deribit_basis_zscore_mean_reversion_long_v69 · strategy

108

closed trades

41%

win rate

-333.68

total pnl ($)

0.674

weight

7d window — n=24 wr=42% pnl=-90.56 · 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 00:09	BTC	Buy	60104→60101	-0.40	timeout
06-27 19:50	BTC	Buy	59831→60174	+2.47	timeout
06-27 18:49	BTC	Buy	59609→60494	+6.99	timeout
06-26 19:19	BTC	Buy	59200→59957	+5.82	timeout
06-26 18:19	BTC	Buy	59647→59956	+2.03	timeout
06-26 15:21	BTC	Buy	59162→59929	+5.92	timeout
06-25 17:50	BTC	Buy	59366→59508	+0.78	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:54	BTC	Buy	60073→58546.8	-13.07	stop_loss
06-25 13:53	BTC	Buy	60470→58967.6	-12.79	stop_loss
06-24 16:51	BTC	Buy	61329.1→59820.1	-12.73	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62741.1→61198.3	-12.74	stop_loss
06-24 12:09	BTC	Buy	62445.1→62855.9	+2.84	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:17	BTC	Buy	63987.2→62411.7	-12.78	stop_loss
06-23 08:15	BTC	Buy	64067.2→62490.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64090.2→62513.6	-12.78	stop_loss
06-22 23:32	BTC	Buy	63439.2→63994.8	+3.98	timeout
06-22 22:19	BTC	Buy	63663.2→64244.8	+4.11	timeout
06-22 01:08	BTC	Buy	64251.2→63926.8	-3.06	timeout
06-21 22:44	BTC	Buy	64243.2→63627.8	-5.22	timeout
06-21 21:24	BTC	Buy	63927.2→63650.8	-2.61	timeout
06-20 23:05	BTC	Buy	63276.2→64263.8	+7.35	timeout
06-20 22:00	BTC	Buy	63078.2→63964.8	+6.58	timeout
06-20 21:01	BTC	Buy	63187.2→63919.8	+5.36	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-18 15:51	BTC	Buy	64129.2→62549.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64303.2→62720.5	-12.49	stop_loss
06-18 15:37	BTC	Buy	64440.2→62842.4	-12.56	stop_loss
06-18 09:51	BTC	Buy	64887.2→64202.8	-5.83	timeout
06-17 19:50	BTC	Buy	65667.3→64051.8	-12.75	stop_loss
06-17 19:39	BTC	Buy	65601.3→64271.8	-10.59	timeout
06-17 08:35	BTC	Buy	66712.3→65070.2	-12.79	stop_loss
06-17 05:39	BTC	Buy	66076.3→65842.7	-2.24	timeout
06-16 17:27	BTC	Buy	66840.3→65725.7	-8.87	timeout
06-16 07:49	BTC	Buy	65678.3→66287.7	+4.25	timeout
06-16 04:01	BTC	Buy	65883.3→66139.7	+1.54	timeout
06-15 16:10	BTC	Buy	64436.2→67266.6	+21.47	take_profit
06-15 07:02	BTC	Buy	64261.2→65678.7	+10.56	timeout
06-15 03:00	BTC	Buy	64474.2→65414.7	+6.81	timeout
06-14 20:02	BTC	Buy	64250.2→63821.8	-3.83	timeout
06-14 04:41	BTC	Buy	63584.2→64402.8	+6.04	timeout
06-13 22:36	BTC	Buy	63502.2→64507.8	+7.44	timeout
06-13 19:13	BTC	Buy	63679.2→64153.8	+3.28	timeout
06-13 03:03	BTC	Buy	63578.2→63660.8	+0.20	timeout
06-12 20:59	BTC	Buy	63373.2→63435.8	+0.01	timeout
06-12 17:40	BTC	Buy	63226.2→63797.8	+4.06	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 19:30	BTC	Buy	61190.1→63878.8	+21.40	take_profit
06-11 14:49	BTC	Buy	61910.1→62884.9	+7.33	timeout
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 17:08	BTC	Buy	61463.1→62166.9	+5.23	timeout
06-10 15:01	BTC	Buy	61395.1→62271.9	+6.65	timeout
06-10 14:08	BTC	Buy	62156.1→62142.9	-0.58	timeout
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 14:17	BTC	Buy	63348.2→61790	-12.75	stop_loss
06-09 13:36	BTC	Buy	63717.2→62148.8	-12.75	stop_loss
06-08 23:06	BTC	Buy	62831.1→63380.8	+3.90	timeout
06-08 22:08	BTC	Buy	61850.1→63427.8	+12.27	timeout
06-08 20:49	BTC	Buy	61765.1→63371.8	+12.51	timeout
06-07 22:14	BTC	Buy	60671→63334.8	+21.51	take_profit
06-07 21:52	BTC	Buy	60830→61645.9	+6.28	timeout
06-07 15:22	BTC	Buy	60536→61814.9	+10.10	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 19:10	BTC	Buy	59399→60714	+10.68	timeout
06-06 14:26	BTC	Buy	60411→60804	+2.81	timeout
06-05 18:52	BTC	Buy	60739→59245.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62795.1→61246.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62801.1→61246.3	-12.77	stop_loss
06-05 06:21	BTC	Buy	63102.2→61549.1	-12.71	stop_loss
06-05 06:21	BTC	Buy	63112.2→61560.1	-12.74	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-04 10:49	BTC	Buy	63825.2→62255.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64223.2→62643.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 19:53	BTC	Buy	67079.4→65408	-12.94	stop_loss
06-03 16:27	BTC	Buy	67203.4→65549.9	-12.78	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67236.4→65582.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67442.4→65781.8	-12.77	stop_loss
06-03 03:35	BTC	Buy	67589.4→65925.7	-12.76	stop_loss
06-02 15:37	BTC	Buy	68753.4→67063.1	-12.75	stop_loss
06-02 14:27	BTC	Buy	69489.5→67763.7	-12.88	stop_loss
06-02 01:34	BTC	Buy	72688.6→70900	-12.84	stop_loss
06-01 22:37	BTC	Buy	72907.6→71114.9	-12.84	stop_loss
06-01 22:26	BTC	Buy	73876.7→71240.8	-18.43	stop_loss
06-01 03:39	BTC	Buy	74112.7→73864.3	-2.20	timeout
05-31 23:58	BTC	Buy	73838.7→73669.3	-1.57	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 10:17	BTC	Buy	73618.7→73809.3	+0.71	timeout
05-30 18:27	BTC	Buy	73857.7→73937.3	-0.02	timeout
05-30 16:43	BTC	Buy	74040.7→73918.3	-1.39	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

41%

win rate

-333.68

total pnl ($)

-61.5 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	108	41%	-61.5	-333.68

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…