deribit_basis_zscore_reversion_long_v53 · strategy

144

closed trades

40%

win rate

-430.07

total pnl ($)

0.250

weight

7d window — n=41 wr=29% pnl=-232.59 · 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 00:30	BTC	Buy	59164→59811	+5.05	timeout
06-29 22:16	BTC	Buy	59549→60456	+7.02	timeout
06-29 14:08	BTC	Buy	60687→59194.4	-12.76	stop_loss
06-29 11:12	BTC	Buy	60099→59928	-2.02	timeout
06-29 06:54	BTC	Buy	60003→60088	+0.23	timeout
06-29 04:47	BTC	Buy	60135→59774	-3.46	timeout
06-28 22:53	BTC	Buy	60360→58869.6	-12.81	stop_loss
06-28 20:41	BTC	Buy	60244→59675	-5.15	timeout
06-28 02:50	BTC	Buy	60251→60101	-1.70	timeout
06-27 23:13	BTC	Buy	60043→60076	-0.13	timeout
06-27 21:00	BTC	Buy	59676→60266	+4.55	timeout
06-27 18:53	BTC	Buy	59614→60494	+6.95	timeout
06-27 15:42	BTC	Buy	60415→60770	+2.50	timeout
06-26 19:35	BTC	Buy	59356→59986	+4.73	timeout
06-26 17:34	BTC	Buy	59501→60096	+4.46	timeout
06-26 15:34	BTC	Buy	59235→60118	+6.92	timeout
06-26 13:19	BTC	Buy	59942→58467.8	-12.76	stop_loss
06-26 13:19	BTC	Buy	59962→58483.8	-12.79	stop_loss
06-26 02:23	BTC	Buy	59791→58318.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59887→58412.9	-12.75	stop_loss
06-25 13:58	BTC	Buy	59617→58150	-12.68	stop_loss
06-25 13:57	BTC	Buy	59701→58233	-12.66	stop_loss
06-25 13:48	BTC	Buy	60822→59317.4	-12.76	stop_loss
06-25 13:48	BTC	Buy	60844→59344.3	-12.73	stop_loss
06-25 13:48	BTC	Buy	60852→59351.3	-12.73	stop_loss
06-24 17:20	BTC	Buy	60927→59419.3	-12.81	stop_loss
06-24 15:44	BTC	Buy	62005.1→60479.7	-12.74	stop_loss
06-24 15:30	BTC	Buy	62297.1→60763.6	-12.75	stop_loss
06-24 14:02	BTC	Buy	62703.1→61160.3	-12.75	stop_loss
06-24 14:02	BTC	Buy	62712.1→61167.3	-12.76	stop_loss
06-24 13:57	BTC	Buy	62753.1→61210.3	-12.74	stop_loss
06-24 12:35	BTC	Buy	62346.1→62787.9	+3.09	timeout
06-24 10:33	BTC	Buy	62310.1→62550.9	+1.42	timeout
06-24 08:32	BTC	Buy	62194.1→62657.9	+3.19	timeout
06-24 06:41	BTC	Buy	62936.1→62816.9	-1.45	timeout
06-23 08:24	BTC	Buy	63834.2→62250.7	-12.85	stop_loss
06-23 08:17	BTC	Buy	63954.2→62369.7	-12.86	stop_loss
06-23 06:46	BTC	Buy	64003.2→62915.9	-8.97	timeout
06-23 06:21	BTC	Buy	64117.2→62535.6	-12.81	stop_loss
06-23 04:43	BTC	Buy	63980.2→63804.8	-1.83	timeout
06-23 02:34	BTC	Buy	64477.2→64181.8	-2.74	timeout
06-22 22:26	BTC	Buy	63697.2→64199.8	+3.50	timeout
06-22 10:14	BTC	Buy	64250.2→64182.8	-1.07	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 03:36	BTC	Buy	64291.2→64195.8	-1.27	timeout
06-22 01:11	BTC	Buy	64232.2→63877.8	-3.27	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-21 08:48	BTC	Buy	63424.2→63908.8	+3.23	timeout
06-21 04:43	BTC	Buy	63579.2→64473.8	+6.60	timeout
06-21 00:39	BTC	Buy	63556.2→64281.8	+5.20	timeout
06-20 20:18	BTC	Buy	63012.2→63920.8	+6.79	timeout
