deribit_basis_zscore_mean_reversion_long_v85 · strategy

150

closed trades

39%

win rate

-568.78

total pnl ($)

0.250

weight

7d window — n=30 wr=30% pnl=-201.07 · 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 14:42	BTC	Buy	59502→58675.1	-7.44	timeout
06-30 12:58	BTC	Buy	59895→58419.9	-12.76	stop_loss
06-30 12:25	BTC	Buy	60221→58739.7	-12.73	stop_loss
06-30 12:20	BTC	Buy	60373→58888.6	-12.73	stop_loss
06-30 11:43	BTC	Buy	59852→59224	-5.68	timeout
06-28 22:53	BTC	Buy	60370→58883.6	-12.77	stop_loss
06-28 20:51	BTC	Buy	60264→59625	-5.73	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-27 18:39	BTC	Buy	59745→60524	+6.09	timeout
06-27 17:36	BTC	Buy	59975→60542	+4.28	timeout
06-27 16:34	BTC	Buy	60186→60673	+3.61	timeout
06-27 15:33	BTC	Buy	60166→60747	+4.39	timeout
06-27 03:18	BTC	Buy	58837.9→60221	+11.31	timeout
06-26 15:06	BTC	Buy	59150→59587	+3.20	timeout
06-26 14:29	BTC	Buy	59360→60149	+6.14	timeout
06-26 13:19	BTC	Buy	59954→58479.8	-12.76	stop_loss
06-26 13:19	BTC	Buy	59953→58476.8	-12.78	stop_loss
06-25 17:41	BTC	Buy	59414→59605	+1.21	timeout
06-25 13:59	BTC	Buy	59518→58053.1	-12.68	stop_loss
06-25 13:57	BTC	Buy	59755→58277.9	-12.74	stop_loss
06-25 13:53	BTC	Buy	60284→58780.7	-12.84	stop_loss
06-25 13:46	BTC	Buy	61142.1→59623.2	-12.81	stop_loss
06-24 17:47	BTC	Buy	60594→59101.5	-12.75	stop_loss
06-24 16:51	BTC	Buy	61081.1→59579.2	-12.72	stop_loss
06-24 15:28	BTC	Buy	62310.1→60777.6	-12.74	stop_loss
06-24 14:19	BTC	Buy	62531.1→60966.5	-12.96	stop_loss
06-24 14:13	BTC	Buy	62643.1→61101.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62689.1→61146.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62696.1→61152.3	-12.76	stop_loss
06-24 10:00	BTC	Buy	62362.1→62649.9	+1.79	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-24 07:57	BTC	Buy	62933.1→62611.9	-3.09	timeout
06-24 06:55	BTC	Buy	62922.1→62742.9	-1.93	timeout
06-24 05:57	BTC	Buy	63350.2→62840.9	-4.53	timeout
06-23 07:01	BTC	Buy	63965.2→62921.9	-8.63	timeout
06-23 06:21	BTC	Buy	64114.2→62533.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64229.2→62648.5	-12.79	stop_loss
06-23 06:00	BTC	Buy	64231.2→63338.8	-7.43	timeout
06-23 04:59	BTC	Buy	64075.2→63664.8	-3.68	timeout
06-22 08:28	BTC	Buy	64024.2→64172.8	+0.65	timeout
06-22 07:24	BTC	Buy	64188.2→64208.8	-0.32	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:42	BTC	Buy	64387.2→64154.8	-2.32	timeout
06-21 06:57	BTC	Buy	63730.2→64263.8	+3.74	timeout
06-21 05:54	BTC	Buy	63675.2→64204.8	+3.71	timeout
06-21 04:55	BTC	Buy	63542.2→64291.8	+5.46	timeout
06-21 03:47	BTC	Buy	63440.2→64381.8	+6.98	timeout
06-21 02:05	BTC	Buy	63495.2→64225.8	+5.26	timeout
06-20 05:02	BTC	Buy	62559.1→63514.8	+7.20	timeout
