deribit_basis_zscore_reversion_long_v19 · strategy

107

closed trades

44%

win rate

-327.69

total pnl ($)

0.584

weight

7d window — n=25 wr=44% pnl=-104.71 · 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 16:47	BTC	Buy	60748→59608	-9.81	timeout
06-28 00:09	BTC	Buy	60104→60101	-0.42	timeout
06-27 19:54	BTC	Buy	59841→60178	+2.42	timeout
06-27 15:43	BTC	Buy	60417→60765	+2.44	timeout
06-26 19:22	BTC	Buy	59245→59872	+4.72	timeout
06-26 18:20	BTC	Buy	59653→60007	+2.41	timeout
06-26 14:33	BTC	Buy	59642→59874	+1.44	timeout
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59558→58089	-12.71	stop_loss
06-25 13:54	BTC	Buy	60162→58680.7	-12.68	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61318.1→59807.1	-12.75	stop_loss
06-24 14:02	BTC	Buy	62723.1→61177.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62778.1→61232.3	-12.76	stop_loss
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 08:21	BTC	Buy	62464.1→62626.9	+0.80	timeout
06-24 07:22	BTC	Buy	63021.2→62691.9	-3.14	timeout
06-23 08:17	BTC	Buy	63969.2→62369.7	-12.96	stop_loss
06-23 08:17	BTC	Buy	64037.2→62461.6	-12.76	stop_loss
06-23 06:21	BTC	Buy	64153.2→62565.6	-12.83	stop_loss
06-23 00:09	BTC	Buy	63496.2→63934.8	+3.02	timeout
06-22 23:01	BTC	Buy	63661.2→63929.8	+1.65	timeout
06-22 22:02	BTC	Buy	63764.2→64357.8	+4.20	timeout
06-21 23:32	BTC	Buy	64285.2→63423.8	-7.13	timeout
06-21 22:25	BTC	Buy	64186.2→63673.8	-4.42	timeout
06-21 21:23	BTC	Buy	63918.2→63732.8	-1.90	timeout
06-20 22:28	BTC	Buy	63282.2→64221.8	+6.97	timeout
06-20 21:29	BTC	Buy	63143.2→63904.8	+5.59	timeout
06-20 19:16	BTC	Buy	63039.2→63882.8	+6.26	timeout
06-19 21:30	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-19 17:18	BTC	Buy	62510.1→63058.8	+3.94	timeout
06-18 15:55	BTC	Buy	63987.2→62413.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.68	stop_loss
06-18 15:37	BTC	Buy	64546.2→62958.4	-12.54	stop_loss
06-18 09:45	BTC	Buy	64959.2→64274.8	-5.82	timeout
06-18 08:45	BTC	Buy	64926.2→64453.8	-4.12	timeout
06-17 22:03	BTC	Buy	65489.3→63853.9	-12.92	stop_loss
06-17 08:05	BTC	Buy	66342.3→65445.7	-7.15	timeout
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.74	stop_loss
06-17 06:58	BTC	Buy	66434.3→65588.7	-6.84	timeout
06-16 07:04	BTC	Buy	65722.3→66342.7	+4.35	timeout
06-16 05:27	BTC	Buy	65817.3→66008.7	+1.05	timeout
06-16 03:46	BTC	Buy	65895.3→66103.7	+1.16	timeout
06-15 05:38	BTC	Buy	64307.2→65695.7	+10.33	timeout
06-15 03:00	BTC	Buy	64474.2→65409.7	+6.77	timeout
06-14 21:51	BTC	Buy	64442.2→65435.7	+7.22	timeout
06-14 04:49	BTC	Buy	63619.2→64348.8	+5.33	timeout
06-14 00:38	BTC	Buy	63574.2→64524.8	+7.03	timeout
06-13 19:18	BTC	Buy	63681.2→64126.8	+3.05	timeout
