deribit_basis_zscore_reversion_long_v17 · strategy

114

closed trades

40%

win rate

-416.96

total pnl ($)

0.438

weight

7d window — n=26 wr=35% pnl=-135.28 · 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 19:41	BTC	Buy	60155→59409	-6.62	timeout
06-28 18:37	BTC	Buy	60531→59591	-8.20	timeout
06-28 16:09	BTC	Buy	60783→59796	-8.56	timeout
06-27 18:34	BTC	Buy	59829→60500	+5.18	timeout
06-27 16:30	BTC	Buy	60039→60685	+4.94	timeout
06-27 15:30	BTC	Buy	60182→60782	+4.55	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.27	timeout
06-26 15:32	BTC	Buy	59229→60168	+7.38	timeout
06-26 14:32	BTC	Buy	59157→59954	+6.24	timeout
06-25 13:59	BTC	Buy	59548→58081	-12.69	stop_loss
06-25 13:58	BTC	Buy	59622→58154	-12.69	stop_loss
06-25 13:53	BTC	Buy	60479→58991.5	-12.67	stop_loss
06-24 17:46	BTC	Buy	60670→59176.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61173.1→59657.2	-12.82	stop_loss
06-24 14:17	BTC	Buy	62554.1→61000.4	-12.87	stop_loss
06-24 14:13	BTC	Buy	62672.1→61127.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62695.1→61150.4	-12.77	stop_loss
06-24 09:21	BTC	Buy	62439.1→62689.9	+1.49	timeout
06-24 08:19	BTC	Buy	62434.1→62652.9	+1.25	timeout
06-24 07:21	BTC	Buy	63053.2→62671.9	-3.55	timeout
06-23 08:17	BTC	Buy	63954.2→62379.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-23 06:20	BTC	Buy	64483.2→62895.4	-12.78	stop_loss
06-23 02:43	BTC	Buy	64481.2→64188.8	-2.72	timeout
06-23 01:36	BTC	Buy	64352.2→63985.8	-3.27	timeout
06-22 19:17	BTC	Buy	64164.2→64331.8	+0.81	timeout
06-22 02:10	BTC	Buy	64227.2→64515.8	+1.71	timeout
06-22 00:42	BTC	Buy	64280.2→63912.8	-3.33	timeout
06-21 18:41	BTC	Buy	63816.2→64169.8	+2.37	timeout
06-21 00:01	BTC	Buy	63549.2→64256.8	+5.05	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 18:24	BTC	Buy	63106.2→63824.8	+5.25	timeout
06-19 21:02	BTC	Buy	63073.2→63147.8	+0.09	timeout
06-19 19:59	BTC	Buy	62953.1→62975.9	-0.30	timeout
06-19 17:32	BTC	Buy	62666.1→62958.9	+1.89	timeout
06-18 15:57	BTC	Buy	63929.2→62348.7	-12.66	stop_loss
06-18 15:37	BTC	Buy	64460.2→62874.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64485.2→62877.4	-12.71	stop_loss
06-17 22:03	BTC	Buy	65491.3→63849.9	-12.97	stop_loss
06-17 19:50	BTC	Buy	65598.3→63964.8	-12.90	stop_loss
06-17 19:29	BTC	Buy	65930.3→64247.6	-13.22	stop_loss
06-17 06:29	BTC	Buy	66288.3→65637.7	-5.38	timeout
06-17 05:26	BTC	Buy	66081.3→65802.7	-2.59	timeout
06-17 00:26	BTC	Buy	66244.3→65713.7	-4.51	timeout
06-16 05:45	BTC	Buy	65700.3→66065.7	+2.39	timeout
06-16 04:00	BTC	Buy	65865.3→66137.7	+1.67	timeout
06-15 21:23	BTC	Buy	64695.2→66503.7	+13.47	timeout
06-15 02:58	BTC	Buy	64474.2→65420.7	+6.86	timeout
06-14 21:49	BTC	Buy	64487.2→65336.7	+6.09	timeout
06-14 20:08	BTC	Buy	64223.2→63788.8	-3.88	timeout
