deribit_basis_zscore_revert_long_v5 · strategy

112

closed trades

38%

win rate

-424.03

total pnl ($)

0.439

weight

7d window — n=24 wr=42% pnl=-109.69 · 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 03:03	BTC	Buy	59861→59943	+0.31	timeout
06-30 01:09	BTC	Buy	59512→59772	+1.79	timeout
06-29 23:52	BTC	Buy	59653→60229	+4.40	timeout
06-28 19:50	BTC	Buy	60163→59331	-7.35	timeout
06-28 18:47	BTC	Buy	60527→59591	-8.16	timeout
06-28 17:41	BTC	Buy	60582→59477	-9.54	timeout
06-27 17:35	BTC	Buy	60078→60527	+3.28	timeout
06-27 16:30	BTC	Buy	60046→60685	+4.89	timeout
06-27 15:28	BTC	Buy	60133→60723	+4.47	timeout
06-26 16:07	BTC	Buy	59555→60293	+5.67	timeout
06-26 15:06	BTC	Buy	59167→59581	+3.00	timeout
06-26 14:12	BTC	Buy	59380→59976	+4.52	timeout
06-25 13:59	BTC	Buy	59532→58068	-12.68	stop_loss
06-25 13:57	BTC	Buy	59831→58340.9	-12.84	stop_loss
06-25 13:53	BTC	Buy	60209→58725.7	-12.71	stop_loss
06-24 17:20	BTC	Buy	60927→59426.3	-12.75	stop_loss
06-24 16:51	BTC	Buy	61325.1→59817.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62548.1→61007.4	-12.76	stop_loss
06-24 14:13	BTC	Buy	62677.1→61135.4	-12.75	stop_loss
06-24 13:45	BTC	Buy	62883.1→61336.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.91	timeout
06-24 06:51	BTC	Buy	62895.1→62727.9	-1.84	timeout
06-23 08:24	BTC	Buy	63800.2→62224.8	-12.79	stop_loss
06-23 06:21	BTC	Buy	64140.2→62561.6	-12.76	stop_loss
06-23 06:20	BTC	Buy	64124.2→62909.9	-9.95	timeout
06-23 03:51	BTC	Buy	64071.2→64038.8	-0.70	timeout
06-23 02:41	BTC	Buy	64509.2→64172.8	-3.06	timeout
06-22 04:41	BTC	Buy	64489.2→63954.8	-4.62	timeout
06-22 03:37	BTC	Buy	64360.2→64170.8	-2.00	timeout
06-22 00:45	BTC	Buy	64265.2→63879.8	-3.46	timeout
06-21 03:46	BTC	Buy	63447.2→64394.8	+7.02	timeout
06-21 02:15	BTC	Buy	63428.2→64223.8	+5.79	timeout
06-20 22:27	BTC	Buy	63282.2→64193.8	+6.75	timeout
06-20 00:35	BTC	Buy	62992.1→63735.8	+5.41	timeout
06-19 21:24	BTC	Buy	63012.2→63203.8	+1.02	timeout
06-19 20:22	BTC	Buy	63114.2→62968.9	-1.64	timeout
06-18 15:57	BTC	Buy	63895.2→62321.7	-12.61	stop_loss
06-18 15:55	BTC	Buy	63979.2→62402.7	-12.72	stop_loss
06-18 15:51	BTC	Buy	64169.2→62590.6	-12.68	stop_loss
06-18 11:25	BTC	Buy	64695.2→63886.8	-6.78	timeout
06-18 10:15	BTC	Buy	64864.2→63959.8	-7.52	timeout
06-18 04:11	BTC	Buy	65359.3→63744.9	-12.81	stop_loss
06-17 15:25	BTC	Buy	65811.3→65368.7	-3.82	timeout
06-17 11:05	BTC	Buy	66218.3→64587.5	-12.84	stop_loss
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-16 15:20	BTC	Buy	66685.3→65732.7	-7.67	timeout
06-16 12:14	BTC	Buy	66262.3→66498.7	+1.25	timeout
06-16 08:08	BTC	Buy	65710.3→66335.7	+4.35	timeout
06-15 12:25	BTC	Buy	64479.2→66259.7	+13.37	timeout
06-15 11:04	BTC	Buy	64465.2→65927.7	+10.89	timeout
