deribit_basis_zscore_mean_reversion_long_v75 · strategy

181

closed trades

43%

win rate

-595.47

total pnl ($)

0.457

weight

7d window — n=36 wr=47% pnl=-113.82 · 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 06:13	BTC	Buy	60129→59521	-5.47	timeout
06-30 03:21	BTC	Buy	60023→59965	-0.86	timeout
06-30 02:01	BTC	Buy	59407→59870	+3.52	timeout
06-30 00:53	BTC	Buy	59453→59864	+3.07	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 04:05	BTC	Buy	60179→59970	-2.19	timeout
06-28 21:51	BTC	Buy	60181→59360	-7.29	timeout
06-28 19:49	BTC	Buy	60155→59313	-7.42	timeout
06-28 18:46	BTC	Buy	60520→59569	-8.28	timeout
06-28 17:42	BTC	Buy	60590→59498	-9.43	timeout
06-27 22:38	BTC	Buy	59860→60178	+2.26	timeout
06-27 21:36	BTC	Buy	59857→60355	+3.78	timeout
06-27 18:27	BTC	Buy	59870→60452	+4.43	timeout
06-27 17:21	BTC	Buy	60102→60591	+3.61	timeout
06-27 16:21	BTC	Buy	59941→60712	+6.03	timeout
06-26 20:55	BTC	Buy	59315→59722	+2.90	timeout
06-26 19:49	BTC	Buy	59212→59839	+4.73	timeout
06-26 16:49	BTC	Buy	59277→60132	+6.66	timeout
06-26 15:35	BTC	Buy	59304→60172	+6.78	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58706.7	-12.70	stop_loss
06-25 13:53	BTC	Buy	60378→58885.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 14:17	BTC	Buy	62546.1→61000.4	-12.80	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 14:13	BTC	Buy	62669.1→61126.4	-12.75	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 10:42	BTC	Buy	62219.1→62596.9	+2.56	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 08:17	BTC	Buy	63983.2→62409.7	-12.75	stop_loss
06-23 08:17	BTC	Buy	64028.2→62451.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64250.2→62665.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64341.2→62755.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64490.2→62898.4	-12.81	stop_loss
06-23 02:25	BTC	Buy	64508.2→64157.8	-3.17	timeout
06-23 01:14	BTC	Buy	63828.2→64212.8	+2.58	timeout
06-22 21:01	BTC	Buy	63808.2→64447.8	+4.55	timeout
06-22 20:01	BTC	Buy	64179.2→64522.8	+2.20	timeout
06-22 18:58	BTC	Buy	64137.2→64342.8	+1.10	timeout
06-22 02:10	BTC	Buy	64230.2→64493.8	+1.51	timeout
06-22 00:42	BTC	Buy	64280.2→63912.8	-3.32	timeout
06-21 20:46	BTC	Buy	63879.2→63918.8	-0.15	timeout
06-21 19:42	BTC	Buy	63918.2→64181.8	+1.63	timeout
06-21 18:44	BTC	Buy	63756.2→64131.8	+2.54	timeout
06-21 00:02	BTC	Buy	63534.2→64230.8	+4.93	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 20:19	BTC	Buy	63004.2→63929.8	+6.93	timeout
06-20 19:20	BTC	Buy	62999.1→63898.8	+6.71	timeout
06-20 18:18	BTC	Buy	63090.2→63837.8	+5.47	timeout
06-19 22:06	BTC	Buy	62909.1→63042.8	+0.57	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:32	BTC	Buy	62663.1→62931.9	+1.69	timeout
06-19 15:54	BTC	Buy	62490.1→63212.8	+5.34	timeout
06-18 15:57	BTC	Buy	63888.2→62293.7	-12.76	stop_loss
06-18 15:51	BTC	Buy	64159.2→62580.6	-12.66	stop_loss
06-18 15:40	BTC	Buy	64286.2→62702.5	-12.54	stop_loss
06-18 15:37	BTC	Buy	64596.2→63007.3	-12.58	stop_loss
06-18 15:18	BTC	Buy	64680.2→63089.3	-12.73	stop_loss
06-18 09:17	BTC	Buy	64924.2→64422.8	-4.35	timeout
06-18 05:04	BTC	Buy	65302.3→63695.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65561.3→63944.8	-12.76	stop_loss
06-17 22:03	BTC	Buy	65574.3→63958.8	-12.75	stop_loss
06-17 19:40	BTC	Buy	65813.3→64194.7	-12.76	stop_loss
06-17 08:39	BTC	Buy	66596.3→64951.3	-12.82	stop_loss
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-17 05:38	BTC	Buy	66074.3→65834.7	-2.30	timeout
06-17 04:39	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-17 00:29	BTC	Buy	66215.3→65685.7	-4.52	timeout
06-16 11:11	BTC	Buy	65984.3→66427.7	+2.85	timeout
06-16 06:29	BTC	Buy	65927.3→66297.7	+2.42	timeout
06-16 05:24	BTC	Buy	65805.3→66058.7	+1.53	timeout
06-16 03:48	BTC	Buy	65912.3→66110.7	+1.09	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-15 05:38	BTC	Buy	64304.2→65695.7	+10.35	timeout
06-15 04:05	BTC	Buy	64504.2→65785.7	+9.45	timeout
06-14 22:21	BTC	Buy	64443.2→65160.7	+5.07	timeout
06-14 21:07	BTC	Buy	64283.2→63993.8	-2.72	timeout
06-14 10:37	BTC	Buy	63812.2→64616.8	+5.83	timeout
06-14 04:41	BTC	Buy	63594.2→64388.8	+5.85	timeout
06-14 03:26	BTC	Buy	63550.2→64507.8	+7.11	timeout
06-13 21:31	BTC	Buy	63536.2→64245.8	+5.11	timeout
06-13 19:16	BTC	Buy	63676.2→64154.8	+3.31	timeout
06-13 09:55	BTC	Buy	63798.2→63739.8	-0.98	timeout
06-13 04:33	BTC	Buy	63802.2→63540.8	-2.49	timeout
06-13 02:16	BTC	Buy	63620.2→63757.8	+0.62	timeout
06-12 20:56	BTC	Buy	63367.2→63406.8	-0.16	timeout
06-12 17:42	BTC	Buy	63293.2→63787.8	+3.44	timeout
06-12 08:58	BTC	Buy	62900.1→63445.8	+3.81	timeout
06-12 01:18	BTC	Buy	62080.1→63449.8	+10.45	timeout
06-12 00:08	BTC	Buy	61602.1→63760.8	+16.96	timeout
06-11 19:30	BTC	Buy	61177.1→63866.8	+21.42	take_profit

Paper vs Live

Paper (trades.jsonl)

181

closed

43%

win rate

-595.47

total pnl ($)

-65.6 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	181	43%	-65.6	-595.47

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…