06-20 03:50	BTC	Buy	62649.1→63459.8	+6.04	timeout
06-20 02:47	BTC	Buy	62882.1→63389.8	+3.59	timeout
06-20 01:44	BTC	Buy	62888.1→63522.8	+4.59	timeout
06-20 00:40	BTC	Buy	63004.2→63509.8	+3.55	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.68	stop_loss
06-18 10:13	BTC	Buy	64873.2→63963.8	-7.56	timeout
06-18 09:07	BTC	Buy	64939.2→64333.8	-5.15	timeout
06-18 04:11	BTC	Buy	65409.3→63799.9	-12.77	stop_loss
06-17 19:50	BTC	Buy	65655.3→64040.8	-12.76	stop_loss
06-17 19:35	BTC	Buy	65680.3→64494.8	-9.50	timeout
06-17 08:39	BTC	Buy	66577.3→64929.3	-12.84	stop_loss
06-17 08:35	BTC	Buy	66726.3→65085.2	-12.72	stop_loss
06-17 06:58	BTC	Buy	66431.3→65591.7	-6.80	timeout
06-16 21:21	BTC	Buy	66510.3→65710.7	-6.55	timeout
06-16 18:24	BTC	Buy	66859.3→65901.7	-7.69	timeout
06-16 11:37	BTC	Buy	66167.3→66351.7	+0.86	timeout
06-16 08:16	BTC	Buy	65732.3→66458.7	+5.16	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 13:16	BTC	Buy	63938.2→66753.7	+21.59	take_profit
06-15 12:31	BTC	Buy	64429.2→66170.7	+13.08	timeout
06-15 11:05	BTC	Buy	64453.2→65931.7	+11.02	timeout
06-15 07:01	BTC	Buy	64255.2→65690.7	+10.71	timeout
06-14 14:19	BTC	Buy	64151.2→64265.8	+0.45	timeout
06-14 12:44	BTC	Buy	63995.2→64330.8	+2.18	timeout
06-14 08:20	BTC	Buy	63796.2→64480.8	+4.89	timeout
06-14 04:48	BTC	Buy	63603.2→64338.8	+5.38	timeout
06-14 01:51	BTC	Buy	63775.2→64607.8	+6.11	timeout
06-13 10:37	BTC	Buy	63720.2→63816.8	+0.22	timeout
06-13 07:26	BTC	Buy	62998.1→63735.8	+5.39	timeout
06-12 20:56	BTC	Buy	63367.2→63402.8	-0.19	timeout
06-12 17:40	BTC	Buy	63215.2→63763.8	+3.87	timeout
06-12 13:42	BTC	Buy	62693.1→63092.8	+2.67	timeout
06-12 10:04	BTC	Buy	62830.1→63677.8	+6.20	timeout
06-12 07:09	BTC	Buy	62627.1→63065.8	+3.01	timeout
06-11 14:51	BTC	Buy	61951.1→62912.9	+7.22	timeout
06-11 10:35	BTC	Buy	61309.1→62852.9	+11.99	timeout
06-11 09:30	BTC	Buy	61218.1→62803.9	+12.36	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 16:30	BTC	Buy	61001→62262.9	+9.79	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61492.1→61977.9	+3.47	timeout
06-09 16:39	BTC	Buy	62289.1→60757.6	-12.76	stop_loss
06-09 14:21	BTC	Buy	63183.2→61622.1	-12.80	stop_loss
06-09 14:16	BTC	Buy	63431.2→61868	-12.77	stop_loss
06-09 14:11	BTC	Buy	63527.2→61964.9	-12.75	stop_loss
06-09 00:48	BTC	Buy	64011.2→62436.6	-12.76	stop_loss
06-08 22:38	BTC	Buy	63229.2→63305.8	+0.12	timeout
06-08 21:29	BTC	Buy	61757.1→63693.8	+15.19	timeout
06-08 17:22	BTC	Buy	62277.1→63504.8	+9.32	timeout
06-08 16:08	BTC	Buy	61971.1→63827.8	+14.42	timeout

Paper vs Live

Paper (trades.jsonl)

150

closed

39%

win rate

-568.78

total pnl ($)

-75.6 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	150	39%	-75.6	-568.78

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…