deribit_basis_zscore_reversion_long_v47 · strategy

188

closed trades

40%

win rate

-214.29

total pnl ($)

1.318

weight

7d window — n=42 wr=43% pnl=+30.00 · 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 04:18	SOL	Buy	75.6243→73.747	-12.86	stop_loss
06-30 04:05	SOL	Buy	75.8554→73.9639	-12.92	stop_loss
06-29 17:15	SOL	Buy	72.7989→75.9886	+21.44	take_profit
06-29 17:15	SOL	Buy	72.7249→75.9176	+21.47	take_profit
06-29 12:35	SOL	Buy	71.0437→74.1669	+21.49	take_profit
06-29 12:15	SOL	Buy	71.0086→74.1199	+21.38	take_profit
06-29 05:08	SOL	Buy	70.5406→71.1953	+4.07	timeout
06-29 01:31	SOL	Buy	70.7456→71.0993	+1.90	timeout
06-28 22:53	SOL	Buy	71.5087→69.7326	-12.82	stop_loss
06-28 22:53	SOL	Buy	71.5457→69.7726	-12.81	stop_loss
06-28 21:02	SOL	Buy	71.3647→70.8184	-4.12	timeout
06-27 22:16	SOL	Buy	72.0468→70.2553	-12.88	stop_loss
06-27 22:15	SOL	Buy	72.3619→70.5431	-13.01	stop_loss
06-27 21:09	SOL	Buy	71.9808→71.4163	-4.36	timeout
06-27 19:31	SOL	Buy	72.7039→70.8809	-12.99	stop_loss
06-27 19:00	SOL	Buy	72.4899→71.8522	-4.87	timeout
06-27 14:34	SOL	Buy	71.5137→72.7141	+8.00	timeout
06-26 14:28	SOL	Buy	68.6683→71.6692	+21.39	take_profit
06-26 09:52	SOL	Buy	70.6046→68.8522	-12.87	stop_loss
06-26 07:39	SOL	Buy	67.8922→70.8604	+21.39	take_profit
06-26 07:03	SOL	Buy	67.4161→70.3714	+21.42	take_profit
06-26 07:02	SOL	Buy	67.2141→70.1695	+21.50	take_profit
06-26 06:43	SOL	Buy	66.679→69.6176	+21.52	take_profit
06-26 06:22	SOL	Buy	66.2309→69.1446	+21.47	take_profit
06-25 23:28	SOL	Buy	65.4258→68.2888	+21.42	take_profit
06-25 23:27	SOL	Buy	65.2348→68.1298	+21.73	take_profit
06-25 13:48	SOL	Buy	67.3471→65.6643	-12.92	stop_loss
06-25 13:46	SOL	Buy	67.6601→65.9771	-12.87	stop_loss
06-25 13:45	SOL	Buy	68.0802→66.3908	-12.83	stop_loss
06-25 13:40	SOL	Buy	68.9253→67.2153	-12.85	stop_loss
06-25 12:28	SOL	Buy	69.4504→67.729	-12.86	stop_loss
06-25 05:08	SOL	Buy	66.0039→68.8957	+21.49	take_profit
06-24 17:47	SOL	Buy	66.359→64.7079	-12.89	stop_loss
06-24 16:51	SOL	Buy	68.3733→66.6227	-13.25	stop_loss
06-24 16:45	SOL	Buy	68.8313→67.1233	-12.89	stop_loss
06-24 15:57	SOL	Buy	68.7043→67.3279	-10.17	timeout
06-24 15:42	SOL	Buy	69.4254→67.705	-12.85	stop_loss
06-24 15:12	SOL	Buy	69.9615→68.2256	-12.86	stop_loss
06-24 13:43	SOL	Buy	68.8863→68.6077	-2.49	timeout
06-24 10:24	SOL	Buy	68.8903→69.0276	+0.64	timeout
06-24 08:24	SOL	Buy	68.2502→69.3156	+7.51	timeout
06-23 08:15	SOL	Buy	70.3856→68.6204	-12.97	stop_loss
06-23 06:21	SOL	Buy	71.7108→69.9265	-12.85	stop_loss
06-23 06:20	SOL	Buy	71.8008→70.0195	-12.83	stop_loss
06-23 06:20	SOL	Buy	71.9138→70.1304	-12.79	stop_loss
06-23 05:34	SOL	Buy	72.7209→70.9169	-12.75	stop_loss
06-22 22:28	SOL	Buy	73.342→71.4675	-13.17	stop_loss
06-22 22:28	SOL	Buy	73.7301→71.9002	-12.76	stop_loss
06-22 22:28	SOL	Buy	73.7421→71.9082	-12.76	stop_loss
06-22 22:25	SOL	Buy	73.044→72.4521	-4.32	timeout