06-13 02:18	BTC	Buy	63587.2→63774.8	+1.02	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 15:47	BTC	Buy	62689.1→63812.8	+8.46	timeout
06-12 00:09	BTC	Buy	61596.1→63696.8	+16.49	timeout
06-11 19:30	BTC	Buy	61184.1→63869.8	+21.38	take_profit
06-11 14:50	BTC	Buy	61870.1→62848.9	+7.36	timeout
06-10 17:08	BTC	Buy	61429.1→62135.9	+5.25	timeout
06-10 15:12	BTC	Buy	61541.1→61890.9	+2.35	timeout
06-10 14:14	BTC	Buy	62035.1→62009.9	-0.68	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63749.2→62179.8	-12.75	stop_loss
06-08 23:05	BTC	Buy	62855.1→63440.8	+4.18	timeout
06-08 22:07	BTC	Buy	61752.1→63451.8	+13.28	timeout
06-08 20:49	BTC	Buy	61775.1→63386.8	+12.55	timeout
06-07 22:14	BTC	Buy	60655→63317.8	+21.51	take_profit
06-07 21:51	BTC	Buy	60828→61669.9	+6.49	timeout
06-07 15:27	BTC	Buy	60643→61834.9	+9.36	timeout
06-06 19:33	BTC	Buy	59640→60611	+7.75	timeout
06-06 18:32	BTC	Buy	60135→60534	+2.92	timeout
06-06 14:32	BTC	Buy	60329→60894	+4.24	timeout
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 13:56	BTC	Buy	62431.1→60892.5	-12.77	stop_loss
06-05 13:49	BTC	Buy	62774.1→61230.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62838.1→61287.3	-12.79	stop_loss
06-05 06:23	BTC	Buy	62752.1→61209.3	-12.68	stop_loss
06-05 06:01	BTC	Buy	63708.2→62141.8	-12.71	stop_loss
06-05 06:00	BTC	Buy	63739.2→62165.8	-12.75	stop_loss
06-04 10:49	BTC	Buy	63842.2→62268.7	-12.75	stop_loss
06-04 01:22	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65107.3→63506.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65184.3→63581	-12.75	stop_loss
06-03 19:54	BTC	Buy	66997.3→65324.1	-12.97	stop_loss
06-03 19:54	BTC	Buy	67044.4→65396	-12.77	stop_loss
06-03 16:27	BTC	Buy	67176.4→65516.9	-12.82	stop_loss
06-03 03:49	BTC	Buy	67268.4→65613.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67427.4→65767.8	-12.76	stop_loss
06-03 03:29	BTC	Buy	67697.4→66029.7	-12.77	stop_loss
06-02 15:37	BTC	Buy	68764.4→67070.1	-12.77	stop_loss
06-02 14:27	BTC	Buy	69453.5→67745.7	-12.75	stop_loss
06-02 12:06	BTC	Buy	70969.5→69223.9	-12.87	stop_loss
06-02 07:01	BTC	Buy	71634.6→69872.6	-12.86	stop_loss
06-01 22:26	BTC	Buy	73965.7→71291.8	-18.67	stop_loss
06-01 05:18	BTC	Buy	74154.7→73432.3	-5.36	timeout
06-01 02:47	BTC	Buy	73918.7→73769.3	-1.55	timeout
05-31 14:59	BTC	Buy	73895.7→73609.3	-2.41	timeout
05-31 10:18	BTC	Buy	73630.7→73782.3	+0.45	timeout
05-30 18:28	BTC	Buy	73760.7→73928.3	+0.57	timeout
05-30 16:44	BTC	Buy	74027.7→73918.3	-1.30	timeout
05-30 14:59	BTC	Buy	73073.7→73887.3	+4.97	timeout

Paper vs Live

Paper (trades.jsonl)

107

closed

44%

win rate

-327.69

total pnl ($)

-61.0 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	107	44%	-61.0	-327.69

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…