	64463.2→65528.7	+7.77	timeout
06-14 04:41	BTC	Buy	63583.2→64403.8	+6.05	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-14 00:37	BTC	Buy	63551.2→64530.8	+7.26	timeout
06-13 19:17	BTC	Buy	63656.2→64135.8	+3.32	timeout
06-13 02:16	BTC	Buy	63633.2→63756.8	+0.52	timeout
06-12 22:06	BTC	Buy	63575.2→63518.8	-0.94	timeout
06-12 20:57	BTC	Buy	63370.2→63449.8	+0.13	timeout
06-12 15:01	BTC	Buy	62643.1→64154.8	+11.54	timeout
06-12 00:08	BTC	Buy	61586.1→63735.8	+16.89	timeout
06-11 19:30	BTC	Buy	61180.1→63866.8	+21.39	take_profit
06-11 19:18	BTC	Buy	61730.1→63639.8	+14.88	timeout
06-11 14:48	BTC	Buy	61920.1→62879.9	+7.20	timeout
06-10 22:17	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-10 19:01	BTC	Buy	61735.1→61843.9	+0.37	timeout
06-10 16:38	BTC	Buy	60955→62275.9	+10.29	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:47	BTC	Buy	62719.1→61176.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63180.2→61623.1	-12.78	stop_loss
06-09 14:17	BTC	Buy	63373.2→61812	-12.78	stop_loss
06-09 13:36	BTC	Buy	63751.2→62174.8	-12.81	stop_loss
06-09 06:14	BTC	Buy	62926.1→63344.8	+2.83	timeout
06-08 23:10	BTC	Buy	62834.1→63475.8	+4.63	timeout
06-08 22:09	BTC	Buy	61835.1→63447.8	+12.55	timeout
06-08 20:52	BTC	Buy	61929.1→63384.8	+11.26	timeout
06-08 05:28	BTC	Buy	61809.1→62663.9	+6.46	timeout
06-07 21:47	BTC	Buy	60805→61686.9	+6.82	timeout
06-07 19:19	BTC	Buy	62773.1→61224.3	-12.76	stop_loss
06-07 15:22	BTC	Buy	60550→61801.9	+9.87	timeout
06-07 06:12	BTC	Buy	61079.1→61693.9	+4.63	timeout
06-07 05:10	BTC	Buy	60214→61770.9	+12.50	timeout
06-06 20:11	BTC	Buy	60713→60545	-1.76	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-06 04:27	BTC	Buy	61313.1→59801.1	-12.78	stop_loss
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

149

closed

42%

win rate

-499.27

total pnl ($)

-66.7 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	149	42%	-66.7	-499.27

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…