deribit_basis_zscore_mean_reversion_long_v82 · strategy

115

closed trades

43%

win rate

-316.95

total pnl ($)

0.589

weight

7d window — n=24 wr=50% pnl=-86.05 · 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 00:56	BTC	Buy	59572→59832	+1.79	timeout
06-29 23:45	BTC	Buy	59711→60228	+3.90	timeout
06-29 18:16	BTC	Buy	59623→60379	+5.74	timeout
06-28 21:08	BTC	Buy	60334→59668	-5.98	timeout
06-28 20:07	BTC	Buy	60229→59520	-6.31	timeout
06-28 16:55	BTC	Buy	60788→59641	-9.86	timeout
06-27 20:02	BTC	Buy	59834→60199	+2.65	timeout
06-27 18:59	BTC	Buy	59642→60515	+6.89	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-26 18:19	BTC	Buy	59648→59988	+2.30	timeout
06-26 16:07	BTC	Buy	59555→60293	+5.67	timeout
06-26 14:11	BTC	Buy	59493→59967	+3.49	timeout
06-25 17:59	BTC	Buy	59376→59649	+1.88	timeout
06-25 13:55	BTC	Buy	59845→58371.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60328→58778.7	-13.23	stop_loss
06-24 17:19	BTC	Buy	61030.1→59529.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61316.1→59804.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62633.1→61091.4	-12.76	stop_loss
06-24 13:57	BTC	Buy	62749.1→61205.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62947.1→61393.2	-12.79	stop_loss
06-24 09:36	BTC	Buy	62469.1→62659.9	+1.00	timeout
06-24 08:35	BTC	Buy	62286.1→62737.9	+3.09	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.39	timeout
06-23 08:17	BTC	Buy	63958.2→62369.7	-12.89	stop_loss
06-23 06:22	BTC	Buy	64079.2→62502.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64140.2→62560.6	-12.77	stop_loss
06-23 02:15	BTC	Buy	64505.2→64154.8	-3.14	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63678.2→64177.8	+3.47	timeout
06-21 23:27	BTC	Buy	64243.2→63693.8	-4.70	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:18	BTC	Buy	63026.2→63845.8	+6.06	timeout
06-19 21:03	BTC	Buy	63081.2→63132.8	-0.09	timeout
06-19 19:58	BTC	Buy	62952.1→62998.8	-0.11	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.93	timeout
06-18 15:56	BTC	Buy	63961.2→62388.7	-12.69	stop_loss
06-18 15:38	BTC	Buy	64423.2→62838.4	-12.46	stop_loss
06-18 15:37	BTC	Buy	64485.2→62894.4	-12.58	stop_loss
06-18 08:38	BTC	Buy	65048.3→64544.8	-4.35	timeout
06-17 19:46	BTC	Buy	65687.3→64071.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65787.3→64169.7	-12.77	stop_loss
06-17 08:03	BTC	Buy	66322.3→65428.7	-7.14	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-17 00:28	BTC	Buy	66245.3→65687.7	-4.74	timeout
06-16 07:01	BTC	Buy	65701.3→66376.7	+4.77	timeout
06-16 03:58	BTC	Buy	65887.3→66112.7	+1.30	timeout
06-16 00:19	BTC	Buy	65718.3→66347.7	+4.41	timeout
06-15 05:36	BTC	Buy	64283.2→65775.7	+11.14	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-14 21:50	BTC	Buy	64466.2→65490.7	+7.45	timeout
06-14 04:40	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:16	BTC	Buy	63670.2→64636.8	+7.18	timeout
06-13 19:34	BTC	Buy	63637.2→64174.8	+3.77	timeout
06-13 03:03	BTC	Buy	63583.2→63660.8	+0.15	timeout
06-12 23:40	BTC	Buy	63683.2→63546.8	-1.57	timeout
06-12 17:39	BTC	Buy	63207.2→63825.8	+4.43	timeout
06-12 00:09	BTC	Buy	61598.1→63729.8	+16.74	timeout
06-11 21:57	BTC	Buy	61250.1→63437.8	+17.27	timeout
06-11 14:50	BTC	Buy	61946.1→62862.9	+6.85	timeout
06-10 22:16	BTC	Buy	62629.1→61086.4	-12.77	stop_loss
06-10 16:02	BTC	Buy	61114.1→62475.9	+10.67	timeout
06-10 15:00	BTC	Buy	61469.1→62145.9	+5.01	timeout
06-10 14:07	BTC	Buy	62123.1→62190.9	+0.07	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63307.2→61750	-12.75	stop_loss
06-09 13:36	BTC	Buy	63723.2→62155.8	-12.74	stop_loss
06-08 23:04	BTC	Buy	62837.1→63399.8	+4.00	timeout
06-08 22:06	BTC	Buy	61749.1→63468.8	+13.44	timeout
06-08 20:49	BTC	Buy	61764.1→63370.8	+12.51	timeout
06-07 22:14	BTC	Buy	60638→63299.8	+21.51	take_profit
06-07 21:49	BTC	Buy	60810→61713.9	+7.00	timeout
06-07 15:26	BTC	Buy	60621→61852.9	+9.70	timeout
06-06 20:11	BTC	Buy	60703→60546	-1.67	timeout
06-06 19:10	BTC	Buy	59411→60725	+10.67	timeout
06-06 14:26	BTC	Buy	60440→60799	+2.53	timeout
06-05 18:52	BTC	Buy	60816→59320.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61640.1→60123.9	-12.73	stop_loss
06-05 14:06	BTC	Buy	61948.1→60423.8	-12.75	stop_loss
06-05 13:51	BTC	Buy	62669.1→61125.4	-12.77	stop_loss
06-05 11:16	BTC	Buy	62354.1→62295.9	-0.96	timeout
06-05 06:22	BTC	Buy	62826.1→61280.3	-12.75	stop_loss
06-05 06:01	BTC	Buy	63671.2→62104.8	-12.70	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 09:30	BTC	Buy	64302.2→62717.5	-12.76	stop_loss
06-04 01:16	BTC	Buy	64404.2→62820.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65074.3→63474.1	-12.74	stop_loss
06-04 00:25	BTC	Buy	65501.3→63890.8	-12.74	stop_loss
06-03 19:54	BTC	Buy	66998.3→65324.1	-12.98	stop_loss
06-03 19:54	BTC	Buy	67001.3→65354	-12.78	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67427.4→65767.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67572.4→65910.7	-12.75	stop_loss
06-02 23:04	BTC	Buy	67816.4→66148.6	-12.75	stop_loss
06-02 14:27	BTC	Buy	69383.5→67672.8	-12.79	stop_loss
06-02 12:40	BTC	Buy	70770.5→69030	-12.81	stop_loss
06-02 12:06	BTC	Buy	70987.5→69241.9	-12.80	stop_loss

Paper vs Live

Paper (trades.jsonl)

115

closed

43%

win rate

-316.95

total pnl ($)

-54.9 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	115	43%	-54.9	-316.95

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…