deribit_basis_zscore_mean_rev_fear_gate · strategy

114

closed trades

41%

win rate

-339.95

total pnl ($)

0.823

weight

7d window — n=20 wr=40% pnl=-60.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 12:06	BTC	Buy	60464→58975.5	-12.75	stop_loss
06-30 04:28	BTC	Buy	59940→59505	-4.01	timeout
06-29 21:16	BTC	Buy	59644→60350	+5.32	timeout
06-29 20:06	BTC	Buy	59500→60447	+7.36	timeout
06-29 01:32	BTC	Buy	60161→59298	-7.65	timeout
06-28 20:04	BTC	Buy	60213→59486	-6.46	timeout
06-28 19:02	BTC	Buy	60563→59564	-8.68	timeout
06-28 00:08	BTC	Buy	60105→60090	-0.51	timeout
06-27 19:55	BTC	Buy	59843→60125	+1.96	timeout
06-27 18:51	BTC	Buy	59645→60499	+6.73	timeout
06-26 19:18	BTC	Buy	59211→59899	+5.25	timeout
06-26 16:50	BTC	Buy	59314→60074	+5.87	timeout
06-26 15:38	BTC	Buy	59312→60339	+8.13	timeout
06-25 13:59	BTC	Buy	59487→58024.1	-12.65	stop_loss
06-25 13:59	BTC	Buy	59524→58060.1	-12.66	stop_loss
06-25 13:53	BTC	Buy	60473→58985.5	-12.65	stop_loss
06-24 17:47	BTC	Buy	60628→59130.5	-12.79	stop_loss
06-24 13:48	BTC	Buy	62787.1→61239.3	-12.74	stop_loss
06-24 13:09	BTC	Buy	62104.1→62153.9	-0.04	timeout
06-24 12:08	BTC	Buy	62455.1→62815.9	+2.43	timeout
06-23 08:17	BTC	Buy	63951.2→62376.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63953.2→62376.7	-12.79	stop_loss
06-23 08:17	BTC	Buy	63966.2→62386.7	-12.81	stop_loss
06-23 03:21	BTC	Buy	64250.2→63994.8	-2.44	timeout
06-22 23:33	BTC	Buy	63361.2→63947.8	+4.24	timeout
06-22 22:21	BTC	Buy	63705.2→64202.8	+3.45	timeout
06-21 23:30	BTC	Buy	64252.2→63598.8	-5.48	timeout
06-21 22:26	BTC	Buy	64155.2→63691.8	-4.04	timeout
06-21 21:24	BTC	Buy	63926.2→63650.8	-2.61	timeout
06-20 22:01	BTC	Buy	63063.2→63961.8	+6.68	timeout
06-20 21:00	BTC	Buy	63190.2→63892.8	+5.12	timeout
06-20 19:15	BTC	Buy	63042.2→63862.8	+6.07	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 17:58	BTC	Buy	62571.1→63184.8	+4.45	timeout
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64129.2→62549.6	-12.70	stop_loss
06-18 15:37	BTC	Buy	64440.2→62842.4	-12.56	stop_loss
06-18 09:51	BTC	Buy	64887.2→64202.8	-5.83	timeout
06-18 08:50	BTC	Buy	64909.2→64463.8	-3.95	timeout
06-17 19:39	BTC	Buy	65601.3→64271.8	-10.59	timeout
06-17 08:35	BTC	Buy	66712.3→65070.2	-12.79	stop_loss
06-17 07:00	BTC	Buy	66411.3→65587.7	-6.68	timeout
06-16 17:15	BTC	Buy	66856.3→65760.7	-8.73	timeout
06-16 08:11	BTC	Buy	65684.3→66421.7	+5.19	timeout
06-16 05:53	BTC	Buy	65806.3→66077.7	+1.68	timeout
06-15 16:10	BTC	Buy	64436.2→67266.6	+21.47	take_profit
06-15 06:31	BTC	Buy	64312.2→65911.7	+11.97	timeout
06-15 02:59	BTC	Buy	64474.2→65426.7	+6.90	timeout
06-14 20:02	BTC	Buy	64250.2→63821.8	-3.83	timeout
06-14 04:48	BTC	Buy	63603.2→64339.8	+5.39	timeout
