deribit_basis_zscore_reversion_long_v36 · strategy

111

closed trades

43%

win rate

-349.62

total pnl ($)

0.704

weight

7d window — n=24 wr=50% pnl=-92.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:00	BTC	Buy	60157→59456	-6.26	timeout
06-28 18:58	BTC	Buy	60517→59570	-8.25	timeout
06-28 16:49	BTC	Buy	60792→59664	-9.74	timeout
06-27 19:53	BTC	Buy	59874→60167	+2.05	timeout
06-27 18:49	BTC	Buy	59632→60499	+6.84	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 18:19	BTC	Buy	59628→59973	+2.35	timeout
06-26 15:58	BTC	Buy	59536→60293	+5.83	timeout
06-26 14:12	BTC	Buy	59416→59962	+4.10	timeout
06-25 17:55	BTC	Buy	59433→59549	+0.56	timeout
06-25 13:55	BTC	Buy	59903→58429.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60434→58946.6	-12.70	stop_loss
06-24 16:51	BTC	Buy	61367.1→59855.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62626.1→61083.4	-12.77	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.75	stop_loss
06-24 12:11	BTC	Buy	62404.1→62792.9	+2.66	timeout
06-24 09:37	BTC	Buy	62455.1→62636.9	+0.93	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-23 08:17	BTC	Buy	63986.2→62407.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 08:15	BTC	Buy	64067.2→62478.6	-12.86	stop_loss
06-23 03:25	BTC	Buy	64398.2→64015.8	-3.42	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-21 23:28	BTC	Buy	64243.2→63643.8	-5.09	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-20 23:19	BTC	Buy	63287.2→64285.8	+7.43	timeout
06-20 22:09	BTC	Buy	63051.2→63987.8	+6.98	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 16:18	BTC	Buy	62600.1→63309.8	+5.22	timeout
06-18 15:57	BTC	Buy	63871.2→62294.7	-12.86	stop_loss
06-18 15:39	BTC	Buy	64387.2→62803.4	-12.73	stop_loss
06-18 15:37	BTC	Buy	64542.2→62941.4	-12.83	stop_loss
06-18 04:11	BTC	Buy	65386.3→63747.9	-13.00	stop_loss
06-17 19:50	BTC	Buy	65581.3→63964.8	-12.79	stop_loss
06-17 19:40	BTC	Buy	65813.3→64193.7	-12.78	stop_loss
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.17	timeout
06-17 06:57	BTC	Buy	66412.3→65575.7	-6.78	timeout
06-17 02:34	BTC	Buy	65776.3→65902.7	+0.49	timeout
06-16 07:03	BTC	Buy	65730.3→66333.7	+4.22	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-16 00:49	BTC	Buy	65563.3→66370.7	+5.75	timeout
06-15 05:37	BTC	Buy	64303.2→65695.7	+10.36	timeout
06-15 03:00	BTC	Buy	64474.2→65425.7	+6.89	timeout
06-14 21:52	BTC	Buy	64443.2→65439.7	+7.24	timeout
06-13 22:20	BTC	Buy	63514.2→64405.8	+6.54	timeout
06-13 21:12	BTC	Buy	63550.2→64250.8	+5.04	timeout
06-13 19:14	BTC	Buy	63702.2→64152.8	+3.09	timeout
06-12 22:04	BTC	Buy	63566.2→63492.8	-1.08	timeout
06-12 21:00	BTC	Buy	63378.2→63434.8	-0.03	timeout
06-12 17:40	BTC	Buy	63214.2→63808.8	+4.24	timeout
06-11 19:30	BTC	Buy	61199.1→63885.8	+21.39	take_profit
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.35	timeout
06-11 14:22	BTC	Buy	61993.1→62817.9	+6.10	timeout
06-10 17:12	BTC	Buy	61549.1→62063.9	+3.68	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-10 14:13	BTC	Buy	62020.1→62028.9	-0.40	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63302.2→61743	-12.77	stop_loss
06-09 14:11	BTC	Buy	63579.2→62015.9	-12.74	stop_loss
06-09 06:11	BTC	Buy	62927.1→63345.8	+2.83	timeout
06-08 22:07	BTC	Buy	61763.1→63468.8	+13.32	timeout
06-08 17:20	BTC	Buy	62254.1→63462.8	+9.16	timeout
06-08 05:23	BTC	Buy	61830.1→62607.9	+5.84	timeout
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 15:22	BTC	Buy	60549→61800.9	+9.88	timeout
06-07 05:10	BTC	Buy	60203→61776.9	+12.65	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 14:26	BTC	Buy	60411→60804	+2.81	timeout
06-06 04:27	BTC	Buy	61305.1→59796.1	-12.76	stop_loss
06-05 21:15	BTC	Buy	59383→61989.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60781→59285.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 13:58	BTC	Buy	62273.1→60741.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62901.1→61352.2	-12.77	stop_loss
06-05 12:09	BTC	Buy	62453.1→62006.9	-4.06	timeout
06-05 06:22	BTC	Buy	62903.1→61354.2	-12.70	stop_loss
06-05 05:59	BTC	Buy	63775.2→62205.8	-12.71	stop_loss
06-04 10:49	BTC	Buy	63809.2→62239.8	-12.72	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65080.3→63480.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65161.3→63559	-12.74	stop_loss
06-03 19:53	BTC	Buy	67091.4→65441	-12.78	stop_loss
06-03 19:53	BTC	Buy	67100.4→65450	-12.77	stop_loss
06-03 16:24	BTC	Buy	67293.4→65638.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67236.4→65581.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67442.4→65781.8	-12.77	stop_loss
06-03 03:35	BTC	Buy	67589.4→65926.7	-12.76	stop_loss
06-02 15:37	BTC	Buy	68753.4→67063.1	-12.75	stop_loss
06-02 14:27	BTC	Buy	69473.5→67763.7	-12.77	stop_loss
06-02 01:34	BTC	Buy	72723.6→70932	-12.85	stop_loss
06-01 22:26	BTC	Buy	73498.7→71240.8	-15.93	stop_loss
06-01 22:26	BTC	Buy	73924.7→71240.8	-18.74	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 16:55	BTC	Buy	73896.7→73521.3	-3.05	timeout
05-31 14:58	BTC	Buy	73894.7→73583.3	-2.58	timeout

Paper vs Live

Paper (trades.jsonl)

111

closed

43%

win rate

-349.62

total pnl ($)

-62.6 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	111	43%	-62.6	-349.62

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 23:41	BTC	Buy	circuit_breaker
06-28 19:25	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…