deribit_basis_zscore_reversion_long_v27 · strategy

142

closed trades

37%

win rate

-119.42

total pnl ($)

0.655

weight

7d window — n=35 wr=29% pnl=-97.27 · 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 17:05	SOL	Buy	71.5697→74.7718	+17.45	take_profit
06-29 17:05	SOL	Buy	71.5267→74.7438	+17.55	take_profit
06-29 12:12	SOL	Buy	70.6526→73.8119	+17.41	take_profit
06-29 12:12	SOL	Buy	70.5496→73.7029	+17.39	take_profit
06-28 22:53	SOL	Buy	71.6407→69.7896	-10.56	stop_loss
06-28 22:53	SOL	Buy	71.7268→69.8626	-10.71	stop_loss
06-28 22:14	SOL	Buy	71.7198→71.0293	-3.99	timeout
06-27 22:16	SOL	Buy	72.0368→70.1764	-10.69	stop_loss
06-27 22:16	SOL	Buy	72.1488→70.2873	-10.68	stop_loss
06-27 22:02	SOL	Buy	72.5729→70.692	-10.71	stop_loss
06-26 22:04	SOL	Buy	73.297→71.3916	-10.77	stop_loss
06-26 16:00	SOL	Buy	70.2945→73.447	+17.57	take_profit
06-26 16:00	SOL	Buy	69.7835→72.9191	+17.58	take_profit
06-26 15:39	SOL	Buy	69.0584→72.1462	+17.48	take_profit
06-26 14:26	SOL	Buy	68.5473→71.6273	+17.60	take_profit
06-26 07:02	SOL	Buy	67.2301→70.2875	+17.79	take_profit
06-26 06:22	SOL	Buy	66.0109→68.9677	+17.48	take_profit
06-25 13:48	SOL	Buy	67.4881→65.7482	-10.64	stop_loss
06-25 13:47	SOL	Buy	67.5201→65.7702	-10.68	stop_loss
06-25 13:46	SOL	Buy	67.6431→65.8981	-10.65	stop_loss
06-25 13:45	SOL	Buy	67.8032→66.052	-10.65	stop_loss
06-25 13:40	SOL	Buy	68.9283→67.1463	-10.69	stop_loss
06-25 05:23	SOL	Buy	66.1419→69.1076	+17.52	take_profit
06-24 16:47	SOL	Buy	68.6173→66.8475	-10.53	stop_loss
06-24 16:45	SOL	Buy	68.8593→67.0734	-10.60	stop_loss
06-24 15:47	SOL	Buy	69.0244→67.2413	-10.65	stop_loss
06-24 15:46	SOL	Buy	69.1284→67.3462	-10.63	stop_loss
06-24 15:45	SOL	Buy	69.1544→67.3662	-10.66	stop_loss
06-23 08:15	SOL	Buy	70.4876→68.6514	-10.77	stop_loss
06-23 08:13	SOL	Buy	70.9916→69.145	-10.73	stop_loss
06-23 06:21	SOL	Buy	71.7358→69.8626	-10.71	stop_loss
06-23 06:20	SOL	Buy	71.8868→70.0245	-10.67	stop_loss
06-23 05:34	SOL	Buy	72.7769→70.8899	-10.64	stop_loss
06-22 22:28	SOL	Buy	73.0049→71.0698	-10.70	stop_loss
06-22 22:28	SOL	Buy	73.674→71.7573	-10.30	stop_loss
06-22 21:39	SOL	Buy	74.2111→72.287	-10.53	stop_loss
06-22 20:17	SOL	Buy	71.9088→72.7321	+4.46	timeout
06-22 14:49	SOL	Buy	71.9638→73.52	+8.28	timeout
06-22 07:29	SOL	Buy	71.8818→74.2619	+12.67	timeout
06-21 16:52	SOL	Buy	71.4067→74.6178	+17.51	take_profit
06-20 15:20	SOL	Buy	69.5064→72.6191	+17.37	take_profit
06-20 05:10	SOL	Buy	68.7843→71.8802	+17.56	take_profit
06-20 05:08	SOL	Buy	68.3973→71.4563	+17.43	take_profit
06-20 05:08	SOL	Buy	68.3473→71.4223	+17.57	take_profit
06-20 05:07	SOL	Buy	68.2832→71.3593	+17.58	take_profit
06-19 07:37	SOL	Buy	69.7845→67.9748	-10.76	stop_loss
06-19 07:37	SOL	Buy	69.8315→68.0258	-10.72	stop_loss
06-18 15:40	SOL	Buy	70.9896→69.155	-10.71	stop_loss
06-18 15:40	SOL	Buy	71.1017→69.268	-10.72	stop_loss
06-18 15:25	SOL	Buy	71.7308→69.8726	-10.75	stop_loss
