deribit_basis_zscore_reversion_long_v59 · strategy

closed trades

30%

win rate

-443.04

total pnl ($)

0.250

weight

7d window — n=21 wr=24% pnl=-185.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:43	BTC	Buy	60531→59042.5	-12.77	stop_loss
06-28 20:21	BTC	Buy	59594→59647	+0.05	timeout
06-28 19:18	BTC	Buy	59218→59440	+1.49	timeout
06-28 18:18	BTC	Buy	59448→59611	+1.00	timeout
06-28 15:20	BTC	Buy	59195→60018	+6.40	timeout
06-27 17:52	BTC	Buy	59427→60593	+9.36	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:59	BTC	Buy	59508→58034.1	-12.76	stop_loss
06-25 13:57	BTC	Buy	59817→58343.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60318→58773.7	-13.17	stop_loss
06-25 13:48	BTC	Buy	60947→59447.3	-12.71	stop_loss
06-24 16:51	BTC	Buy	61363.1→59852.1	-12.74	stop_loss
06-24 15:37	BTC	Buy	62138.1→60608.6	-12.67	stop_loss
06-24 15:08	BTC	Buy	62335.1→60799.5	-12.71	stop_loss
06-24 14:19	BTC	Buy	62445.1→60888.5	-12.89	stop_loss
06-24 14:19	BTC	Buy	62504.1→60966.5	-12.73	stop_loss
06-24 13:43	BTC	Buy	63038.2→61487.2	-12.74	stop_loss
06-23 08:27	BTC	Buy	63529.2→61962.9	-12.67	stop_loss
06-23 08:27	BTC	Buy	63612.2→62046.9	-12.66	stop_loss
06-23 08:24	BTC	Buy	63723.2→62153.8	-12.69	stop_loss
06-23 08:15	BTC	Buy	64068.2→62478.6	-12.92	stop_loss
06-23 06:20	BTC	Buy	64494.2→62905.4	-12.80	stop_loss
06-22 01:07	BTC	Buy	63035.2→63926.8	+6.45	timeout
06-22 00:03	BTC	Buy	62910.1→63366.8	+3.19	timeout
06-21 21:30	BTC	Buy	62942.1→63672.8	+5.35	timeout
06-21 20:24	BTC	Buy	63103.2→64083.8	+7.32	timeout
06-21 17:17	BTC	Buy	62500.1→64140.8	+12.88	timeout
06-18 15:52	BTC	Buy	64079.2→62499.6	-12.83	stop_loss
06-18 15:37	BTC	Buy	64445.2→62845.4	-12.85	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 15:17	BTC	Buy	64951.2→63352.1	-12.74	stop_loss
06-18 15:14	BTC	Buy	65085.3→63483.1	-12.74	stop_loss
06-18 05:04	BTC	Buy	65276.3→63671	-12.76	stop_loss
06-17 21:23	BTC	Buy	64642.2→64302.8	-3.03	timeout
06-17 19:42	BTC	Buy	65740.3→64122.7	-12.84	stop_loss
06-17 11:05	BTC	Buy	66188.3→64544.5	-13.04	stop_loss
06-17 08:38	BTC	Buy	66645.3→65000.2	-12.75	stop_loss
06-17 07:54	BTC	Buy	66840.3→65191.1	-12.83	stop_loss
06-15 12:46	BTC	Buy	63650.2→66446.7	+21.56	take_profit
06-15 11:19	BTC	Buy	63492.2→66291.7	+21.59	take_profit
06-15 11:19	BTC	Buy	63453.2→66253.7	+21.61	take_profit
06-14 21:32	BTC	Buy	63478.2→64737.8	+9.39	timeout
06-14 20:32	BTC	Buy	63346.2→63895.8	+3.76	timeout
06-12 18:58	BTC	Buy	61775.1→63679.8	+14.92	timeout
06-12 15:13	BTC	Buy	61657.1→64364.8	+21.32	take_profit
06-12 15:11	BTC	Buy	61628.1→64241.8	+20.51	timeout
06-11 19:30	BTC	Buy	61176.1→63863.8	+21.33	take_profit
06-11 18:02	BTC	Buy	61080.1→63761.8	+21.29	take_profit
06-10 05:23	BTC	Buy	61858.1→62016.9	+1.03	timeout
06-09 15:56	BTC	Buy	62538.1→60998.4	-12.82	stop_loss
06-09 14:30	BTC	Buy	63027.2→61473.2	-12.79	stop_loss
06-09 14:29	BTC	Buy	63101.2→61547.1	-12.78	stop_loss
06-09 14:21	BTC	Buy	63184.2→61622.1	-12.81	stop_loss
06-07 22:15	BTC	Buy	61099.1→63781.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60703→63367.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60411→63062.8	+21.53	take_profit
06-07 08:38	BTC	Buy	60012→62646.9	+21.54	take_profit
06-07 05:18	BTC	Buy	59440→62052.9	+21.57	take_profit
06-06 04:27	BTC	Buy	61329.1→59819.1	-12.76	stop_loss
06-06 04:11	BTC	Buy	61792.1→60270.8	-12.77	stop_loss
06-05 18:52	BTC	Buy	60786→59291.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 13:59	BTC	Buy	62254.1→60722.6	-12.75	stop_loss
06-05 13:57	BTC	Buy	62381.1→60846.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62787.1→61240.3	-12.77	stop_loss
06-05 13:49	BTC	Buy	62844.1→61296.3	-12.77	stop_loss
06-05 06:24	BTC	Buy	62615.1→61066.4	-12.73	stop_loss
06-05 06:22	BTC	Buy	62828.1→61282.3	-12.69	stop_loss
06-05 06:21	BTC	Buy	63023.2→61473.2	-12.74	stop_loss
06-05 06:20	BTC	Buy	63184.2→61611.1	-12.85	stop_loss
06-05 05:59	BTC	Buy	63810.2→62229.8	-12.79	stop_loss
06-05 03:06	BTC	Buy	63879.2→62306.7	-12.74	stop_loss
06-04 09:27	BTC	Buy	64419.2→62832.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64283.2→62702.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65084.3→63484.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65133.3→63531	-12.75	stop_loss
06-03 20:44	BTC	Buy	66779.3→65137.2	-12.78	stop_loss
06-03 19:55	BTC	Buy	66883.3→65229.1	-12.84	stop_loss
06-03 16:25	BTC	Buy	67233.4→65578.9	-12.78	stop_loss
06-03 16:25	BTC	Buy	67236.4→65582.9	-12.78	stop_loss
06-03 16:24	BTC	Buy	67297.4→65639.9	-12.78	stop_loss
06-03 03:50	BTC	Buy	67129.4→65473	-12.79	stop_loss
06-03 03:49	BTC	Buy	67299.4→65642.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67478.4→65816.8	-12.77	stop_loss
06-02 23:04	BTC	Buy	67804.4→66136.6	-12.75	stop_loss
06-02 23:04	BTC	Buy	67815.4→66147.6	-12.75	stop_loss
06-02 15:30	BTC	Buy	68873.4→67163	-12.87	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

30%

win rate

-443.04

total pnl ($)

-100.7 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	88	30%	-100.7	-443.04

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…