deribit_basis_zscore_mean_reversion_long_v92 · strategy

100

closed trades

41%

win rate

-367.29

total pnl ($)

0.562

weight

7d window — n=23 wr=35% pnl=-114.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:51	BTC	Buy	60192→60068	-1.51	timeout
06-28 21:46	BTC	Buy	60235→59577	-5.93	timeout
06-28 20:44	BTC	Buy	60228→59636	-5.36	timeout
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 15:17	BTC	Buy	64883.2→63286.2	-12.42	stop_loss
06-18 14:52	BTC	Buy	65159.3→63531	-12.91	stop_loss
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-17 14:15	BTC	Buy	66009.3→65338.7	-5.53	timeout
06-17 08:39	BTC	Buy	66538.3→64902.3	-12.78	stop_loss
06-17 08:35	BTC	Buy	66712.3→65067.2	-12.81	stop_loss
06-16 13:35	BTC	Buy	66860.3→65949.7	-7.34	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 06:02	BTC	Buy	64406.2→65792.7	+10.30	timeout
06-14 09:44	BTC	Buy	63787.2→64516.8	+5.22	timeout
06-14 07:43	BTC	Buy	63801.2→64285.8	+3.34	timeout
06-14 01:50	BTC	Buy	63788.2→64612.8	+6.04	timeout
06-13 09:27	BTC	Buy	63711.2→63783.8	+0.03	timeout
06-13 07:24	BTC	Buy	63015.2→63714.8	+5.09	timeout
06-12 17:38	BTC	Buy	63146.2→63871.8	+5.28	timeout
06-12 08:27	BTC	Buy	62885.1→63466.8	+4.08	timeout
06-12 06:50	BTC	Buy	62784.1→62938.9	+0.74	timeout
06-11 16:10	BTC	Buy	62425.1→62693.9	+1.57	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.45	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:06	BTC	Buy	62098.1→62212.9	+0.45	timeout
06-09 14:47	BTC	Buy	62651.1→61106.4	-12.78	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63762.2→62188.8	-12.78	stop_loss
06-09 12:30	BTC	Buy	63126.2→62601.9	-4.55	timeout
06-08 22:25	BTC	Buy	62968.1→63306.8	+2.20	timeout
06-08 21:33	BTC	Buy	61769.1→63643.8	+14.69	timeout
06-08 06:25	BTC	Buy	61817.1→62980.9	+8.95	timeout
06-07 19:55	BTC	Buy	60592→61292.9	+5.37	timeout
06-07 16:43	BTC	Buy	60704→62182.9	+11.70	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→61522.1	-12.81	stop_loss
06-04 10:30	BTC	Buy	63938.2→62365.7	-12.72	stop_loss
06-04 02:03	BTC	Buy	63023.2→61473.2	-12.75	stop_loss
06-04 01:21	BTC	Buy	64303.2→62721.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65449.3→63839.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66451.3→64806.3	-12.87	stop_loss
06-03 16:27	BTC	Buy	67185.4→65531.9	-12.78	stop_loss
06-03 16:26	BTC	Buy	67229.4→65570.9	-12.81	stop_loss
06-03 03:49	BTC	Buy	67312.4→65654.9	-12.77	stop_loss
06-03 03:43	BTC	Buy	67479.4→65818.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	67965.4→66230.6	-13.22	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 12:06	BTC	Buy	70971.5→69224.9	-12.80	stop_loss
06-02 09:29	BTC	Buy	71025.6→69271.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73944.7→71201.8	-19.14	stop_loss
06-01 04:40	BTC	Buy	74168.7→73432.3	-5.44	timeout
05-31 18:57	BTC	Buy	74005.7→73583.3	-3.36	timeout
05-31 16:54	BTC	Buy	73896.7→73495.3	-3.22	timeout
05-31 14:57	BTC	Buy	73901.7→73652.3	-2.15	timeout
05-29 18:54	BTC	Buy	73652.7→73252.3	-3.15	timeout
05-29 16:56	BTC	Buy	73403.7→73945.3	+3.15	timeout
05-29 15:47	BTC	Buy	73034.7→73734.3	+4.29	timeout
05-29 14:42	BTC	Buy	72888.6→72698.4	-1.90	timeout
05-29 13:29	BTC	Buy	73118.7→72994.4	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

100

closed

41%

win rate

-367.29

total pnl ($)

-73.2 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	100	41%	-73.2	-367.29

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…