deribit_basis_zscore_reversion_long_v28 · strategy

138

closed trades

38%

win rate

-516.69

total pnl ($)

0.351

weight

7d window — n=29 wr=34% pnl=-131.24 · 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 14:40	BTC	Buy	59453→58673.1	-7.05	timeout
06-30 12:58	BTC	Buy	59874→58394.9	-12.79	stop_loss
06-30 11:39	BTC	Buy	59849→59143	-6.33	timeout
06-29 23:46	BTC	Buy	59701→60241	+4.10	timeout
06-29 08:30	BTC	Buy	60187→59778	-3.94	timeout
06-29 07:15	BTC	Buy	60121→60066	-0.93	timeout
06-29 06:13	BTC	Buy	59890→60113	+1.39	timeout
06-28 18:43	BTC	Buy	60541→59586	-8.31	timeout
06-28 07:48	BTC	Buy	60454→60219	-2.42	timeout
06-28 06:46	BTC	Buy	60416→59940	-4.37	timeout
06-28 05:09	BTC	Buy	60249→59986	-2.64	timeout
06-27 15:43	BTC	Buy	60453→60765	+2.15	timeout
06-26 20:32	BTC	Buy	59454→59615	+0.82	timeout
06-26 19:25	BTC	Buy	59293→59907	+4.61	timeout
06-26 16:07	BTC	Buy	59585→60326	+5.67	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	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 14:19	BTC	Buy	62527.1→60966.5	-12.92	stop_loss
06-24 14:13	BTC	Buy	62647.1→61102.4	-12.78	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.74	stop_loss
06-24 13:44	BTC	Buy	62916.1→61368.2	-12.75	stop_loss
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.95	timeout
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64246.2→62665.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64272.2→62691.5	-12.78	stop_loss
06-22 07:09	BTC	Buy	64234.2→64065.8	-1.78	timeout
06-22 06:02	BTC	Buy	64207.2→64175.8	-0.71	timeout
06-22 04:37	BTC	Buy	64484.2→63976.8	-4.41	timeout
06-22 03:35	BTC	Buy	64332.2→64213.8	-1.44	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:47	BTC	Buy	63439.2→64392.8	+7.07	timeout
06-21 02:05	BTC	Buy	63463.2→64213.8	+5.42	timeout
06-20 22:27	BTC	Buy	63283.2→64222.8	+6.97	timeout
06-20 01:38	BTC	Buy	62892.1→63565.8	+4.90	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.34	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:25	BTC	Buy	63104.2→63015.8	-1.19	timeout
06-18 15:40	BTC	Buy	64209.2→62630.5	-12.67	stop_loss
06-18 15:37	BTC	Buy	64486.2→62892.4	-12.64	stop_loss
06-18 14:52	BTC	Buy	65147.3→63545	-12.74	stop_loss
06-18 14:52	BTC	Buy	65188.3→63582	-12.76	stop_loss
06-18 09:37	BTC	Buy	64949.2→64227.8	-6.07	timeout
06-17 19:29	BTC	Buy	65885.3→64253.6	-12.84	stop_loss
06-17 18:41	BTC	Buy	65794.3→65640.7	-1.70	timeout
06-17 16:30	BTC	Buy	65748.3→66143.7	+2.54	timeout
06-17 14:24	BTC	Buy	65651.3→65236.7	-3.61	timeout
06-17 08:31	BTC	Buy	66741.3→65096.2	-12.79	stop_loss
06-16 17:26	BTC	Buy	66839.3→65725.7	-8.87	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 13:34	BTC	Buy	66760.3→65987.7	-6.32	timeout
06-16 08:09	BTC	Buy	65703.3→66358.7	+4.59	timeout
06-15 13:36	BTC	Buy	64281.2→66773.7	+18.96	timeout
06-15 13:18	BTC	Buy	63971.2→66779.7	+21.52	take_profit
06-15 12:31	BTC	Buy	64373.2→66192.7	+13.69	timeout
06-15 06:02	BTC	Buy	64416.2→65791.7	+10.21	timeout
06-14 10:21	BTC	Buy	63755.2→64533.8	+5.62	timeout
06-14 09:10	BTC	Buy	63782.2→64430.8	+4.58	timeout
06-14 08:07	BTC	Buy	63755.2→64383.8	+4.41	timeout
06-14 04:42	BTC	Buy	63593.2→64374.8	+5.74	timeout
06-13 09:56	BTC	Buy	63797.2→63740.8	-0.97	timeout
06-13 07:50	BTC	Buy	62994.1→63792.8	+5.87	timeout
06-13 04:34	BTC	Buy	63694.2→63553.8	-1.55	timeout
06-13 02:18	BTC	Buy	63587.2→63774.8	+1.01	timeout
06-12 09:19	BTC	Buy	62819.1→63554.8	+5.32	timeout
06-12 06:48	BTC	Buy	62812.1→62968.9	+0.75	timeout
06-12 02:02	BTC	Buy	62247.1→63443.8	+9.06	timeout
06-12 00:31	BTC	Buy	61822.1→63565.8	+13.53	timeout
06-11 08:18	BTC	Buy	61677.1→62792.9	+8.47	timeout
06-10 21:58	BTC	Buy	62663.1→61117.4	-12.79	stop_loss
06-10 16:20	BTC	Buy	60851→62300.9	+11.41	timeout
06-10 15:18	BTC	Buy	61583.1→61902.9	+2.10	timeout
06-10 14:21	BTC	Buy	61700.1→61857.9	+0.80	timeout
06-09 16:20	BTC	Buy	62353.1→60816.5	-12.79	stop_loss
06-09 14:44	BTC	Buy	62808.1→61259.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63161.2→61607.1	-12.75	stop_loss
06-09 13:36	BTC	Buy	63764.2→62195.8	-12.74	stop_loss
06-09 12:25	BTC	Buy	62964.1→62714.9	-2.37	timeout
06-09 01:48	BTC	Buy	63103.2→62791.9	-2.91	timeout
06-08 22:34	BTC	Buy	62928.1→63262.8	+2.17	timeout
06-08 21:29	BTC	Buy	61761.1→63680.8	+15.05	timeout
06-08 09:38	BTC	Buy	62513.1→63287.8	+5.73	timeout
06-07 19:47	BTC	Buy	60643→61206.9	+4.25	timeout
06-07 18:43	BTC	Buy	60593→62181.9	+12.71	timeout
06-07 12:17	BTC	Buy	60951→62007.9	+8.22	timeout
06-07 08:48	BTC	Buy	60300→62948.9	+21.54	take_profit
06-06 19:35	BTC	Buy	59669→60560	+7.07	timeout
06-06 18:35	BTC	Buy	60184→60542	+2.57	timeout
06-06 04:32	BTC	Buy	61174.1→59669.2	-12.75	stop_loss
06-06 04:11	BTC	Buy	61772.1→60248.8	-12.78	stop_loss
06-05 18:52	BTC	Buy	60764→59269.4	-12.76	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 13:55	BTC	Buy	62568.1→61027.4	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

138

closed

38%

win rate

-516.69

total pnl ($)

-74.5 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	138	38%	-74.5	-516.69

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…