deribit_basis_zscore_reversion_long_v26 · strategy

222

closed trades

39%

win rate

-249.14

total pnl ($)

2.063

weight

7d window — n=51 wr=49% pnl=+148.88 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 17:15	SOL	Buy	72.7689→75.9886	+21.65	take_profit
06-29 17:13	SOL	Buy	72.2828→75.4437	+21.35	take_profit
06-29 17:05	SOL	Buy	71.6527→74.7898	+21.33	take_profit
06-29 17:05	SOL	Buy	71.5347→74.6788	+21.43	take_profit
06-29 12:12	SOL	Buy	70.8046→73.9269	+21.53	take_profit
06-29 06:21	SOL	Buy	70.4276→72.6381	+15.09	timeout
06-29 02:50	SOL	Buy	70.7216→72.0992	+9.14	timeout
06-29 01:31	SOL	Buy	70.7386→71.0433	+1.55	timeout
06-28 21:03	SOL	Buy	71.3627→70.7824	-4.37	timeout
06-28 20:00	SOL	Buy	71.1027→70.6694	-3.35	timeout
06-28 05:28	SOL	Buy	71.8998→70.1164	-12.80	stop_loss
06-28 01:15	SOL	Buy	71.6357→70.5444	-7.95	timeout
06-27 22:02	SOL	Buy	72.3929→70.5941	-12.86	stop_loss
06-27 20:52	SOL	Buy	72.3078→71.2073	-8.04	timeout
06-27 19:31	SOL	Buy	72.7819→70.9748	-12.86	stop_loss
06-27 18:49	SOL	Buy	72.4619→71.8922	-4.40	timeout
06-27 15:43	SOL	Buy	72.1518→72.99	+5.38	timeout
06-26 22:04	SOL	Buy	73.259→71.4315	-12.94	stop_loss
06-26 16:00	SOL	Buy	69.6154→72.6781	+21.50	take_profit
06-26 15:39	SOL	Buy	69.0294→72.0532	+21.42	take_profit
06-26 14:28	SOL	Buy	68.7803→71.7892	+21.42	take_profit
06-26 10:48	SOL	Buy	70.3746→68.6244	-12.90	stop_loss
06-26 09:51	SOL	Buy	70.6266→68.8662	-12.93	stop_loss
06-26 07:39	SOL	Buy	67.9692→70.9394	+21.38	take_profit
06-26 07:03	SOL	Buy	67.3491→70.3185	+21.56	take_profit
06-26 06:43	SOL	Buy	66.721→69.6386	+21.35	take_profit
06-26 06:43	SOL	Buy	66.646→69.5576	+21.37	take_profit
06-26 06:22	SOL	Buy	66.0009→68.8877	+21.32	take_profit
06-26 02:13	SOL	Buy	67.8302→66.145	-12.88	stop_loss
06-25 23:30	SOL	Buy	65.8269→68.7067	+21.42	take_profit
06-25 23:30	SOL	Buy	65.7559→68.6387	+21.47	take_profit
06-25 23:28	SOL	Buy	65.5328→68.4317	+21.66	take_profit
06-25 13:46	SOL	Buy	67.6111→65.9351	-12.85	stop_loss
06-25 13:45	SOL	Buy	67.7682→66.087	-12.86	stop_loss
06-25 13:44	SOL	Buy	68.1452→66.4518	-12.88	stop_loss
06-25 13:38	SOL	Buy	69.2294→67.4891	-13.03	stop_loss
06-25 12:28	SOL	Buy	69.4564→67.729	-12.90	stop_loss
06-25 05:07	SOL	Buy	65.9529→68.8367	+21.46	take_profit
06-24 20:50	SOL	Buy	65.0838→67.9288	+21.42	take_profit
06-24 17:47	SOL	Buy	66.389→64.7419	-12.85	stop_loss
06-24 17:20	SOL	Buy	67.3901→65.6973	-13.01	stop_loss
06-24 16:46	SOL	Buy	68.6743→66.9724	-12.84	stop_loss
06-24 16:45	SOL	Buy	68.8343→67.1233	-12.88	stop_loss
06-24 15:42	SOL	Buy	69.5254→67.7989	-12.87	stop_loss
06-24 15:37	SOL	Buy	69.6785→67.9488	-12.87	stop_loss
06-24 14:21	SOL	Buy	69.5344→68.6157	-7.09	timeout
06-24 13:12	SOL	Buy	68.7593→68.8137	-0.09	timeout
06-24 12:11	SOL	Buy	69.0954→69.6945	+3.88	timeout
06-24 09:36	SOL	Buy	68.8923→69.2776	+2.49	timeout
06-24 08:35	SOL	Buy	68.6763→69.4886	+5.56	timeout
