deribit_basis_zscore_reversion_long_v45 · strategy

164

closed trades

41%

win rate

-477.29

total pnl ($)

0.344

weight

7d window — n=36 wr=42% pnl=-132.30 · 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 12:25	BTC	Buy	60230→58744.7	-12.77	stop_loss
06-30 11:39	BTC	Buy	59803→59154	-5.87	timeout
06-30 06:07	BTC	Buy	60131→59530	-5.40	timeout
06-30 03:40	BTC	Buy	59891→59732	-1.71	timeout
06-29 23:23	BTC	Buy	59372→60194	+6.51	timeout
06-29 21:03	BTC	Buy	59626→60285	+4.93	timeout
06-29 08:07	BTC	Buy	60148→59958	-2.02	timeout
06-29 03:52	BTC	Buy	60159→59982	-1.95	timeout
06-29 01:16	BTC	Buy	60058→59481	-5.30	timeout
06-28 20:48	BTC	Buy	60276→59689	-5.29	timeout
06-28 18:44	BTC	Buy	60526→59574	-8.28	timeout
06-28 06:46	BTC	Buy	60408→59933	-4.37	timeout
06-27 21:48	BTC	Buy	59939→60227	+2.02	timeout
06-27 19:48	BTC	Buy	59868→60150	+1.95	timeout
06-27 17:44	BTC	Buy	60040→60575	+4.00	timeout
06-27 15:47	BTC	Buy	60291→60726	+3.17	timeout
06-27 05:28	BTC	Buy	59903→60238	+2.36	timeout
06-26 21:23	BTC	Buy	59586→59801	+1.27	timeout
06-26 19:19	BTC	Buy	59196→59944	+5.75	timeout
06-26 16:07	BTC	Buy	59528→60278	+5.75	timeout
06-26 14:15	BTC	Buy	59339→59918	+4.38	timeout
06-26 02:13	BTC	Buy	60128→58649.7	-12.74	stop_loss
06-25 17:21	BTC	Buy	59424→59479	+0.08	timeout
06-25 13:58	BTC	Buy	59664→58195	-12.70	stop_loss
06-25 13:48	BTC	Buy	60740→59246.4	-12.72	stop_loss
06-25 13:48	BTC	Buy	60806→59310.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	60840→59341.3	-12.74	stop_loss
06-24 17:20	BTC	Buy	60988→59485.3	-12.76	stop_loss
06-24 15:56	BTC	Buy	61757.1→60236.9	-12.75	stop_loss
06-24 14:19	BTC	Buy	62440.1→60888.5	-12.87	stop_loss
06-24 14:17	BTC	Buy	62543.1→61003.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 12:48	BTC	Buy	62305.1→62790.9	+3.44	timeout
06-24 10:46	BTC	Buy	62231.1→62539.9	+1.98	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:45	BTC	Buy	62907.1→62708.9	-2.08	timeout
06-23 08:24	BTC	Buy	63803.2→62232.8	-12.75	stop_loss
06-23 06:39	BTC	Buy	64034.2→62869.9	-9.57	timeout
06-23 06:21	BTC	Buy	64116.2→62533.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64178.2→62590.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64265.2→62675.5	-12.83	stop_loss
06-23 03:25	BTC	Buy	64347.2→64005.8	-3.10	timeout
06-23 01:17	BTC	Buy	63983.2→64200.8	+1.26	timeout
06-22 21:10	BTC	Buy	63617.2→64374.8	+5.49	timeout
06-22 07:08	BTC	Buy	64235.2→64050.8	-1.91	timeout
06-22 05:05	BTC	Buy	64230.2→64069.8	-1.72	timeout
06-22 03:04	BTC	Buy	64215.2→64115.8	-1.30	timeout
06-22 00:41	BTC	Buy	64270.2→63954.8	-2.93	timeout
06-21 20:16	BTC	Buy	63941.2→64097.8	+0.78	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 00:48	BTC	Buy	63510.2→64238.8	+5.24	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 20:19	BTC	Buy	63003.2→63921.8	+6.87	timeout
