deribit_basis_mean_reversion_fear_gate_v4 · strategy

closed trades

46%

win rate

-237.23

total pnl ($)

0.517

weight

7d window — n=16 wr=31% pnl=-116.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 96 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 03:17	BTC	Buy	58821.9→60209	+11.34	timeout
06-26 18:27	BTC	Buy	59583→59867	+1.82	timeout
06-26 17:28	BTC	Buy	59474→60165	+5.26	timeout
06-26 15:20	BTC	Buy	59254→59950	+5.33	timeout
06-26 14:38	BTC	Buy	59604→59676	+0.10	timeout
06-26 02:24	BTC	Buy	59746→58276.9	-12.72	stop_loss
06-25 13:59	BTC	Buy	59555→58088	-12.68	stop_loss
06-25 13:57	BTC	Buy	59712→58243	-12.67	stop_loss
06-25 13:57	BTC	Buy	59831→58334.9	-12.87	stop_loss
06-25 13:53	BTC	Buy	60451→58959.6	-12.70	stop_loss
06-25 13:48	BTC	Buy	60922→59420.3	-12.71	stop_loss
06-24 17:44	BTC	Buy	60749→59254.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61138.1→59634.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61933.1→60398.8	-12.83	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-24 13:48	BTC	Buy	62779.1→61235.3	-12.74	stop_loss
06-18 04:11	BTC	Buy	65415.3→63803.9	-12.78	stop_loss
06-16 14:46	BTC	Buy	66590.3→65694.7	-7.26	timeout
06-16 14:23	BTC	Buy	67155.4→65502	-12.84	stop_loss
06-16 13:53	BTC	Buy	66570.3→66005.7	-4.77	timeout
06-16 12:49	BTC	Buy	66481.3→66400.7	-1.13	timeout
06-16 11:43	BTC	Buy	66174.3→66360.7	+0.87	timeout
06-15 13:52	BTC	Buy	64278.2→66555.7	+17.28	timeout
06-15 13:00	BTC	Buy	63795.2→66595.7	+21.51	take_profit
06-15 12:49	BTC	Buy	64299.2→66474.7	+16.49	timeout
06-15 11:43	BTC	Buy	64594.2→66168.7	+11.75	timeout
06-15 10:41	BTC	Buy	64592.2→65719.7	+8.27	timeout
06-14 19:57	BTC	Buy	64308.2→63764.8	-4.72	timeout
06-14 13:45	BTC	Buy	64125.2→64353.8	+1.33	timeout
06-14 12:39	BTC	Buy	64002.2→64306.8	+1.94	timeout
06-14 11:36	BTC	Buy	63918.2→64614.8	+5.00	timeout
06-14 10:33	BTC	Buy	63792.2→64592.8	+5.79	timeout
06-13 18:49	BTC	Buy	63808.2→64141.8	+2.16	timeout
06-13 13:06	BTC	Buy	63403.2→64124.8	+5.17	timeout
06-13 12:02	BTC	Buy	63674.2→63929.8	+1.48	timeout
06-13 11:01	BTC	Buy	63658.2→63825.8	+0.77	timeout
06-13 09:54	BTC	Buy	63771.2→63729.8	-0.85	timeout
06-12 17:51	BTC	Buy	63507.2→63789.8	+1.76	timeout
06-12 12:42	BTC	Buy	62815.1→63420.8	+4.30	timeout
06-12 11:37	BTC	Buy	63095.2→63663.8	+3.98	timeout
06-12 10:26	BTC	Buy	62801.1→63613.8	+5.93	timeout
06-12 09:22	BTC	Buy	62775.1→63657.8	+6.50	timeout
06-11 17:38	BTC	Buy	61732.1→63196.8	+11.32	timeout
06-11 11:22	BTC	Buy	61155.1→63138.8	+15.63	timeout
06-11 10:20	BTC	Buy	61165.1→62796.9	+12.75	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:40	BTC	Buy	60856→62282.9	+11.18	timeout
06-09 14:46	BTC	Buy	62744.1→61197.3	-12.79	stop_loss
