deribit_basis_zscore_reversion_long_v5 · strategy

105

closed trades

40%

win rate

-337.21

total pnl ($)

0.868

weight

7d window — n=22 wr=45% pnl=-53.76 · 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 07:08	BTC	Buy	60025→59532	-4.54	timeout
06-29 22:50	BTC	Buy	59102→60389	+10.50	timeout
06-29 20:39	BTC	Buy	59669→60433	+5.80	timeout
06-29 05:08	BTC	Buy	60003→59549	-4.25	timeout
06-28 21:35	BTC	Buy	60386→59691	-6.22	timeout
06-28 19:33	BTC	Buy	60153→59607	-4.97	timeout
06-28 04:47	BTC	Buy	60343→60131	-2.21	timeout
06-27 21:18	BTC	Buy	59673→60348	+5.27	timeout
06-27 19:12	BTC	Buy	59969→60569	+4.58	timeout
06-27 03:51	BTC	Buy	59709→60270	+4.25	timeout
06-26 20:02	BTC	Buy	59592→59828	+1.41	timeout
06-26 16:49	BTC	Buy	59260→60135	+6.82	timeout
06-26 02:13	BTC	Buy	60241→58752.7	-12.79	stop_loss
06-25 18:02	BTC	Buy	59344→59662	+2.26	timeout
06-25 13:53	BTC	Buy	60308→58781.7	-13.03	stop_loss
06-25 13:48	BTC	Buy	60921→59422.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61336.1→59826.1	-12.74	stop_loss
06-24 13:57	BTC	Buy	62772.1→61219.3	-12.82	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 12:09	BTC	Buy	62463.1→62876.9	+2.85	timeout
06-24 08:44	BTC	Buy	62370.1→62765.9	+2.63	timeout
06-24 06:43	BTC	Buy	62867.1→62789.9	-1.12	timeout
06-23 06:21	BTC	Buy	64169.2→62588.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64219.2→62639.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64574.2→62980.3	-12.82	stop_loss
06-23 01:22	BTC	Buy	64168.2→64221.8	-0.02	timeout
06-22 09:28	BTC	Buy	64037.2→64064.8	-0.32	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-22 00:40	BTC	Buy	64269.2→63965.8	-2.84	timeout
06-21 07:53	BTC	Buy	63687.2→64167.8	+3.33	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 21:52	BTC	Buy	63087.2→63987.8	+6.70	timeout
06-20 02:45	BTC	Buy	62905.1→63371.8	+3.26	timeout
06-20 00:39	BTC	Buy	62980.1→63548.8	+4.04	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:40	BTC	Buy	64269.2→62666.5	-12.89	stop_loss
06-18 15:40	BTC	Buy	64322.2→62733.5	-12.78	stop_loss
06-18 15:37	BTC	Buy	64543.2→62954.4	-12.73	stop_loss
06-17 19:50	BTC	Buy	65609.3→63994.8	-12.76	stop_loss
06-17 19:50	BTC	Buy	65670.3→64031.8	-12.94	stop_loss
06-17 19:38	BTC	Buy	65599.3→64296.8	-10.41	timeout
06-17 02:33	BTC	Buy	65877.3→65967.7	+0.22	timeout
06-16 23:28	BTC	Buy	66211.3→65687.7	-4.49	timeout
06-16 15:19	BTC	Buy	66680.3→65772.7	-7.34	timeout
06-16 02:15	BTC	Buy	65682.3→66050.7	+2.35	timeout
06-15 21:23	BTC	Buy	64643.2→66506.7	+13.90	timeout
06-15 12:28	BTC	Buy	64455.2→66217.7	+13.24	timeout
06-14 22:31	BTC	Buy	64508.2→65208.7	+4.93	timeout
06-14 20:29	BTC	Buy	64232.2→63898.8	-3.09	timeout
06-14 11:32	BTC	Buy	63898.2→64584.8	+4.92	timeout
06-13 21:31	BTC	Buy	63536.2→64241.8	+5.08	timeout
