deribit_basis_zscore_reversion_long_v63 · strategy

169

closed trades

39%

win rate

-222.99

total pnl ($)

1.116

weight

7d window — n=45 wr=44% pnl=-2.08 · 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 04:20	SOL	Buy	75.5583→73.6791	-12.89	stop_loss
06-30 04:10	SOL	Buy	75.7144→73.831	-12.89	stop_loss
06-30 01:09	SOL	Buy	76.0364→74.1518	-12.88	stop_loss
06-29 17:15	SOL	Buy	73.395→76.6015	+21.38	take_profit
06-29 17:13	SOL	Buy	72.2908→75.4497	+21.31	take_profit
06-29 17:05	SOL	Buy	71.5367→74.6788	+21.40	take_profit
06-29 17:05	SOL	Buy	71.4537→74.6138	+21.56	take_profit
06-29 08:07	SOL	Buy	71.1237→72.6301	+10.01	timeout
06-29 05:32	SOL	Buy	70.2495→71.3113	+6.96	timeout
06-28 22:53	SOL	Buy	71.7268→69.9355	-12.88	stop_loss
06-28 21:08	SOL	Buy	71.4557→70.8774	-4.35	timeout
06-28 20:08	SOL	Buy	71.2217→70.6684	-4.19	timeout
06-28 05:28	SOL	Buy	71.8628→70.0724	-12.81	stop_loss
06-27 22:16	SOL	Buy	71.9278→70.1344	-12.92	stop_loss
06-27 22:16	SOL	Buy	71.9198→70.1344	-12.86	stop_loss
06-27 19:31	SOL	Buy	72.7939→70.9748	-12.94	stop_loss
06-27 15:38	SOL	Buy	71.8608→72.9891	+7.43	timeout
06-26 22:04	SOL	Buy	73.208→71.3916	-12.87	stop_loss
06-26 09:51	SOL	Buy	70.6866→68.9332	-12.87	stop_loss
06-26 07:02	SOL	Buy	67.2331→70.1735	+21.33	take_profit
06-26 06:43	SOL	Buy	66.673→69.5886	+21.33	take_profit
06-26 06:22	SOL	Buy	66.3019→69.2166	+21.46	take_profit
06-26 06:22	SOL	Buy	65.9259→68.8207	+21.41	take_profit
06-25 23:30	SOL	Buy	65.7819→68.7087	+21.79	take_profit
06-25 13:48	SOL	Buy	67.3511→65.6783	-12.89	stop_loss
06-25 13:48	SOL	Buy	67.4041→65.7033	-13.08	stop_loss
06-25 13:40	SOL	Buy	68.9743→67.2573	-12.91	stop_loss
06-25 13:38	SOL	Buy	69.2864→67.5631	-12.90	stop_loss
06-25 13:38	SOL	Buy	69.3784→67.647	-12.94	stop_loss
06-25 05:09	SOL	Buy	66.1409→69.0626	+21.69	take_profit
06-25 05:07	SOL	Buy	65.9779→68.8647	+21.48	take_profit
06-25 05:02	SOL	Buy	65.6789→68.5507	+21.46	take_profit
06-24 17:19	SOL	Buy	67.6541→65.9771	-12.84	stop_loss
06-24 16:46	SOL	Buy	68.7313→67.0254	-12.87	stop_loss
06-24 15:58	SOL	Buy	68.8813→67.1733	-12.88	stop_loss
06-24 15:45	SOL	Buy	69.2364→67.5181	-12.86	stop_loss
06-24 15:42	SOL	Buy	69.4284→67.707	-12.85	stop_loss
06-24 15:33	SOL	Buy	69.8455→68.1067	-12.90	stop_loss
06-24 12:52	SOL	Buy	68.8773→69.4636	+3.77	timeout
06-24 11:51	SOL	Buy	69.0624→69.9735	+6.19	timeout
06-24 10:48	SOL	Buy	68.6913→69.0826	+2.49	timeout
06-24 09:47	SOL	Buy	68.7903→69.2676	+3.13	timeout
06-24 08:45	SOL	Buy	68.6723→69.4566	+5.38	timeout
06-23 08:17	SOL	Buy	70.2075→68.4555	-12.92	stop_loss
06-23 08:15	SOL	Buy	70.3395→68.5914	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6437→69.8186	-13.14	stop_loss
06-23 06:21	SOL	Buy	71.6838→69.9045	-12.80	stop_loss
06-23 06:21	SOL	Buy	71.7318→69.9115	-13.11	stop_loss
06-23 06:21	SOL	Buy	71.7818→69.9975	-12.86	stop_loss
06-23 06:20	SOL	Buy	71.9368→70.1534	-12.81	stop_loss