06-20 18:17	BTC	Buy	63129.2→63807.8	+4.92	timeout
06-20 01:23	BTC	Buy	63061.2→63437.8	+2.54	timeout
06-19 23:27	BTC	Buy	62805.1→63283.8	+3.33	timeout
06-19 20:56	BTC	Buy	63095.2→63173.8	+0.13	timeout
06-19 18:54	BTC	Buy	62724.1→62989.9	+1.65	timeout
06-19 15:48	BTC	Buy	62684.1→63189.8	+3.67	timeout
06-18 15:56	BTC	Buy	63956.2→62383.7	-12.61	stop_loss
06-18 15:40	BTC	Buy	64256.2→62675.5	-12.74	stop_loss
06-18 15:40	BTC	Buy	64317.2→62733.5	-12.74	stop_loss
06-18 15:39	BTC	Buy	64386.2→62790.4	-12.83	stop_loss
06-18 15:36	BTC	Buy	64636.2→63046.3	-12.73	stop_loss
06-18 05:05	BTC	Buy	65255.3→63643	-12.82	stop_loss
06-18 04:11	BTC	Buy	65358.3→63739.9	-12.84	stop_loss
06-17 19:44	BTC	Buy	65700.3→64081.7	-12.79	stop_loss
06-17 19:40	BTC	Buy	65824.3→64200.7	-12.80	stop_loss
06-17 19:20	BTC	Buy	65627.3→64617.8	-8.21	timeout
06-17 17:18	BTC	Buy	65821.3→65875.7	-0.10	timeout
06-17 06:57	BTC	Buy	66411.3→65575.7	-6.77	timeout
06-17 04:41	BTC	Buy	65857.3→65899.7	-0.17	timeout
06-16 23:30	BTC	Buy	66184.3→65703.7	-4.17	timeout
06-16 18:05	BTC	Buy	66781.3→66091.7	-5.69	timeout
06-16 15:20	BTC	Buy	66684.3→65739.7	-7.61	timeout
06-16 05:27	BTC	Buy	65803.3→66027.7	+1.30	timeout
06-16 02:17	BTC	Buy	65710.3→66099.7	+2.51	timeout
06-15 21:52	BTC	Buy	65498.3→66395.7	+6.34	timeout
06-15 13:19	BTC	Buy	64355.2→66732.7	+18.04	timeout
06-15 13:16	BTC	Buy	63881.2→66685.7	+21.52	take_profit
06-15 02:53	BTC	Buy	64464.2→65455.7	+7.20	timeout
06-14 23:06	BTC	Buy	64424.2→65263.7	+6.02	timeout
06-14 21:05	BTC	Buy	64292.2→63992.8	-2.80	timeout
06-14 17:03	BTC	Buy	63953.2→63943.8	-0.59	timeout
06-14 12:32	BTC	Buy	63981.2→64362.8	+2.54	timeout
06-13 23:23	BTC	Buy	63425.2→64518.8	+8.15	timeout
06-13 21:18	BTC	Buy	63620.2→64232.8	+4.34	timeout
06-13 19:12	BTC	Buy	63656.2→64144.8	+3.39	timeout
06-13 15:03	BTC	Buy	63900.2→64187.8	+1.76	timeout
06-13 10:40	BTC	Buy	63676.2→63811.8	+0.53	timeout
06-12 22:18	BTC	Buy	63606.2→63478.8	-1.50	timeout
06-12 20:16	BTC	Buy	63497.2→63516.8	-0.30	timeout
06-12 13:54	BTC	Buy	63169.2→63117.8	-0.93	timeout
06-12 10:49	BTC	Buy	62929.1→63687.8	+5.50	timeout
06-12 08:43	BTC	Buy	62843.1→63354.8	+3.55	timeout
06-11 19:33	BTC	Buy	61222.1→63911.8	+21.40	take_profit
06-11 19:19	BTC	Buy	61732.1→63595.8	+14.51	timeout
06-11 12:24	BTC	Buy	61055.1→62768.9	+13.46	timeout
06-11 10:19	BTC	Buy	61172.1→62790.9	+12.65	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout

Paper vs Live

Paper (trades.jsonl)

164

closed

41%

win rate

-477.29

total pnl ($)

-57.8 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	164	41%	-57.8	-477.29

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…