deribit_basis_zscore_mean_reversion_loose_v2 · strategy

closed trades

54%

win rate

-87.49

total pnl ($)

0.956

weight

7d window — n=11 wr=36% pnl=-44.71 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 01:01	BTC	Buy	59148→59992	+6.68	timeout
06-26 18:45	BTC	Buy	60280→59692	-5.39	timeout
06-26 12:19	BTC	Buy	59767→59537	-2.40	timeout
06-26 06:07	BTC	Buy	59630→59750	+0.56	timeout
06-25 13:48	BTC	Buy	61388.1→59507.3	-15.76	stop_loss
06-25 13:45	BTC	Buy	61686.1→59799.1	-15.72	stop_loss
06-25 11:58	BTC	Buy	61067.1→61225.9	+0.85	timeout
06-25 05:53	BTC	Buy	59337→61583.9	+18.50	timeout
06-24 14:19	BTC	Buy	62770.1→60844.5	-15.78	stop_loss
06-24 14:19	BTC	Buy	62877.1→60946.5	-15.80	stop_loss
06-23 20:22	BTC	Buy	62431.1→62431.9	-0.45	timeout
06-19 21:02	BTC	Buy	62591.1→63138.8	+3.90	timeout
06-18 06:32	BTC	Buy	65418.3→64035.8	-11.02	timeout
06-16 19:00	BTC	Buy	66404.3→65792.7	-5.09	timeout
06-16 09:25	BTC	Buy	66507.3→66629.7	+0.47	timeout
06-15 23:56	BTC	Buy	66190.3→66319.7	+0.45	timeout
06-15 17:52	BTC	Buy	65764.3→66906.7	+8.18	timeout
06-15 10:25	BTC	Buy	65151.3→65714.7	+3.88	timeout
06-14 23:18	BTC	Buy	64528.2→65582.7	+7.70	timeout
06-14 17:16	BTC	Buy	64341.2→63956.8	-3.47	timeout
06-14 11:13	BTC	Buy	64426.2→64519.8	+0.27	timeout
06-14 05:13	BTC	Buy	63954.2→64315.8	+2.39	timeout
06-13 23:07	BTC	Buy	63848.2→64425.8	+4.06	timeout
06-13 16:43	BTC	Buy	63593.2→64031.8	+3.00	timeout
06-12 19:44	BTC	Buy	63038.2→63621.8	+4.18	timeout
06-12 01:59	BTC	Buy	63041.2→63389.8	+2.26	timeout
06-11 18:45	BTC	Buy	62911.1→63512.8	+4.27	timeout
06-11 10:20	BTC	Buy	61098.1→62795.9	+13.37	timeout
06-11 03:59	BTC	Buy	62608.1→62661.9	-0.09	timeout
06-10 20:19	BTC	Buy	61601.1→61816.9	+1.27	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-15.75	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.22	timeout
06-09 02:11	BTC	Buy	63771.2→62740.9	-8.52	timeout
06-08 20:05	BTC	Buy	63132.2→63390.8	+1.58	timeout
06-08 14:01	BTC	Buy	63107.2→63737.8	+4.52	timeout
06-08 07:59	BTC	Buy	61276.1→63272.8	+15.81	timeout
06-08 01:53	BTC	Buy	61762.1→63025.8	+9.74	timeout
06-07 19:48	BTC	Buy	62214.1→61206.9	-8.52	timeout
06-07 13:49	BTC	Buy	61540.1→61717.9	+0.98	timeout
06-07 07:40	BTC	Buy	60547→62178.9	+13.04	timeout
06-07 01:34	BTC	Buy	60756→61524.9	+5.85	timeout
06-06 04:33	BTC	Buy	61497.1→59615.2	-15.75	stop_loss
06-06 02:07	BTC	Buy	60826→60988	+0.88	timeout
06-05 13:59	BTC	Buy	62603.1→60688.6	-15.74	stop_loss
06-05 13:56	BTC	Buy	62938.1→61012.4	-15.75	stop_loss
06-05 04:36	BTC	Buy	63448.2→63154.8	-2.73	timeout
06-04 23:35	BTC	Buy	62497.1→63631.8	+8.65	timeout
06-04 11:10	BTC	Buy	64148.2→62185.8	-15.72	stop_loss
06-04 00:29	BTC	Buy	65561.3→63556	-15.74	stop_loss
06-04 00:27	BTC	Buy	65591.3→63585	-15.74	stop_loss
06-03 19:15	BTC	Buy	67047.4→65957.7	-8.61	timeout
06-03 05:52	BTC	Buy	67420.4→67210.6	-2.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

54%

win rate

-87.49

total pnl ($)

-33.4 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	52	54%	-33.4	-87.49

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 17:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…