deribit_basis_zscore_fear_gate_revert_long_94680 · strategy

closed trades

49%

win rate

-220.18

total pnl ($)

0.727

weight

7d window — n=23 wr=48% pnl=-73.78 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 23:41	BTC	Buy	59808→60223	+3.64	timeout
06-29 16:48	BTC	Buy	59770→59865	+0.32	timeout
06-29 10:17	BTC	Buy	59578→60248	+6.12	timeout
06-28 23:50	BTC	Buy	60242→59717	-5.82	timeout
06-28 17:14	BTC	Buy	59982→59614	-4.21	timeout
06-28 08:37	BTC	Buy	60238→60231	-0.61	timeout
06-28 02:27	BTC	Buy	60596→60098	-5.48	timeout
06-27 19:49	BTC	Buy	60476→60184	-3.41	timeout
06-27 00:14	BTC	Buy	59457→60092	+5.85	timeout
06-26 17:29	BTC	Buy	59933→60147	+1.53	timeout
06-26 10:52	BTC	Buy	59771→59356	-4.74	timeout
06-26 04:47	BTC	Buy	59268→59894	+5.80	timeout
06-25 13:48	BTC	Buy	61114.1→59244.4	-18.89	stop_loss
06-25 13:45	BTC	Buy	61710.1→59822.1	-18.85	stop_loss
06-25 11:37	BTC	Buy	61008.1→61282.9	+2.21	timeout
06-25 05:24	BTC	Buy	59530→61673.9	+21.08	timeout
06-24 15:30	BTC	Buy	62632.1→60716.6	-18.87	stop_loss
06-24 14:19	BTC	Buy	62840.1→60880.5	-19.16	stop_loss
06-24 12:00	BTC	Buy	62746.1→62827.9	+0.27	timeout
06-24 05:12	BTC	Buy	62508.1→62800.9	+2.22	timeout
06-23 22:46	BTC	Buy	62222.1→62546.9	+2.58	timeout
06-23 18:34	BTC	Buy	62888.1→62254.9	-6.58	timeout
06-23 08:27	BTC	Buy	64041.2→62081.8	-18.80	stop_loss
06-23 03:37	BTC	Buy	65023.3→63970.8	-10.27	timeout
06-22 21:30	BTC	Buy	64082.2→64273.8	+1.25	timeout
06-22 15:34	BTC	Buy	64217.2→65037.7	+7.13	timeout
06-22 09:00	BTC	Buy	63826.2→64120.8	+2.14	timeout
06-22 02:35	BTC	Buy	63977.2→64434.8	+3.74	timeout
06-21 19:44	BTC	Buy	64185.2→64188.8	-0.50	timeout
06-21 09:25	BTC	Buy	63950.2→63981.8	-0.21	timeout
06-20 14:12	BTC	Buy	63467.2→63226.8	-2.89	timeout
06-20 07:41	BTC	Buy	62970.1→63729.8	+6.63	timeout
06-20 01:14	BTC	Buy	62772.1→63418.8	+5.65	timeout
06-19 18:34	BTC	Buy	62803.1→63135.8	+2.62	timeout
06-19 13:11	BTC	Buy	62942.1→62800.9	-1.83	timeout
06-19 07:05	BTC	Buy	62649.1→62809.9	+1.02	timeout
06-19 02:06	BTC	Buy	63829.2→63079.8	-7.53	timeout
06-18 15:55	BTC	Buy	64387.2→62415.7	-18.79	stop_loss
06-18 13:20	BTC	Buy	64619.2→64339.8	-3.13	timeout
06-18 07:36	BTC	Buy	64459.2→64291.8	-2.12	timeout
06-18 01:31	BTC	Buy	64924.2→64669.8	-2.92	timeout
06-17 19:41	BTC	Buy	65517.3→64217.8	-12.43	timeout
06-17 13:36	BTC	Buy	65594.3→65033.7	-5.67	timeout
06-17 07:25	BTC	Buy	65662.3→65496.7	-2.06	timeout
06-17 01:07	BTC	Buy	66321.3→65760.7	-5.62	timeout
06-16 19:02	BTC	Buy	66377.3→65719.7	-6.54	timeout
06-16 04:28	BTC	Buy	67136.4→65994.7	-10.71	timeout
06-15 22:14	BTC	Buy	65727.3→66350.7	+5.12	timeout
06-15 16:03	BTC	Buy	65815.3→67122.6	+11.34	timeout
