deribit_basis_zscore_reversion_long_v20 · strategy

103

closed trades

37%

win rate

-378.77

total pnl ($)

0.743

weight

7d window — n=24 wr=38% pnl=-79.70 · 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 07:22	BTC	Buy	60369→60108	-2.59	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:44	BTC	Buy	59903→60166	+1.79	timeout
06-26 19:25	BTC	Buy	59286→59918	+4.76	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.74	timeout
06-26 13:52	BTC	Buy	59274→59586	+2.13	timeout
06-25 18:51	BTC	Buy	59424→59418	-0.47	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	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 13:57	BTC	Buy	62745.1→61200.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62914.1→61367.2	-12.74	stop_loss
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.92	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-23 08:24	BTC	Buy	63704.2→62136.8	-12.74	stop_loss
06-23 06:22	BTC	Buy	64090.2→62510.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64278.2→62697.5	-12.77	stop_loss
06-23 03:52	BTC	Buy	64084.2→64037.8	-0.81	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 04:54	BTC	Buy	63574.2→64297.8	+5.26	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:04	BTC	Buy	63497.2→64225.8	+5.24	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:24	BTC	Buy	63010.2→63203.8	+1.03	timeout
06-19 20:21	BTC	Buy	63130.2→62968.9	-1.77	timeout
06-18 15:57	BTC	Buy	63917.2→62341.7	-12.64	stop_loss
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.75	stop_loss
06-18 15:51	BTC	Buy	64160.2→62574.6	-12.72	stop_loss
06-18 11:13	BTC	Buy	64642.2→63997.8	-5.52	timeout
06-18 09:21	BTC	Buy	64975.2→64418.8	-4.76	timeout
06-18 05:05	BTC	Buy	65253.3→63649	-12.75	stop_loss
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.73	stop_loss
06-17 08:31	BTC	Buy	66801.3→65157.1	-12.76	stop_loss
06-17 06:57	BTC	Buy	66422.3→65576.7	-6.84	timeout
06-16 09:15	BTC	Buy	65692.3→66651.7	+6.88	timeout
06-16 08:06	BTC	Buy	65719.3→66313.7	+4.11	timeout
06-16 06:10	BTC	Buy	65835.3→66131.7	+1.86	timeout
06-15 08:07	BTC	Buy	64407.2→65700.7	+9.59	timeout
06-15 06:59	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-15 03:34	BTC	Buy	64507.2→65722.7	+8.94	timeout
06-14 07:59	BTC	Buy	63809.2→64405.8	+4.08	timeout
06-14 06:10	BTC	Buy	63569.2→64422.8	+6.28	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.93	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.04	timeout
06-13 05:24	BTC	Buy	63446.2→63537.8	+0.28	timeout
06-12 23:04	BTC	Buy	63394.2→63437.8	-0.16	timeout
06-12 06:50	BTC	Buy	62784.1→62937.9	+0.73	timeout
06-12 00:04	BTC	Buy	61581.1→63548.8	+15.44	timeout
06-11 22:22	BTC	Buy	61246.1→63579.8	+18.47	timeout
06-10 22:17	BTC	Buy	62612.1→61072.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 16:09	BTC	Buy	60912→62402.9	+11.74	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.27	timeout
06-09 14:47	BTC	Buy	62662.1→61120.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62813.1→61268.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 12:29	BTC	Buy	63065.2→62638.9	-3.78	timeout
06-08 22:38	BTC	Buy	63331.2→63326.8	-0.52	timeout
06-08 21:33	BTC	Buy	61749.1→63664.8	+15.03	timeout
06-08 05:32	BTC	Buy	61673.1→62618.9	+7.22	timeout
06-07 21:06	BTC	Buy	60716→61760.9	+8.18	timeout
06-07 12:32	BTC	Buy	60739→61877.9	+8.91	timeout
06-07 04:29	BTC	Buy	59943→61533.9	+12.82	timeout
06-06 20:11	BTC	Buy	60703→60545	-1.68	timeout
06-06 04:27	BTC	Buy	61329.1→59817.1	-12.78	stop_loss
06-06 04:11	BTC	Buy	61792.1→60272.8	-12.75	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60927→59428.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60067.9	-12.83	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62704.1→61150.4	-12.83	stop_loss
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63085.2→61534.1	-12.74	stop_loss
06-04 10:30	BTC	Buy	63938.2→62365.7	-12.72	stop_loss
06-04 02:03	BTC	Buy	63023.2→61473.2	-12.75	stop_loss
06-04 01:21	BTC	Buy	64303.2→62721.5	-12.75	stop_loss
06-04 00:25	BTC	Buy	65449.3→63839.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66451.3→64806.3	-12.87	stop_loss
06-03 16:27	BTC	Buy	67185.4→65531.9	-12.78	stop_loss
06-03 16:26	BTC	Buy	67229.4→65570.9	-12.81	stop_loss
06-03 03:49	BTC	Buy	67290.4→65635.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67473.4→65813.8	-12.75	stop_loss
06-02 22:59	BTC	Buy	67920.4→66246.5	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68271.4	-12.77	stop_loss
06-02 12:31	BTC	Buy	70867.5→69122	-12.83	stop_loss
06-02 09:29	BTC	Buy	71012.6→69262.9	-12.81	stop_loss
06-01 22:25	BTC	Buy	73956.7→71201.8	-19.22	stop_loss
06-01 04:40	BTC	Buy	74169.7→73438.3	-5.41	timeout
05-31 18:57	BTC	Buy	74007.7→73583.3	-3.38	timeout
05-31 16:57	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.14	timeout
05-29 18:52	BTC	Buy	73646.7→73203.3	-3.42	timeout
05-29 16:55	BTC	Buy	73385.7→74028.3	+3.84	timeout

Paper vs Live

Paper (trades.jsonl)

103

closed

37%

win rate

-378.77

total pnl ($)

-73.3 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	103	37%	-73.3	-378.77

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…