deribit_basis_zscore_reversion_long_v42 · strategy

closed trades

42%

win rate

-275.63

total pnl ($)

0.816

weight

7d window — n=16 wr=38% pnl=-72.26 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 65 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:06	BTC	Buy	60229→59503	-6.46	timeout
06-28 16:55	BTC	Buy	60788→59641	-9.88	timeout
06-27 19:09	BTC	Buy	59853→60567	+5.54	timeout
06-27 15:40	BTC	Buy	60467→60787	+2.21	timeout
06-26 14:44	BTC	Buy	59449→59558	+0.41	timeout
06-26 13:54	BTC	Buy	58762.9→59714	+7.60	timeout
06-25 13:54	BTC	Buy	60163→58681.7	-12.71	stop_loss
06-25 13:41	BTC	Buy	61860.1→60332.8	-12.79	stop_loss
06-24 16:47	BTC	Buy	61533.1→60018	-12.74	stop_loss
06-24 13:44	BTC	Buy	62908.1→61360.2	-12.75	stop_loss
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.06	timeout
06-24 07:35	BTC	Buy	62883.1→62642.9	-2.41	timeout
06-23 08:17	BTC	Buy	63988.2→62404.7	-12.84	stop_loss
06-23 06:08	BTC	Buy	64693.2→63077.3	-12.97	stop_loss
06-22 18:10	BTC	Buy	63980.2→64646.8	+4.70	timeout
06-22 03:32	BTC	Buy	64308.2→64345.8	-0.24	timeout
06-21 17:46	BTC	Buy	63818.2→64137.8	+2.13	timeout
06-21 00:44	BTC	Buy	63583.2→64275.8	+4.94	timeout
06-20 17:18	BTC	Buy	63004.2→63909.8	+6.71	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-19 15:52	BTC	Buy	62545.1→63200.8	+4.80	timeout
06-18 15:39	BTC	Buy	64386.2→62798.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64546.2→62943.4	-12.84	stop_loss
06-17 22:03	BTC	Buy	65507.3→63894.8	-12.74	stop_loss
06-17 19:40	BTC	Buy	65804.3→64181.7	-12.81	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 19:46	BTC	Buy	66622.3→65668.7	-7.69	timeout
06-16 05:49	BTC	Buy	65759.3→66035.7	+1.70	timeout
06-15 05:37	BTC	Buy	64300.2→65694.7	+10.38	timeout
06-14 21:51	BTC	Buy	64455.2→65492.7	+7.55	timeout
06-13 21:14	BTC	Buy	63586.2→64221.8	+4.53	timeout
06-13 19:40	BTC	Buy	63688.2→64167.8	+3.31	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-12 12:28	BTC	Buy	62724.1→63471.8	+5.44	timeout
06-11 15:14	BTC	Buy	61943.1→62705.9	+5.61	timeout
06-11 08:16	BTC	Buy	61658.1→62766.9	+8.42	timeout
06-10 14:39	BTC	Buy	61349.1→61854.9	+3.64	timeout
06-09 16:40	BTC	Buy	62278.1→60734.6	-12.86	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63176.2→62599.9	-4.96	timeout
06-09 07:19	BTC	Buy	63069.2→63316.8	+1.46	timeout
06-08 05:23	BTC	Buy	61842.1→62608.9	+5.75	timeout
06-08 04:19	BTC	Buy	61616.1→62918.9	+10.10	timeout
06-07 05:10	BTC	Buy	60176→61773.9	+12.85	timeout
06-07 04:09	BTC	Buy	60368→61571.9	+9.51	timeout
06-06 04:21	BTC	Buy	61414.1→59900	-12.78	stop_loss
06-05 18:52	BTC	Buy	60909→59411.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63027.2→61477.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63231.2→61676.1	-12.72	stop_loss
06-05 03:06	BTC	Buy	63889.2→62314.7	-12.74	stop_loss
06-04 09:30	BTC	Buy	64271.2→62690.5	-12.74	stop_loss
06-04 09:27	BTC	Buy	64411.2→62824.4	-12.76	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65015.3→63416.1	-12.75	stop_loss
06-03 19:55	BTC	Buy	66858.3→65167.1	-13.13	stop_loss
06-03 19:53	BTC	Buy	67092.4→65442	-12.78	stop_loss
06-03 03:28	BTC	Buy	67747.4→66081.6	-12.75	stop_loss
06-02 12:34	BTC	Buy	70845.5→69099	-12.84	stop_loss
06-02 12:17	BTC	Buy	70956.5→69211.9	-12.79	stop_loss
06-01 15:32	BTC	Buy	73498.7→71299.8	-15.49	stop_loss
06-01 15:32	BTC	Buy	73967.7→71299.8	-18.58	stop_loss
05-31 16:55	BTC	Buy	73896.7→73518.3	-3.07	timeout
05-31 14:58	BTC	Buy	73894.7→73582.3	-2.58	timeout
05-30 07:51	BTC	Buy	73399.7→73485.3	+0.09	timeout
05-29 10:34	BTC	Buy	73394.7→73566.3	+0.67	timeout

Paper vs Live

Paper (trades.jsonl)

closed

42%

win rate

-275.63

total pnl ($)

-84.4 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	65	42%	-84.4	-275.63

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:18	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…