deribit_basis_zscore_reversion_long_v54 · strategy

148

closed trades

42%

win rate

-485.83

total pnl ($)

0.351

weight

7d window — n=34 wr=41% pnl=-123.59 · 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 01:01	BTC	Buy	59602→59797	+1.25	timeout
06-29 23:41	BTC	Buy	59793→60223	+3.17	timeout
06-29 06:54	BTC	Buy	60003→60088	+0.25	timeout
06-29 05:45	BTC	Buy	59899→59883	-0.61	timeout
06-29 04:38	BTC	Buy	60095→59866	-2.36	timeout
06-28 20:09	BTC	Buy	60249→59516	-6.53	timeout
06-28 19:05	BTC	Buy	60570→59477	-9.46	timeout
06-28 05:49	BTC	Buy	60215→59910	-2.98	timeout
06-28 04:43	BTC	Buy	60348→60139	-2.19	timeout
06-27 21:01	BTC	Buy	59697→60313	+4.77	timeout
06-27 18:00	BTC	Buy	59996→60494	+3.72	timeout
06-27 15:54	BTC	Buy	60211→60741	+3.80	timeout
06-27 03:21	BTC	Buy	58853.9→60233	+11.27	timeout
06-26 20:30	BTC	Buy	59620→59716	+0.26	timeout
06-26 19:25	BTC	Buy	59252→59907	+4.95	timeout
06-26 16:07	BTC	Buy	59593→60312	+5.49	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-26 02:16	BTC	Buy	59891→58411.9	-12.79	stop_loss
06-25 17:55	BTC	Buy	59417→59525	+0.50	timeout
06-25 13:58	BTC	Buy	59585→58120	-12.67	stop_loss
06-25 13:57	BTC	Buy	59836→58337.9	-12.88	stop_loss
06-25 13:53	BTC	Buy	60274→58767.7	-12.86	stop_loss
06-25 13:51	BTC	Buy	60643→59150.5	-12.69	stop_loss
06-24 17:20	BTC	Buy	60898→59400.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61393.1→59867.1	-12.85	stop_loss
06-24 14:13	BTC	Buy	62614.1→61073.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63000.1→61451.2	-12.74	stop_loss
06-24 10:28	BTC	Buy	62318.1→62528.9	+1.19	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.45	timeout
06-24 07:26	BTC	Buy	62967.1→62665.9	-2.84	timeout
06-24 06:40	BTC	Buy	62947.1→62824.9	-1.47	timeout
06-23 08:17	BTC	Buy	64041.2→62465.6	-12.77	stop_loss
06-23 06:41	BTC	Buy	64027.2→62939.9	-8.97	timeout
06-23 06:22	BTC	Buy	64096.2→62518.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:18	BTC	Buy	64586.2→62994.3	-12.80	stop_loss
06-22 22:20	BTC	Buy	63667.2→64165.8	+3.46	timeout
06-22 07:16	BTC	Buy	64228.2→64217.8	-0.56	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 04:36	BTC	Buy	64549.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64331.2→64245.8	-1.19	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-21 00:01	BTC	Buy	63546.2→64247.8	+5.06	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 19:38	BTC	Buy	62989.1→63849.8	+6.41	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:34	BTC	Buy	62999.1→63677.8	+4.90	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64152.2→62573.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64166.2→62588.6	-12.48	stop_loss
06-18 15:39	BTC	Buy	64376.2→62790.4	-12.48	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.61	stop_loss
06-18 09:50	BTC	Buy	64965.2→64218.8	-6.31	timeout
06-18 08:53	BTC	Buy	64886.2→64404.8	-4.22	timeout
06-17 22:03	BTC	Buy	65556.3→63942.8	-12.74	stop_loss
06-17 19:44	BTC	Buy	65692.3→64076.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65863.3→64242.6	-12.75	stop_loss
06-17 17:46	BTC	Buy	65739.3→65847.7	+0.27	timeout
06-17 08:39	BTC	Buy	66553.3→64916.3	-12.78	stop_loss
06-17 07:02	BTC	Buy	66377.3→65583.7	-6.39	timeout
06-17 00:16	BTC	Buy	66376.3→65726.7	-5.39	timeout
06-16 18:09	BTC	Buy	66788.3→66079.7	-5.83	timeout
06-16 15:41	BTC	Buy	66831.3→65837.7	-7.98	timeout
06-16 10:58	BTC	Buy	65831.3→66483.7	+4.42	timeout
06-16 05:46	BTC	Buy	65693.3→66085.7	+2.61	timeout
06-15 22:25	BTC	Buy	65116.3→66183.7	+7.70	timeout
06-15 13:35	BTC	Buy	64261.2→66855.7	+19.75	timeout
06-15 13:16	BTC	Buy	63935.2→66742.7	+21.52	take_profit
06-15 09:34	BTC	Buy	64452.2→65544.7	+8.03	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 21:42	BTC	Buy	64684.2→65232.7	+3.75	timeout
06-14 13:42	BTC	Buy	64184.2→64281.8	+0.31	timeout
06-14 12:36	BTC	Buy	64011.2→64329.8	+2.05	timeout
06-14 08:11	BTC	Buy	63789.2→64413.8	+4.39	timeout
06-14 01:48	BTC	Buy	63804.2→64597.8	+5.80	timeout
06-13 21:09	BTC	Buy	63551.2→64271.8	+5.20	timeout
06-13 10:33	BTC	Buy	63647.2→63793.8	+0.62	timeout
06-13 09:26	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-13 07:18	BTC	Buy	63054.2→63677.8	+4.49	timeout
06-13 00:39	BTC	Buy	63693.2→63571.8	-1.49	timeout
06-12 20:53	BTC	Buy	63345.2→63408.8	+0.04	timeout
06-12 09:49	BTC	Buy	62901.1→63816.8	+6.74	timeout
06-12 08:41	BTC	Buy	62906.1→63398.8	+3.39	timeout
06-12 06:29	BTC	Buy	62827.1→63115.8	+1.80	timeout
06-12 00:34	BTC	Buy	61828.1→63643.8	+14.10	timeout
06-11 18:02	BTC	Buy	61091.1→63773.8	+21.43	take_profit
06-11 09:28	BTC	Buy	61170.1→62782.9	+12.61	timeout
06-11 07:51	BTC	Buy	61665.1→62672.9	+7.58	timeout
06-10 22:17	BTC	Buy	62605.1→61064.4	-12.76	stop_loss
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.38	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:17	BTC	Buy	61871.1→62028.9	+0.80	timeout
06-09 16:05	BTC	Buy	62480.1→60943.5	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

148

closed

42%

win rate

-485.83

total pnl ($)

-65.5 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	148	42%	-65.5	-485.83

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…