deribit_basis_zscore_reversion_long_v22 · strategy

106

closed trades

38%

win rate

-446.82

total pnl ($)

0.348

weight

7d window — n=23 wr=30% pnl=-141.11 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:22	BTC	Buy	59197→60417	+9.94	timeout
06-27 16:49	BTC	Buy	59277→60772	+12.13	timeout
06-27 15:17	BTC	Buy	58933.9→60760	+15.06	timeout
06-27 14:37	BTC	Buy	59626→60517	+7.01	timeout
06-26 17:42	BTC	Buy	59385→59967	+4.25	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:55	BTC	Buy	59921→58446.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60192→58706.7	-12.70	stop_loss
06-25 13:53	BTC	Buy	60378→58885.6	-12.72	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 15:31	BTC	Buy	62219.1→60688.6	-12.65	stop_loss
06-24 15:30	BTC	Buy	62288.1→60755.6	-12.65	stop_loss
06-24 14:19	BTC	Buy	62455.1→60888.5	-12.94	stop_loss
06-24 13:45	BTC	Buy	62884.1→61334.2	-12.76	stop_loss
06-24 13:44	BTC	Buy	62921.1→61372.2	-12.75	stop_loss
06-23 08:24	BTC	Buy	63774.2→62196.8	-12.81	stop_loss
06-23 08:17	BTC	Buy	63981.2→62399.7	-12.82	stop_loss
06-23 08:17	BTC	Buy	64025.2→62450.6	-12.81	stop_loss
06-23 06:21	BTC	Buy	64196.2→62607.5	-12.88	stop_loss
06-23 06:21	BTC	Buy	64250.2→62669.5	-12.76	stop_loss
06-23 03:44	BTC	Buy	64421.2→63963.8	-4.00	timeout
06-22 21:25	BTC	Buy	63952.2→64249.8	+1.86	timeout
06-22 17:42	BTC	Buy	63815.2→64401.8	+4.05	timeout
06-21 01:38	BTC	Buy	62892.1→64267.8	+10.38	timeout
06-21 00:33	BTC	Buy	63010.2→64220.8	+9.11	timeout
06-20 21:32	BTC	Buy	62952.1→63906.8	+7.16	timeout
06-20 20:25	BTC	Buy	63104.2→63912.8	+6.02	timeout
06-20 15:55	BTC	Buy	62503.1→64061.8	+11.78	timeout
06-18 15:53	BTC	Buy	64017.2→62438.6	-12.64	stop_loss
06-18 15:40	BTC	Buy	64267.2→62658.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.51	stop_loss
06-18 15:17	BTC	Buy	64857.2→63252.2	-12.79	stop_loss
06-18 14:52	BTC	Buy	65147.3→63545	-12.74	stop_loss
06-18 04:11	BTC	Buy	65388.3→63745.9	-13.02	stop_loss
06-17 11:02	BTC	Buy	66343.3→64711.4	-12.85	stop_loss
06-17 09:56	BTC	Buy	66411.3→64778.4	-12.84	stop_loss
06-17 08:49	BTC	Buy	66446.3→64812.3	-12.78	stop_loss
06-17 08:44	BTC	Buy	66498.3→64855.3	-12.82	stop_loss
06-17 08:31	BTC	Buy	66800.3→65146.2	-12.85	stop_loss
06-16 11:05	BTC	Buy	64452.2→66533.7	+15.59	timeout
06-16 03:36	BTC	Buy	64504.2→66038.7	+11.50	timeout
06-16 01:03	BTC	Buy	64503.2→66268.7	+13.27	timeout
06-15 16:10	BTC	Buy	64434.2→67264.6	+21.51	take_profit
06-15 15:47	BTC	Buy	64223.2→67066.6	+21.72	take_profit
06-14 08:27	BTC	Buy	63502.2→64446.8	+6.95	timeout
06-13 22:06	BTC	Buy	63583.2→64372.8	+5.70	timeout
06-13 20:56	BTC	Buy	63373.2→64250.8	+6.43	timeout
06-13 17:42	BTC	Buy	63294.2→64084.8	+5.77	timeout
06-13 15:20	BTC	Buy	62696.1→64217.8	+11.62	timeout
06-12 08:18	BTC	Buy	61677.1→63364.8	+13.00	timeout
06-11 19:01	BTC	Buy	61737.1→63442.8	+13.11	timeout
