deribit_basis_zscore_reversion_long_v62 · strategy

202

closed trades

40%

win rate

-238.21

total pnl ($)

0.815

weight

7d window — n=60 wr=38% pnl=-73.27 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:54	SOL	Buy	70.4996→72.3591	+12.59	timeout
06-29 05:52	SOL	Buy	70.3636→71.8172	+9.73	timeout
06-29 04:47	SOL	Buy	70.8826→71.7202	+5.31	timeout
06-28 20:54	SOL	Buy	71.2077→70.7994	-3.17	timeout
06-28 19:51	SOL	Buy	71.1837→70.4834	-5.21	timeout
06-28 05:28	SOL	Buy	71.8538→70.0714	-12.80	stop_loss
06-27 22:42	SOL	Buy	71.7978→70.8694	-6.92	timeout
06-27 22:15	SOL	Buy	72.2178→70.3872	-13.12	stop_loss
06-27 18:30	SOL	Buy	72.3829→71.8482	-4.15	timeout
06-27 17:23	SOL	Buy	72.4079→72.2062	-1.98	timeout
06-27 16:19	SOL	Buy	72.2988→72.6171	+1.62	timeout
06-27 15:16	SOL	Buy	70.9466→72.9221	+13.51	timeout
06-26 21:03	SOL	Buy	73.8001→71.9702	-12.86	stop_loss
06-26 15:39	SOL	Buy	68.9293→71.9442	+21.38	take_profit
06-26 14:28	SOL	Buy	68.8123→71.8322	+21.47	take_profit
06-26 14:26	SOL	Buy	68.6193→71.6273	+21.45	take_profit
06-26 14:12	SOL	Buy	68.0262→71.0043	+21.38	take_profit
06-26 13:19	SOL	Buy	69.8835→68.1457	-12.91	stop_loss
06-26 10:39	SOL	Buy	70.4336→68.6743	-12.96	stop_loss
06-26 07:02	SOL	Buy	67.2981→70.2395	+21.37	take_profit
06-26 06:43	SOL	Buy	66.733→69.6486	+21.33	take_profit
06-26 06:22	SOL	Buy	66.1389→69.0296	+21.38	take_profit
06-26 06:22	SOL	Buy	66.1409→69.0436	+21.40	take_profit
06-25 23:30	SOL	Buy	65.8749→68.7557	+21.41	take_profit
06-25 23:30	SOL	Buy	65.8369→68.7247	+21.47	take_profit
06-25 23:30	SOL	Buy	65.8249→68.7047	+21.42	take_profit
06-25 13:45	SOL	Buy	67.7862→66.092	-12.92	stop_loss
06-25 13:45	SOL	Buy	67.8342→66.151	-12.83	stop_loss
06-25 13:45	SOL	Buy	67.8372→66.155	-12.82	stop_loss
06-25 13:45	SOL	Buy	68.0582→66.3648	-12.89	stop_loss
06-25 13:43	SOL	Buy	68.3523→66.6567	-12.85	stop_loss
06-25 05:09	SOL	Buy	66.1109→69.0026	+21.46	take_profit
06-25 05:02	SOL	Buy	65.8199→68.6987	+21.46	take_profit
06-24 20:49	SOL	Buy	64.8837→67.7238	+21.45	take_profit
06-24 17:20	SOL	Buy	67.0651→65.3515	-13.22	stop_loss
06-24 17:20	SOL	Buy	67.4411→65.7662	-12.87	stop_loss
06-24 15:47	SOL	Buy	68.9553→67.2463	-12.84	stop_loss
06-24 15:45	SOL	Buy	69.1054→67.3662	-13.04	stop_loss
06-24 15:45	SOL	Buy	69.1374→67.4152	-12.91	stop_loss
06-24 15:44	SOL	Buy	69.3034→67.585	-12.85	stop_loss
06-24 15:39	SOL	Buy	69.6434→67.9068	-12.92	stop_loss
06-24 13:22	SOL	Buy	70.0905→68.3515	-12.86	stop_loss
06-24 12:26	SOL	Buy	69.0744→69.6156	+3.43	timeout
06-24 11:28	SOL	Buy	69.0174→68.8737	-1.43	timeout
06-24 10:27	SOL	Buy	68.8713→69.0746	+1.12	timeout
06-24 09:23	SOL	Buy	68.8763→69.4036	+3.51	timeout
06-24 08:23	SOL	Buy	68.4553→69.3346	+6.12	timeout
06-23 08:15	SOL	Buy	70.2675→68.5054	-12.98	stop_loss
06-23 08:15	SOL	Buy	70.2855→68.5404	-12.85	stop_loss
06-23 06:21	SOL	Buy	71.6437→69.8556	-12.88	stop_loss
