deribit_basis_zscore_mean_rev_fear_gate_v4 · strategy

141

closed trades

43%

win rate

-419.81

total pnl ($)

0.484

weight

7d window — n=34 wr=44% pnl=-128.26 · 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 18:46	BTC	Buy	59576→60233	+4.91	timeout
06-29 17:35	BTC	Buy	59480→60447	+7.53	timeout
06-28 20:36	BTC	Buy	60243→59615	-5.65	timeout
06-28 18:33	BTC	Buy	60511→59632	-7.69	timeout
06-28 17:27	BTC	Buy	60522→59590	-8.13	timeout
06-28 16:23	BTC	Buy	60703→59762	-8.20	timeout
06-27 19:55	BTC	Buy	59829→60155	+2.32	timeout
06-27 17:39	BTC	Buy	59973→60621	+4.95	timeout
06-27 16:35	BTC	Buy	60353→60659	+2.10	timeout
06-27 15:36	BTC	Buy	60197→60770	+4.32	timeout
06-26 19:19	BTC	Buy	59196→59944	+5.75	timeout
06-26 16:50	BTC	Buy	59312→60093	+6.04	timeout
06-26 15:43	BTC	Buy	59061→60417	+10.88	timeout
06-26 14:40	BTC	Buy	59671→59571	-1.34	timeout
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58145	-12.69	stop_loss
06-25 13:54	BTC	Buy	60017→58535.8	-12.73	stop_loss
06-25 13:53	BTC	Buy	60292→58790.6	-12.83	stop_loss
06-24 17:20	BTC	Buy	60924→59419.3	-12.78	stop_loss
06-24 16:51	BTC	Buy	61286.1→59739.1	-13.05	stop_loss
06-24 14:17	BTC	Buy	62596.1→61052.4	-12.78	stop_loss
06-24 13:48	BTC	Buy	62794.1→61248.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62910.1→61359.2	-12.78	stop_loss
06-24 13:15	BTC	Buy	62117.1→62022.9	-1.22	timeout
06-24 10:57	BTC	Buy	62302.1→62422.9	+0.48	timeout
06-24 09:34	BTC	Buy	62445.1→62671.9	+1.29	timeout
06-24 07:44	BTC	Buy	62903.1→62637.9	-2.61	timeout
06-23 08:17	BTC	Buy	63994.2→62418.7	-12.77	stop_loss
06-23 08:17	BTC	Buy	63990.2→62416.7	-12.76	stop_loss
06-23 08:15	BTC	Buy	64066.2→62479.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64329.2→62747.5	-12.76	stop_loss
06-23 00:07	BTC	Buy	63474.2→63949.8	+3.33	timeout
06-22 23:07	BTC	Buy	63670.2→63938.8	+1.66	timeout
06-22 22:05	BTC	Buy	63772.2→64348.8	+4.06	timeout
06-22 21:05	BTC	Buy	63790.2→64406.8	+4.36	timeout
06-21 23:28	BTC	Buy	64243.2→63636.8	-5.15	timeout
06-21 22:27	BTC	Buy	64230.2→63705.8	-4.52	timeout
06-21 21:23	BTC	Buy	63918.2→63727.8	-1.94	timeout
06-21 18:44	BTC	Buy	63815.2→64130.8	+2.07	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 21:26	BTC	Buy	63166.2→63934.8	+5.65	timeout
06-20 19:38	BTC	Buy	62956.1→63859.8	+6.75	timeout
06-20 18:28	BTC	Buy	63101.2→63826.8	+5.30	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 18:28	BTC	Buy	62924.1→63094.8	+0.89	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:51	BTC	Buy	64082.2→62506.6	-12.67	stop_loss
06-18 15:40	BTC	Buy	64277.2→62696.5	-12.49	stop_loss
06-18 15:40	BTC	Buy	64310.2→62725.5	-12.50	stop_loss
06-18 15:37	BTC	Buy	64488.2→62899.4	-12.55	stop_loss
