deribit_basis_zscore_mean_reversion_long_v78 · strategy

105

closed trades

43%

win rate

-375.94

total pnl ($)

0.480

weight

7d window — n=25 wr=40% pnl=-122.21 · 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 20:16	BTC	Buy	59731→60251	+3.96	timeout
06-27 19:11	BTC	Buy	59935→60570	+4.87	timeout
06-27 15:43	BTC	Buy	60462→60768	+2.10	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 18:19	BTC	Buy	59642→59988	+2.34	timeout
06-26 14:45	BTC	Buy	59408→59564	+0.81	timeout
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59343.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 14:19	BTC	Buy	62443.1→60878.5	-12.98	stop_loss
06-24 14:02	BTC	Buy	62698.1→61156.3	-12.74	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 08:17	BTC	Buy	63987.2→62404.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64017.2→62438.6	-12.79	stop_loss
06-23 06:22	BTC	Buy	64105.2→62526.6	-12.80	stop_loss
06-22 23:24	BTC	Buy	63756.2→63969.8	+1.22	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.83	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 23:12	BTC	Buy	64245.2→63682.8	-4.80	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 00:02	BTC	Buy	63534.2→64237.8	+5.08	timeout
06-20 21:50	BTC	Buy	63099.2→64044.8	+7.06	timeout
06-20 19:19	BTC	Buy	63009.2→63841.8	+6.17	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62497.1→63029.8	+3.81	timeout
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62897.4	-12.55	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-17 22:03	BTC	Buy	65559.3→63945.8	-12.74	stop_loss
06-17 19:29	BTC	Buy	65867.3→64246.6	-12.78	stop_loss
06-17 15:30	BTC	Buy	65821.3→65244.7	-4.84	timeout
06-17 06:57	BTC	Buy	66486.3→65590.7	-7.21	timeout
06-17 03:22	BTC	Buy	65701.3→65718.7	-0.35	timeout
06-16 14:33	BTC	Buy	66943.3→65297.1	-12.82	stop_loss
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-16 00:48	BTC	Buy	65583.3→66369.7	+5.58	timeout
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 05:37	BTC	Buy	64290.2→65687.7	+10.40	timeout
06-14 21:51	BTC	Buy	64463.2→65531.7	+7.79	timeout
06-14 08:19	BTC	Buy	63793.2→64480.8	+4.91	timeout
06-14 04:41	BTC	Buy	63583.2→64403.8	+6.05	timeout
06-13 19:31	BTC	Buy	63637.2→64138.8	+3.49	timeout
06-13 04:36	BTC	Buy	63715.2→63588.8	-1.44	timeout
06-13 03:02	BTC	Buy	63585.2→63650.8	+0.07	timeout
06-12 12:27	BTC	Buy	62722.1→63465.8	+5.40	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:39	BTC	Buy	62307.1→60774.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63748.2→62176.8	-12.76	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout
06-08 12:28	BTC	Buy	62015.1→62988.9	+7.39	timeout
06-07 19:47	BTC	Buy	60671→61172.9	+3.74	timeout
06-07 18:41	BTC	Buy	60598→62175.9	+12.62	timeout
06-07 10:43	BTC	Buy	60367→62329.9	+15.83	timeout
06-06 19:34	BTC	Buy	59692→60594	+7.16	timeout
06-06 18:32	BTC	Buy	60110→60507	+2.90	timeout
06-06 04:33	BTC	Buy	61132.1→59628.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60944→59445.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61587.1→60069.9	-12.75	stop_loss
06-05 13:49	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63007.2→61456.2	-12.76	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 06:20	BTC	Buy	63240.2→61679.1	-12.75	stop_loss
06-05 05:59	BTC	Buy	63820.2→62247.7	-12.73	stop_loss
06-05 03:11	BTC	Buy	63831.2→62261.7	-12.71	stop_loss
06-04 10:30	BTC	Buy	63971.2→62397.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64419.2→62835.4	-12.74	stop_loss
06-04 01:23	BTC	Buy	64164.2→62586.6	-12.74	stop_loss
06-04 00:29	BTC	Buy	65146.3→63544	-12.75	stop_loss
06-04 00:26	BTC	Buy	65400.3→63791.9	-12.74	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67073.4→65412	-12.87	stop_loss
06-03 16:27	BTC	Buy	67183.4→65530.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67434.4→65775.8	-12.75	stop_loss
06-02 23:03	BTC	Buy	67823.4→66150.6	-12.79	stop_loss
06-02 23:00	BTC	Buy	67893.4→66222.6	-12.76	stop_loss
06-02 01:34	BTC	Buy	72683.6→70895	-12.84	stop_loss
06-01 22:25	BTC	Buy	73534.7→71211.8	-16.37	stop_loss
06-01 22:25	BTC	Buy	73877.7→71211.8	-18.64	stop_loss
06-01 03:37	BTC	Buy	74143.7→73944.3	-1.87	timeout
05-31 18:40	BTC	Buy	74018.7→73640.3	-3.06	timeout
05-31 16:45	BTC	Buy	73930.7→73451.3	-3.75	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.16	timeout
05-31 04:58	BTC	Buy	73341.7→74183.3	+5.22	timeout
05-31 00:04	BTC	Buy	73415.7→73844.3	+2.38	timeout
05-30 12:19	BTC	Buy	73357.7→73609.3	+1.22	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

43%

win rate

-375.94

total pnl ($)

-71.4 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	105	43%	-71.4	-375.94

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…