06-23 06:21	SOL	Buy	71.6127→69.8296	-12.84	stop_loss
06-23 06:20	SOL	Buy	71.8838→70.0974	-12.84	stop_loss
06-23 06:20	SOL	Buy	71.9218→70.1374	-12.83	stop_loss
06-23 05:25	SOL	Buy	72.7819→70.9668	-12.83	stop_loss
06-22 22:28	SOL	Buy	73.402→71.5535	-13.01	stop_loss
06-22 22:28	SOL	Buy	73.8321→71.9672	-12.95	stop_loss
06-22 22:27	SOL	Buy	73.8631→72.0042	-12.93	stop_loss
06-22 21:39	SOL	Buy	74.1081→72.266	-12.78	stop_loss
06-22 19:25	SOL	Buy	74.2431→72.4029	-12.79	stop_loss
06-22 16:08	SOL	Buy	74.5082→72.6587	-12.87	stop_loss
06-22 08:06	SOL	Buy	73.178→74.0369	+5.27	timeout
06-22 07:03	SOL	Buy	73.238→73.7959	+3.30	timeout
06-22 06:00	SOL	Buy	73.101→73.9149	+5.07	timeout
06-22 03:37	SOL	Buy	73.598→73.7479	+0.53	timeout
06-22 00:41	SOL	Buy	73.107→73.374	+1.47	timeout
06-21 08:02	SOL	Buy	71.3807→73.226	+12.42	timeout
06-21 06:58	SOL	Buy	72.0858→73.295	+7.92	timeout
06-21 05:51	SOL	Buy	71.6357→73.092	+9.68	timeout
06-20 22:12	SOL	Buy	69.7795→72.8431	+21.36	take_profit
06-20 22:12	SOL	Buy	69.7655→72.8251	+21.35	take_profit
06-20 05:10	SOL	Buy	68.9443→71.9792	+21.55	take_profit
06-20 05:10	SOL	Buy	68.8003→71.8072	+21.38	take_profit
06-20 04:51	SOL	Buy	68.0762→71.0693	+21.49	take_profit
06-19 23:25	SOL	Buy	69.4464→69.3386	-1.14	timeout
06-19 21:59	SOL	Buy	69.5474→68.9407	-4.70	timeout
06-19 19:57	SOL	Buy	69.4434→68.9047	-4.27	timeout
06-19 17:18	SOL	Buy	68.9073→69.0396	+0.57	timeout
06-19 07:37	SOL	Buy	69.7925→68.0617	-12.88	stop_loss
06-18 15:40	SOL	Buy	70.9166→69.151	-12.88	stop_loss
06-18 15:37	SOL	Buy	71.2197→69.4428	-12.91	stop_loss
06-18 15:18	SOL	Buy	71.8808→70.0994	-12.77	stop_loss
06-18 15:16	SOL	Buy	72.2508→70.4592	-12.80	stop_loss
06-18 12:45	SOL	Buy	72.1578→71.4423	-5.33	timeout
06-18 05:03	SOL	Buy	72.4869→70.688	-12.75	stop_loss
06-18 05:03	SOL	Buy	72.5079→70.711	-12.74	stop_loss
06-17 19:44	SOL	Buy	73.235→71.4196	-12.92	stop_loss
06-17 19:20	SOL	Buy	74.2591→72.4129	-12.88	stop_loss
06-17 18:05	SOL	Buy	74.0291→72.193	-12.86	stop_loss
06-17 16:00	SOL	Buy	73.306→73.8019	+2.78	timeout
06-17 12:30	SOL	Buy	73.359→71.5385	-12.83	stop_loss
06-17 08:49	SOL	Buy	74.0561→72.213	-12.85	stop_loss
06-17 05:29	SOL	Buy	73.7031→73.6889	-0.51	timeout
06-17 02:33	SOL	Buy	73.0049→74.1229	+7.25	timeout
06-17 00:27	SOL	Buy	73.9591→73.486	-3.63	timeout
06-16 15:24	SOL	Buy	73.9691→73	-7.05	timeout
06-16 13:31	SOL	Buy	73.8851→74.2679	+2.06	timeout
06-16 02:14	SOL	Buy	75.2053→73.3413	-12.83	stop_loss
06-15 22:26	SOL	Buy	75.5793→73.7051	-12.86	stop_loss
06-15 22:26	SOL	Buy	75.5843→73.7051	-12.90	stop_loss
06-15 15:38	SOL	Buy	71.2907→74.4098	+21.40	take_profit

Paper vs Live

Paper (trades.jsonl)

202

closed

40%

win rate

-238.21

total pnl ($)

-24.2 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 ($)
SOL	202	40%	-24.2	-238.21

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…