deribit_basis_zscore_reversion_long_v21 · strategy

105

closed trades

39%

win rate

-376.91

total pnl ($)

0.644

weight

7d window — n=23 wr=39% pnl=-87.77 · 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 12:58	BTC	Buy	59818→58346.9	-12.74	stop_loss
06-30 11:44	BTC	Buy	59838→59214	-5.65	timeout
06-30 00:56	BTC	Buy	59563→59826	+1.79	timeout
06-29 23:49	BTC	Buy	59703→60230	+3.99	timeout
06-29 07:29	BTC	Buy	60080→60073	-0.52	timeout
06-28 20:07	BTC	Buy	60235→59502	-6.51	timeout
06-28 19:05	BTC	Buy	60570→59463	-9.56	timeout
06-28 07:04	BTC	Buy	60316→60088	-2.33	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-27 15:40	BTC	Buy	60469→60787	+2.19	timeout
06-26 19:48	BTC	Buy	59175→59839	+5.04	timeout
06-26 15:17	BTC	Buy	58934.9→59914	+7.81	timeout
06-26 14:14	BTC	Buy	59398→60020	+4.74	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60004→58519.8	-12.77	stop_loss
06-25 13:53	BTC	Buy	60274→58783.7	-12.76	stop_loss
06-24 16:51	BTC	Buy	61086.1→59582.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61258.1→59749.1	-12.74	stop_loss
06-24 14:17	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-24 13:44	BTC	Buy	62904.1→61355.2	-12.76	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:51	BTC	Buy	62899.1→62640.9	-2.55	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:44	BTC	Buy	63992.2→62907.9	-8.96	timeout
06-23 06:21	BTC	Buy	64123.2→62546.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64292.2→62707.5	-12.79	stop_loss
06-22 21:24	BTC	Buy	63657.2→64241.8	+4.13	timeout
06-22 05:04	BTC	Buy	64250.2→64058.8	-1.96	timeout
06-22 03:35	BTC	Buy	64305.2→64205.8	-1.30	timeout
06-21 20:14	BTC	Buy	63953.2→64123.8	+0.89	timeout
06-21 03:49	BTC	Buy	63440.2→64396.8	+7.09	timeout
06-21 02:08	BTC	Buy	63489.2→64206.8	+5.16	timeout
06-20 19:17	BTC	Buy	63030.2→63880.8	+6.31	timeout
06-19 21:26	BTC	Buy	62950.1→63149.8	+1.08	timeout
06-19 20:23	BTC	Buy	63099.2→62952.9	-1.65	timeout
06-19 15:54	BTC	Buy	62489.1→63199.8	+5.33	timeout
06-18 15:51	BTC	Buy	64108.2→62520.6	-12.82	stop_loss
06-18 15:37	BTC	Buy	64436.2→62839.4	-12.82	stop_loss
06-18 14:52	BTC	Buy	65205.3→63594	-12.80	stop_loss
06-18 09:26	BTC	Buy	65035.3→64283.8	-6.26	timeout
06-17 18:37	BTC	Buy	65841.3→65476.7	-3.32	timeout
06-17 16:33	BTC	Buy	65709.3→66030.7	+2.04	timeout
06-17 08:08	BTC	Buy	66342.3→65402.7	-7.49	timeout
06-16 18:09	BTC	Buy	66800.3→66078.7	-5.94	timeout
06-16 15:42	BTC	Buy	66823.3→65844.7	-7.85	timeout
06-16 07:50	BTC	Buy	65678.3→66290.7	+4.28	timeout
06-15 13:43	BTC	Buy	64356.2→66534.7	+16.49	timeout
06-15 12:39	BTC	Buy	64313.2→66297.7	+14.99	timeout
06-15 06:58	BTC	Buy	64265.2→65827.7	+11.69	timeout
06-14 08:42	BTC	Buy	63897.2→64448.8	+3.84	timeout
06-14 07:32	BTC	Buy	63762.2→64307.8	+3.83	timeout
