deribit_basis_zscore_reversion_long_v31 · strategy

closed trades

32%

win rate

-400.62

total pnl ($)

0.250

weight

7d window — n=22 wr=14% pnl=-204.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 91 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:32	BTC	Buy	59183→60012	+6.45	timeout
06-29 01:25	BTC	Buy	59379→59359	-0.78	timeout
06-28 20:22	BTC	Buy	59600→59648	+0.02	timeout
06-28 18:19	BTC	Buy	59628→59635	-0.30	timeout
06-28 15:04	BTC	Buy	59099→60036	+7.39	timeout
06-26 02:14	BTC	Buy	60095→58614.7	-12.76	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.70	stop_loss
06-25 13:57	BTC	Buy	59701→58233	-12.68	stop_loss
06-25 13:48	BTC	Buy	60850→59338.3	-12.85	stop_loss
06-25 13:48	BTC	Buy	60925→59424.3	-12.74	stop_loss
06-25 13:46	BTC	Buy	61186.1→59666.2	-12.85	stop_loss
06-24 17:21	BTC	Buy	60837→59336.3	-12.77	stop_loss
06-24 14:19	BTC	Buy	62404.1→60869.5	-12.73	stop_loss
06-24 14:19	BTC	Buy	62381.1→60841.5	-12.77	stop_loss
06-24 14:19	BTC	Buy	62517.1→60966.5	-12.84	stop_loss
06-24 14:17	BTC	Buy	62561.1→61022.4	-12.74	stop_loss
06-24 14:17	BTC	Buy	62595.1→61052.4	-12.76	stop_loss
06-23 08:27	BTC	Buy	63524.2→61961.9	-12.66	stop_loss
06-23 08:24	BTC	Buy	63716.2→62143.8	-12.73	stop_loss
06-23 08:17	BTC	Buy	63983.2→62407.7	-12.82	stop_loss
06-23 06:21	BTC	Buy	64198.2→62619.5	-12.78	stop_loss
06-23 06:20	BTC	Buy	64398.2→62812.4	-12.80	stop_loss
06-22 03:50	BTC	Buy	62644.1→64160.8	+11.46	timeout
06-22 01:39	BTC	Buy	62868.1→64485.8	+12.19	timeout
06-21 23:30	BTC	Buy	62873.1→63597.8	+5.38	timeout
06-21 20:22	BTC	Buy	63109.2→64080.8	+7.26	timeout
06-21 17:17	BTC	Buy	62497.1→64140.8	+12.91	timeout
06-18 15:37	BTC	Buy	64491.2→62897.4	-12.58	stop_loss
06-18 15:37	BTC	Buy	64462.2→62876.4	-12.49	stop_loss
06-18 15:17	BTC	Buy	64933.2→63305.2	-12.94	stop_loss
06-18 15:05	BTC	Buy	65116.3→63515	-12.71	stop_loss
06-18 14:52	BTC	Buy	65202.3→63596	-12.75	stop_loss
06-17 22:25	BTC	Buy	65150.3→64280.8	-7.07	timeout
06-17 22:03	BTC	Buy	65475.3→63853.9	-12.77	stop_loss
06-17 08:44	BTC	Buy	66511.3→64875.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66630.3→64985.2	-12.82	stop_loss
06-17 07:54	BTC	Buy	66835.3→65189.1	-12.67	stop_loss
06-15 13:00	BTC	Buy	63784.2→66589.7	+21.59	take_profit
06-15 12:46	BTC	Buy	63678.2→66475.7	+21.56	take_profit
06-15 12:42	BTC	Buy	63609.2→66422.7	+21.70	take_profit
06-15 00:31	BTC	Buy	63572.2→65682.7	+16.10	timeout
06-14 22:02	BTC	Buy	63530.2→65402.7	+14.15	timeout
06-12 18:20	BTC	Buy	61921.1→63674.8	+13.68	timeout
06-12 15:13	BTC	Buy	61651.1→64358.8	+21.32	take_profit
06-12 15:11	BTC	Buy	61526.1→64232.8	+21.30	take_profit
06-11 19:30	BTC	Buy	61171.1→63864.8	+21.39	take_profit