06-15 07:00	BTC	Buy	64264.2→65780.7	+11.33	timeout
06-14 04:41	BTC	Buy	63593.2→64403.8	+5.97	timeout
06-14 02:44	BTC	Buy	63609.2→64483.8	+6.45	timeout
06-14 01:45	BTC	Buy	63772.2→64571.8	+5.85	timeout
06-12 22:00	BTC	Buy	63510.2→63519.8	-0.43	timeout
06-12 20:56	BTC	Buy	63373.2→63446.8	+0.09	timeout
06-12 17:41	BTC	Buy	63287.2→63809.8	+3.66	timeout
06-11 19:32	BTC	Buy	61213.1→63902.8	+21.40	take_profit
06-11 18:08	BTC	Buy	62008.1→63347.8	+10.25	timeout
06-11 16:02	BTC	Buy	62493.1→62716.9	+1.19	timeout
06-10 16:20	BTC	Buy	60857→62299.9	+11.36	timeout
06-10 15:19	BTC	Buy	61559.1→61961.9	+2.78	timeout
06-10 14:20	BTC	Buy	61712.1→61889.9	+0.96	timeout
06-09 14:46	BTC	Buy	62750.1→61207.3	-12.75	stop_loss
06-09 14:18	BTC	Buy	63333.2→61773	-12.77	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-09 10:00	BTC	Buy	63511.2→62692.9	-6.86	timeout
06-09 05:53	BTC	Buy	62637.1→63358.8	+5.27	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 06:19	BTC	Buy	61801.1→63071.8	+9.82	timeout
06-08 05:18	BTC	Buy	61987.1→62621.9	+4.67	timeout
06-07 15:26	BTC	Buy	60621→61852.9	+9.70	timeout
06-07 06:09	BTC	Buy	61122.1→61664.9	+4.04	timeout
06-07 05:07	BTC	Buy	59771→61784.9	+16.42	timeout
06-06 14:31	BTC	Buy	60401→60798	+2.84	timeout
06-06 04:31	BTC	Buy	61232.1→59722.1	-12.78	stop_loss
06-06 04:14	BTC	Buy	61584.1→60060	-12.83	stop_loss
06-05 18:52	BTC	Buy	60782→59287.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 16:09	BTC	Buy	61471.1→59959	-12.77	stop_loss
06-05 13:49	BTC	Buy	62749.1→61206.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	63024.2→61468.2	-12.80	stop_loss
06-05 06:24	BTC	Buy	62677.1→61121.4	-12.85	stop_loss
06-05 06:23	BTC	Buy	62751.1→61208.3	-12.73	stop_loss
06-05 06:20	BTC	Buy	63267.2→61709	-12.73	stop_loss
06-05 02:30	BTC	Buy	64132.2→62554.6	-12.74	stop_loss
06-05 01:48	BTC	Buy	62636.1→63325.8	+5.08	timeout
06-04 11:10	BTC	Buy	63767.2→62198.8	-12.72	stop_loss
06-04 09:29	BTC	Buy	64355.2→62772.5	-12.74	stop_loss
06-04 01:19	BTC	Buy	64350.2→62767.5	-12.75	stop_loss
06-04 00:26	BTC	Buy	65347.3→63739.9	-12.75	stop_loss
06-03 19:55	BTC	Buy	66821.3→65167.1	-12.88	stop_loss
06-03 19:55	BTC	Buy	66882.3→65235.1	-12.80	stop_loss
06-03 19:54	BTC	Buy	67049.4→65400	-12.78	stop_loss
06-03 03:49	BTC	Buy	67272.4→65617.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67479.4→65818.8	-12.76	stop_loss
06-02 19:33	BTC	Buy	68003.4→66331.5	-12.75	stop_loss
06-02 14:10	BTC	Buy	69983.5→68256.4	-12.80	stop_loss
06-02 12:31	BTC	Buy	70897.5→69148.9	-12.85	stop_loss

Paper vs Live

Paper (trades.jsonl)

112

closed

38%

win rate

-424.03

total pnl ($)

-75.4 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	112	38%	-75.4	-424.03

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…