deribit_basis_zscore_mean_reversion_long_v65 · strategy

109

closed trades

46%

win rate

-264.37

total pnl ($)

0.374

weight

7d window — n=26 wr=35% pnl=-120.29 · 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 02:59	BTC	Buy	60138→59721	-3.96	timeout
06-29 01:55	BTC	Buy	60184→59450	-6.58	timeout
06-28 19:47	BTC	Buy	60164→59310	-7.52	timeout
06-28 18:43	BTC	Buy	60541→59586	-8.31	timeout
06-28 01:06	BTC	Buy	59948→59984	-0.17	timeout
06-27 23:31	BTC	Buy	59924→59943	-0.24	timeout
06-27 21:56	BTC	Buy	59932→60168	+1.58	timeout
06-27 16:13	BTC	Buy	60167→60730	+4.27	timeout
06-26 20:21	BTC	Buy	59594→59716	+0.47	timeout
06-26 19:19	BTC	Buy	59211→59959	+5.74	timeout
06-26 17:05	BTC	Buy	59156→60125	+7.65	timeout
06-26 15:50	BTC	Buy	59253→60361	+8.81	timeout
06-26 14:47	BTC	Buy	59420→59630	+1.27	timeout
06-25 18:51	BTC	Buy	59421→59436	-0.30	timeout
06-25 17:49	BTC	Buy	59358→59462	+0.46	timeout
06-25 13:55	BTC	Buy	59874→58397.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60071→58540.8	-13.11	stop_loss
06-25 13:48	BTC	Buy	60925→59420.3	-12.74	stop_loss
06-24 17:48	BTC	Buy	60540→59050.5	-12.74	stop_loss
06-24 16:51	BTC	Buy	61130.1→59626.2	-12.73	stop_loss
06-24 14:17	BTC	Buy	62592.1→61052.4	-12.73	stop_loss
06-24 14:05	BTC	Buy	62419.1→61302.9	-9.38	timeout
06-24 14:02	BTC	Buy	62688.1→61145.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:46	BTC	Buy	62843.1→61294.3	-12.77	stop_loss
06-24 08:20	BTC	Buy	62458.1→62638.9	+0.95	timeout
06-18 05:03	BTC	Buy	65316.3→63704.9	-12.80	stop_loss
06-17 00:05	BTC	Buy	66282.3→65671.7	-5.14	timeout
06-16 21:59	BTC	Buy	66341.3→65745.7	-5.03	timeout
06-16 13:45	BTC	Buy	66503.3→66086.7	-3.67	timeout
06-16 12:41	BTC	Buy	66368.3→66450.7	+0.09	timeout
06-16 11:35	BTC	Buy	66240.3→66361.7	+0.39	timeout
06-15 23:43	BTC	Buy	65578.3→66191.7	+4.18	timeout
06-15 21:40	BTC	Buy	65291.3→66401.7	+8.00	timeout
06-15 13:20	BTC	Buy	64016.2→66827.7	+21.52	take_profit
06-15 12:08	BTC	Buy	64466.2→66192.7	+12.95	timeout
06-15 11:04	BTC	Buy	64444.2→65886.7	+10.74	timeout
06-14 23:23	BTC	Buy	64528.2→65512.7	+7.14	timeout
06-14 21:16	BTC	Buy	64244.2→64421.8	+0.91	timeout
06-14 20:12	BTC	Buy	64250.2→63794.8	-4.04	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:43	BTC	Buy	63847.2→64585.8	+5.31	timeout
06-13 22:58	BTC	Buy	63486.2→64450.8	+7.12	timeout
06-13 20:46	BTC	Buy	63510.2→64221.8	+5.13	timeout
06-13 19:47	BTC	Buy	63606.2→64272.8	+4.79	timeout
06-13 11:23	BTC	Buy	63813.2→63921.8	+0.31	timeout
06-13 10:05	BTC	Buy	63673.2→63712.8	-0.22	timeout
06-12 21:40	BTC	Buy	63463.2→63534.8	+0.06	timeout
06-12 18:59	BTC	Buy	63433.2→63667.8	+1.40	timeout
06-12 17:48	BTC	Buy	63507.2→63840.8	+2.16	timeout
06-12 10:18	BTC	Buy	62836.1→63730.8	+6.59	timeout