06-09 14:19	BTC	Buy	63276.2→61719	-12.76	stop_loss
06-09 14:16	BTC	Buy	63433.2→61870	-12.77	stop_loss
06-09 14:11	BTC	Buy	63505.2→61941.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63784.2→62215.8	-12.73	stop_loss
06-09 06:48	BTC	Buy	62957.1→63351.8	+2.63	timeout
06-09 00:48	BTC	Buy	64003.2→62426.6	-12.78	stop_loss
06-08 18:33	BTC	Buy	62252.1→63555.8	+9.95	timeout
06-08 16:32	BTC	Buy	62270.1→63797.8	+11.74	timeout
06-08 15:29	BTC	Buy	61925.1→64005.8	+16.30	timeout
06-08 14:25	BTC	Buy	62081.1→63757.8	+13.01	timeout
06-08 06:38	BTC	Buy	62097.1→62903.9	+6.03	timeout
06-07 16:58	BTC	Buy	60725→61998.9	+10.05	timeout
06-07 15:51	BTC	Buy	60816→62060.9	+9.71	timeout
06-07 14:47	BTC	Buy	60921→61816.9	+6.89	timeout
06-07 13:32	BTC	Buy	60699→61888.9	+9.33	timeout
06-07 06:07	BTC	Buy	61024.1→61649.9	+4.73	timeout
06-06 16:05	BTC	Buy	60197→60820	+4.75	timeout
06-06 15:14	BTC	Buy	60526→60580	-0.00	timeout
06-06 04:27	BTC	Buy	61385.1→59874.1	-12.76	stop_loss
06-05 21:04	BTC	Buy	59281→61883.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60841→59344.3	-12.75	stop_loss
06-05 18:52	BTC	Buy	60874→59377.3	-12.75	stop_loss
06-05 18:43	BTC	Buy	61295.1→59787.1	-12.76	stop_loss
06-05 14:06	BTC	Buy	61976.1→60450.7	-12.76	stop_loss
06-05 14:04	BTC	Buy	62088.1→60559.7	-12.76	stop_loss
06-05 13:57	BTC	Buy	62400.1→60865.5	-12.75	stop_loss
06-05 13:56	BTC	Buy	62466.1→60929.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62876.1→61329.3	-12.75	stop_loss
06-05 11:48	BTC	Buy	62360.1→62182.9	-1.90	timeout
06-05 06:23	BTC	Buy	62728.1→61175.3	-12.77	stop_loss
06-05 06:23	BTC	Buy	62764.1→61213.3	-12.80	stop_loss
06-05 06:16	BTC	Buy	63462.2→61899.9	-12.71	stop_loss
06-05 02:42	BTC	Buy	63361.2→62816.9	-4.71	timeout
06-05 01:21	BTC	Buy	62814.1→63289.8	+3.38	timeout
06-04 10:48	BTC	Buy	63888.2→62316.7	-12.73	stop_loss
06-04 10:28	BTC	Buy	64080.2→62501.6	-12.74	stop_loss
06-04 09:26	BTC	Buy	64485.2→62895.4	-12.77	stop_loss
06-04 01:22	BTC	Buy	64174.2→62595.6	-12.75	stop_loss
06-04 00:29	BTC	Buy	64940.2→63343.1	-12.74	stop_loss
06-04 00:29	BTC	Buy	65012.3→63413.1	-12.75	stop_loss
06-03 20:45	BTC	Buy	66746.3→65105.2	-12.80	stop_loss
06-03 19:54	BTC	Buy	67043.4→65385	-12.84	stop_loss
06-03 19:53	BTC	Buy	67080.4→65409	-12.94	stop_loss
06-03 19:52	BTC	Buy	67112.4→65460	-12.80	stop_loss
06-03 16:27	BTC	Buy	67188.4→65534.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67240.4→65584.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67423.4→65764.8	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

-237.23

total pnl ($)

-49.0 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	96	46%	-49.0	-237.23

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…