06-11 18:00	BTC	Buy	61000→63680.8	+21.39	take_profit
06-11 16:13	BTC	Buy	61045.1→62740.9	+13.14	timeout
06-11 15:12	BTC	Buy	61541.1→62748.9	+9.17	timeout
06-09 21:29	BTC	Buy	61761.1→62016.9	+1.84	timeout
06-09 15:56	BTC	Buy	62591.1→61048.4	-12.80	stop_loss
06-09 14:44	BTC	Buy	62808.1→61259.3	-12.78	stop_loss
06-09 14:36	BTC	Buy	62928.1→61379.2	-12.78	stop_loss
06-09 14:29	BTC	Buy	63103.2→61550.1	-12.77	stop_loss
06-09 09:25	BTC	Buy	62625.1→62827.9	+1.19	timeout
06-09 08:21	BTC	Buy	62378.1→62874.9	+3.50	timeout
06-07 22:14	BTC	Buy	60951→63626.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60922→63596.8	+21.52	take_profit
06-07 14:30	BTC	Buy	60391→62142.9	+14.02	timeout
06-07 08:48	BTC	Buy	60300→62948.9	+21.54	take_profit
06-07 08:02	BTC	Buy	59778→62404.9	+21.66	take_profit
06-06 04:27	BTC	Buy	61290.1→59781.1	-12.76	stop_loss
06-06 04:13	BTC	Buy	61652.1→60126.9	-12.82	stop_loss
06-05 18:53	BTC	Buy	60664→59172.4	-12.75	stop_loss
06-05 18:51	BTC	Buy	60985→59485.3	-12.75	stop_loss
06-05 18:44	BTC	Buy	61173.1→59668.2	-12.76	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 13:56	BTC	Buy	62528.1→60988.4	-12.76	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62743.1→61200.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62979.1→61428.2	-12.77	stop_loss
06-05 06:24	BTC	Buy	62704.1→61153.3	-12.80	stop_loss
06-05 06:23	BTC	Buy	62805.1→61260.3	-12.66	stop_loss
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-04 10:28	BTC	Buy	64107.2→62517.6	-12.82	stop_loss
06-04 01:22	BTC	Buy	64288.2→62707.5	-12.74	stop_loss
06-04 00:26	BTC	Buy	65205.3→63602	-12.74	stop_loss
06-03 20:45	BTC	Buy	66727.3→65086.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	66981.3→65324.1	-12.86	stop_loss
06-03 19:54	BTC	Buy	67048.4→65398	-12.79	stop_loss
06-03 16:27	BTC	Buy	67192.4→65536.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67250.4→65591.9	-12.81	stop_loss
06-03 03:49	BTC	Buy	67300.4→65642.9	-12.77	stop_loss
06-03 03:44	BTC	Buy	67376.4→65718.8	-12.76	stop_loss
06-03 03:43	BTC	Buy	67461.4→65801.8	-12.76	stop_loss
06-02 22:59	BTC	Buy	67898.4→66226.6	-12.76	stop_loss
06-02 14:10	BTC	Buy	70078.5→68355.4	-12.76	stop_loss
06-02 13:36	BTC	Buy	70500.5→68767.2	-12.76	stop_loss
06-02 12:38	BTC	Buy	70808.5→69067	-12.82	stop_loss
06-02 12:06	BTC	Buy	70983.5→69232.9	-12.84	stop_loss
06-02 09:29	BTC	Buy	71017.6→69270.9	-12.78	stop_loss
06-01 15:33	BTC	Buy	73559.7→71307.8	-15.91	stop_loss
06-01 15:33	BTC	Buy	73888.7→71307.8	-18.09	stop_loss
06-01 15:33	BTC	Buy	73963.7→71307.8	-18.61	stop_loss
06-01 15:33	BTC	Buy	74164.7→71307.8	-19.93	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

38%

win rate

-446.82

total pnl ($)

-83.7 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	106	38%	-83.7	-446.82

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…