deribit_basis_zscore_fear_vol_mean_rev · strategy

closed trades

45%

win rate

-165.08

total pnl ($)

0.933

weight

7d window — n=20 wr=45% pnl=-54.23 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 86 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 09:53	BTC	Buy	60040→60226	+1.09	timeout
06-28 03:48	BTC	Buy	60549→60174	-3.55	timeout
06-27 05:41	BTC	Buy	59903→60187	+1.92	timeout
06-26 23:01	BTC	Buy	59143→60023	+6.97	timeout
06-26 13:18	BTC	Buy	60309→58762.7	-13.28	stop_loss
06-26 10:31	BTC	Buy	59752→59709	-0.83	timeout
06-26 04:23	BTC	Buy	59552→59969	+3.07	timeout
06-25 13:45	BTC	Buy	61368.1→59796.1	-13.25	stop_loss
06-25 13:44	BTC	Buy	61700.1→60120.9	-13.23	stop_loss
06-25 10:20	BTC	Buy	60960→61623.9	+4.99	timeout
06-25 04:11	BTC	Buy	59563→60829	+10.18	timeout
06-24 13:48	BTC	Buy	62841.1→61233.3	-13.24	stop_loss
06-24 13:48	BTC	Buy	62840.1→61232.3	-13.24	stop_loss
06-23 23:38	BTC	Buy	62253.1→62609.9	+2.43	timeout
06-23 17:36	BTC	Buy	62888.1→62646.9	-2.37	timeout
06-23 05:34	BTC	Buy	64412.2→63454.8	-7.89	timeout
06-22 23:16	BTC	Buy	65077.3→63881.8	-9.64	timeout
06-22 17:16	BTC	Buy	64224.2→64661.8	+2.95	timeout
06-22 11:12	BTC	Buy	63849.2→64326.8	+3.25	timeout
06-22 05:07	BTC	Buy	64144.2→64130.8	-0.56	timeout
06-21 23:08	BTC	Buy	64132.2→63683.8	-3.94	timeout
06-21 17:00	BTC	Buy	64269.2→64104.8	-1.71	timeout
06-21 10:42	BTC	Buy	64285.2→64350.8	+0.04	timeout
06-21 03:42	BTC	Buy	63827.2→64374.8	+3.84	timeout
06-20 11:27	BTC	Buy	63412.2→63669.8	+1.56	timeout
06-20 05:28	BTC	Buy	62963.1→63656.8	+5.06	timeout
06-19 23:26	BTC	Buy	62727.1→63287.8	+4.01	timeout
06-19 17:22	BTC	Buy	62757.1→63011.8	+1.58	timeout
06-19 12:00	BTC	Buy	63018.2→62626.9	-3.52	timeout
06-19 05:38	BTC	Buy	62828.1→62586.9	-2.35	timeout
06-18 15:57	BTC	Buy	63960.2→62316.7	-13.28	stop_loss
06-18 15:40	BTC	Buy	64399.2→62749.5	-13.15	stop_loss
06-18 11:53	BTC	Buy	64480.2→63924.8	-4.78	timeout
06-18 05:54	BTC	Buy	64118.2→63864.8	-2.43	timeout
06-17 23:48	BTC	Buy	65265.3→64468.8	-6.55	timeout
06-17 17:45	BTC	Buy	65489.3→65844.7	+2.22	timeout
06-17 11:29	BTC	Buy	65557.3→64704.8	-6.98	timeout
06-17 05:26	BTC	Buy	65671.3→65813.7	+0.62	timeout
06-16 23:08	BTC	Buy	66245.3→65755.7	-4.18	timeout
06-16 17:00	BTC	Buy	66420.3→65741.7	-5.60	timeout
06-16 02:07	BTC	Buy	67122.4→66304.7	-6.54	timeout
06-15 20:06	BTC	Buy	65672.3→66539.7	+6.12	timeout
06-15 13:45	BTC	Buy	65841.3→66482.7	+4.43	timeout