06-11 18:01	BTC	Buy	61058.1→63738.8	+21.38	take_profit
06-10 06:01	BTC	Buy	61641.1→62016.9	+2.98	timeout
06-09 14:36	BTC	Buy	62912.1→61365.2	-12.76	stop_loss
06-09 14:30	BTC	Buy	63014.2→61457.2	-12.82	stop_loss
06-09 14:21	BTC	Buy	63173.2→61618.1	-12.76	stop_loss
06-09 14:21	BTC	Buy	63194.2→61640.1	-12.75	stop_loss
06-07 22:15	BTC	Buy	61227.1→63914.8	+21.51	take_profit
06-07 22:14	BTC	Buy	61057.1→63737.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60681→63344.8	+21.51	take_profit
06-07 22:14	BTC	Buy	60359→63008.8	+21.52	take_profit
06-07 05:18	BTC	Buy	59393→62004.9	+21.58	take_profit
06-06 04:30	BTC	Buy	61275.1→59751.1	-12.89	stop_loss
06-06 04:14	BTC	Buy	61561.1→60043	-12.79	stop_loss
06-06 04:11	BTC	Buy	61800.1→60278.8	-12.76	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 15:37	BTC	Buy	61783.1→60261.8	-12.75	stop_loss
06-05 14:06	BTC	Buy	61989.1→60458.7	-12.79	stop_loss
06-05 13:56	BTC	Buy	62419.1→60883.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62836.1→61287.3	-12.78	stop_loss
06-05 06:23	BTC	Buy	62801.1→61246.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62791.1→61246.3	-12.67	stop_loss
06-05 06:21	BTC	Buy	63102.2→61549.1	-12.71	stop_loss
06-05 06:03	BTC	Buy	63636.2→62070.8	-12.71	stop_loss
06-05 03:06	BTC	Buy	63919.2→62344.7	-12.73	stop_loss
06-04 00:53	BTC	Buy	64578.2→62990.3	-12.74	stop_loss
06-04 00:29	BTC	Buy	65167.3→63565	-12.74	stop_loss
06-03 23:10	BTC	Buy	65963.3→64337.6	-12.77	stop_loss
06-03 20:50	BTC	Buy	66655.3→65014.2	-12.78	stop_loss
06-03 16:27	BTC	Buy	67172.4→65518.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67305.4→65649.9	-12.76	stop_loss
06-03 03:44	BTC	Buy	67336.4→65680.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67442.4→65780.8	-12.77	stop_loss
06-03 03:34	BTC	Buy	67592.4→65927.7	-12.77	stop_loss
06-02 15:25	BTC	Buy	69158.5→67457.9	-12.75	stop_loss
06-02 14:27	BTC	Buy	69422.5→67714.7	-12.76	stop_loss
06-01 22:26	BTC	Buy	73498.7→71240.8	-15.93	stop_loss
06-01 22:26	BTC	Buy	73740.7→71240.8	-17.54	stop_loss
06-01 22:26	BTC	Buy	73588.7→71240.8	-16.58	stop_loss
06-01 22:26	BTC	Buy	73729.7→71240.8	-17.52	stop_loss
06-01 22:26	BTC	Buy	73913.7→71240.8	-18.74	stop_loss
05-31 20:16	BTC	Buy	73443.7→73643.3	+0.96	timeout
05-31 14:10	BTC	Buy	72706.6→73814.3	+7.09	timeout
05-31 11:50	BTC	Buy	73400.7→73903.3	+2.56	timeout
05-31 09:48	BTC	Buy	73510.7→73949.3	+2.08	timeout
05-31 07:42	BTC	Buy	73413.7→73854.3	+2.10	timeout

Paper vs Live

Paper (trades.jsonl)

closed

32%

win rate

-400.62

total pnl ($)

-87.7 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	91	32%	-87.7	-400.62

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…