06-22 22:28	SOL	Buy	73.641→71.7553	-13.17	stop_loss
06-22 22:28	SOL	Buy	73.7581→71.8833	-13.07	stop_loss
06-22 22:04	SOL	Buy	73.117→72.8041	-2.44	timeout
06-22 21:39	SOL	Buy	74.2031→72.3639	-12.75	stop_loss
06-22 16:08	SOL	Buy	74.4502→72.6028	-12.87	stop_loss
06-22 11:47	SOL	Buy	73.485→74.2059	+4.35	timeout
06-22 09:33	SOL	Buy	73.7181→73.7269	-0.54	timeout
06-22 08:31	SOL	Buy	72.9929→73.9259	+5.81	timeout
06-22 07:27	SOL	Buy	73.217→74.3288	+7.08	timeout
06-21 21:09	SOL	Buy	74.1611→72.293	-13.11	stop_loss
06-21 08:00	SOL	Buy	71.5977→73.194	+10.70	timeout
06-21 06:50	SOL	Buy	72.1428→73.209	+6.92	timeout
06-21 05:47	SOL	Buy	71.6557→73.078	+9.44	timeout
06-20 22:28	SOL	Buy	70.7936→73.8919	+21.32	take_profit
06-20 22:13	SOL	Buy	70.0115→73.089	+21.41	take_profit
06-20 05:10	SOL	Buy	68.6363→71.6383	+21.38	take_profit
06-20 04:58	SOL	Buy	68.3022→70.7684	+17.56	timeout
06-20 04:50	SOL	Buy	68.0452→71.0213	+21.38	take_profit
06-20 03:47	SOL	Buy	68.9773→69.9695	+6.64	timeout
06-20 02:45	SOL	Buy	69.4744→69.5626	+0.08	timeout
06-19 07:38	SOL	Buy	69.6764→67.9258	-13.03	stop_loss
06-19 07:37	SOL	Buy	69.7565→68.0258	-12.88	stop_loss
06-18 15:25	SOL	Buy	71.6547→69.8726	-12.83	stop_loss
06-18 12:37	SOL	Buy	71.9578→71.2943	-4.99	timeout
06-18 11:28	SOL	Buy	71.9608→71.0453	-6.80	timeout
06-18 05:03	SOL	Buy	72.5239→70.722	-12.77	stop_loss
06-17 19:42	SOL	Buy	73.357→71.5375	-12.88	stop_loss
06-17 19:40	SOL	Buy	73.447→71.6234	-12.88	stop_loss
06-17 16:45	SOL	Buy	73.203→73.9979	+4.83	timeout
06-17 14:40	SOL	Buy	72.9339→72.2582	-4.92	timeout
06-17 12:29	SOL	Buy	73.393→71.5735	-12.75	stop_loss
06-17 11:05	SOL	Buy	73.586→71.7533	-12.80	stop_loss
06-17 08:49	SOL	Buy	74.0471→72.212	-12.81	stop_loss
06-16 14:32	SOL	Buy	74.2431→72.4029	-12.87	stop_loss
06-16 14:30	SOL	Buy	74.5372→72.6837	-12.89	stop_loss
06-16 14:27	SOL	Buy	74.6242→72.7647	-12.93	stop_loss
06-16 14:20	SOL	Buy	74.9332→73.0755	-12.86	stop_loss
06-16 14:20	SOL	Buy	74.9402→73.0825	-12.86	stop_loss
06-16 02:28	SOL	Buy	74.5752→72.7257	-12.84	stop_loss
06-16 02:27	SOL	Buy	74.8352→72.9586	-12.98	stop_loss
06-16 02:27	SOL	Buy	74.9882→73.1274	-12.85	stop_loss
06-16 02:27	SOL	Buy	75.0303→73.1664	-12.86	stop_loss
06-16 02:11	SOL	Buy	75.2913→73.4242	-12.84	stop_loss
06-15 15:41	SOL	Buy	71.4227→74.5498	+21.43	take_profit
06-15 15:38	SOL	Buy	71.2687→74.3838	+21.38	take_profit
06-15 15:38	SOL	Buy	71.2097→74.3388	+21.50	take_profit
06-15 13:16	SOL	Buy	70.4356→73.528	+21.49	take_profit
06-15 13:16	SOL	Buy	70.4346→73.528	+21.50	take_profit
06-14 23:51	SOL	Buy	68.1802→71.1693	+21.53	take_profit
06-14 23:47	SOL	Buy	67.9802→70.9684	+21.57	take_profit

Paper vs Live

Paper (trades.jsonl)

169

closed

39%

win rate

-222.99

total pnl ($)

-26.9 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	169	39%	-26.9	-222.99

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:15	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…