deribit_basis_zscore_mean_revert_long_v2 · strategy

156

closed trades

39%

win rate

-502.48

total pnl ($)

0.594

weight

7d window — n=34 wr=32% pnl=-93.62 · 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 11:33	BTC	Buy	59981→59124	-7.58	timeout
06-30 09:31	BTC	Buy	59946→59239	-6.34	timeout
06-30 08:18	BTC	Buy	60037→59387	-5.82	timeout
06-30 07:09	BTC	Buy	59985→59432	-5.04	timeout
06-29 10:58	BTC	Buy	60135→60052	-1.29	timeout
06-29 07:51	BTC	Buy	60192→60069	-1.51	timeout
06-28 22:53	BTC	Buy	60345→58856.6	-12.84	stop_loss
06-28 21:47	BTC	Buy	60225→59445	-6.94	timeout
06-28 20:45	BTC	Buy	60237→59636	-5.44	timeout
06-28 09:48	BTC	Buy	60396→60280	-1.44	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:23	BTC	Buy	60373→60107	-2.63	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:45	BTC	Buy	59881→60158	+1.91	timeout
06-27 03:45	BTC	Buy	59493→60281	+6.18	timeout
06-26 19:22	BTC	Buy	59232→59871	+4.82	timeout
06-26 16:49	BTC	Buy	59272→60135	+6.73	timeout
06-26 15:26	BTC	Buy	59213→60277	+8.46	timeout
06-26 13:57	BTC	Buy	58481.9→60075	+13.12	timeout
06-26 02:24	BTC	Buy	59766→58294.9	-12.73	stop_loss
06-25 18:51	BTC	Buy	59424→59418	-0.47	timeout
06-25 13:55	BTC	Buy	59867→58392.9	-12.69	stop_loss
06-25 13:54	BTC	Buy	60073→58536.8	-13.16	stop_loss
06-25 13:53	BTC	Buy	60470→58967.6	-12.79	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61471.1→59959	-12.73	stop_loss
06-24 14:13	BTC	Buy	62633.1→61090.4	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 11:28	BTC	Buy	62490.1→62365.9	-1.46	timeout
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:24	BTC	Buy	62215.1→62668.9	+3.13	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.18	timeout
06-23 08:24	BTC	Buy	63684.2→62116.8	-12.75	stop_loss
06-23 06:22	BTC	Buy	64090.2→62513.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64146.2→62559.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64208.2→62629.5	-12.77	stop_loss
06-23 06:21	BTC	Buy	64293.2→62708.5	-12.80	stop_loss
06-23 03:52	BTC	Buy	64084.2→64037.8	-0.81	timeout
06-22 08:32	BTC	Buy	64003.2→64210.8	+1.10	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:32	BTC	Buy	64309.2→64351.8	-0.19	timeout
06-21 06:59	BTC	Buy	63725.2→64261.8	+3.76	timeout
06-21 05:57	BTC	Buy	63657.2→64217.8	+3.95	timeout
06-21 04:55	BTC	Buy	63543.2→64291.8	+5.45	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 02:05	BTC	Buy	63472.2→64214.8	+5.36	timeout
06-20 02:38	BTC	Buy	62901.1→63377.8	+3.34	timeout
06-20 01:36	BTC	Buy	62839.1→63525.8	+5.00	timeout
06-20 00:32	BTC	Buy	62998.1→63602.8	+4.32	timeout
06-19 21:26	BTC	Buy	62950.1→63150.8	+1.09	timeout
06-19 20:22	BTC	Buy	63110.2→62968.9	-1.61	timeout
06-18 15:53	BTC	Buy	64006.2→62431.6	-12.61	stop_loss
06-18 15:40	BTC	Buy	64209.2→62629.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64456.2→62851.4	-12.72	stop_loss
06-18 15:37	BTC	Buy	64445.2→62851.4	-12.54	stop_loss
06-18 15:17	BTC	Buy	64979.2→63360.1	-12.89	stop_loss
06-18 05:04	BTC	Buy	65273.3→63665	-12.78	stop_loss
06-17 19:50	BTC	Buy	65655.3→64040.8	-12.76	stop_loss
06-17 19:40	BTC	Buy	65798.3→64176.7	-12.80	stop_loss
06-17 19:35	BTC	Buy	65680.3→64494.8	-9.50	timeout
06-17 18:37	BTC	Buy	65820.3→65451.7	-3.35	timeout
06-17 16:25	BTC	Buy	65779.3→65964.7	+0.99	timeout
06-16 21:21	BTC	Buy	66510.3→65710.7	-6.55	timeout
06-16 20:20	BTC	Buy	66508.3→65772.7	-6.08	timeout
06-16 19:20	BTC	Buy	66458.3→65626.7	-6.79	timeout
06-16 18:02	BTC	Buy	66796.3→66151.7	-5.35	timeout
06-16 15:40	BTC	Buy	66767.3→65844.7	-7.44	timeout
06-15 13:36	BTC	Buy	64245.2→66795.7	+19.42	timeout
06-15 13:20	BTC	Buy	64004.2→66819.7	+21.56	take_profit
06-15 13:18	BTC	Buy	63962.2→66770.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63908.2→66713.7	+21.52	take_profit
06-15 12:31	BTC	Buy	64429.2→66170.7	+13.08	timeout
06-14 12:50	BTC	Buy	64065.2→64300.8	+1.39	timeout
06-14 11:46	BTC	Buy	63880.2→64578.8	+5.03	timeout
06-14 10:20	BTC	Buy	63756.2→64517.8	+5.48	timeout
06-14 09:09	BTC	Buy	63791.2→64430.8	+4.51	timeout
06-14 08:06	BTC	Buy	63765.2→64383.8	+4.33	timeout
06-13 10:44	BTC	Buy	63652.2→63848.8	+1.00	timeout
06-13 09:35	BTC	Buy	63852.2→63785.8	-1.06	timeout
06-13 08:26	BTC	Buy	63462.2→63778.8	+1.94	timeout
06-13 07:26	BTC	Buy	62998.1→63735.8	+5.39	timeout
06-13 05:22	BTC	Buy	63482.2→63551.8	+0.11	timeout
06-12 10:38	BTC	Buy	62926.1→63703.8	+5.65	timeout
06-12 09:18	BTC	Buy	62804.1→63537.8	+5.32	timeout
06-12 07:52	BTC	Buy	62664.1→62989.9	+2.11	timeout
06-12 06:47	BTC	Buy	62843.1→62965.9	+0.48	timeout
06-12 01:13	BTC	Buy	62023.1→63463.8	+11.05	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.42	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.10	timeout
06-10 16:12	BTC	Buy	61061.1→62366.9	+10.20	timeout
06-10 15:12	BTC	Buy	61544.1→61897.9	+2.38	timeout
06-10 14:13	BTC	Buy	62071.1→62082.9	-0.38	timeout
06-09 15:56	BTC	Buy	62576.1→61036.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62812.1→61266.3	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

156

closed

39%

win rate

-502.48

total pnl ($)

-64.2 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	156	39%	-64.2	-502.48

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…