deribit_basis_zscore_reversion_long_v46 · strategy

106

closed trades

34%

win rate

-498.79

total pnl ($)

0.250

weight

7d window — n=20 wr=25% pnl=-144.16 · 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 07:23	BTC	Buy	60114→59452	-5.92	timeout
06-30 05:12	BTC	Buy	60002→59379	-5.51	timeout
06-28 22:53	BTC	Buy	60332→58848.6	-12.76	stop_loss
06-28 22:41	BTC	Buy	60569→59070.5	-12.84	stop_loss
06-28 19:46	BTC	Buy	60786→59289.4	-12.73	stop_loss
06-28 00:36	BTC	Buy	59690→60086	+3.01	timeout
06-27 21:04	BTC	Buy	59475→60292	+6.54	timeout
06-27 18:52	BTC	Buy	59426→60492	+8.56	timeout
06-27 16:52	BTC	Buy	59223→60793	+12.78	timeout
06-27 14:49	BTC	Buy	59492→60630	+9.11	timeout
06-25 13:58	BTC	Buy	59622→58154	-12.68	stop_loss
06-25 13:53	BTC	Buy	60505→59015.5	-12.68	stop_loss
06-25 13:51	BTC	Buy	60710→59217.4	-12.68	stop_loss
06-25 13:48	BTC	Buy	60896→59395.3	-12.72	stop_loss
06-25 13:48	BTC	Buy	61046.1→59541.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61222.1→59715.1	-12.74	stop_loss
06-24 14:19	BTC	Buy	62456.1→60878.5	-13.06	stop_loss
06-24 14:17	BTC	Buy	62601.1→61060.4	-12.75	stop_loss
06-24 13:47	BTC	Buy	62816.1→61266.3	-12.79	stop_loss
06-24 13:45	BTC	Buy	62884.1→61337.2	-12.74	stop_loss
06-24 13:44	BTC	Buy	62938.1→61390.2	-12.75	stop_loss
06-23 06:21	BTC	Buy	64132.2→62554.6	-12.82	stop_loss
06-23 06:18	BTC	Buy	64649.2→63044.3	-12.88	stop_loss
06-23 06:11	BTC	Buy	64183.2→63188.8	-8.27	timeout
06-23 03:33	BTC	Buy	64317.2→64026.8	-2.71	timeout
06-22 21:23	BTC	Buy	63918.2→64248.8	+2.12	timeout
06-22 17:46	BTC	Buy	63792.2→64458.8	+4.68	timeout
06-21 00:45	BTC	Buy	63033.2→64269.8	+9.25	timeout
06-20 22:40	BTC	Buy	62781.1→64231.8	+11.09	timeout
06-20 20:28	BTC	Buy	63122.2→63896.8	+5.75	timeout
06-20 18:24	BTC	Buy	62906.1→63839.8	+6.96	timeout
06-20 16:36	BTC	Buy	62594.1→63887.8	+9.74	timeout
06-18 15:56	BTC	Buy	63953.2→62379.7	-12.61	stop_loss
06-18 15:52	BTC	Buy	64071.2→62495.6	-12.47	stop_loss
06-18 15:40	BTC	Buy	64305.2→62720.5	-12.47	stop_loss
06-18 15:17	BTC	Buy	64841.2→63246.2	-12.70	stop_loss
06-18 15:17	BTC	Buy	64957.2→63360.1	-12.69	stop_loss
06-18 05:04	BTC	Buy	65306.3→63696.9	-12.79	stop_loss
06-17 19:41	BTC	Buy	65744.3→64127.7	-12.75	stop_loss
06-17 19:40	BTC	Buy	65793.3→64175.7	-12.76	stop_loss
06-17 08:45	BTC	Buy	66486.3→64851.3	-12.76	stop_loss
06-17 08:44	BTC	Buy	66513.3→64876.3	-12.78	stop_loss
06-17 08:20	BTC	Buy	66817.3→65174.1	-12.74	stop_loss
06-17 08:20	BTC	Buy	66817.3→65174.1	-12.74	stop_loss
06-17 02:17	BTC	Buy	65711.3→65869.7	+0.70	timeout
06-16 03:34	BTC	Buy	64507.2→66000.7	+11.17	timeout
06-15 16:10	BTC	Buy	64448.2→67277.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64265.2→67087.6	+21.53	take_profit
06-15 13:18	BTC	Buy	63961.2→66769.7	+21.52	take_profit
06-15 01:58	BTC	Buy	63782.2→65452.7	+12.60	timeout
06-14 01:03	BTC	Buy	63513.2→64481.8	+7.27	timeout
