deribit_basis_zscore_reversion_long_v1 · strategy

102

closed trades

33%

win rate

-378.83

total pnl ($)

0.551

weight

7d window — n=22 wr=27% pnl=-116.90 · 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 22:53	BTC	Buy	60344→58859.6	-10.22	stop_loss
06-28 21:11	BTC	Buy	60373→59647	-5.17	timeout
06-28 16:52	BTC	Buy	60277→59613	-4.74	timeout
06-28 02:35	BTC	Buy	59838→60095	+1.35	timeout
06-27 08:24	BTC	Buy	59591→60437	+5.30	timeout
06-27 06:19	BTC	Buy	59647→60143	+2.97	timeout
06-27 02:58	BTC	Buy	59429→60251	+5.17	timeout
06-26 12:43	BTC	Buy	60390→58903.6	-10.21	stop_loss
06-26 06:51	BTC	Buy	59421→60226	+5.06	timeout
06-25 13:54	BTC	Buy	60028→58540.8	-10.21	stop_loss
06-25 13:48	BTC	Buy	60846→59333.4	-10.27	stop_loss
06-25 13:48	BTC	Buy	60986→59482.3	-10.18	stop_loss
06-24 17:20	BTC	Buy	60952→59429.3	-10.34	stop_loss
06-24 15:08	BTC	Buy	62344.1→60809.5	-10.15	stop_loss
06-24 15:08	BTC	Buy	62352.1→60818.5	-10.15	stop_loss
06-24 14:19	BTC	Buy	62434.1→60875.5	-10.32	stop_loss
06-24 14:19	BTC	Buy	62499.1→60960.5	-10.19	stop_loss
06-23 08:24	BTC	Buy	63713.2→62143.8	-10.14	stop_loss
06-23 06:21	BTC	Buy	64131.2→62540.6	-10.30	stop_loss
06-23 06:21	BTC	Buy	64164.2→62565.6	-10.36	stop_loss
06-23 06:21	BTC	Buy	64213.2→62633.5	-10.23	stop_loss
06-22 04:08	BTC	Buy	64001.2→63900.8	-1.04	timeout
06-22 01:57	BTC	Buy	63384.2→64603.8	+7.24	timeout
06-21 22:49	BTC	Buy	63628.2→63652.8	-0.18	timeout
06-21 18:56	BTC	Buy	63713.2→64141.8	+2.38	timeout
06-20 12:35	BTC	Buy	62993.1→63649.8	+3.76	timeout
06-20 10:04	BTC	Buy	62899.1→63719.8	+4.76	timeout
06-20 07:57	BTC	Buy	62932.1→63672.8	+4.17	timeout
06-20 05:16	BTC	Buy	62488.1→63742.8	+7.68	timeout
06-18 15:40	BTC	Buy	64323.2→62740.5	-9.98	stop_loss
06-18 15:37	BTC	Buy	64460.2→62874.4	-10.05	stop_loss
06-18 15:18	BTC	Buy	64687.2→63093.3	-10.04	stop_loss
06-18 15:18	BTC	Buy	64716.2→63122.3	-9.87	stop_loss
06-17 19:44	BTC	Buy	65690.3→64074.7	-10.20	stop_loss
06-17 19:38	BTC	Buy	65845.3→64225.7	-10.21	stop_loss
06-17 19:29	BTC	Buy	65872.3→64249.6	-10.22	stop_loss
06-17 11:05	BTC	Buy	66183.3→64553.5	-10.31	stop_loss
06-17 05:32	BTC	Buy	66707.3→65835.7	-5.63	timeout
06-16 17:45	BTC	Buy	65700.3→65744.7	-0.17	timeout
06-16 14:17	BTC	Buy	65695.3→65845.7	+0.46	timeout
06-15 23:04	BTC	Buy	64453.2→66182.7	+10.32	timeout
06-15 15:54	BTC	Buy	64409.2→67246.6	+17.26	take_profit
06-15 01:06	BTC	Buy	64146.2→65387.7	+7.35	timeout
06-14 23:05	BTC	Buy	63834.2→65242.7	+8.42	timeout
06-14 09:31	BTC	Buy	63536.2→64339.8	+4.63	timeout
06-14 07:27	BTC	Buy	63735.2→64344.8	+3.47	timeout
06-13 11:49	BTC	Buy	63591.2→63874.8	+1.32	timeout
06-13 08:57	BTC	Buy	63369.2→63787.8	+2.19	timeout
06-12 21:01	BTC	Buy	62894.1→63462.8	+3.23	timeout
06-12 16:56	BTC	Buy	62761.1→63888.8	+6.77	timeout
06-11 20:15	BTC	Buy	61610.1→63480.8	+11.63	timeout
06-11 19:30	BTC	Buy	61165.1→63851.8	+17.07	take_profit
