basis_zscore_mean_reversion_fear_gate_1440 · strategy

108

closed trades

45%

win rate

-306.93

total pnl ($)

0.650

weight

7d window — n=26 wr=46% pnl=-93.22 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 20:03	BTC	Buy	59838→60212	+2.73	timeout
06-27 18:59	BTC	Buy	59638→60524	+7.00	timeout
06-27 15:07	BTC	Buy	59742→60656	+7.20	timeout
06-26 18:18	BTC	Buy	59462→59959	+3.64	timeout
06-26 15:26	BTC	Buy	59265→60204	+7.42	timeout
06-26 14:24	BTC	Buy	59282→59973	+5.33	timeout
06-25 17:22	BTC	Buy	59332→59479	+0.85	timeout
06-25 13:57	BTC	Buy	59765→58294.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-24 17:21	BTC	Buy	60837→59337.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62743.1→61199.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61203.3	-12.79	stop_loss
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-23 08:28	BTC	Buy	63448.2→61887.9	-12.74	stop_loss
06-23 08:17	BTC	Buy	63948.2→62374.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 02:16	BTC	Buy	64496.2→64168.8	-2.96	timeout
06-22 23:30	BTC	Buy	63606.2→64024.8	+2.83	timeout
06-22 22:20	BTC	Buy	63631.2→64213.8	+4.12	timeout
06-21 23:27	BTC	Buy	64243.2→63689.8	-4.73	timeout
06-21 22:26	BTC	Buy	64153.2→63698.8	-3.98	timeout
06-21 21:22	BTC	Buy	63917.2→63660.8	-2.46	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:06	BTC	Buy	63138.2→63914.8	+5.71	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:57	BTC	Buy	62520.1→63181.8	+4.84	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:40	BTC	Buy	64324.2→62734.5	-12.79	stop_loss
06-18 15:38	BTC	Buy	64401.2→62811.4	-12.78	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.86	stop_loss
06-17 22:03	BTC	Buy	65527.3→63914.8	-12.74	stop_loss
06-17 19:42	BTC	Buy	65703.3→64087.7	-12.76	stop_loss
06-17 19:41	BTC	Buy	65754.3→64136.7	-12.78	stop_loss
06-17 06:56	BTC	Buy	66494.3→65605.7	-7.16	timeout
06-17 04:40	BTC	Buy	65844.3→65886.7	-0.17	timeout
06-17 00:27	BTC	Buy	66260.3→65687.7	-4.85	timeout
06-16 05:25	BTC	Buy	65804.3→66054.7	+1.50	timeout
06-16 03:58	BTC	Buy	65927.3→66093.7	+0.85	timeout
06-16 00:18	BTC	Buy	65697.3→66349.7	+4.59	timeout
06-15 04:51	BTC	Buy	64336.2→65647.7	+9.71	timeout
06-15 03:34	BTC	Buy	64506.2→65695.7	+8.74	timeout
06-14 21:50	BTC	Buy	64463.2→65542.7	+7.88	timeout
06-14 04:40	BTC	Buy	63584.2→64401.8	+6.03	timeout
06-14 00:55	BTC	Buy	63591.2→64527.8	+6.95	timeout
06-13 19:32	BTC	Buy	63634.2→64142.8	+3.54	timeout
06-13 02:19	BTC	Buy	63578.2→63767.8	+1.03	timeout
06-13 00:17	BTC	Buy	63602.2→63558.8	-0.88	timeout
06-12 15:01	BTC	Buy	62532.1→64142.8	+12.35	timeout
06-12 01:33	BTC	Buy	62155.1→63367.8	+9.19	timeout
06-11 19:30	BTC	Buy	61181.1→63867.8	+21.39	take_profit
06-11 14:49	BTC	Buy	61919.1→62860.9	+7.06	timeout
06-10 21:50	BTC	Buy	62694.1→61152.3	-12.75	stop_loss
06-10 17:10	BTC	Buy	61412.1→61982.9	+4.14	timeout
06-10 15:28	BTC	Buy	61380.1→62274.9	+6.79	timeout
06-10 14:30	BTC	Buy	61578.1→62043.9	+3.30	timeout
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:18	BTC	Buy	63311.2→61749	-12.79	stop_loss
06-09 13:36	BTC	Buy	63740.2→62165.8	-12.79	stop_loss
06-08 22:53	BTC	Buy	63107.2→63304.8	+1.09	timeout
06-08 21:53	BTC	Buy	61638.1→63716.8	+16.38	timeout
06-08 20:48	BTC	Buy	61793.1→63338.8	+12.01	timeout
06-07 22:14	BTC	Buy	60642→63304.8	+21.52	take_profit
06-07 21:49	BTC	Buy	60826→61684.9	+6.63	timeout
06-07 19:18	BTC	Buy	62802.1→61250.3	-12.78	stop_loss
06-07 05:27	BTC	Buy	60838→61820.9	+7.66	timeout
06-06 19:34	BTC	Buy	59616→60566	+7.57	timeout
06-06 18:31	BTC	Buy	60236→60527	+2.01	timeout
06-06 04:32	BTC	Buy	61153.1→59649.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60910→59412.3	-12.75	stop_loss
06-05 18:51	BTC	Buy	60992→59492.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61668.1→60146.9	-12.78	stop_loss
06-05 13:56	BTC	Buy	62436.1→60899.5	-12.76	stop_loss
06-05 13:49	BTC	Buy	62901.1→61351.2	-12.77	stop_loss
06-05 12:08	BTC	Buy	62453.1→62068.9	-3.56	timeout
06-05 06:22	BTC	Buy	62953.1→61405.2	-12.68	stop_loss
06-05 06:00	BTC	Buy	63726.2→62158.8	-12.70	stop_loss
06-04 09:27	BTC	Buy	64400.2→62809.4	-12.79	stop_loss
06-04 01:22	BTC	Buy	64290.2→62709.5	-12.74	stop_loss
06-04 00:29	BTC	Buy	65045.3→63445.1	-12.75	stop_loss
06-04 00:27	BTC	Buy	65187.3→63584	-12.75	stop_loss
06-03 19:54	BTC	Buy	67024.4→65367	-12.85	stop_loss
06-03 19:54	BTC	Buy	67042.4→65389	-12.81	stop_loss
06-03 16:27	BTC	Buy	67188.4→65535.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67466.4→65805.8	-12.76	stop_loss
06-03 03:28	BTC	Buy	67724.4→66057.6	-12.76	stop_loss
06-02 23:01	BTC	Buy	67836.4→66163.6	-12.78	stop_loss
06-02 12:56	BTC	Buy	70725.5→68986	-12.80	stop_loss
06-02 12:38	BTC	Buy	70785.5→69044	-12.81	stop_loss
06-02 12:06	BTC	Buy	70977.5→69231.9	-12.80	stop_loss
06-01 02:00	BTC	Buy	74027.7→73248.3	-5.79	timeout
05-31 23:45	BTC	Buy	73780.7→73555.3	-1.95	timeout
05-31 19:49	BTC	Buy	74029.7→73488.3	-4.10	timeout
05-31 11:19	BTC	Buy	73558.7→73885.3	+1.63	timeout
05-30 18:28	BTC	Buy	73739.7→73934.3	+0.76	timeout
05-30 16:43	BTC	Buy	74032.7→73918.3	-1.34	timeout

Paper vs Live

Paper (trades.jsonl)

108

closed

45%

win rate

-306.93

total pnl ($)

-56.5 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	108	45%	-56.5	-306.93

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:10	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…