06-20 18:16	BTC	Buy	63134.2→63832.8	+5.08	timeout
06-20 07:40	BTC	Buy	62498.1→63725.8	+9.37	timeout
06-20 03:38	BTC	Buy	62651.1→63406.8	+5.59	timeout
06-19 20:37	BTC	Buy	63104.2→63034.8	-1.04	timeout
06-19 18:33	BTC	Buy	62793.1→63086.8	+1.88	timeout
06-19 16:40	BTC	Buy	62664.1→63262.8	+4.34	timeout
06-18 15:56	BTC	Buy	63958.2→62381.7	-12.60	stop_loss
06-18 15:53	BTC	Buy	64008.2→62431.6	-12.69	stop_loss
06-18 15:51	BTC	Buy	64121.2→62521.6	-12.65	stop_loss
06-18 15:40	BTC	Buy	64254.2→62658.5	-12.57	stop_loss
06-18 15:36	BTC	Buy	64654.2→63063.3	-12.52	stop_loss
06-18 09:54	BTC	Buy	64881.2→64221.8	-5.63	timeout
06-18 04:11	BTC	Buy	65364.3→63741.9	-12.88	stop_loss
06-17 19:40	BTC	Buy	65802.3→64180.7	-12.80	stop_loss
06-17 19:40	BTC	Buy	65812.3→64191.7	-12.77	stop_loss
06-17 19:31	BTC	Buy	65741.3→64579.8	-9.32	timeout
06-17 15:23	BTC	Buy	65733.3→65278.7	-3.92	timeout
06-17 08:31	BTC	Buy	66735.3→65086.2	-12.79	stop_loss
06-17 07:02	BTC	Buy	66378.3→65588.7	-6.42	timeout
06-17 00:17	BTC	Buy	66369.3→65722.7	-5.41	timeout
06-16 18:06	BTC	Buy	66822.3→66105.7	-5.89	timeout
06-16 15:15	BTC	Buy	66601.3→65846.7	-6.20	timeout
06-16 06:16	BTC	Buy	65852.3→66131.7	+1.73	timeout
06-16 04:14	BTC	Buy	65685.3→66112.7	+2.85	timeout
06-15 22:17	BTC	Buy	65114.3→66341.7	+8.93	timeout
06-15 15:46	BTC	Buy	64136.2→66952.7	+21.53	take_profit
06-15 13:11	BTC	Buy	64295.2→66583.7	+17.37	timeout
06-15 02:29	BTC	Buy	64508.2→65644.7	+8.32	timeout
06-14 22:19	BTC	Buy	64382.2→65125.7	+5.28	timeout
06-14 20:18	BTC	Buy	64262.2→63807.8	-4.03	timeout
06-14 13:40	BTC	Buy	64198.2→64253.8	-0.02	timeout
06-14 11:38	BTC	Buy	63863.2→64600.8	+5.32	timeout
06-14 01:47	BTC	Buy	63805.2→64582.8	+5.68	timeout
06-13 21:43	BTC	Buy	63545.2→64618.8	+7.97	timeout
06-13 19:43	BTC	Buy	63688.2→64249.8	+3.96	timeout
06-13 12:08	BTC	Buy	63647.2→63909.8	+1.53	timeout
06-13 10:07	BTC	Buy	63692.2→63741.8	-0.14	timeout
06-12 23:05	BTC	Buy	63410.2→63454.8	-0.15	timeout
06-12 20:58	BTC	Buy	63382.2→63441.8	-0.00	timeout
06-12 17:39	BTC	Buy	63214.2→63820.8	+4.33	timeout
06-12 11:02	BTC	Buy	63153.2→63696.8	+3.78	timeout
06-12 08:52	BTC	Buy	62906.1→63402.8	+3.41	timeout
06-11 19:43	BTC	Buy	61969.1→63761.8	+13.89	timeout
06-11 17:34	BTC	Buy	61877.1→63191.8	+10.08	timeout
06-11 14:48	BTC	Buy	61940.1→62882.9	+7.06	timeout
06-11 10:19	BTC	Buy	61137.1→62805.9	+13.05	timeout
06-11 08:14	BTC	Buy	61586.1→62789.9	+9.19	timeout
06-10 18:14	BTC	Buy	61733.1→61924.9	+1.06	timeout
06-10 16:08	BTC	Buy	60931→62407.9	+11.62	timeout

Paper vs Live

Paper (trades.jsonl)

144

closed

40%

win rate

-430.07

total pnl ($)

-59.5 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	144	40%	-59.5	-430.07

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…