06-13 23:00	BTC	Buy	63433.2→64420.8	+7.28	timeout
06-13 21:00	BTC	Buy	63378.2→64259.8	+6.46	timeout
06-13 17:39	BTC	Buy	63203.2→64078.8	+6.44	timeout
06-12 14:29	BTC	Buy	62037.1→63609.8	+12.06	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.34	take_profit
06-11 18:47	BTC	Buy	61652.1→63515.8	+14.40	timeout
06-11 16:44	BTC	Buy	61154.1→62625.9	+11.46	timeout
06-11 14:43	BTC	Buy	61328.1→62828.9	+11.59	timeout
06-09 14:36	BTC	Buy	62917.1→61370.2	-12.76	stop_loss
06-09 14:35	BTC	Buy	62957.1→61409.2	-12.77	stop_loss
06-09 14:29	BTC	Buy	63070.2→61508.2	-12.85	stop_loss
06-09 14:29	BTC	Buy	63117.2→61564.1	-12.77	stop_loss
06-09 14:21	BTC	Buy	63152.2→61596.1	-12.78	stop_loss
06-07 22:14	BTC	Buy	60973→63649.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60860→63531.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60790→63458.8	+21.52	take_profit
06-07 22:14	BTC	Buy	60688→63353.8	+21.53	take_profit
06-07 19:51	BTC	Buy	60397→61293.9	+7.08	timeout
06-06 04:34	BTC	Buy	60960→59456.3	-12.79	stop_loss
06-06 04:33	BTC	Buy	61100.1→59597.2	-12.75	stop_loss
06-06 04:11	BTC	Buy	61811.1→60289.8	-12.76	stop_loss
06-05 14:26	BTC	Buy	61884.1→60361.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62551.1→61011.4	-12.77	stop_loss
06-05 13:49	BTC	Buy	62894.1→61347.2	-12.75	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 06:23	BTC	Buy	62792.1→61246.3	-12.70	stop_loss
06-05 06:17	BTC	Buy	63378.2→61817	-12.76	stop_loss
06-05 06:01	BTC	Buy	63655.2→62087.8	-12.72	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 03:11	BTC	Buy	63836.2→62265.7	-12.72	stop_loss
06-04 11:10	BTC	Buy	63788.2→62219.8	-12.72	stop_loss
06-04 01:16	BTC	Buy	64435.2→62850.4	-12.75	stop_loss
06-04 00:29	BTC	Buy	65071.3→63471.1	-12.74	stop_loss
06-03 20:55	BTC	Buy	66421.3→64781.4	-12.84	stop_loss
06-03 19:55	BTC	Buy	66886.3→65241.1	-12.82	stop_loss
06-03 19:54	BTC	Buy	66999.3→65352	-12.80	stop_loss
06-03 16:27	BTC	Buy	67177.4→65514.9	-12.85	stop_loss
06-03 16:27	BTC	Buy	67197.4→65541.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67037.4→65385	-12.78	stop_loss
06-03 03:43	BTC	Buy	67499.4→65828.8	-12.83	stop_loss
06-02 22:59	BTC	Buy	67965.4→66241.5	-13.14	stop_loss
06-02 14:27	BTC	Buy	69477.5→67764.7	-12.78	stop_loss
06-02 14:10	BTC	Buy	69993.5→68272.4	-12.76	stop_loss
06-02 13:13	BTC	Buy	70577.5→68842.1	-12.79	stop_loss
06-02 12:06	BTC	Buy	70991.5→69245.9	-12.80	stop_loss
06-01 15:25	BTC	Buy	73334.7→71111.9	-15.69	stop_loss
06-01 15:25	BTC	Buy	73564.7→71111.9	-17.22	stop_loss
06-01 15:25	BTC	Buy	73722.7→71111.9	-18.27	stop_loss
06-01 15:25	BTC	Buy	73678.7→71111.9	-18.00	stop_loss

Paper vs Live

Paper (trades.jsonl)

106

closed

34%

win rate

-498.79

total pnl ($)

-93.8 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	106	34%	-93.8	-498.79

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…