deribit_basis_zscore_reversion_long_v38 · strategy

229

closed trades

48%

win rate

-378.05

total pnl ($)

0.492

weight

7d window — n=53 wr=47% pnl=-101.29 · 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 07:14	BTC	Buy	60178→59454	-6.46	timeout
06-30 04:48	BTC	Buy	59886→59504	-3.60	timeout
06-30 02:31	BTC	Buy	59442→59919	+3.60	timeout
06-29 19:27	BTC	Buy	60015→60372	+2.45	timeout
06-29 17:00	BTC	Buy	59788→59888	+0.31	timeout
06-29 14:39	BTC	Buy	59666→59500	-1.90	timeout
06-29 14:08	BTC	Buy	60690→59194.4	-12.78	stop_loss
06-29 12:26	BTC	Buy	59251→60403	+9.20	timeout
06-29 10:13	BTC	Buy	59620→60205	+4.38	timeout
06-29 06:00	BTC	Buy	59560→60084	+3.94	timeout
06-29 01:30	BTC	Buy	60087→59202	-7.84	timeout
06-28 23:21	BTC	Buy	60203→59285	-8.08	timeout
06-28 21:03	BTC	Buy	60310→59620	-6.17	timeout
06-28 18:55	BTC	Buy	59967→59503	-4.31	timeout
06-28 16:57	BTC	Buy	60104→59646	-4.25	timeout
06-28 03:37	BTC	Buy	60818→60188	-5.63	timeout
06-27 22:48	BTC	Buy	60372→60127	-2.45	timeout
06-27 20:32	BTC	Buy	60421→60232	-1.98	timeout
06-27 18:19	BTC	Buy	60145→60508	+2.58	timeout
06-27 16:14	BTC	Buy	60383→60731	+2.45	timeout
06-27 14:16	BTC	Buy	60141→60613	+3.47	timeout
06-27 08:04	BTC	Buy	59794→60436	+4.90	timeout
06-27 05:58	BTC	Buy	60007→60229	+1.40	timeout
06-27 03:50	BTC	Buy	60305→60314	-0.37	timeout
06-27 02:02	BTC	Buy	59884→59892	-0.38	timeout
06-27 00:04	BTC	Buy	59392→60080	+5.34	timeout
06-26 18:07	BTC	Buy	59755→60085	+2.25	timeout
06-26 13:18	BTC	Buy	60275→58791.6	-12.77	stop_loss
06-26 08:49	BTC	Buy	59422→60110	+5.31	timeout
06-26 06:46	BTC	Buy	59413→60323	+7.24	timeout
06-26 04:39	BTC	Buy	59304→59862	+4.26	timeout
06-26 02:56	BTC	Buy	59675→58394.1	-11.16	timeout
06-26 02:10	BTC	Buy	59440→59260	-1.92	timeout
06-25 13:46	BTC	Buy	61124.1→59621.2	-12.74	stop_loss
06-25 13:44	BTC	Buy	61668.1→60151.9	-12.73	stop_loss
06-25 13:41	BTC	Buy	61877.1→60355.8	-12.72	stop_loss
06-25 13:31	BTC	Buy	60828→61100.9	+1.85	timeout
06-25 11:20	BTC	Buy	60813→61314.9	+3.70	timeout
06-25 09:06	BTC	Buy	60749→61686.9	+7.26	timeout
06-25 06:53	BTC	Buy	59473→61751.9	+18.70	timeout
06-25 05:09	BTC	Buy	59863→61643.9	+14.44	timeout
06-24 16:51	BTC	Buy	61344.1→59833.1	-12.74	stop_loss
06-24 14:13	BTC	Buy	62610.1→61070.4	-12.69	stop_loss
06-24 13:48	BTC	Buy	62777.1→61232.3	-12.73	stop_loss
06-24 13:46	BTC	Buy	62860.1→61313.3	-12.73	stop_loss
06-24 13:29	BTC	Buy	62883.1→61829.9	-8.78	timeout
06-24 09:06	BTC	Buy	62563.1→62748.9	+1.03	timeout
06-24 02:12	BTC	Buy	62514.1→62846.9	+2.18	timeout
06-24 00:05	BTC	Buy	62453.1→62711.9	+1.59	timeout
06-23 22:08	BTC	Buy	62443.1→62687.9	+1.53	timeout
06-23 20:53	BTC	Buy	62388.1→62384.9	-0.46	timeout
06-23 17:43	BTC	Buy	63382.2→62516.9	-7.28	timeout
