deribit_basis_zscore_mean_reversion_long_v79 · strategy

closed trades

41%

win rate

-351.13

total pnl ($)

0.595

weight

7d window — n=23 wr=39% pnl=-103.79 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 99 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:22	BTC	Buy	60367→60108	-2.58	timeout
06-27 20:50	BTC	Buy	59742→60249	+3.85	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.27	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.70	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.71	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61350.1→59838.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63018.2→61467.2	-12.76	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.95	timeout
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.08	timeout
06-23 06:21	BTC	Buy	64190.2→62611.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64305.2→62722.5	-12.78	stop_loss
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 05:06	BTC	Buy	64231.2→64093.8	-1.54	timeout
06-22 03:33	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.25	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
06-18 15:55	BTC	Buy	63977.2→62400.7	-12.72	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.62	stop_loss
06-18 15:37	BTC	Buy	64437.2→62852.4	-12.46	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-18 05:04	BTC	Buy	65277.3→63671	-12.77	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 08:39	BTC	Buy	66538.3→64902.3	-12.78	stop_loss
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-16 18:04	BTC	Buy	66773.3→66158.7	-5.13	timeout
06-16 09:15	BTC	Buy	65692.3→66672.7	+7.01	timeout
06-16 08:10	BTC	Buy	65710.3→66389.7	+4.75	timeout
06-15 12:38	BTC	Buy	64317.2→66272.7	+14.77	timeout
06-15 08:08	BTC	Buy	64409.2→65703.7	+9.59	timeout
06-15 07:07	BTC	Buy	64230.2→65765.7	+11.49	timeout
06-14 08:44	BTC	Buy	63864.2→64448.8	+4.09	timeout
06-14 07:43	BTC	Buy	63801.2→64285.8	+3.34	timeout
06-14 06:08	BTC	Buy	63582.2→64425.8	+6.20	timeout
06-13 08:24	BTC	Buy	63483.2→63735.8	+1.44	timeout
06-13 07:24	BTC	Buy	63015.2→63714.8	+5.09	timeout
06-13 05:21	BTC	Buy	63469.2→63542.8	+0.14	timeout
06-12 07:53	BTC	Buy	62687.1→62983.9	+1.97	timeout
06-12 06:46	BTC	Buy	62846.1→62952.9	+0.35	timeout
06-12 01:12	BTC	Buy	61949.1→63456.8	+11.59	timeout
06-10 22:17	BTC	Buy	62614.1→61070.4	-12.78	stop_loss
06-10 19:00	BTC	Buy	61726.1→61860.9	+0.58	timeout
06-10 16:13	BTC	Buy	61058.1→62352.9	+10.12	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-09 15:55	BTC	Buy	62632.1→61089.4	-12.77	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 12:29	BTC	Buy	63065.2→62636.9	-3.79	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 21:34	BTC	Buy	61723.1→63645.8	+15.09	timeout
06-08 06:25	BTC	Buy	61817.1→62981.9	+8.96	timeout
06-07 19:55	BTC	Buy	60592→61293.9	+5.39	timeout
06-07 16:43	BTC	Buy	60704→62182.9	+11.67	timeout
06-07 05:57	BTC	Buy	60888→61714.9	+6.39	timeout
06-06 18:52	BTC	Buy	59390→60539	+9.27	timeout
06-06 15:48	BTC	Buy	60242→60731	+3.61	timeout
06-06 04:27	BTC	Buy	61307.1→59799.1	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	60987→59487.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60067.9	-12.77	stop_loss
06-05 13:56	BTC	Buy	62523.1→60985.4	-12.75	stop_loss
06-05 13:55	BTC	Buy	62573.1→61034.4	-12.75	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-04 10:28	BTC	Buy	64067.2→62491.6	-12.72	stop_loss
06-04 09:29	BTC	Buy	64339.2→62756.5	-12.74	stop_loss
06-04 04:22	BTC	Buy	61985.1→64707.8	+21.51	take_profit
06-04 01:53	BTC	Buy	63770.2→62201.8	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67301.4→65645.9	-12.78	stop_loss
06-03 03:49	BTC	Buy	67316.4→65660.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67434.4→65774.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	68205.4→66241.5	-14.85	stop_loss
06-02 14:27	BTC	Buy	69501.5→67790.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 06:56	BTC	Buy	71706.6→69943.5	-12.85	stop_loss
06-01 22:25	BTC	Buy	73475.7→71211.8	-15.98	stop_loss
06-01 22:25	BTC	Buy	73877.7→71211.8	-18.64	stop_loss
06-01 04:40	BTC	Buy	74169.7→73436.3	-5.42	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.15	timeout
05-29 18:56	BTC	Buy	73690.7→73363.3	-2.73	timeout
05-29 16:53	BTC	Buy	73386.7→73954.3	+3.33	timeout
05-29 15:45	BTC	Buy	73016.7→73794.3	+4.83	timeout
05-29 14:35	BTC	Buy	72897.6→72819.4	-1.10	timeout
05-29 13:27	BTC	Buy	73164.7→73005.3	-1.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

41%

win rate

-351.13

total pnl ($)

-70.6 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	99	41%	-70.6	-351.13

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…