basis_zscore_mean_reversion_fear_gated_long · strategy

106

closed trades

44%

win rate

-313.19

total pnl ($)

0.631

weight

7d window — n=24 wr=42% pnl=-98.90 · 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 21:30	BTC	Buy	59858→60434	+4.43	timeout
06-27 20:19	BTC	Buy	59771→60231	+3.46	timeout
06-27 19:13	BTC	Buy	59988→60570	+4.43	timeout
06-26 19:22	BTC	Buy	59194→59892	+5.32	timeout
06-26 15:18	BTC	Buy	59080→59889	+6.35	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:55	BTC	Buy	59869→58393.9	-12.70	stop_loss
06-25 13:53	BTC	Buy	60280→58775.7	-12.85	stop_loss
06-24 16:51	BTC	Buy	61075.1→59560.2	-12.83	stop_loss
06-24 16:51	BTC	Buy	61326.1→59818.1	-12.72	stop_loss
06-24 14:17	BTC	Buy	62596.1→61055.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63055.2→61504.2	-12.75	stop_loss
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:51	BTC	Buy	62896.1→62728.9	-1.84	timeout
06-23 08:17	BTC	Buy	63994.2→62417.7	-12.78	stop_loss
06-23 06:40	BTC	Buy	64042.2→62886.9	-9.50	timeout
06-23 06:21	BTC	Buy	64239.2→62657.5	-12.79	stop_loss
06-22 21:10	BTC	Buy	63618.2→64373.8	+5.47	timeout
06-22 04:40	BTC	Buy	64488.2→63953.8	-4.62	timeout
06-22 03:37	BTC	Buy	64361.2→64180.8	-1.93	timeout
06-21 20:17	BTC	Buy	63940.2→64090.8	+0.74	timeout
06-21 00:01	BTC	Buy	63547.2→64247.8	+5.05	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:18	BTC	Buy	62511.1→63062.8	+3.96	timeout
06-18 15:51	BTC	Buy	64159.2→62580.6	-12.66	stop_loss
06-18 15:37	BTC	Buy	64473.2→62879.4	-12.71	stop_loss
06-18 15:37	BTC	Buy	64502.2→62879.4	-12.83	stop_loss
06-18 09:31	BTC	Buy	65024.3→64223.8	-6.66	timeout
06-18 08:34	BTC	Buy	65165.3→64511.8	-5.47	timeout
06-17 22:03	BTC	Buy	65492.3→63853.9	-12.95	stop_loss
06-17 16:29	BTC	Buy	65741.3→66310.7	+3.90	timeout
06-17 08:39	BTC	Buy	66555.3→64914.3	-12.80	stop_loss
06-17 08:06	BTC	Buy	66320.3→65434.7	-7.12	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 09:11	BTC	Buy	65669.3→66721.7	+7.59	timeout
06-16 07:48	BTC	Buy	65701.3→66312.7	+4.27	timeout
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 07:01	BTC	Buy	64261.2→65718.7	+10.87	timeout
06-15 05:37	BTC	Buy	64299.2→65694.7	+10.39	timeout
06-14 08:19	BTC	Buy	63792.2→64472.8	+4.86	timeout
06-14 06:11	BTC	Buy	63572.2→64414.8	+6.19	timeout
06-14 04:41	BTC	Buy	63594.2→64388.8	+5.85	timeout
06-13 07:48	BTC	Buy	62998.1→63791.8	+5.83	timeout
06-13 04:32	BTC	Buy	63748.2→63541.8	-2.06	timeout
06-13 02:17	BTC	Buy	63589.2→63764.8	+0.90	timeout
06-12 06:45	BTC	Buy	62877.1→62920.9	-0.15	timeout
06-12 00:09	BTC	Buy	61560.1→63699.8	+16.82	timeout
06-11 19:30	BTC	Buy	61190.1→63876.8	+21.39	take_profit
06-10 22:17	BTC	Buy	62614.1→61074.4	-12.75	stop_loss