06-13 19:31	BTC	Buy	63641.2→64140.8	+3.47	timeout
06-13 09:20	BTC	Buy	63583.2→63807.8	+1.22	timeout
06-12 20:53	BTC	Buy	63345.2→63408.8	+0.03	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 09:01	BTC	Buy	62896.1→63446.8	+3.85	timeout
06-11 19:30	BTC	Buy	61178.1→63865.8	+21.40	take_profit
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.08	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.19	timeout
06-10 16:22	BTC	Buy	60997→62297.9	+10.18	timeout
06-10 14:24	BTC	Buy	61754.1→62112.9	+2.43	timeout
06-09 14:47	BTC	Buy	62724.1→61180.3	-12.76	stop_loss
06-09 14:18	BTC	Buy	63336.2→61776	-12.77	stop_loss
06-09 12:01	BTC	Buy	63449.2→62734.9	-6.02	timeout
06-09 09:58	BTC	Buy	63412.2→62686.9	-6.14	timeout
06-08 20:46	BTC	Buy	61755.1→63368.8	+12.57	timeout
06-08 10:55	BTC	Buy	62364.1→63109.8	+5.54	timeout
06-08 05:29	BTC	Buy	61722.1→62665.9	+7.19	timeout
06-07 20:45	BTC	Buy	60699→61763.9	+8.35	timeout
06-07 08:34	BTC	Buy	61302.1→62447.9	+8.92	timeout
06-07 05:07	BTC	Buy	59989→61797.9	+14.65	timeout
06-06 20:07	BTC	Buy	60233→60546	+2.22	timeout
06-06 04:30	BTC	Buy	61260.1→59751.1	-12.77	stop_loss
06-06 04:20	BTC	Buy	61431.1→59919	-12.76	stop_loss
06-05 18:52	BTC	Buy	60765→59270.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 13:59	BTC	Buy	62241.1→60710.6	-12.75	stop_loss
06-05 13:48	BTC	Buy	63051.2→61500.2	-12.75	stop_loss
06-05 11:15	BTC	Buy	62288.1→62234.9	-0.92	timeout
06-05 06:24	BTC	Buy	62673.1→61130.4	-12.75	stop_loss
06-05 06:00	BTC	Buy	63752.2→62179.8	-12.74	stop_loss
06-05 02:13	BTC	Buy	62310.1→63182.8	+6.56	timeout
06-04 09:26	BTC	Buy	64430.2→62845.4	-12.75	stop_loss
06-04 01:16	BTC	Buy	64531.2→62944.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65292.3→63687	-12.74	stop_loss
06-03 20:45	BTC	Buy	66716.3→65054.2	-12.94	stop_loss
06-03 19:53	BTC	Buy	67090.4→65438	-12.79	stop_loss
06-03 16:24	BTC	Buy	67298.4→65641.9	-12.79	stop_loss
06-03 03:50	BTC	Buy	67187.4→65533.9	-12.76	stop_loss
06-03 03:49	BTC	Buy	67250.4→65596.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67545.4→65883.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69383.5→67672.8	-12.79	stop_loss
06-02 13:00	BTC	Buy	70670.5→68928.1	-12.82	stop_loss
06-02 12:06	BTC	Buy	71005.6→69258.9	-12.81	stop_loss
06-01 15:56	BTC	Buy	72867.6→71061.9	-12.88	stop_loss
06-01 15:32	BTC	Buy	73371.7→71299.8	-14.65	stop_loss
06-01 15:32	BTC	Buy	73592.7→71299.8	-16.16	stop_loss
06-01 02:50	BTC	Buy	73942.7→73767.3	-1.70	timeout
05-31 18:11	BTC	Buy	73993.7→73654.3	-2.81	timeout
05-31 14:41	BTC	Buy	74036.7→73640.3	-3.15	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

40%

win rate

-337.21

total pnl ($)

-63.8 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	105	40%	-63.8	-337.21

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…