06-23 08:15	SOL	Buy	70.2615→68.5054	-12.94	stop_loss
06-23 06:21	SOL	Buy	71.6597→69.8786	-12.82	stop_loss
06-23 06:21	SOL	Buy	71.7238→69.9445	-12.81	stop_loss
06-23 06:20	SOL	Buy	71.8398→70.0145	-13.13	stop_loss
06-23 06:20	SOL	Buy	71.8858→70.0974	-12.85	stop_loss
06-23 05:25	SOL	Buy	72.7539→70.9439	-12.78	stop_loss
06-22 23:31	SOL	Buy	72.7389→71.9692	-5.53	timeout
06-22 22:27	SOL	Buy	73.9751→72.1331	-12.77	stop_loss
06-22 22:27	SOL	Buy	74.0251→72.1811	-12.81	stop_loss
06-22 22:21	SOL	Buy	73.172→72.5061	-4.85	timeout
06-22 19:25	SOL	Buy	74.2291→72.3869	-12.83	stop_loss
06-22 08:50	SOL	Buy	72.9519→73.9069	+5.95	timeout
06-22 07:47	SOL	Buy	73.35→74.1229	+4.74	timeout
06-21 23:36	SOL	Buy	74.0831→72.247	-12.88	stop_loss
06-21 23:13	SOL	Buy	73.568→72.9081	-5.07	timeout
06-21 21:09	SOL	Buy	74.4902→72.6368	-12.92	stop_loss
06-21 15:57	SOL	Buy	72.0618→74.0709	+13.34	timeout
06-21 14:49	SOL	Buy	71.8988→73.8489	+12.96	timeout
06-21 08:18	SOL	Buy	71.6027→73.066	+9.66	timeout
06-21 05:48	SOL	Buy	71.6537→73.1	+9.61	timeout
06-20 22:12	SOL	Buy	69.7605→72.8101	+21.27	take_profit
06-20 05:10	SOL	Buy	69.0434→72.0702	+21.45	take_profit
06-20 05:10	SOL	Buy	68.9263→71.9442	+21.43	take_profit
06-20 05:10	SOL	Buy	68.5983→71.6263	+21.58	take_profit
06-20 05:06	SOL	Buy	68.1292→71.1133	+21.41	take_profit
06-19 23:22	SOL	Buy	69.3734→69.2666	-1.14	timeout
06-19 19:58	SOL	Buy	69.5004→68.9407	-4.42	timeout
06-19 17:19	SOL	Buy	68.9603→69.0896	+0.55	timeout
06-19 07:37	SOL	Buy	69.7355→68.0018	-12.90	stop_loss
06-19 07:37	SOL	Buy	69.7995→68.0557	-12.97	stop_loss
06-18 15:43	SOL	Buy	70.8156→69.0581	-12.87	stop_loss
06-18 15:40	SOL	Buy	71.0877→69.3259	-12.90	stop_loss
06-18 15:36	SOL	Buy	71.4007→69.6267	-12.92	stop_loss
06-18 15:17	SOL	Buy	72.1708→70.3802	-12.84	stop_loss
06-18 15:17	SOL	Buy	72.1688→70.3802	-12.82	stop_loss
06-18 11:42	SOL	Buy	72.1188→70.7884	-9.63	timeout
06-18 05:08	SOL	Buy	72.3779→70.5841	-12.81	stop_loss
06-18 05:03	SOL	Buy	72.5209→70.722	-12.73	stop_loss
06-17 19:44	SOL	Buy	73.236→71.4196	-12.86	stop_loss
06-17 19:29	SOL	Buy	73.7241→71.8962	-12.86	stop_loss
06-17 12:29	SOL	Buy	73.43→71.6034	-12.79	stop_loss
06-17 11:05	SOL	Buy	73.512→71.6854	-12.82	stop_loss
06-17 11:05	SOL	Buy	73.573→71.7413	-12.83	stop_loss
06-17 11:03	SOL	Buy	73.6871→71.8593	-12.82	stop_loss
06-17 08:51	SOL	Buy	73.9761→72.1361	-12.86	stop_loss
06-17 02:34	SOL	Buy	72.9649→74.0279	+6.89	timeout
06-17 00:29	SOL	Buy	73.8991→73.495	-3.17	timeout
06-16 14:33	SOL	Buy	74.1601→72.321	-12.87	stop_loss
06-16 14:09	SOL	Buy	73.297→73.7869	+2.80	timeout
06-16 13:08	SOL	Buy	73.184→74.4318	+7.99	timeout

Paper vs Live

Paper (trades.jsonl)

222

closed

39%

win rate

-249.14

total pnl ($)

-22.9 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 ($)
SOL	222	39%	-22.9	-249.14

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…