06-15 07:08	BTC	Buy	63999.2→65776.7	+13.43	timeout
06-15 00:14	BTC	Buy	64283.2→65775.7	+11.16	timeout
06-14 18:03	BTC	Buy	64394.2→63715.8	-5.76	timeout
06-14 12:01	BTC	Buy	64557.2→64515.8	-0.77	timeout
06-14 05:58	BTC	Buy	64295.2→64330.8	-0.17	timeout
06-13 23:58	BTC	Buy	64086.2→64429.8	+2.23	timeout
06-13 17:59	BTC	Buy	63792.2→63964.8	+0.90	timeout
06-13 11:44	BTC	Buy	63743.2→63876.8	+0.56	timeout
06-13 05:45	BTC	Buy	63642.2→63551.8	-1.16	timeout
06-12 21:44	BTC	Buy	63767.2→63517.8	-2.42	timeout
06-12 15:44	BTC	Buy	63372.2→63892.8	+3.62	timeout
06-12 06:57	BTC	Buy	63374.2→62958.9	-3.75	timeout
06-11 23:43	BTC	Buy	62808.1→63621.8	+5.97	timeout
06-11 16:48	BTC	Buy	62812.1→62648.9	-1.79	timeout
06-11 08:19	BTC	Buy	61129.1→62803.9	+13.20	timeout
06-11 00:51	BTC	Buy	61935.1→61832.9	-1.29	timeout
06-10 18:17	BTC	Buy	61681.1→61881.9	+1.16	timeout
06-09 16:20	BTC	Buy	62402.1→60805.5	-13.26	stop_loss
06-09 14:29	BTC	Buy	63169.2→61552.1	-13.25	stop_loss
06-09 01:34	BTC	Buy	63845.2→62798.9	-8.64	timeout
06-08 19:30	BTC	Buy	63336.2→63515.8	+0.95	timeout
06-08 13:27	BTC	Buy	63198.2→63591.8	+2.65	timeout
06-08 06:11	BTC	Buy	61611.1→62922.9	+10.19	timeout
06-07 23:46	BTC	Buy	61750.1→63254.8	+11.73	timeout
06-07 17:14	BTC	Buy	62114.1→62244.9	+0.59	timeout
06-07 11:12	BTC	Buy	61299.1→62487.9	+9.26	timeout
06-06 17:02	BTC	Buy	60744→60808	+0.09	timeout
06-06 04:44	BTC	Buy	59804→59795	-0.52	timeout
06-06 04:31	BTC	Buy	61300.1→59731.1	-13.25	stop_loss
06-05 15:41	BTC	Buy	61617.1→60024	-13.36	stop_loss
06-05 14:26	BTC	Buy	61973.1→60385.8	-13.26	stop_loss
06-05 01:49	BTC	Buy	63753.2→63284.8	-4.12	timeout
06-04 19:41	BTC	Buy	62806.1→63879.8	+8.09	timeout
06-04 09:30	BTC	Buy	64324.2→62677.5	-13.24	stop_loss
06-04 00:29	BTC	Buy	64998.2→63335.1	-13.24	stop_loss
06-03 19:55	BTC	Buy	66973.3→65249.1	-13.34	stop_loss
06-03 14:38	BTC	Buy	66354.3→66926.7	+3.84	timeout
06-03 12:20	BTC	Buy	66837.3→66766.7	-1.02	timeout
06-03 03:50	BTC	Buy	67252.4→65529.9	-13.26	stop_loss
06-02 14:27	BTC	Buy	69491.5→67712.7	-13.26	stop_loss
06-02 11:48	BTC	Buy	70880.5→69516.5	-10.13	timeout
05-29 17:48	BTC	Buy	73376.7→74051.3	+4.13	timeout
05-29 00:41	BTC	Buy	72967.6→73796.3	+5.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-165.08

total pnl ($)

-38.2 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	86	45%	-38.2	-165.08

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…