06-12 09:11	BTC	Buy	62831.1→63495.8	+4.76	timeout
06-11 20:11	BTC	Buy	61784.1→63494.8	+13.27	timeout
06-11 18:15	BTC	Buy	61944.1→63447.8	+11.59	timeout
06-11 17:10	BTC	Buy	62138.1→62471.9	+2.17	timeout
06-11 09:17	BTC	Buy	61054.1→62767.9	+13.47	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 18:51	BTC	Buy	61714.1→61674.9	-0.82	timeout
06-10 17:41	BTC	Buy	61786.1→61652.9	-1.57	timeout
06-10 16:40	BTC	Buy	60862→62284.9	+11.15	timeout
06-09 14:36	BTC	Buy	62924.1→61371.2	-12.79	stop_loss
06-09 14:16	BTC	Buy	63407.2→61848	-12.75	stop_loss
06-09 13:36	BTC	Buy	63728.2→62157.8	-12.76	stop_loss
06-09 13:26	BTC	Buy	63607.2→62279.9	-10.86	timeout
06-09 13:23	BTC	Buy	63805.2→62232.8	-12.75	stop_loss
06-09 07:08	BTC	Buy	62851.1→63376.8	+3.68	timeout
06-08 17:30	BTC	Buy	62242.1→63594.8	+10.32	timeout
06-08 16:23	BTC	Buy	62225.1→63936.8	+13.21	timeout
06-08 14:22	BTC	Buy	61919.1→63795.8	+14.66	timeout
06-08 13:20	BTC	Buy	61672.1→63737.8	+16.26	timeout
06-08 06:53	BTC	Buy	62113.1→62944.9	+6.23	timeout
06-07 17:13	BTC	Buy	60721→62282.9	+12.39	timeout
06-07 16:06	BTC	Buy	60762→61958.9	+9.29	timeout
06-07 13:59	BTC	Buy	60782→61699.9	+7.08	timeout
06-07 12:57	BTC	Buy	61011.1→61862.9	+6.51	timeout
06-07 06:06	BTC	Buy	61045.1→61623.9	+4.34	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:17	BTC	Buy	60520→60647	+0.60	timeout
06-06 04:34	BTC	Buy	60927→59428.3	-12.75	stop_loss
06-06 04:27	BTC	Buy	61378.1→59869.1	-12.75	stop_loss
06-05 21:04	BTC	Buy	59257→61858.9	+21.50	take_profit
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60832→59336.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61268.1→59761.1	-12.75	stop_loss
06-05 14:06	BTC	Buy	61976.1→60437.7	-12.86	stop_loss
06-05 13:59	BTC	Buy	62196.1→60666.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62463.1→60925.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62848.1→61296.3	-12.80	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 11:47	BTC	Buy	62325.1→62167.9	-1.74	timeout
06-05 06:24	BTC	Buy	62699.1→61153.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:22	BTC	Buy	62882.1→61332.3	-12.76	stop_loss
06-05 06:03	BTC	Buy	63604.2→62032.9	-12.75	stop_loss
06-05 02:44	BTC	Buy	63385.2→62712.9	-5.72	timeout
06-05 01:23	BTC	Buy	62634.1→63133.8	+3.58	timeout
06-04 11:10	BTC	Buy	63758.2→62189.8	-12.73	stop_loss
06-04 10:28	BTC	Buy	64069.2→62492.6	-12.73	stop_loss
06-04 09:25	BTC	Buy	64524.2→62937.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64235.2→62655.5	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

109

closed

46%

win rate

-264.37

total pnl ($)

-48.1 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	109	46%	-48.1	-264.37

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…