06-14 01:48	BTC	Buy	63815.2→64598.8	+5.72	timeout
06-13 08:23	BTC	Buy	63511.2→63756.8	+1.40	timeout
06-13 07:22	BTC	Buy	62987.1→63714.8	+5.32	timeout
06-12 17:38	BTC	Buy	63138.2→63893.8	+5.52	timeout
06-12 07:55	BTC	Buy	62697.1→63005.8	+2.09	timeout
06-12 06:48	BTC	Buy	62805.1→62969.9	+0.81	timeout
06-11 16:11	BTC	Buy	62341.1→62705.9	+2.37	timeout
06-10 18:59	BTC	Buy	61805.1→61844.9	-0.19	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.61	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.27	timeout
06-09 14:46	BTC	Buy	62747.1→61189.3	-12.87	stop_loss
06-09 14:39	BTC	Buy	62863.1→61314.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63188.2→61634.1	-12.75	stop_loss
06-08 23:36	BTC	Buy	63126.2→63082.8	-0.82	timeout
06-08 22:35	BTC	Buy	63093.2→63319.8	+1.31	timeout
06-08 21:32	BTC	Buy	61794.1→63624.8	+14.33	timeout
06-07 21:00	BTC	Buy	60690→61856.9	+9.19	timeout
06-07 15:35	BTC	Buy	60670→62053.9	+10.94	timeout
06-07 12:22	BTC	Buy	60876→61974.9	+8.58	timeout
06-06 20:11	BTC	Buy	60713→60545	-1.76	timeout
06-06 14:34	BTC	Buy	60539→60877	+2.35	timeout
06-06 04:12	BTC	Buy	61692.1→60171.9	-12.78	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60915→59417.3	-12.75	stop_loss
06-05 16:10	BTC	Buy	61453.1→59941	-12.74	stop_loss
06-05 13:49	BTC	Buy	62742.1→61195.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	63002.1→61450.2	-12.77	stop_loss
06-05 06:23	BTC	Buy	62727.1→61178.3	-12.78	stop_loss
06-05 06:22	BTC	Buy	62827.1→61282.3	-12.74	stop_loss
06-05 06:22	BTC	Buy	62861.1→61312.3	-12.77	stop_loss
06-05 01:47	BTC	Buy	62654.1→63312.8	+4.83	timeout
06-04 11:10	BTC	Buy	63745.2→62177.8	-12.72	stop_loss
06-04 01:19	BTC	Buy	64359.2→62776.5	-12.75	stop_loss
06-04 00:27	BTC	Buy	65195.3→63592	-12.74	stop_loss
06-03 20:55	BTC	Buy	66305.3→64656.4	-12.93	stop_loss
06-03 16:26	BTC	Buy	67230.4→65568.9	-12.84	stop_loss
06-03 16:25	BTC	Buy	67233.4→65579.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67151.4→65473	-12.95	stop_loss
06-03 03:43	BTC	Buy	67417.4→65759.8	-12.75	stop_loss
06-03 03:43	BTC	Buy	67425.4→65764.8	-12.77	stop_loss
06-02 14:27	BTC	Buy	69464.5→67755.7	-12.76	stop_loss
06-02 14:10	BTC	Buy	69971.5→68234.5	-12.88	stop_loss
06-02 12:31	BTC	Buy	70898.5→69150.9	-12.84	stop_loss
06-01 22:22	BTC	Buy	73482.7→71133.9	-16.56	stop_loss
06-01 22:22	BTC	Buy	73909.7→71133.9	-19.38	stop_loss
06-01 04:39	BTC	Buy	74188.7→73401.3	-5.78	timeout
05-31 18:56	BTC	Buy	73996.7→73582.3	-3.31	timeout
05-31 16:56	BTC	Buy	73896.7→73494.3	-3.23	timeout
05-31 14:56	BTC	Buy	73895.7→73660.3	-2.07	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

39%

win rate

-376.91

total pnl ($)

-71.5 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	105	39%	-71.5	-376.91

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…