06-10 16:20	BTC	Buy	60845→62299.9	+11.46	timeout
06-10 15:19	BTC	Buy	61567.1→61955.9	+2.66	timeout
06-10 14:19	BTC	Buy	61767.1→61865.9	+0.32	timeout
06-09 16:05	BTC	Buy	62459.1→60910.5	-12.86	stop_loss
06-09 14:18	BTC	Buy	63297.2→61739	-12.76	stop_loss
06-09 13:36	BTC	Buy	63752.2→62183.8	-12.74	stop_loss
06-09 12:30	BTC	Buy	63191.2→62596.9	-5.10	timeout
06-08 22:32	BTC	Buy	62811.1→63337.8	+3.71	timeout
06-08 21:31	BTC	Buy	61783.1→63606.8	+14.27	timeout
06-08 12:22	BTC	Buy	61958.1→62924.9	+7.34	timeout
06-07 19:56	BTC	Buy	60637→61283.9	+4.93	timeout
06-07 18:53	BTC	Buy	60559→62072.9	+12.10	timeout
06-07 10:43	BTC	Buy	60391→62327.9	+15.60	timeout
06-06 19:35	BTC	Buy	59670→60553	+7.01	timeout
06-06 18:31	BTC	Buy	60187→60533	+2.47	timeout
06-06 04:33	BTC	Buy	61112.1→59599.2	-12.83	stop_loss
06-05 18:52	BTC	Buy	60924→59425.3	-12.76	stop_loss
06-05 18:52	BTC	Buy	60914→59416.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61584.1→60069.9	-12.73	stop_loss
06-05 13:49	BTC	Buy	62761.1→61217.3	-12.75	stop_loss
06-05 13:49	BTC	Buy	62963.1→61411.2	-12.78	stop_loss
06-05 06:23	BTC	Buy	62729.1→61175.3	-12.83	stop_loss
06-05 06:03	BTC	Buy	63640.2→62068.8	-12.75	stop_loss
06-05 05:59	BTC	Buy	63799.2→62226.8	-12.73	stop_loss
06-05 02:16	BTC	Buy	62266.1→63199.8	+7.05	timeout
06-04 10:30	BTC	Buy	63971.2→62397.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64414.2→62824.4	-12.79	stop_loss
06-04 02:01	BTC	Buy	63518.2→61955.9	-12.75	stop_loss
06-04 01:16	BTC	Buy	64503.2→62917.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65344.3→63736.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	66991.3→65324.1	-12.93	stop_loss
06-03 19:53	BTC	Buy	67073.4→65409	-12.89	stop_loss
06-03 16:27	BTC	Buy	67190.4→65534.9	-12.79	stop_loss
06-03 03:49	BTC	Buy	67311.4→65655.9	-12.75	stop_loss
06-03 03:43	BTC	Buy	67475.4→65812.8	-12.78	stop_loss
06-02 22:59	BTC	Buy	68022.4→66251.5	-13.47	stop_loss
06-02 13:39	BTC	Buy	70480.5→68747.2	-12.77	stop_loss
06-02 12:18	BTC	Buy	70943.5→69198.9	-12.79	stop_loss
06-02 12:06	BTC	Buy	71003.6→69249.9	-12.86	stop_loss
06-01 03:38	BTC	Buy	74133.7→73910.3	-2.03	timeout
05-31 18:58	BTC	Buy	74010.7→73611.3	-3.21	timeout
05-31 16:59	BTC	Buy	73896.7→73501.3	-3.18	timeout
05-31 14:57	BTC	Buy	73900.7→73653.3	-2.15	timeout
05-31 04:56	BTC	Buy	73335.7→74171.3	+5.18	timeout
05-31 00:01	BTC	Buy	73432.7→73869.3	+2.48	timeout

Paper vs Live

Paper (trades.jsonl)

106

closed

44%

win rate

-313.19

total pnl ($)

-58.9 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 ($)
BTC	106	44%	-58.9	-313.19

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 22:01	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…