deribit_basis_zscore_reversion_long_v57 · strategy

105

closed trades

36%

win rate

-430.51

total pnl ($)

0.250

weight

7d window — n=29 wr=28% pnl=-197.70 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 23:24	BTC	Buy	60312→59340	-8.54	timeout
06-28 22:44	BTC	Buy	60509→59020.5	-12.77	stop_loss
06-28 21:07	BTC	Buy	60439→59660	-6.88	timeout
06-28 19:46	BTC	Buy	60783→59286.4	-12.74	stop_loss
06-28 04:27	BTC	Buy	60014→60204	+1.12	timeout
06-27 18:18	BTC	Buy	59732→60514	+6.12	timeout
06-27 13:44	BTC	Buy	59289→60555	+10.20	timeout
06-27 08:16	BTC	Buy	59574→60469	+7.01	timeout
06-27 06:19	BTC	Buy	59674→60139	+3.37	timeout
06-26 13:18	BTC	Buy	60287→58803.6	-12.76	stop_loss
06-26 02:21	BTC	Buy	59855→58371.9	-12.83	stop_loss
06-25 13:57	BTC	Buy	59831→58359.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60198→58717.7	-12.64	stop_loss
06-25 13:49	BTC	Buy	60735→59241.4	-12.66	stop_loss
06-25 13:48	BTC	Buy	60756→59261.4	-12.70	stop_loss
06-25 13:48	BTC	Buy	60888→59390.3	-12.68	stop_loss
06-24 15:31	BTC	Buy	62235.1→60701.6	-12.62	stop_loss
06-24 15:08	BTC	Buy	62352.1→60818.5	-12.56	stop_loss
06-24 14:19	BTC	Buy	62445.1→60880.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62443.1→60880.5	-12.67	stop_loss
06-24 14:19	BTC	Buy	62388.1→60846.5	-12.50	stop_loss
06-23 11:46	BTC	Buy	63290.2→62534.9	-6.22	timeout
06-23 06:22	BTC	Buy	64105.2→62527.6	-12.56	stop_loss
06-23 06:21	BTC	Buy	64146.2→62555.6	-12.69	stop_loss
06-23 06:21	BTC	Buy	64217.2→62635.5	-12.59	stop_loss
06-23 06:08	BTC	Buy	64682.2→63077.3	-12.77	stop_loss
06-22 12:43	BTC	Buy	64287.2→65073.7	+5.49	timeout
06-22 06:33	BTC	Buy	63824.2→64096.8	+1.57	timeout
06-22 04:21	BTC	Buy	64003.2→63928.8	-1.07	timeout
06-22 02:13	BTC	Buy	63217.2→64503.8	+9.70	timeout
06-21 19:02	BTC	Buy	63642.2→64234.8	+4.21	timeout
06-20 14:44	BTC	Buy	62915.1→63351.8	+2.91	timeout
06-20 12:34	BTC	Buy	63005.2→63659.8	+4.65	timeout
06-20 10:24	BTC	Buy	62820.1→63620.8	+5.87	timeout
06-20 07:59	BTC	Buy	62953.1→63621.8	+4.70	timeout
06-20 05:17	BTC	Buy	62524.1→63724.8	+9.14	timeout
06-18 15:57	BTC	Buy	63895.2→62301.7	-12.85	stop_loss
06-18 15:56	BTC	Buy	63950.2→62375.7	-12.64	stop_loss
06-18 15:40	BTC	Buy	64322.2→62734.5	-12.64	stop_loss
06-18 15:37	BTC	Buy	64492.2→62873.4	-12.91	stop_loss
06-18 15:37	BTC	Buy	64481.2→62873.4	-12.74	stop_loss
06-17 22:03	BTC	Buy	65529.3→63917.8	-12.74	stop_loss
06-17 19:41	BTC	Buy	65752.3→64132.7	-12.75	stop_loss
06-17 19:41	BTC	Buy	65787.3→64169.7	-12.74	stop_loss
06-17 19:39	BTC	Buy	65841.3→64218.7	-12.77	stop_loss
06-17 19:29	BTC	Buy	65857.3→64235.7	-12.76	stop_loss
06-17 06:05	BTC	Buy	66774.3→65798.7	-7.80	timeout
06-17 03:21	BTC	Buy	66668.3→65737.7	-7.50	timeout
06-16 23:00	BTC	Buy	65833.3→65756.7	-1.13	timeout
06-16 18:05	BTC	Buy	65850.3→66082.7	+1.19	timeout
06-16 15:59	BTC	Buy	65879.3→65852.7	-0.81	timeout