06-15 07:26	BTC	Buy	63787.2→65960.7	+19.89	timeout
06-14 23:42	BTC	Buy	64598.2→65586.7	+8.64	timeout
06-14 17:40	BTC	Buy	64340.2→63778.8	-5.84	timeout
06-14 11:29	BTC	Buy	64456.2→64546.8	+0.31	timeout
06-14 05:13	BTC	Buy	63962.2→64308.8	+2.72	timeout
06-13 23:08	BTC	Buy	63862.2→64437.8	+4.86	timeout
06-13 16:44	BTC	Buy	63607.2→64014.8	+3.30	timeout
06-13 09:30	BTC	Buy	63497.2→63796.8	+2.24	timeout
06-12 23:49	BTC	Buy	63811.2→63513.8	-3.39	timeout
06-12 17:41	BTC	Buy	63336.2→63788.8	+3.74	timeout
06-12 11:34	BTC	Buy	63486.2→63714.8	+1.58	timeout
06-12 05:35	BTC	Buy	63201.2→63436.8	+1.67	timeout
06-11 19:06	BTC	Buy	62629.1→63457.8	+7.32	timeout
06-11 04:00	BTC	Buy	62606.1→62658.9	-0.12	timeout
06-10 20:19	BTC	Buy	61623.1→61816.9	+1.31	timeout
06-10 03:09	BTC	Buy	61627.1→62016.9	+3.32	timeout
06-09 14:46	BTC	Buy	63169.2→61237.3	-18.90	stop_loss
06-09 08:14	BTC	Buy	63230.2→62881.9	-3.86	timeout
06-09 02:11	BTC	Buy	63750.2→62721.9	-10.21	timeout
06-08 20:05	BTC	Buy	63152.2→63361.8	+1.43	timeout
06-08 14:01	BTC	Buy	63130.2→63762.8	+5.45	timeout
06-08 08:06	BTC	Buy	61504.1→63148.8	+15.50	timeout
06-08 01:57	BTC	Buy	61763.1→63168.8	+13.08	timeout
06-07 19:49	BTC	Buy	62230.1→61358.9	-8.91	timeout
06-07 13:58	BTC	Buy	61477.1→61767.9	+2.29	timeout
06-07 07:44	BTC	Buy	60585→62185.9	+15.33	timeout
06-07 01:34	BTC	Buy	60756→61516.9	+6.93	timeout
06-06 04:32	BTC	Buy	61542.1→59659.2	-18.90	stop_loss
06-06 03:22	BTC	Buy	60679→60820	+0.85	timeout
06-05 13:59	BTC	Buy	62622.1→60706.6	-18.90	stop_loss
06-05 13:49	BTC	Buy	63136.2→61204.3	-18.90	stop_loss
06-05 06:20	BTC	Buy	63614.2→61666.1	-18.88	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-9.78	timeout
06-04 21:43	BTC	Buy	62870.1→63362.8	+4.17	timeout
06-04 10:30	BTC	Buy	64355.2→62384.7	-18.88	stop_loss
06-04 00:30	BTC	Buy	65258.3→63262.2	-18.89	stop_loss
06-03 20:46	BTC	Buy	67092.4→65040.2	-18.91	stop_loss
06-03 16:39	BTC	Buy	66341.3→65890.7	-4.65	timeout
06-03 14:33	BTC	Buy	66659.3→66730.7	+0.07	timeout
06-03 06:46	BTC	Buy	67207.4→67200.6	-0.64	timeout
06-02 15:26	BTC	Buy	69473.5→67347.9	-18.91	stop_loss
06-02 13:47	BTC	Buy	70790.5→68876.6	-16.79	timeout
05-31 07:47	BTC	Buy	74028.7→73856.3	-2.03	timeout
05-30 02:53	BTC	Buy	73053.7→73721.3	+4.92	timeout
05-29 19:50	BTC	Buy	73372.7→73641.3	+1.62	timeout
05-29 02:38	BTC	Buy	72866.6→73421.3	+3.94	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-220.18

total pnl ($)

-38.5 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	95	49%	-38.5	-220.18

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 00:43	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…