deribit_basis_zscore_reversion_long_v50 · strategy

106

closed trades

38%

win rate

-404.89

total pnl ($)

0.589

weight

7d window — n=22 wr=41% pnl=-86.11 · 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 01:03	BTC	Buy	59495→59773	+1.95	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 07:30	BTC	Buy	60081→60071	-0.53	timeout
06-28 20:07	BTC	Buy	60242→59508	-6.52	timeout
06-28 19:05	BTC	Buy	60570→59478	-9.45	timeout
06-28 07:01	BTC	Buy	60365→60045	-3.08	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:54	BTC	Buy	60004→58519.8	-12.76	stop_loss
06-25 13:53	BTC	Buy	60274→58775.7	-12.82	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61269.1→59732.1	-12.97	stop_loss
06-24 14:17	BTC	Buy	62576.1→61033.4	-12.78	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:26	BTC	Buy	64065.2→62595.9	-11.95	timeout
06-23 06:21	BTC	Buy	64146.2→62567.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64310.2→62722.5	-12.83	stop_loss
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64068.8	-1.73	timeout
06-22 03:36	BTC	Buy	64290.2→64190.8	-1.30	timeout
06-21 03:46	BTC	Buy	63446.2→64393.8	+7.02	timeout
06-21 02:10	BTC	Buy	63477.2→64222.8	+5.38	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.77	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 11:14	BTC	Buy	64613.2→63981.8	-5.42	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:29	BTC	Buy	66041.3→64417.6	-12.75	stop_loss
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 11:05	BTC	Buy	66219.3→64588.5	-12.84	stop_loss
06-17 08:20	BTC	Buy	66818.3→65174.1	-12.73	stop_loss
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:13	BTC	Buy	66272.3→66475.7	+1.00	timeout
06-16 08:06	BTC	Buy	65720.3→66312.7	+4.10	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:04	BTC	Buy	64457.2→65930.7	+10.98	timeout
06-15 07:00	BTC	Buy	64261.2→65734.7	+11.00	timeout
06-14 08:37	BTC	Buy	63843.2→64469.8	+4.43	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-14 06:10	BTC	Buy	63569.2→64424.8	+6.29	timeout
06-13 08:26	BTC	Buy	63471.2→63779.8	+1.88	timeout
06-13 07:25	BTC	Buy	62996.1→63705.8	+5.17	timeout
06-13 05:18	BTC	Buy	63494.2→63528.8	-0.16	timeout
06-12 08:18	BTC	Buy	62792.1→63362.8	+3.98	timeout
06-12 06:48	BTC	Buy	62817.1→62969.9	+0.72	timeout
06-12 02:03	BTC	Buy	62177.1→63466.8	+9.81	timeout
06-10 22:18	BTC	Buy	62595.1→61055.4	-12.75	stop_loss
06-10 16:57	BTC	Buy	61350.1→62072.9	+5.38	timeout
06-10 15:56	BTC	Buy	61140.1→62641.9	+11.83	timeout
06-10 15:01	BTC	Buy	61403.1→62388.9	+7.54	timeout
06-09 15:55	BTC	Buy	62627.1→61087.4	-12.76	stop_loss
06-09 14:35	BTC	Buy	62952.1→61404.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63159.2→61606.1	-12.75	stop_loss
06-09 12:30	BTC	Buy	63132.2→62602.9	-4.61	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.37	timeout
06-08 21:30	BTC	Buy	61756.1→63691.8	+15.19	timeout
06-08 05:28	BTC	Buy	61799.1→62671.9	+6.61	timeout
06-07 21:05	BTC	Buy	60711→61677.9	+7.53	timeout
06-07 12:32	BTC	Buy	60715→61893.9	+9.24	timeout
06-07 04:29	BTC	Buy	59891→61513.9	+13.10	timeout
06-06 20:11	BTC	Buy	60703→60544	-1.69	timeout
06-06 04:27	BTC	Buy	61305.1→59796.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61795.1→60270.8	-12.79	stop_loss
06-05 18:52	BTC	Buy	60735→59241.4	-12.76	stop_loss
06-05 18:52	BTC	Buy	60777→59282.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61595.1→60069.9	-12.82	stop_loss
06-05 13:51	BTC	Buy	62698.1→61152.3	-12.78	stop_loss
06-05 13:49	BTC	Buy	62716.1→61170.3	-12.78	stop_loss
06-05 06:24	BTC	Buy	62704.1→61150.4	-12.83	stop_loss
06-05 06:22	BTC	Buy	62834.1→61282.3	-12.79	stop_loss
06-05 06:21	BTC	Buy	63123.2→61566.1	-12.78	stop_loss
06-05 02:00	BTC	Buy	62122.1→63365.8	+9.57	timeout
06-04 10:30	BTC	Buy	63962.2→62387.7	-12.73	stop_loss
06-04 01:55	BTC	Buy	63696.2→62129.8	-12.75	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:55	BTC	Buy	66432.3→64797.3	-12.80	stop_loss
06-03 16:27	BTC	Buy	67185.4→65532.9	-12.77	stop_loss
06-03 16:27	BTC	Buy	67208.4→65551.9	-12.80	stop_loss
06-03 03:50	BTC	Buy	67166.4→65513.9	-12.76	stop_loss
06-03 03:34	BTC	Buy	67603.4→65928.7	-12.84	stop_loss
06-03 03:33	BTC	Buy	67672.4→66005.7	-12.77	stop_loss
06-02 14:10	BTC	Buy	69994.5→68272.4	-12.76	stop_loss
06-02 12:31	BTC	Buy	70898.5→69151.9	-12.83	stop_loss
06-02 12:06	BTC	Buy	71006.6→69253.9	-12.85	stop_loss
06-01 22:25	BTC	Buy	73979.7→71211.8	-19.30	stop_loss
06-01 05:11	BTC	Buy	74168.7→73437.3	-5.42	timeout
05-31 18:52	BTC	Buy	73970.7→73576.3	-3.17	timeout
05-31 16:56	BTC	Buy	73895.7→73495.3	-3.22	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

38%

win rate

-404.89

total pnl ($)

-76.0 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	38%	-76.0	-404.89

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…