06-22 16:16	SOL	Buy	74.4212→72.5748	-12.86	stop_loss
06-22 09:30	SOL	Buy	73.576→73.653	-0.08	timeout
06-22 07:27	SOL	Buy	73.226→74.3169	+6.92	timeout
06-22 03:32	SOL	Buy	73.617→73.9459	+1.74	timeout
06-22 00:41	SOL	Buy	73.107→73.374	+1.48	timeout
06-21 21:09	SOL	Buy	74.5722→72.7197	-12.90	stop_loss
06-21 16:19	SOL	Buy	71.7438→73.9059	+14.47	timeout
06-21 08:18	SOL	Buy	71.6047→73.082	+9.76	timeout
06-21 05:40	SOL	Buy	71.7368→73.109	+9.08	timeout
06-20 22:24	SOL	Buy	70.5096→73.606	+21.46	take_profit
06-20 22:13	SOL	Buy	69.9375→72.999	+21.32	take_profit
06-20 15:19	SOL	Buy	69.4524→72.4871	+21.30	take_profit
06-20 05:10	SOL	Buy	68.9443→71.9792	+21.54	take_profit
06-20 05:10	SOL	Buy	68.6463→71.6473	+21.38	take_profit
06-20 05:10	SOL	Buy	68.6213→71.6263	+21.41	take_profit
06-20 02:37	SOL	Buy	69.4944→69.5776	+0.04	timeout
06-19 22:23	SOL	Buy	69.4844→69.2996	-1.67	timeout
06-19 17:18	SOL	Buy	68.9073→69.0396	+0.57	timeout
06-19 07:38	SOL	Buy	69.6724→67.9258	-13.02	stop_loss
06-19 07:37	SOL	Buy	69.8605→68.1257	-12.89	stop_loss
06-18 15:40	SOL	Buy	71.0607→69.2989	-12.83	stop_loss
06-18 15:25	SOL	Buy	71.6798→69.8985	-12.85	stop_loss
06-18 15:25	SOL	Buy	71.7868→70.0065	-12.82	stop_loss
06-18 15:17	SOL	Buy	72.0058→70.2213	-12.79	stop_loss
06-18 15:16	SOL	Buy	72.2998→70.5071	-12.80	stop_loss
06-18 05:08	SOL	Buy	72.3939→70.5901	-12.80	stop_loss
06-18 05:03	SOL	Buy	72.5119→70.711	-12.79	stop_loss
06-17 22:03	SOL	Buy	72.9849→71.1607	-12.95	stop_loss
06-17 19:29	SOL	Buy	73.7471→71.9132	-12.91	stop_loss
06-17 16:08	SOL	Buy	73.291→73.8099	+2.99	timeout
06-17 11:05	SOL	Buy	73.597→71.7403	-13.03	stop_loss
06-17 11:05	SOL	Buy	73.594→71.7403	-12.98	stop_loss
06-17 11:01	SOL	Buy	73.8081→71.9782	-12.79	stop_loss
06-17 08:49	SOL	Buy	74.0051→72.1531	-12.93	stop_loss
06-17 04:41	SOL	Buy	73.271→73.8089	+3.25	timeout
06-17 00:28	SOL	Buy	73.9031→73.486	-3.26	timeout
06-16 14:33	SOL	Buy	74.1751→72.337	-12.86	stop_loss
06-16 14:23	SOL	Buy	74.7052→72.8426	-12.92	stop_loss
06-16 14:16	SOL	Buy	75.3513→73.4682	-12.96	stop_loss
06-16 02:27	SOL	Buy	74.7762→72.9196	-12.86	stop_loss
06-15 22:31	SOL	Buy	75.4783→73.6021	-12.89	stop_loss
06-15 22:26	SOL	Buy	75.7074→73.83	-12.87	stop_loss
06-15 16:42	SOL	Buy	72.8149→76.0086	+21.49	take_profit
06-15 15:46	SOL	Buy	71.6697→74.8078	+21.44	take_profit
06-15 15:41	SOL	Buy	71.4177→74.5498	+21.46	take_profit
06-15 15:38	SOL	Buy	71.2887→74.4038	+21.38	take_profit
06-15 15:38	SOL	Buy	71.1567→74.2659	+21.38	take_profit
06-14 22:44	SOL	Buy	67.6081→70.5664	+21.44	take_profit
06-14 21:40	SOL	Buy	67.3931→70.3694	+21.68	take_profit
06-14 19:48	SOL	Buy	68.3032→67.5139	-5.98	timeout

Paper vs Live

Paper (trades.jsonl)

188

closed

40%

win rate

-214.29

total pnl ($)

-23.3 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 ($)
SOL	188	40%	-23.3	-214.29

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…