deribit_basis_zscore_mean_reversion_long_v76 · strategy

106

closed trades

45%

win rate

-328.14

total pnl ($)

0.620

weight

7d window — n=26 wr=46% pnl=-99.13 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:20	BTC	Buy	59694→60353	+5.14	timeout
06-27 20:13	BTC	Buy	59698→60247	+4.21	timeout
06-27 19:12	BTC	Buy	59968→60560	+4.52	timeout
06-26 19:49	BTC	Buy	59236→59839	+4.53	timeout
06-26 16:49	BTC	Buy	59272→60135	+6.73	timeout
06-26 15:21	BTC	Buy	59162→59929	+5.92	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:57	BTC	Buy	59829→58333.9	-12.86	stop_loss
06-25 13:53	BTC	Buy	60283→58767.7	-12.93	stop_loss
06-24 17:20	BTC	Buy	60904→59406.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61334.1→59820.1	-12.77	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62751.1→61208.3	-12.74	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	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 06:43	BTC	Buy	64011.2→62924.9	-8.96	timeout
06-22 23:25	BTC	Buy	63748.2→63983.8	+1.48	timeout
06-22 21:11	BTC	Buy	63536.2→64367.8	+6.09	timeout
06-22 03:33	BTC	Buy	64330.2→64246.8	-1.17	timeout
06-21 23:14	BTC	Buy	64256.2→63662.8	-5.05	timeout
06-21 18:39	BTC	Buy	63843.2→64163.8	+2.11	timeout
06-21 01:39	BTC	Buy	63587.2→64210.8	+4.40	timeout
06-20 22:17	BTC	Buy	63106.2→64062.8	+7.13	timeout
06-20 18:24	BTC	Buy	63107.2→63813.8	+5.15	timeout
06-19 20:59	BTC	Buy	63072.2→63231.8	+0.77	timeout
06-19 19:57	BTC	Buy	62932.1→63024.8	+0.25	timeout
06-19 15:53	BTC	Buy	62495.1→63196.8	+5.18	timeout
06-18 15:57	BTC	Buy	63912.2→62323.7	-12.75	stop_loss
06-18 15:55	BTC	Buy	63977.2→62400.7	-12.72	stop_loss
06-18 10:29	BTC	Buy	64921.2→63933.8	-8.13	timeout
06-18 09:27	BTC	Buy	65023.3→64254.8	-6.46	timeout
06-18 05:03	BTC	Buy	65318.3→63710.9	-12.78	stop_loss
06-17 08:39	BTC	Buy	66594.3→64945.3	-12.86	stop_loss
06-17 08:37	BTC	Buy	66703.3→65063.2	-12.78	stop_loss
06-17 07:01	BTC	Buy	66379.3→65563.7	-6.62	timeout
06-16 09:09	BTC	Buy	65671.3→66749.7	+7.76	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 08:09	BTC	Buy	64417.2→65671.7	+9.27	timeout
06-15 07:02	BTC	Buy	64261.2→65678.7	+10.56	timeout
06-14 23:02	BTC	Buy	64444.2→65321.7	+6.32	timeout
06-14 06:09	BTC	Buy	63570.2→64437.8	+6.39	timeout
06-14 04:42	BTC	Buy	63593.2→64389.8	+5.86	timeout
06-13 22:15	BTC	Buy	63510.2→64373.8	+6.32	timeout
06-13 04:50	BTC	Buy	63705.2→63627.8	-1.05	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 01:13	BTC	Buy	62079.1→63462.8	+10.58	timeout
06-12 00:05	BTC	Buy	61601.1→63583.8	+15.53	timeout
06-11 19:30	BTC	Buy	61185.1→63873.8	+21.41	take_profit
06-10 22:17	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-10 16:20	BTC	Buy	60851→62302.9	+11.38	timeout
06-10 15:18	BTC	Buy	61563.1→61907.9	+2.30	timeout
06-10 14:25	BTC	Buy	61740.1→62010.9	+1.71	timeout
06-09 14:35	BTC	Buy	62961.1→61410.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63174.2→61618.1	-12.77	stop_loss
06-09 13:31	BTC	Buy	63503.2→62388.9	-9.21	timeout
06-08 23:06	BTC	Buy	62831.1→63380.8	+3.90	timeout
06-08 20:49	BTC	Buy	61765.1→63371.8	+12.51	timeout
06-08 12:23	BTC	Buy	61974.1→62924.9	+7.21	timeout
06-07 22:14	BTC	Buy	60673→63336.8	+21.51	take_profit
06-07 18:54	BTC	Buy	60581→62074.9	+11.93	timeout
06-07 09:16	BTC	Buy	61238.1→62747.9	+11.92	timeout
06-06 19:34	BTC	Buy	59675→60586	+7.24	timeout
06-06 18:33	BTC	Buy	60141→60556	+3.05	timeout
06-06 04:33	BTC	Buy	61132.1→59628.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60992→59492.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61591.1→60075.9	-12.74	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62975.1→61419.2	-12.81	stop_loss
06-05 06:20	BTC	Buy	63236.2→61677.1	-12.74	stop_loss
06-05 06:03	BTC	Buy	63636.2→62070.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63775.2→62205.8	-12.71	stop_loss
06-04 11:11	BTC	Buy	63696.2→62129.8	-12.71	stop_loss
06-04 09:29	BTC	Buy	64337.2→62753.5	-12.76	stop_loss
06-04 09:29	BTC	Buy	64349.2→62766.5	-12.74	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65116.3→63515	-12.74	stop_loss
06-03 19:54	BTC	Buy	66943.3→65297.1	-12.78	stop_loss
06-03 19:53	BTC	Buy	67092.4→65442	-12.78	stop_loss
06-03 16:24	BTC	Buy	67330.4→65674.9	-12.76	stop_loss
06-03 03:50	BTC	Buy	67166.4→65514.9	-12.75	stop_loss
06-03 03:29	BTC	Buy	67694.4→66029.7	-12.75	stop_loss
06-02 20:28	BTC	Buy	68550.4→66863.2	-12.75	stop_loss
06-02 06:47	BTC	Buy	71725.6→69961.5	-12.85	stop_loss
06-01 22:26	BTC	Buy	73498.7→71240.8	-15.93	stop_loss
06-01 22:26	BTC	Buy	73918.7→71240.8	-18.71	stop_loss
06-01 05:17	BTC	Buy	74159.7→73434.3	-5.38	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.22	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:58	BTC	Buy	73895.7→73594.3	-2.52	timeout
05-31 04:56	BTC	Buy	73335.7→74171.3	+5.18	timeout
05-30 23:54	BTC	Buy	73441.7→73805.3	+1.98	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

45%

win rate

-328.14

total pnl ($)

-61.6 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	106	45%	-61.6	-328.14

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…