06-13 23:49	BTC	Buy	63521.2→64380.8	+6.31	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:34	BTC	Buy	63635.2→64153.8	+3.62	timeout
06-12 22:23	BTC	Buy	63552.2→63595.8	-0.16	timeout
06-12 20:16	BTC	Buy	63497.2→63516.8	-0.30	timeout
06-12 17:40	BTC	Buy	63213.2→63763.8	+3.89	timeout
06-11 21:57	BTC	Buy	61244.1→63428.8	+17.25	timeout
06-11 17:50	BTC	Buy	61989.1→63546.8	+12.03	timeout
06-11 15:49	BTC	Buy	62242.1→62598.9	+2.27	timeout
06-10 16:12	BTC	Buy	61088.1→62410.9	+10.32	timeout
06-10 15:11	BTC	Buy	61624.1→61852.9	+1.36	timeout
06-10 14:12	BTC	Buy	62080.1→62156.9	+0.14	timeout
06-09 14:19	BTC	Buy	63282.2→61726	-12.75	stop_loss
06-09 14:11	BTC	Buy	63486.2→61923.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63785.2→62215.8	-12.74	stop_loss
06-08 22:31	BTC	Buy	62853.1→63281.8	+2.92	timeout
06-08 21:29	BTC	Buy	61757.1→63683.8	+15.11	timeout
06-08 18:13	BTC	Buy	62235.1→63581.8	+10.29	timeout
06-07 21:04	BTC	Buy	60710→61756.9	+8.19	timeout
06-07 16:57	BTC	Buy	60700→61976.9	+10.04	timeout
06-07 15:41	BTC	Buy	60843→62090.9	+9.79	timeout
06-06 20:00	BTC	Buy	60302→60571	+1.85	timeout
06-06 16:05	BTC	Buy	60197→60829	+4.82	timeout
06-06 15:16	BTC	Buy	60497→60523	-0.23	timeout
06-05 18:54	BTC	Buy	60654→59162.4	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60449.7	-12.76	stop_loss
06-05 13:55	BTC	Buy	62562.1→61023.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63082.2→61531.1	-12.74	stop_loss
06-05 05:59	BTC	Buy	63820.2→62247.7	-12.73	stop_loss
06-05 03:11	BTC	Buy	63831.2→62261.7	-12.71	stop_loss
06-05 03:02	BTC	Buy	63476.2→62453.9	-8.45	timeout
06-04 09:27	BTC	Buy	64371.2→62788.4	-12.74	stop_loss
06-04 09:27	BTC	Buy	64390.2→62805.4	-12.75	stop_loss
06-04 01:19	BTC	Buy	64334.2→62752.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65009.3→63410.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65053.3→63453.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66421.3→64784.4	-12.81	stop_loss
06-03 16:27	BTC	Buy	67186.4→65533.9	-12.77	stop_loss
06-03 16:24	BTC	Buy	67298.4→65642.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67186.4→65531.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67212.4→65557.9	-12.76	stop_loss
06-03 03:28	BTC	Buy	67728.4→66062.6	-12.75	stop_loss
06-02 14:27	BTC	Buy	69453.5→67745.7	-12.75	stop_loss
06-02 14:27	BTC	Buy	69460.5→67749.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69976.5→68253.4	-12.77	stop_loss
06-02 06:47	BTC	Buy	71772.6→69995.5	-12.94	stop_loss
06-01 22:38	BTC	Buy	72823.6→71032.9	-12.84	stop_loss
06-01 22:25	BTC	Buy	73482.7→71118.9	-16.66	stop_loss
06-01 04:40	BTC	Buy	74169.7→73436.3	-5.42	timeout

Paper vs Live

Paper (trades.jsonl)

114

closed

40%

win rate

-416.96

total pnl ($)

-72.8 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	114	40%	-72.8	-416.96

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…