deribit_basis_zscore_mean_reversion_long_v68 · strategy

148

closed trades

39%

win rate

-497.48

total pnl ($)

0.516

weight

7d window — n=29 wr=31% pnl=-106.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:06	BTC	Buy	60441→58951.6	-12.76	stop_loss
06-30 08:27	BTC	Buy	59809→59352	-4.23	timeout
06-30 07:08	BTC	Buy	60025→59531	-4.55	timeout
06-29 20:49	BTC	Buy	59656→60372	+5.40	timeout
06-29 19:41	BTC	Buy	59412→60369	+7.45	timeout
06-29 05:12	BTC	Buy	59986→59392	-5.40	timeout
06-29 01:41	BTC	Buy	60202→59503	-6.30	timeout
06-28 20:04	BTC	Buy	60222→59492	-6.49	timeout
06-28 19:02	BTC	Buy	60563→59551	-8.78	timeout
06-28 02:55	BTC	Buy	60314→60136	-1.93	timeout
06-27 23:33	BTC	Buy	59966→59962	-0.43	timeout
06-27 19:55	BTC	Buy	59843→60125	+1.96	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.73	timeout
06-26 19:21	BTC	Buy	59210→59918	+5.42	timeout
06-26 18:19	BTC	Buy	59652→59979	+2.17	timeout
06-26 16:06	BTC	Buy	59563→60385	+6.34	timeout
06-26 14:45	BTC	Buy	59474→59536	-0.01	timeout
06-25 17:51	BTC	Buy	59388→59480	+0.36	timeout
06-25 13:55	BTC	Buy	59844→58371.9	-12.67	stop_loss
06-25 13:53	BTC	Buy	60385→58899.6	-12.65	stop_loss
06-25 13:49	BTC	Buy	60728→59234.4	-12.68	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61303.1→59723.1	-13.32	stop_loss
06-24 13:57	BTC	Buy	62737.1→61194.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62951.1→61397.2	-12.79	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 08:05	BTC	Buy	62800.1→62647.9	-1.73	timeout
06-24 07:23	BTC	Buy	63028.2→62727.9	-2.93	timeout
06-23 08:17	BTC	Buy	63957.2→62382.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.79	stop_loss
06-22 23:32	BTC	Buy	63415.2→63986.8	+4.12	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-22 03:34	BTC	Buy	64331.2→64227.8	-1.31	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.46	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:23	BTC	Buy	63918.2→63733.8	-1.89	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:00	BTC	Buy	63047.2→63966.8	+6.85	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-20 19:15	BTC	Buy	63042.2→63863.8	+6.08	timeout
06-20 00:35	BTC	Buy	62996.1→63722.8	+5.29	timeout
06-19 21:29	BTC	Buy	62948.1→63135.8	+0.99	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-19 17:58	BTC	Buy	62550.1→63196.8	+4.72	timeout
06-18 15:40	BTC	Buy	64345.2→62758.5	-12.82	stop_loss
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 15:37	BTC	Buy	64461.2→62876.4	-12.82	stop_loss
06-18 15:37	BTC	Buy	64505.2→62907.4	-12.92	stop_loss
06-18 08:44	BTC	Buy	64971.2→64484.8	-4.22	timeout
06-17 19:50	BTC	Buy	65633.3→64017.8	-12.77	stop_loss
06-17 19:50	BTC	Buy	65636.3→64017.8	-12.79	stop_loss
06-17 19:41	BTC	Buy	65790.3→64172.7	-12.76	stop_loss
06-17 08:08	BTC	Buy	66350.3→65403.7	-7.53	timeout
06-17 04:41	BTC	Buy	65857.3→65900.7	-0.17	timeout
06-17 02:32	BTC	Buy	65862.3→65968.7	+0.34	timeout
06-16 22:44	BTC	Buy	66252.3→65685.7	-4.82	timeout
06-16 07:02	BTC	Buy	65682.3→66370.7	+4.87	timeout
06-16 03:59	BTC	Buy	65889.3→66119.7	+1.34	timeout
06-16 00:20	BTC	Buy	65729.3→66346.7	+4.33	timeout
06-15 21:52	BTC	Buy	65494.3→66388.7	+6.32	timeout
06-15 06:30	BTC	Buy	64327.2→65920.7	+11.92	timeout
06-15 03:35	BTC	Buy	64518.2→65698.7	+8.66	timeout
06-15 00:08	BTC	Buy	64412.2→65712.7	+9.66	timeout
06-14 21:06	BTC	Buy	64293.2→63993.8	-2.80	timeout
06-14 01:16	BTC	Buy	63670.2→64636.8	+7.19	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 21:11	BTC	Buy	63552.2→64251.8	+5.03	timeout
06-13 19:34	BTC	Buy	63634.2→64148.8	+3.59	timeout
06-12 22:05	BTC	Buy	63573.2→63513.8	-0.97	timeout
06-12 20:55	BTC	Buy	63373.2→63404.8	-0.22	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-12 15:47	BTC	Buy	62673.1→63764.8	+8.17	timeout
06-11 21:57	BTC	Buy	61244.1→63428.8	+17.25	timeout
06-11 19:19	BTC	Buy	61732.1→63595.8	+14.51	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 14:49	BTC	Buy	61851.1→62895.9	+7.90	timeout
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 15:08	BTC	Buy	61566.1→61937.9	+2.53	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:46	BTC	Buy	62747.1→61194.3	-12.83	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	63718.2→62143.8	-12.80	stop_loss
06-09 06:13	BTC	Buy	62902.1→63340.8	+2.99	timeout
06-09 00:48	BTC	Buy	64026.2→62447.6	-12.77	stop_loss
06-08 22:06	BTC	Buy	61728.1→63471.8	+13.64	timeout
06-08 20:48	BTC	Buy	61794.1→63338.8	+12.01	timeout
06-08 12:22	BTC	Buy	61959.1→62925.9	+7.34	timeout
06-08 05:23	BTC	Buy	61796.1→62638.9	+6.37	timeout
06-07 21:48	BTC	Buy	60818→61679.9	+6.66	timeout
06-07 19:18	BTC	Buy	62842.1→61296.3	-12.73	stop_loss
06-07 08:31	BTC	Buy	61337.1→62500.9	+9.10	timeout
06-07 06:12	BTC	Buy	61107.1→61694.9	+4.41	timeout
06-07 05:09	BTC	Buy	60012→61801.9	+14.49	timeout
06-06 20:11	BTC	Buy	60701→60512	-1.94	timeout
06-06 04:27	BTC	Buy	61319.1→59809.1	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

148

closed

39%

win rate

-497.48

total pnl ($)

-66.8 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	148	39%	-66.8	-497.48

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…