deribit_basis_zscore_mean_rev_fear_gate_long_v5 · strategy

138

closed trades

43%

win rate

-424.85

total pnl ($)

0.250

weight

7d window — n=36 wr=33% pnl=-199.55 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 19:26	BTC	Buy	59508→60358	+6.54	timeout
06-29 07:13	BTC	Buy	60123→59986	-1.60	timeout
06-29 02:13	BTC	Buy	60325→58841.6	-12.77	stop_loss
06-28 21:56	BTC	Buy	60170→59361	-7.19	timeout
06-28 19:52	BTC	Buy	60157→59336	-7.25	timeout
06-28 17:43	BTC	Buy	60577→59497	-9.33	timeout
06-28 08:38	BTC	Buy	60377→60374	-0.48	timeout
06-28 06:29	BTC	Buy	60201→59895	-2.98	timeout
06-27 21:14	BTC	Buy	59717→60367	+5.06	timeout
06-27 19:11	BTC	Buy	59956→60562	+4.63	timeout
06-27 15:43	BTC	Buy	60457→60774	+2.19	timeout
06-27 06:06	BTC	Buy	59766→60170	+2.93	timeout
06-27 01:45	BTC	Buy	59252→59931	+5.25	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 14:17	BTC	Buy	58852.9→59981	+9.08	timeout
06-26 02:21	BTC	Buy	59806→58331.9	-12.77	stop_loss
06-25 17:55	BTC	Buy	59417→59525	+0.49	timeout
06-25 13:53	BTC	Buy	60355→58867.6	-12.69	stop_loss
06-25 13:48	BTC	Buy	60870→59373.3	-12.71	stop_loss
06-25 13:48	BTC	Buy	60947→59446.3	-12.71	stop_loss
06-25 13:44	BTC	Buy	61638.1→60121.9	-12.72	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.72	stop_loss
06-24 14:17	BTC	Buy	62599.1→61059.4	-12.72	stop_loss
06-24 14:08	BTC	Buy	62465.1→61367.9	-9.21	timeout
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63000.1→61445.2	-12.79	stop_loss
06-24 12:08	BTC	Buy	62443.1→62793.9	+2.36	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.45	timeout
06-24 06:40	BTC	Buy	62947.1→62824.9	-1.47	timeout
06-23 08:17	BTC	Buy	63987.2→62403.7	-12.84	stop_loss
06-23 06:21	BTC	Buy	64163.2→62565.6	-12.90	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64252.2→62665.5	-12.81	stop_loss
06-23 06:18	BTC	Buy	64586.2→62994.3	-12.80	stop_loss
06-22 22:28	BTC	Buy	65532.3→63914.8	-12.79	stop_loss
06-22 21:12	BTC	Buy	63559.2→64341.8	+5.70	timeout
06-22 10:19	BTC	Buy	64251.2→64171.8	-1.16	timeout
06-22 08:14	BTC	Buy	64101.2→64218.8	+0.40	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 03:33	BTC	Buy	64331.2→64236.8	-1.26	timeout
06-21 17:38	BTC	Buy	63819.2→64037.8	+1.34	timeout
06-21 09:56	BTC	Buy	63744.2→64182.8	+2.88	timeout
06-21 07:52	BTC	Buy	63702.2→64181.8	+3.32	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-20 22:25	BTC	Buy	63273.2→64152.8	+6.50	timeout
06-20 17:17	BTC	Buy	63011.2→63864.8	+6.31	timeout
06-20 02:37	BTC	Buy	62911.1→63353.8	+3.08	timeout
06-20 00:34	BTC	Buy	62999.1→63677.8	+4.91	timeout
06-19 22:23	BTC	Buy	62821.1→63237.8	+2.82	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 16:46	BTC	Buy	62756.1→63210.8	+3.21	timeout
06-18 15:57	BTC	Buy	63875.2→62298.7	-12.65	stop_loss
06-18 15:40	BTC	Buy	64201.2→62622.5	-12.46	stop_loss
06-18 15:40	BTC	Buy	64312.2→62730.5	-12.71	stop_loss
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.59	stop_loss
06-18 15:37	BTC	Buy	64496.2→62878.4	-12.79	stop_loss
06-18 10:23	BTC	Buy	64948.2→63919.8	-8.45	timeout
06-17 19:50	BTC	Buy	65675.3→64052.8	-12.80	stop_loss
06-17 19:50	BTC	Buy	65643.3→64026.8	-12.76	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 19:38	BTC	Buy	65849.3→64228.7	-12.76	stop_loss
06-17 17:26	BTC	Buy	65733.3→65958.7	+1.16	timeout
06-17 08:31	BTC	Buy	66737.3→65092.2	-12.81	stop_loss
06-17 04:36	BTC	Buy	65827.3→65857.7	-0.25	timeout
06-16 22:26	BTC	Buy	66080.3→65703.7	-3.39	timeout
06-16 19:41	BTC	Buy	66665.3→65587.7	-8.63	timeout
06-16 15:29	BTC	Buy	66639.3→65751.7	-7.19	timeout
06-16 07:53	BTC	Buy	65722.3→66337.7	+4.26	timeout
06-16 03:13	BTC	Buy	65673.3→65755.7	+0.21	timeout
06-15 21:21	BTC	Buy	64807.2→66506.7	+12.61	timeout
06-15 12:50	BTC	Buy	63755.2→66562.7	+21.58	take_profit
06-15 12:27	BTC	Buy	64474.2→66237.7	+13.25	timeout
06-15 07:03	BTC	Buy	64263.2→65737.7	+11.01	timeout
06-14 22:32	BTC	Buy	64504.2→65215.7	+5.02	timeout
06-14 20:29	BTC	Buy	64234.2→63900.8	-3.08	timeout
06-14 18:27	BTC	Buy	64154.2→63690.8	-4.16	timeout
06-14 04:39	BTC	Buy	63589.2→64406.8	+6.03	timeout
06-14 01:55	BTC	Buy	63789.2→64601.8	+5.94	timeout
06-13 21:43	BTC	Buy	63545.2→64594.8	+7.78	timeout
06-13 19:41	BTC	Buy	63703.2→64277.8	+4.06	timeout
06-13 15:09	BTC	Buy	64075.2→64192.8	+0.43	timeout
06-13 00:39	BTC	Buy	63701.2→63571.8	-1.56	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 14:00	BTC	Buy	63020.2→63306.8	+1.76	timeout
06-12 09:36	BTC	Buy	62894.1→63875.8	+7.27	timeout
06-11 19:30	BTC	Buy	61178.1→63865.8	+21.40	take_profit
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-11 11:56	BTC	Buy	61032.1→63094.8	+16.32	timeout
06-11 09:54	BTC	Buy	61229.1→62908.9	+13.13	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.38	timeout
06-10 14:17	BTC	Buy	61871.1→62027.9	+0.79	timeout
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-09 14:46	BTC	Buy	62790.1→61245.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63181.2→61622.1	-12.79	stop_loss
06-09 14:18	BTC	Buy	63328.2→61771	-12.75	stop_loss
06-09 13:36	BTC	Buy	63686.2→62117.8	-12.75	stop_loss
06-09 10:02	BTC	Buy	63451.2→62706.9	-6.29	timeout

Paper vs Live

Paper (trades.jsonl)

138

closed

43%

win rate

-424.85

total pnl ($)

-61.3 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	138	43%	-61.3	-424.85

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 22:24	BTC	Buy	circuit_breaker
06-29 07:08	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…