06-15 16:10	BTC	Buy	64449.2→67278.6	+21.42	take_profit
06-15 10:26	BTC	Buy	64495.2→65713.7	+9.00	timeout
06-15 08:06	BTC	Buy	64224.2→65713.7	+11.13	timeout
06-15 05:02	BTC	Buy	63993.2→65586.7	+11.97	timeout
06-15 00:37	BTC	Buy	64002.2→65546.7	+11.57	timeout
06-14 09:33	BTC	Buy	63555.2→64422.8	+6.31	timeout
06-13 19:23	BTC	Buy	62979.1→64145.8	+8.81	timeout
06-13 17:20	BTC	Buy	63488.2→64014.8	+3.70	timeout
06-13 15:02	BTC	Buy	63575.2→64184.8	+4.29	timeout
06-13 08:54	BTC	Buy	63370.2→63781.8	+2.68	timeout
06-12 18:51	BTC	Buy	62792.1→63793.8	+7.52	timeout
06-12 04:10	BTC	Buy	62423.1→63448.8	+7.65	timeout
06-11 21:54	BTC	Buy	61229.1→63501.8	+17.90	timeout
06-11 19:51	BTC	Buy	61657.1→63608.8	+15.19	timeout
06-11 18:01	BTC	Buy	61051.1→63731.8	+21.37	take_profit
06-11 03:24	BTC	Buy	61453.1→62048.9	+4.25	timeout
06-09 16:39	BTC	Buy	62297.1→60764.6	-12.76	stop_loss
06-09 14:30	BTC	Buy	63027.2→61476.2	-12.77	stop_loss
06-09 14:17	BTC	Buy	63375.2→61816	-12.75	stop_loss
06-09 12:46	BTC	Buy	63622.2→62431.9	-9.74	timeout
06-09 10:41	BTC	Buy	63031.2→62651.9	-3.39	timeout
06-09 08:50	BTC	Buy	61809.1→62843.9	+7.93	timeout
06-08 19:24	BTC	Buy	62171.1→63416.8	+9.49	timeout
06-07 22:14	BTC	Buy	60967→63644.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60927→63602.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60697→63361.8	+21.52	take_profit
06-07 18:06	BTC	Buy	61043.1→62159.9	+8.76	timeout
06-07 06:31	BTC	Buy	60140→62018.9	+15.24	timeout
06-06 04:34	BTC	Buy	60941→59442.3	-12.75	stop_loss
06-06 04:32	BTC	Buy	61178.1→59673.2	-12.75	stop_loss
06-06 04:31	BTC	Buy	61248.1→59742.1	-12.75	stop_loss
06-06 04:14	BTC	Buy	61595.1→60077.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60897→59399.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:06	BTC	Buy	61953.1→60429.7	-12.74	stop_loss
06-05 13:51	BTC	Buy	62641.1→61093.4	-12.81	stop_loss
06-05 06:21	BTC	Buy	63076.2→61524.1	-12.67	stop_loss
06-05 06:20	BTC	Buy	63268.2→61712	-12.72	stop_loss
06-05 06:17	BTC	Buy	63394.2→61835	-12.70	stop_loss
06-05 06:01	BTC	Buy	63687.2→62120.8	-12.71	stop_loss
06-05 05:59	BTC	Buy	63809.2→62238.8	-12.71	stop_loss
06-04 10:28	BTC	Buy	64092.2→62515.6	-12.72	stop_loss
06-04 01:16	BTC	Buy	64494.2→62908.4	-12.74	stop_loss
06-04 00:29	BTC	Buy	65077.3→63477.1	-12.74	stop_loss
06-04 00:26	BTC	Buy	65392.3→63783.9	-12.74	stop_loss
06-03 20:55	BTC	Buy	66615.3→64977.2	-12.79	stop_loss
06-03 20:43	BTC	Buy	66787.3→65144.2	-12.77	stop_loss
06-03 16:27	BTC	Buy	67208.4→65553.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67282.4→65625.9	-12.78	stop_loss

Paper vs Live

Paper (trades.jsonl)

105

closed

36%

win rate

-430.51

total pnl ($)

-82.1 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	36%	-82.1	-430.51

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:49	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…