06-11 07:00	BTC	Buy	61722.1→62715.9	+5.90	timeout
06-11 04:02	BTC	Buy	61155.1→62631.9	+9.14	timeout
06-09 16:39	BTC	Buy	62285.1→60749.6	-10.23	stop_loss
06-09 14:47	BTC	Buy	62709.1→61167.3	-10.20	stop_loss
06-09 14:18	BTC	Buy	63322.2→61761	-10.22	stop_loss
06-09 13:46	BTC	Buy	63128.2→62342.9	-5.32	timeout
06-09 11:10	BTC	Buy	62840.1→62610.9	-1.75	timeout
06-09 09:26	BTC	Buy	61768.1→62840.9	+6.60	timeout
06-08 21:28	BTC	Buy	62628.1→63681.8	+6.33	timeout
06-07 22:14	BTC	Buy	60808→63477.8	+17.21	take_profit
06-07 22:14	BTC	Buy	60368→63019.8	+17.22	take_profit
06-07 19:13	BTC	Buy	60992→61687.9	+4.27	timeout
06-07 08:00	BTC	Buy	60302→62375.9	+13.52	timeout
06-06 04:34	BTC	Buy	60925→59426.3	-10.20	stop_loss
06-06 04:31	BTC	Buy	61221.1→59714.1	-10.21	stop_loss
06-06 04:15	BTC	Buy	61507.1→59993	-10.21	stop_loss
06-05 18:52	BTC	Buy	60835→59339.3	-10.20	stop_loss
06-05 18:52	BTC	Buy	60900→59402.3	-10.20	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-10.20	stop_loss
06-05 14:06	BTC	Buy	61984.1→60437.7	-10.34	stop_loss
06-05 13:57	BTC	Buy	62391.1→60856.5	-10.20	stop_loss
06-05 13:56	BTC	Buy	62433.1→60897.5	-10.20	stop_loss
06-05 06:22	BTC	Buy	62853.1→61292.3	-10.23	stop_loss
06-05 06:22	BTC	Buy	62995.1→61440.2	-10.19	stop_loss
06-05 06:01	BTC	Buy	63702.2→62133.8	-10.18	stop_loss
06-05 06:00	BTC	Buy	63742.2→62174.8	-10.16	stop_loss
06-04 09:23	BTC	Buy	64573.2→62985.3	-10.19	stop_loss
06-04 00:27	BTC	Buy	65168.3→63566	-10.19	stop_loss
06-03 20:45	BTC	Buy	66714.3→65055.2	-10.33	stop_loss
06-03 19:55	BTC	Buy	66886.3→65241.1	-10.25	stop_loss
06-03 19:54	BTC	Buy	66991.3→65328.1	-10.31	stop_loss
06-03 16:24	BTC	Buy	67273.4→65618.9	-10.22	stop_loss
06-03 03:50	BTC	Buy	67037.4→65378	-10.26	stop_loss
06-03 03:43	BTC	Buy	67499.4→65828.8	-10.26	stop_loss
06-02 22:59	BTC	Buy	67965.4→66250.5	-10.46	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-10.23	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-10.21	stop_loss
06-02 13:13	BTC	Buy	70577.5→68842.1	-10.23	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-10.24	stop_loss
06-02 09:04	BTC	Buy	71282.6→69524.7	-10.31	stop_loss
06-01 15:25	BTC	Buy	72944.6→71111.9	-10.44	stop_loss
06-01 15:25	BTC	Buy	73984.7→71111.9	-16.05	stop_loss
06-01 15:25	BTC	Buy	74151.7→71111.9	-16.93	stop_loss
06-01 06:12	BTC	Buy	73998.7→73269.3	-4.36	timeout
06-01 02:42	BTC	Buy	74032.7→73638.3	-2.58	timeout
05-30 05:00	BTC	Buy	73436.7→73357.3	-0.84	timeout
05-30 02:09	BTC	Buy	72834.6→73645.3	+4.05	timeout
05-29 23:53	BTC	Buy	73467.7→73442.3	-0.54	timeout

Paper vs Live

Paper (trades.jsonl)

102

closed

33%

win rate

-378.83

total pnl ($)

-92.5 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	102	33%	-92.5	-378.83

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 22:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…