deribit_basis_zscore_reversion_long_v66 · strategy

148

closed trades

43%

win rate

-497.46

total pnl ($)

0.250

weight

7d window — n=37 wr=35% pnl=-197.69 · 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	59563→59806	+1.66	timeout
06-29 23:47	BTC	Buy	59725→60245	+3.94	timeout
06-29 07:50	BTC	Buy	60227→60091	-1.68	timeout
06-29 06:48	BTC	Buy	59966→60068	+0.40	timeout
06-29 04:36	BTC	Buy	60108→59801	-3.03	timeout
06-28 21:16	BTC	Buy	60359→59639	-6.43	timeout
06-28 20:11	BTC	Buy	60269→59564	-6.30	timeout
06-28 06:45	BTC	Buy	60412→59930	-4.42	timeout
06-28 05:08	BTC	Buy	60199→60005	-2.06	timeout
06-27 21:30	BTC	Buy	59861→60443	+4.48	timeout
06-27 20:12	BTC	Buy	59680→60248	+4.37	timeout
06-27 19:11	BTC	Buy	59941→60551	+4.68	timeout
06-26 20:28	BTC	Buy	59609→59738	+0.54	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 14:45	BTC	Buy	59449→59539	+0.26	timeout
06-26 13:19	BTC	Buy	60017→58540.8	-12.76	stop_loss
06-26 12:40	BTC	Buy	60644→59131.5	-12.93	stop_loss
06-26 02:21	BTC	Buy	59803→58331.9	-12.73	stop_loss
06-26 02:16	BTC	Buy	59892→58418.9	-12.74	stop_loss
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59624→58158	-12.67	stop_loss
06-25 13:57	BTC	Buy	59829→58348.9	-12.74	stop_loss
06-25 13:55	BTC	Buy	59868→58392.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60283→58773.7	-12.89	stop_loss
06-24 17:20	BTC	Buy	60942→59440.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61363.1→59849.1	-12.76	stop_loss
06-24 14:13	BTC	Buy	62622.1→61082.4	-12.74	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62776.1→61232.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 10:32	BTC	Buy	62312.1→62537.9	+1.31	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-23 08:17	BTC	Buy	63977.2→62398.7	-12.81	stop_loss
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.09	timeout
06-23 06:21	BTC	Buy	64123.2→62533.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64301.2→62715.5	-12.80	stop_loss
06-23 05:22	BTC	Buy	65083.3→63481.1	-12.78	stop_loss
06-22 22:24	BTC	Buy	63723.2→64215.8	+3.41	timeout
06-22 07:17	BTC	Buy	64228.2→64177.8	-0.87	timeout
06-22 06:09	BTC	Buy	64177.2→64246.8	+0.08	timeout
06-22 04:40	BTC	Buy	64499.2→63970.8	-4.57	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.39	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-21 00:01	BTC	Buy	63562.2→64275.8	+5.15	timeout
06-20 21:54	BTC	Buy	63056.2→63998.8	+7.03	timeout
06-20 19:38	BTC	Buy	62985.1→63850.8	+6.44	timeout
06-19 23:25	BTC	Buy	62801.1→63276.8	+3.31	timeout
06-19 22:02	BTC	Buy	62921.1→63060.8	+0.62	timeout
06-19 20:59	BTC	Buy	63080.2→63234.8	+0.73	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-19 17:17	BTC	Buy	62500.1→63029.8	+3.78	timeout
06-18 15:57	BTC	Buy	63929.2→62348.7	-12.66	stop_loss
06-18 15:51	BTC	Buy	64128.2→62550.6	-12.78	stop_loss
06-18 15:40	BTC	Buy	64236.2→62656.5	-12.74	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-18 10:11	BTC	Buy	64853.2→63994.8	-7.16	timeout
06-18 09:09	BTC	Buy	64926.2→64330.8	-5.07	timeout
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 22:03	BTC	Buy	65563.3→63948.8	-12.75	stop_loss
06-17 19:41	BTC	Buy	65769.3→64148.7	-12.80	stop_loss
06-17 16:33	BTC	Buy	65708.3→66030.7	+2.04	timeout
06-17 08:31	BTC	Buy	66728.3→65087.2	-12.74	stop_loss
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.64	timeout
06-17 07:02	BTC	Buy	66349.3→65575.7	-6.31	timeout
06-16 18:08	BTC	Buy	66806.3→66078.7	-5.98	timeout
06-16 15:43	BTC	Buy	66827.3→65838.7	-7.92	timeout
06-16 08:04	BTC	Buy	65723.3→66316.7	+4.10	timeout
06-16 07:00	BTC	Buy	65725.3→66390.7	+4.69	timeout
06-16 05:47	BTC	Buy	65707.3→66080.7	+2.44	timeout
06-15 13:18	BTC	Buy	63983.2→66792.7	+21.52	take_profit
06-15 12:55	BTC	Buy	63777.2→66581.7	+21.55	take_profit
06-15 07:36	BTC	Buy	64306.2→65750.7	+10.76	timeout
06-15 06:29	BTC	Buy	64327.2→65924.7	+11.95	timeout
06-14 21:50	BTC	Buy	64470.2→65575.7	+8.08	timeout
06-14 17:55	BTC	Buy	63942.2→63721.8	-2.25	timeout
06-14 16:28	BTC	Buy	64030.2→64104.8	+0.08	timeout
06-14 04:39	BTC	Buy	63590.2→64402.8	+5.99	timeout
06-14 01:48	BTC	Buy	63790.2→64603.8	+5.96	timeout
06-13 19:41	BTC	Buy	63703.2→64268.8	+3.99	timeout
06-13 10:34	BTC	Buy	63679.2→63810.8	+0.50	timeout
06-13 09:25	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-13 03:03	BTC	Buy	63568.2→63669.8	+0.34	timeout
06-13 00:39	BTC	Buy	63678.2→63583.8	-1.29	timeout
06-12 17:39	BTC	Buy	63191.2→63809.8	+4.43	timeout
06-12 10:02	BTC	Buy	62870.1→63704.8	+6.10	timeout
06-12 09:03	BTC	Buy	62931.1→63443.8	+3.55	timeout
06-12 00:35	BTC	Buy	61802.1→63622.8	+14.15	timeout
06-11 22:22	BTC	Buy	61246.1→63578.8	+18.46	timeout
06-11 16:01	BTC	Buy	62498.1→62731.9	+1.27	timeout
06-11 09:28	BTC	Buy	61176.1→62793.9	+12.64	timeout
06-11 07:51	BTC	Buy	61657.1→62683.9	+7.73	timeout
06-10 16:29	BTC	Buy	61025.1→62244.9	+9.46	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:30	BTC	Buy	61553.1→62016.9	+3.29	timeout

Paper vs Live

Paper (trades.jsonl)

148

closed

43%

win rate

-497.46

total pnl ($)

-67.0 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	43%	-67.0	-497.46

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…