deribit_basis_zscore_mean_reversion_long_v83 · strategy

108

closed trades

41%

win rate

-333.28

total pnl ($)

0.804

weight

7d window — n=23 wr=39% pnl=-70.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:07	BTC	Buy	60092→60071	-0.58	timeout
06-27 21:16	BTC	Buy	59727→60353	+4.86	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.74	timeout
06-26 20:29	BTC	Buy	59618→59740	+0.49	timeout
06-26 19:21	BTC	Buy	59210→59918	+5.42	timeout
06-26 15:05	BTC	Buy	59227→59594	+2.57	timeout
06-25 18:50	BTC	Buy	59404→59441	-0.12	timeout
06-25 17:54	BTC	Buy	59345→59559	+1.38	timeout
06-25 13:53	BTC	Buy	60385→58899.6	-12.65	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61303.1→59723.1	-13.32	stop_loss
06-24 13:44	BTC	Buy	62951.1→61396.2	-12.80	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.92	timeout
06-23 08:17	BTC	Buy	63957.2→62382.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 06:44	BTC	Buy	64004.2→62887.9	-9.20	timeout
06-22 23:32	BTC	Buy	63415.2→63986.8	+4.12	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.48	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-20 22:27	BTC	Buy	63282.2→64218.8	+6.95	timeout
06-20 21:29	BTC	Buy	63143.2→63904.8	+5.59	timeout
06-20 19:15	BTC	Buy	63042.2→63862.8	+6.07	timeout
06-19 21:01	BTC	Buy	63073.2→63183.8	+0.38	timeout
06-19 19:57	BTC	Buy	62932.1→63000.8	+0.07	timeout
06-19 17:17	BTC	Buy	62503.1→63028.8	+3.76	timeout
06-18 15:37	BTC	Buy	64436.2→62843.4	-12.93	stop_loss
06-18 15:37	BTC	Buy	64483.2→62891.4	-12.88	stop_loss
06-18 15:37	BTC	Buy	64483.2→62891.4	-12.89	stop_loss
06-17 19:50	BTC	Buy	65669.3→64028.8	-12.95	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65891.3→64252.6	-12.89	stop_loss
06-17 16:00	BTC	Buy	65885.3→65783.7	-1.16	timeout
06-17 02:32	BTC	Buy	65862.3→65968.7	+0.34	timeout
06-17 00:25	BTC	Buy	66233.3→65684.7	-4.66	timeout
06-16 13:08	BTC	Buy	66669.3→66162.7	-4.33	timeout
06-16 00:49	BTC	Buy	65563.3→66370.7	+5.75	timeout
06-15 21:52	BTC	Buy	65494.3→66388.7	+6.32	timeout
06-15 13:00	BTC	Buy	63788.2→66589.7	+21.52	take_profit
06-15 00:08	BTC	Buy	64412.2→65712.7	+9.65	timeout
06-14 21:07	BTC	Buy	64288.2→63993.8	-2.76	timeout
06-14 18:28	BTC	Buy	64152.2→63684.8	-4.19	timeout
06-13 22:17	BTC	Buy	63498.2→64366.8	+6.36	timeout
06-13 19:27	BTC	Buy	63727.2→64118.8	+2.62	timeout
06-13 16:03	BTC	Buy	63586.2→64161.8	+4.08	timeout
06-12 22:07	BTC	Buy	63610.2→63517.8	-1.22	timeout
06-12 17:45	BTC	Buy	63341.2→63805.8	+3.20	timeout
06-12 15:01	BTC	Buy	62627.1→64144.8	+11.59	timeout
06-11 19:30	BTC	Buy	61108.1→63796.8	+21.44	take_profit
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.58	timeout
06-11 14:49	BTC	Buy	61891.1→62884.9	+7.48	timeout
06-10 17:08	BTC	Buy	61463.1→62166.9	+5.22	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:12	BTC	Buy	62075.1→62156.9	+0.18	timeout
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 13:36	BTC	Buy	63742.2→62173.8	-12.74	stop_loss
06-08 23:10	BTC	Buy	62840.1→63472.8	+4.56	timeout
06-08 22:07	BTC	Buy	61769.1→63467.8	+13.26	timeout
06-08 20:49	BTC	Buy	61780.1→63370.8	+12.38	timeout
06-07 22:14	BTC	Buy	60620→63281.8	+21.51	take_profit
06-07 21:49	BTC	Buy	60813→61711.9	+6.96	timeout
06-07 19:18	BTC	Buy	62796.1→61251.3	-12.73	stop_loss
06-07 05:28	BTC	Buy	60752→61798.9	+8.20	timeout
06-06 19:35	BTC	Buy	59727→60547	+6.47	timeout
06-06 18:31	BTC	Buy	60188→60528	+2.42	timeout
06-06 04:32	BTC	Buy	61159.1→59655.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 18:51	BTC	Buy	60994→59494.3	-12.75	stop_loss
06-05 14:26	BTC	Buy	61876.1→60354.8	-12.74	stop_loss
06-05 13:57	BTC	Buy	62307.1→60774.6	-12.75	stop_loss
06-05 13:49	BTC	Buy	62796.1→61251.3	-12.75	stop_loss
06-05 11:34	BTC	Buy	62492.1→62326.9	-1.81	timeout
06-05 06:20	BTC	Buy	63180.2→61616.1	-12.78	stop_loss
06-05 05:59	BTC	Buy	63819.2→62248.7	-12.71	stop_loss
06-04 09:26	BTC	Buy	64436.2→62851.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-03 19:54	BTC	Buy	66943.3→65297.1	-12.78	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	67473.4→65813.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67724.4→66057.6	-12.76	stop_loss
06-02 23:01	BTC	Buy	67836.4→66163.6	-12.78	stop_loss
06-02 14:27	BTC	Buy	69474.5→67762.7	-12.78	stop_loss
06-02 12:52	BTC	Buy	70746.5→69007	-12.81	stop_loss
06-02 12:06	BTC	Buy	71005.6→69256.9	-12.82	stop_loss
06-02 01:34	BTC	Buy	72777.6→70987.9	-12.85	stop_loss
06-01 15:51	BTC	Buy	73015.7→71119.9	-13.49	stop_loss
06-01 15:32	BTC	Buy	73605.7→71299.8	-16.24	stop_loss
06-01 01:59	BTC	Buy	74021.7→73261.3	-5.67	timeout
05-31 23:57	BTC	Buy	73827.7→73669.3	-1.49	timeout
05-31 14:58	BTC	Buy	73895.7→73587.3	-2.55	timeout
05-31 10:15	BTC	Buy	73604.7→73813.3	+0.83	timeout
05-30 18:31	BTC	Buy	73764.7→73936.3	+0.60	timeout
05-30 16:46	BTC	Buy	73982.7→73924.3	-0.96	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

41%

win rate

-333.28

total pnl ($)

-61.3 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	108	41%	-61.3	-333.28

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…