06-23 08:17	BTC	Buy	63975.2→62396.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63998.2→62421.7	-12.70	stop_loss
06-23 06:21	BTC	Buy	64250.2→62664.5	-12.73	stop_loss
06-23 04:50	BTC	Buy	64609.2→63767.8	-6.97	timeout
06-22 23:40	BTC	Buy	64615.2→64004.8	-5.16	timeout
06-22 17:41	BTC	Buy	64273.2→64425.8	+0.71	timeout
06-22 15:32	BTC	Buy	64369.2→64996.8	+4.42	timeout
06-22 13:29	BTC	Buy	64576.2→64949.8	+2.40	timeout
06-22 11:09	BTC	Buy	63734.2→64298.8	+3.90	timeout
06-22 06:49	BTC	Buy	64122.2→63977.8	-1.61	timeout
06-22 02:27	BTC	Buy	64013.2→64476.8	+3.16	timeout
06-21 23:26	BTC	Buy	64306.2→63714.8	-5.09	timeout
06-21 21:29	BTC	Buy	64025.2→63674.8	-3.20	timeout
06-21 19:27	BTC	Buy	64169.2→64196.8	-0.23	timeout
06-21 14:08	BTC	Buy	64213.2→64061.8	-1.61	timeout
06-21 09:55	BTC	Buy	64012.2→64173.8	+0.84	timeout
06-21 01:17	BTC	Buy	63581.2→64222.8	+4.60	timeout
06-20 21:03	BTC	Buy	63438.2→63928.8	+3.41	timeout
06-20 19:02	BTC	Buy	63642.2→63788.8	+0.71	timeout
06-20 16:56	BTC	Buy	63545.2→63962.8	+2.84	timeout
06-20 14:50	BTC	Buy	63359.2→63841.8	+3.32	timeout
06-20 09:39	BTC	Buy	63120.2→63618.8	+3.48	timeout
06-20 07:10	BTC	Buy	62992.1→63636.8	+4.61	timeout
06-20 05:00	BTC	Buy	62946.1→63561.8	+4.43	timeout
06-20 01:53	BTC	Buy	63174.2→63536.8	+2.42	timeout
06-19 23:33	BTC	Buy	62604.1→63328.8	+5.35	timeout
06-19 18:59	BTC	Buy	62891.1→63080.8	+1.04	timeout
06-19 17:01	BTC	Buy	62467.1→62919.9	+3.17	timeout
06-19 14:44	BTC	Buy	62915.1→63293.8	+2.61	timeout
06-19 12:34	BTC	Buy	63005.2→62461.9	-4.71	timeout
06-19 09:17	BTC	Buy	63015.2→62395.9	-5.29	timeout
06-19 04:33	BTC	Buy	62558.1→62578.9	-0.25	timeout
06-19 03:02	BTC	Buy	63660.2→62956.9	-5.95	timeout
06-18 15:57	BTC	Buy	63940.2→62365.7	-12.62	stop_loss
06-18 15:55	BTC	Buy	63976.2→62398.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64313.2→62730.5	-12.72	stop_loss
06-18 14:06	BTC	Buy	64628.2→63858.8	-6.38	timeout
06-18 11:58	BTC	Buy	64445.2→63953.8	-4.26	timeout
06-18 09:58	BTC	Buy	64194.2→64165.8	-0.71	timeout
06-18 08:05	BTC	Buy	64428.2→64366.8	-0.96	timeout
06-18 02:15	BTC	Buy	65440.3→64508.8	-7.58	timeout
06-18 00:05	BTC	Buy	64832.2→64591.8	-2.36	timeout
06-17 22:05	BTC	Buy	64828.2→63996.8	-6.86	timeout
06-17 19:29	BTC	Buy	65967.3→64344.6	-12.75	stop_loss
06-17 18:11	BTC	Buy	65823.3→65357.7	-4.01	timeout
06-17 13:59	BTC	Buy	65920.3→65227.7	-5.71	timeout
06-17 11:54	BTC	Buy	65642.3→64830.8	-6.66	timeout
06-17 09:51	BTC	Buy	65753.3→64880.8	-7.13	timeout

Paper vs Live

Paper (trades.jsonl)

229

closed

48%

win rate

-378.05

total pnl ($)

-32.9 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 ($)
BTC	229	48%	-32.9	-378.05

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 07:23	BTC	Buy	circuit_breaker
06-30 05:04	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…