06-18 08:45	BTC	Buy	64895.2→64469.8	-3.77	timeout
06-17 22:03	BTC	Buy	65511.3→63899.8	-12.74	stop_loss
06-17 19:50	BTC	Buy	65577.3→63964.8	-12.74	stop_loss
06-17 19:42	BTC	Buy	65735.3→64112.7	-12.79	stop_loss
06-17 17:09	BTC	Buy	65756.3→65833.7	+0.05	timeout
06-17 06:59	BTC	Buy	66412.3→65592.7	-6.58	timeout
06-17 05:42	BTC	Buy	66086.3→65871.7	-2.10	timeout
06-17 04:38	BTC	Buy	65851.3→65847.7	-0.51	timeout
06-16 14:06	BTC	Buy	66414.3→66187.7	-2.24	timeout
06-16 05:26	BTC	Buy	65804.3→66026.7	+1.30	timeout
06-16 03:24	BTC	Buy	65673.3→65749.7	+0.18	timeout
06-16 02:06	BTC	Buy	65573.3→66277.7	+4.90	timeout
06-15 12:23	BTC	Buy	64477.2→66229.7	+13.16	timeout
06-15 02:56	BTC	Buy	64474.2→65431.7	+6.94	timeout
06-15 01:06	BTC	Buy	64516.2→65402.7	+6.40	timeout
06-14 22:17	BTC	Buy	64372.2→65089.7	+5.07	timeout
06-14 09:45	BTC	Buy	63781.2→64529.8	+5.37	timeout
06-14 01:16	BTC	Buy	63673.2→64643.8	+7.22	timeout
06-13 22:46	BTC	Buy	63521.2→64483.8	+7.10	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 09:35	BTC	Buy	63844.2→63777.8	-1.06	timeout
06-13 00:31	BTC	Buy	63572.2→63521.8	-0.95	timeout
06-12 22:04	BTC	Buy	63566.2→63492.8	-1.08	timeout
06-12 20:54	BTC	Buy	63378.2→63405.8	-0.25	timeout
06-12 08:49	BTC	Buy	62968.1→63400.8	+2.90	timeout
06-11 20:38	BTC	Buy	61883.1→63308.8	+10.93	timeout
06-11 19:30	BTC	Buy	61122.1→63808.8	+21.42	take_profit
06-11 17:33	BTC	Buy	61737.1→63408.8	+12.99	timeout
06-11 08:16	BTC	Buy	61661.1→62771.9	+8.41	timeout
06-10 21:58	BTC	Buy	62686.1→61140.4	-12.78	stop_loss
06-10 18:56	BTC	Buy	61712.1→61724.9	-0.40	timeout
06-10 16:09	BTC	Buy	60913→62392.9	+11.64	timeout
06-10 15:08	BTC	Buy	61561.1→61953.9	+2.70	timeout
06-09 14:46	BTC	Buy	62731.1→61187.3	-12.76	stop_loss
06-09 14:46	BTC	Buy	62754.1→61208.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 14:17	BTC	Buy	63390.2→61826	-12.79	stop_loss
06-09 05:52	BTC	Buy	62648.1→63343.8	+5.07	timeout
06-08 22:08	BTC	Buy	61837.1→63445.8	+12.52	timeout
06-08 20:49	BTC	Buy	61777.1→63386.8	+12.54	timeout
06-08 17:06	BTC	Buy	62208.1→63510.8	+9.93	timeout
06-08 05:23	BTC	Buy	61801.1→62622.9	+6.19	timeout
06-07 21:49	BTC	Buy	60810→61713.9	+7.00	timeout
06-07 18:53	BTC	Buy	60568→62072.9	+12.02	timeout
06-07 15:37	BTC	Buy	60671→62029.9	+10.74	timeout
06-07 04:41	BTC	Buy	59719→61745.9	+16.53	timeout
06-06 19:33	BTC	Buy	59603→60610	+8.05	timeout
06-06 18:32	BTC	Buy	60191→60517	+2.31	timeout
06-06 14:33	BTC	Buy	60402→60912	+3.78	timeout

Paper vs Live

Paper (trades.jsonl)

141

closed

43%

win rate

-419.81

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	141	43%	-59.3	-419.81

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 19:42	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…