deribit_basis_zscore_reversion_long_v44 · strategy

135

closed trades

37%

win rate

-509.74

total pnl ($)

0.303

weight

7d window — n=29 wr=31% pnl=-136.53 · 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 09:47	BTC	Buy	59997→59353	-5.81	timeout
06-30 08:25	BTC	Buy	59884→59415	-4.32	timeout
06-30 07:05	BTC	Buy	59983→59542	-4.11	timeout
06-30 01:07	BTC	Buy	59551→59812	+1.77	timeout
06-29 07:31	BTC	Buy	60098→60079	-0.57	timeout
06-28 22:53	BTC	Buy	60414→58924.6	-12.79	stop_loss
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-28 08:03	BTC	Buy	60434→60199	-2.45	timeout
06-28 07:00	BTC	Buy	60364→60011	-3.36	timeout
06-27 19:44	BTC	Buy	59904→60168	+1.80	timeout
06-27 15:43	BTC	Buy	60462→60768	+2.10	timeout
06-27 02:37	BTC	Buy	58848.9→60221	+11.20	timeout
06-26 19:49	BTC	Buy	59205→59824	+4.67	timeout
06-26 16:49	BTC	Buy	59296→60117	+6.36	timeout
06-26 14:43	BTC	Buy	59406→59584	+1.00	timeout
06-26 02:13	BTC	Buy	60182→58696.7	-12.79	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58267.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-24 17:21	BTC	Buy	60846→59338.3	-12.83	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:43	BTC	Buy	62063.1→60536.7	-12.74	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-23 06:22	BTC	Buy	64105.2→62526.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64231.2→62645.5	-12.82	stop_loss
06-23 06:18	BTC	Buy	64625.2→63036.3	-12.77	stop_loss
06-22 09:33	BTC	Buy	64059.2→64081.8	-0.35	timeout
06-22 08:27	BTC	Buy	64028.2→64233.8	+1.10	timeout
06-22 07:24	BTC	Buy	64188.2→64209.8	-0.31	timeout
06-22 03:47	BTC	Buy	64400.2→64082.8	-2.98	timeout
06-21 04:54	BTC	Buy	63574.2→64293.8	+5.22	timeout
06-21 03:46	BTC	Buy	63440.2→64393.8	+7.07	timeout
06-21 02:10	BTC	Buy	63473.2→64222.8	+5.42	timeout
06-20 22:26	BTC	Buy	63274.2→64147.8	+6.45	timeout
06-20 01:39	BTC	Buy	62868.1→63587.8	+5.27	timeout
06-20 00:32	BTC	Buy	63013.2→63616.8	+4.31	timeout
06-19 21:30	BTC	Buy	62926.1→63120.8	+1.04	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:53	BTC	Buy	64003.2→62428.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64159.2→62575.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.46	stop_loss
06-18 15:05	BTC	Buy	65107.3→63506.1	-12.72	stop_loss
06-18 11:10	BTC	Buy	64664.2→63995.8	-5.69	timeout
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-17 18:38	BTC	Buy	65791.3→65613.7	-1.90	timeout
06-17 15:30	BTC	Buy	65821.3→65244.7	-4.84	timeout
06-17 08:39	BTC	Buy	66547.3→64910.3	-12.76	stop_loss
06-17 06:57	BTC	Buy	66486.3→65590.7	-7.21	timeout
06-16 18:07	BTC	Buy	66808.3→66073.7	-6.02	timeout
06-16 15:21	BTC	Buy	66668.3→65740.7	-7.49	timeout
06-16 09:11	BTC	Buy	65670.3→66728.7	+7.62	timeout
06-16 05:49	BTC	Buy	65752.3→66023.7	+1.67	timeout
06-15 13:35	BTC	Buy	64261.2→66840.7	+19.64	timeout
06-15 12:30	BTC	Buy	64448.2→66254.7	+13.58	timeout
06-15 08:08	BTC	Buy	64409.2→65703.7	+9.61	timeout
06-15 03:34	BTC	Buy	64507.2→65696.7	+8.73	timeout
06-14 09:44	BTC	Buy	63787.2→64517.8	+5.23	timeout
06-14 08:38	BTC	Buy	63841.2→64470.8	+4.45	timeout
06-14 07:34	BTC	Buy	63735.2→64322.8	+4.16	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-13 09:40	BTC	Buy	63837.2→63780.8	-0.98	timeout
06-13 08:28	BTC	Buy	63476.2→63786.8	+1.89	timeout
06-13 07:25	BTC	Buy	62989.1→63704.8	+5.22	timeout
06-12 17:39	BTC	Buy	63203.2→63826.8	+4.47	timeout
06-12 09:24	BTC	Buy	62765.1→63628.8	+6.34	timeout
06-12 08:20	BTC	Buy	62801.1→63429.8	+4.45	timeout
06-12 06:48	BTC	Buy	62814.1→62968.9	+0.74	timeout
06-11 16:10	BTC	Buy	62376.1→62736.9	+2.34	timeout
06-10 19:00	BTC	Buy	61764.1→61846.9	+0.16	timeout
06-10 16:47	BTC	Buy	61381.1→61982.9	+4.38	timeout
06-10 15:45	BTC	Buy	61338.1→62361.9	+7.84	timeout
06-10 14:43	BTC	Buy	61328.1→62021.9	+5.18	timeout
06-09 16:19	BTC	Buy	62383.1→60848.5	-12.77	stop_loss
06-09 15:56	BTC	Buy	62554.1→61015.4	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss
06-09 13:36	BTC	Buy	63766.2→62195.8	-12.75	stop_loss
06-09 13:36	BTC	Buy	63743.2→62283.9	-11.88	timeout
06-09 12:30	BTC	Buy	63152.2→62608.9	-4.70	timeout
06-08 22:37	BTC	Buy	63282.2→63298.8	-0.35	timeout
06-08 21:33	BTC	Buy	61747.1→63650.8	+14.93	timeout
06-08 11:35	BTC	Buy	62521.1→63667.8	+8.69	timeout
06-08 06:25	BTC	Buy	61812.1→62979.9	+8.99	timeout
06-07 16:44	BTC	Buy	60723→62146.9	+11.22	timeout
06-07 12:24	BTC	Buy	60848→61915.9	+8.32	timeout
06-07 10:43	BTC	Buy	60367→62329.9	+15.83	timeout
06-07 05:57	BTC	Buy	60860→61703.9	+6.53	timeout
06-06 15:48	BTC	Buy	60238→60732	+3.66	timeout
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61627.1→60110.9	-12.76	stop_loss
06-05 21:04	BTC	Buy	59289→61891.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60705→59212.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61010.1→59509.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

37%

win rate

-509.74

total pnl ($)

-75.2 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	135	37%	-75.2	-509.74

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…