deribit_basis_zscore_mean_rev_fear_gate_v3 · strategy

160

closed trades

39%

win rate

-559.03

total pnl ($)

0.250

weight

7d window — n=36 wr=28% pnl=-153.04 · 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 13:00	BTC	Buy	59781→58310.9	-12.73	stop_loss
06-30 11:40	BTC	Buy	59817→59157	-5.95	timeout
06-30 09:48	BTC	Buy	60033→59340	-6.21	timeout
06-30 08:26	BTC	Buy	59813→59384	-3.99	timeout
06-30 07:06	BTC	Buy	60015→59533	-4.44	timeout
06-29 10:05	BTC	Buy	60150→60110	-0.93	timeout
06-29 07:49	BTC	Buy	60213→60043	-1.85	timeout
06-28 22:53	BTC	Buy	60384→58878.6	-12.93	stop_loss
06-28 19:53	BTC	Buy	60173→59301	-7.68	timeout
06-28 18:51	BTC	Buy	60506→59493	-8.79	timeout
06-28 09:11	BTC	Buy	60373→60420	-0.05	timeout
06-28 08:09	BTC	Buy	60486→60160	-3.17	timeout
06-28 07:01	BTC	Buy	60365→60045	-3.09	timeout
06-27 19:43	BTC	Buy	59903→60168	+1.81	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-27 02:33	BTC	Buy	58695.9→60231	+12.60	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.74	timeout
06-26 15:16	BTC	Buy	58832.9→59845	+8.10	timeout
06-26 13:19	BTC	Buy	60168→58688.7	-12.75	stop_loss
06-26 07:28	BTC	Buy	58101.9→60654	+21.52	take_profit
06-26 02:13	BTC	Buy	60188→58701.7	-12.79	stop_loss
06-25 13:58	BTC	Buy	59651→58182	-12.70	stop_loss
06-25 13:57	BTC	Buy	59724→58254.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59750→58275.9	-12.73	stop_loss
06-25 13:53	BTC	Buy	60455→58963.6	-12.73	stop_loss
06-25 13:48	BTC	Buy	60789→59294.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60865→59368.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61166.1→59661.2	-12.73	stop_loss
06-24 15:56	BTC	Buy	61761.1→60241.9	-12.74	stop_loss
06-24 13:44	BTC	Buy	62934.1→61386.2	-12.75	stop_loss
06-24 10:54	BTC	Buy	62256.1→62490.9	+1.40	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.91	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:24	BTC	Buy	63791.2→62221.8	-12.75	stop_loss
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 08:15	BTC	Buy	64067.2→62478.6	-12.86	stop_loss
06-23 06:27	BTC	Buy	64069.2→62647.9	-11.58	timeout
06-23 06:21	BTC	Buy	64280.2→62695.5	-12.81	stop_loss
06-23 03:51	BTC	Buy	64073.2→64038.8	-0.72	timeout
06-22 23:31	BTC	Buy	63580.2→63993.8	+2.80	timeout
06-22 22:21	BTC	Buy	63707.2→64202.8	+3.44	timeout
06-22 07:13	BTC	Buy	64228.2→64188.8	-0.78	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 03:37	BTC	Buy	64360.2→64180.8	-1.92	timeout
06-21 15:50	BTC	Buy	64120.2→64213.8	+0.34	timeout
06-21 14:37	BTC	Buy	63424.2→64020.8	+4.32	timeout
06-21 06:26	BTC	Buy	63645.2→64220.8	+4.06	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 02:44	BTC	Buy	62916.1→63339.8	+2.92	timeout
06-20 01:39	BTC	Buy	62868.1→63587.8	+5.26	timeout
06-20 00:33	BTC	Buy	63010.2→63615.8	+4.31	timeout
06-19 21:03	BTC	Buy	63073.2→63137.8	+0.02	timeout
06-19 19:57	BTC	Buy	62931.1→62999.8	+0.06	timeout
06-18 15:55	BTC	Buy	63974.2→62400.7	-12.69	stop_loss
06-18 15:51	BTC	Buy	64124.2→62547.6	-12.67	stop_loss
06-18 15:37	BTC	Buy	64426.2→62841.4	-12.44	stop_loss
06-18 15:16	BTC	Buy	65046.3→63446.1	-12.72	stop_loss
06-18 14:52	BTC	Buy	65183.3→63575	-12.77	stop_loss
06-18 11:11	BTC	Buy	64660.2→63966.8	-5.88	timeout
06-18 09:24	BTC	Buy	64946.2→64397.8	-4.74	timeout
06-17 18:40	BTC	Buy	65820.3→65546.7	-2.62	timeout
06-17 15:31	BTC	Buy	65826.3→65265.7	-4.72	timeout
06-17 08:39	BTC	Buy	66615.3→64972.2	-12.79	stop_loss
06-17 08:31	BTC	Buy	66731.3→65088.2	-12.75	stop_loss
06-17 06:58	BTC	Buy	66412.3→65577.7	-6.76	timeout
06-16 18:02	BTC	Buy	66803.3→66150.7	-5.42	timeout
06-16 15:22	BTC	Buy	66630.3→65713.7	-7.41	timeout
06-16 12:03	BTC	Buy	66182.3→66392.7	+1.05	timeout
06-16 08:08	BTC	Buy	65678.3→66332.7	+4.59	timeout
06-16 05:50	BTC	Buy	65752.3→66066.7	+1.99	timeout
06-15 13:36	BTC	Buy	64245.2→66799.7	+19.45	timeout
06-15 12:31	BTC	Buy	64445.2→66243.7	+13.52	timeout
06-15 11:05	BTC	Buy	64453.2→65913.7	+10.88	timeout
06-15 07:01	BTC	Buy	64261.2→65702.7	+10.75	timeout
06-15 03:35	BTC	Buy	64517.2→65699.7	+8.68	timeout
06-14 10:20	BTC	Buy	63757.2→64516.8	+5.47	timeout
06-14 08:51	BTC	Buy	63824.2→64446.8	+4.38	timeout
06-14 07:48	BTC	Buy	63818.2→64397.8	+4.08	timeout
06-14 06:11	BTC	Buy	63572.2→64421.8	+6.24	timeout
06-14 01:51	BTC	Buy	63784.2→64608.8	+6.04	timeout
06-13 09:28	BTC	Buy	63744.2→63787.8	-0.20	timeout
06-13 08:26	BTC	Buy	63465.2→63784.8	+1.96	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-13 05:23	BTC	Buy	63473.2→63537.8	+0.07	timeout
06-12 15:24	BTC	Buy	62753.1→64242.8	+11.34	timeout
06-12 09:18	BTC	Buy	62775.1→63531.8	+5.51	timeout
06-12 08:17	BTC	Buy	62798.1→63372.8	+4.01	timeout
06-12 06:49	BTC	Buy	62820.1→62964.9	+0.65	timeout
06-12 02:02	BTC	Buy	62248.1→63443.8	+9.04	timeout
06-11 14:51	BTC	Buy	61920.1→62904.9	+7.40	timeout
06-11 08:16	BTC	Buy	61651.1→62767.9	+8.48	timeout
06-10 22:17	BTC	Buy	62606.1→61066.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:13	BTC	Buy	61037.1→62336.9	+10.15	timeout
06-10 15:12	BTC	Buy	61526.1→61898.9	+2.53	timeout
06-10 14:13	BTC	Buy	62006.1→62062.9	-0.02	timeout

Paper vs Live

Paper (trades.jsonl)

160

closed

39%

win rate

-559.03

total pnl ($)

-69.6 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	160	39%	-69.6	-559.03

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…