06-18 15:23	SOL	Buy	71.8818→70.0265	-10.78	stop_loss
06-18 05:03	SOL	Buy	72.5849→70.713	-10.59	stop_loss
06-17 22:02	SOL	Buy	73.135→71.2387	-10.70	stop_loss
06-17 19:46	SOL	Buy	73.275→71.3606	-10.82	stop_loss
06-17 18:05	SOL	Buy	74.0971→72.1861	-10.69	stop_loss
06-17 12:29	SOL	Buy	73.481→71.5824	-10.64	stop_loss
06-17 11:03	SOL	Buy	73.7861→71.8833	-10.49	stop_loss
06-17 11:01	SOL	Buy	73.9191→72.0112	-10.63	stop_loss
06-17 10:58	SOL	Buy	73.9601→72.0531	-10.61	stop_loss
06-16 14:33	SOL	Buy	74.1681→72.254	-10.69	stop_loss
06-16 14:32	SOL	Buy	74.4052→72.4869	-10.67	stop_loss
06-16 14:31	SOL	Buy	74.5972→72.6727	-10.68	stop_loss
06-16 14:18	SOL	Buy	75.2123→73.2664	-10.72	stop_loss
06-16 02:28	SOL	Buy	74.7972→72.8556	-10.75	stop_loss
06-15 15:52	SOL	Buy	71.8738→75.0887	+17.54	take_profit
06-15 15:41	SOL	Buy	71.4397→74.6328	+17.52	take_profit
06-15 15:38	SOL	Buy	71.2517→74.4448	+17.58	take_profit
06-15 15:38	SOL	Buy	71.2287→74.4118	+17.52	take_profit
06-14 23:59	SOL	Buy	68.2492→71.3003	+17.52	take_profit
06-14 21:50	SOL	Buy	67.3951→70.4094	+17.72	take_profit
06-14 21:40	SOL	Buy	67.3321→70.3694	+17.85	take_profit
06-14 21:40	SOL	Buy	67.3131→70.3694	+17.98	take_profit
06-14 21:39	SOL	Buy	66.913→69.9075	+17.73	take_profit
06-13 17:41	SOL	Buy	66.537→68.1728	+9.63	timeout
06-12 15:07	SOL	Buy	65.5158→68.4497	+17.41	take_profit
06-12 15:06	SOL	Buy	65.3278→68.2528	+17.40	take_profit
06-12 15:06	SOL	Buy	65.2798→68.2098	+17.47	take_profit
06-12 15:05	SOL	Buy	65.2258→68.1408	+17.36	take_profit
06-11 11:51	SOL	Buy	63.3615→66.2121	+17.52	take_profit
06-11 11:51	SOL	Buy	63.2705→66.1001	+17.40	take_profit
06-11 03:55	SOL	Buy	62.4644→65.2882	+17.70	take_profit
06-10 21:51	SOL	Buy	64.1246→62.4704	-10.58	stop_loss
06-10 20:07	SOL	Buy	64.8937→63.2109	-10.70	stop_loss
06-10 08:39	SOL	Buy	65.1918→63.5107	-10.62	stop_loss
06-09 16:39	SOL	Buy	65.2198→63.5357	-10.69	stop_loss
06-09 16:15	SOL	Buy	65.5688→63.8785	-10.46	stop_loss
06-09 14:29	SOL	Buy	66.373→64.6579	-10.63	stop_loss
06-09 14:29	SOL	Buy	66.37→64.6579	-10.59	stop_loss
06-09 14:21	SOL	Buy	66.425→64.7109	-10.61	stop_loss
06-09 14:20	SOL	Buy	66.581→64.8548	-10.68	stop_loss
06-07 22:15	SOL	Buy	64.9457→67.8628	+17.73	take_profit
06-07 22:15	SOL	Buy	64.9107→67.8198	+17.84	take_profit
06-07 22:15	SOL	Buy	64.8347→67.8108	+18.20	take_profit
06-07 22:14	SOL	Buy	64.2836→67.1639	+17.72	take_profit
06-07 22:14	SOL	Buy	63.7306→66.58	+17.87	take_profit
06-07 12:34	SOL	Buy	65.3768→63.6886	-10.64	stop_loss
06-07 09:15	SOL	Buy	63.2515→66.0791	+17.64	take_profit
06-07 08:46	SOL	Buy	62.6984→65.5022	+17.85	take_profit
06-07 06:28	SOL	Buy	61.9603→64.7293	+17.73	take_profit
06-07 06:28	SOL	Buy	61.9023→64.6803	+17.66	take_profit

Paper vs Live

Paper (trades.jsonl)

142

closed

37%

win rate

-119.42

total pnl ($)

-21.7 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 ($)
SOL	142	37%	-21.7	-119.42

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…