06-13 21:47	BTC	Buy	63457.2→64509.8	+7.82	timeout
06-13 19:33	BTC	Buy	63636.2→64143.8	+3.54	timeout
06-13 03:05	BTC	Buy	63552.2→63667.8	+0.46	timeout
06-12 20:59	BTC	Buy	63372.2→63439.8	+0.06	timeout
06-12 17:41	BTC	Buy	63325.2→63820.8	+3.45	timeout
06-12 00:10	BTC	Buy	61615.1→63709.8	+16.44	timeout
06-11 19:30	BTC	Buy	61177.1→63865.8	+21.41	take_profit
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-10 19:00	BTC	Buy	61758.1→61849.9	+0.23	timeout
06-10 16:09	BTC	Buy	60909→62439.9	+12.07	timeout
06-10 15:04	BTC	Buy	61425.1→62146.9	+5.38	timeout
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.79	stop_loss
06-09 14:21	BTC	Buy	63165.2→61612.1	-12.75	stop_loss
06-09 14:11	BTC	Buy	63558.2→61993.9	-12.77	stop_loss
06-09 06:11	BTC	Buy	62929.1→63384.8	+3.12	timeout
06-08 22:44	BTC	Buy	63136.2→63270.8	+0.59	timeout
06-08 16:31	BTC	Buy	62211.1→63801.8	+12.25	timeout
06-08 05:25	BTC	Buy	61875.1→62614.9	+5.53	timeout
06-07 21:49	BTC	Buy	60813→61703.9	+6.90	timeout
06-07 15:22	BTC	Buy	60550→61801.9	+9.87	timeout
06-07 05:10	BTC	Buy	60171→61774.9	+12.90	timeout
06-06 20:12	BTC	Buy	60730→60541	-1.94	timeout
06-06 14:26	BTC	Buy	60440→60801	+2.54	timeout
06-06 04:11	BTC	Buy	61763.1→60243.8	-12.75	stop_loss
06-05 21:04	BTC	Buy	59353→61958.9	+21.50	take_profit
06-05 18:52	BTC	Buy	60789→59294.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60887→59389.3	-12.76	stop_loss
06-05 13:58	BTC	Buy	62264.1→60732.6	-12.75	stop_loss
06-05 13:56	BTC	Buy	62416.1→60881.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	62796.1→61251.3	-12.75	stop_loss
06-05 11:34	BTC	Buy	62492.1→62326.9	-1.81	timeout
06-05 06:21	BTC	Buy	63109.2→61551.1	-12.74	stop_loss
06-05 06:21	BTC	Buy	63123.2→61570.1	-12.75	stop_loss
06-05 03:06	BTC	Buy	63920.2→62345.7	-12.73	stop_loss
06-04 10:49	BTC	Buy	63825.2→62255.7	-12.72	stop_loss
06-04 01:22	BTC	Buy	64223.2→62643.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 19:54	BTC	Buy	66996.3→65324.1	-12.96	stop_loss
06-03 19:54	BTC	Buy	66965.3→65318.1	-12.79	stop_loss
06-03 16:27	BTC	Buy	67190.4→65534.9	-12.79	stop_loss
06-03 03:44	BTC	Buy	67343.4→65682.9	-12.78	stop_loss
06-03 03:43	BTC	Buy	67473.4→65813.8	-12.75	stop_loss
06-03 03:28	BTC	Buy	67734.4→66068.6	-12.75	stop_loss
06-02 15:37	BTC	Buy	68766.4→67075.1	-12.75	stop_loss
06-02 14:27	BTC	Buy	69333.5→67628.8	-12.75	stop_loss
06-02 02:05	BTC	Buy	72242.6→70461.2	-12.86	stop_loss
06-01 22:26	BTC	Buy	73944.7→71239.8	-18.88	stop_loss
06-01 22:26	BTC	Buy	73817.7→71239.8	-18.06	stop_loss

Paper vs Live

Paper (trades.jsonl)

114

closed

41%

win rate

-339.95

total pnl ($)

-59.3 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	114	41%	-59.3	-339.95

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…