deribit_basis_zscore_mean_rev_fear_gated_long · strategy

128

closed trades

44%

win rate

-305.85

total pnl ($)

0.250

weight

7d window — n=29 wr=34% pnl=-170.89 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 22:53	BTC	Buy	60425→58918.6	-12.92	stop_loss
06-28 21:09	BTC	Buy	60331→59669	-5.95	timeout
06-28 20:06	BTC	Buy	60230→59502	-6.47	timeout
06-28 19:04	BTC	Buy	60565→59431	-9.80	timeout
06-27 16:42	BTC	Buy	60151→60747	+4.51	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 14:34	BTC	Buy	59895→60582	+5.28	timeout
06-27 06:08	BTC	Buy	59727→60155	+3.14	timeout
06-27 03:44	BTC	Buy	59422→60290	+6.86	timeout
06-26 15:30	BTC	Buy	59230→60204	+7.67	timeout
06-26 13:18	BTC	Buy	60284→58798.6	-12.78	stop_loss
06-26 13:18	BTC	Buy	60364→58878.6	-12.77	stop_loss
06-26 02:16	BTC	Buy	60037→58557.8	-12.75	stop_loss
06-25 18:04	BTC	Buy	59437→59620	+1.12	timeout
06-25 13:58	BTC	Buy	59644→58172	-12.72	stop_loss
06-25 13:54	BTC	Buy	60016→58538.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60268→58777.7	-12.74	stop_loss
06-25 13:51	BTC	Buy	60653→59158.4	-12.71	stop_loss
06-24 17:20	BTC	Buy	60904→59406.3	-12.73	stop_loss
06-24 15:28	BTC	Buy	62314.1→60775.6	-12.78	stop_loss
06-24 14:19	BTC	Buy	62492.1→60942.5	-12.85	stop_loss
06-24 14:13	BTC	Buy	62672.1→61130.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62680.1→61138.4	-12.75	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:23	BTC	Buy	63028.2→62728.9	-2.91	timeout
06-24 05:47	BTC	Buy	63354.2→62904.9	-4.05	timeout
06-23 06:22	BTC	Buy	64084.2→62507.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64111.2→62533.6	-12.78	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64292.2→62708.5	-12.79	stop_loss
06-23 04:57	BTC	Buy	64056.2→63637.8	-3.75	timeout
06-22 08:29	BTC	Buy	64017.2→64158.8	+0.60	timeout
06-22 07:24	BTC	Buy	64196.2→64209.8	-0.37	timeout
06-22 06:09	BTC	Buy	64177.2→64187.8	-0.38	timeout
06-22 05:06	BTC	Buy	64231.2→64093.8	-1.54	timeout
06-22 03:46	BTC	Buy	64400.2→64118.8	-2.70	timeout
06-21 06:56	BTC	Buy	63713.2→64263.8	+3.87	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:46	BTC	Buy	63442.2→64393.8	+7.06	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 03:44	BTC	Buy	62687.1→63435.8	+5.54	timeout
06-20 02:42	BTC	Buy	62915.1→63337.8	+2.91	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:34	BTC	Buy	62999.1→63734.8	+5.35	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-18 15:55	BTC	Buy	63972.2→62396.7	-12.72	stop_loss
06-18 10:17	BTC	Buy	64898.2→63936.8	-7.94	timeout
06-17 19:50	BTC	Buy	65654.3→64031.8	-12.80	stop_loss
06-17 19:42	BTC	Buy	65714.3→64090.7	-12.81	stop_loss
06-17 19:39	BTC	Buy	65840.3→64218.7	-12.77	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 16:18	BTC	Buy	65770.3→65965.7	+0.99	timeout
06-17 08:35	BTC	Buy	66720.3→65079.2	-12.78	stop_loss
06-16 21:24	BTC	Buy	66510.3→65711.7	-6.55	timeout
06-16 20:20	BTC	Buy	66514.3→65787.7	-6.00	timeout
06-16 18:04	BTC	Buy	66773.3→66158.7	-5.13	timeout
06-16 15:44	BTC	Buy	66887.3→65813.7	-8.50	timeout
06-16 08:09	BTC	Buy	65703.3→66355.7	+4.54	timeout
06-15 13:20	BTC	Buy	64023.2→66838.7	+21.56	take_profit
06-15 13:18	BTC	Buy	63983.2→66792.7	+21.52	take_profit
06-15 13:18	BTC	Buy	63977.2→66785.7	+21.52	take_profit
06-15 13:00	BTC	Buy	64325.2→66563.7	+16.97	timeout
06-15 07:00	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-14 12:43	BTC	Buy	64003.2→64315.8	+2.00	timeout
06-14 08:12	BTC	Buy	63788.2→64413.8	+4.38	timeout
06-14 04:39	BTC	Buy	63590.2→64406.8	+6.02	timeout
06-14 01:55	BTC	Buy	63789.2→64603.8	+5.96	timeout
06-13 10:33	BTC	Buy	63670.2→63785.8	+0.38	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-13 00:59	BTC	Buy	63626.2→63609.8	-0.67	timeout
06-12 23:38	BTC	Buy	63484.2→63444.8	-0.80	timeout
06-12 14:23	BTC	Buy	62909.1→63351.8	+3.00	timeout
06-12 10:08	BTC	Buy	62942.1→63709.8	+5.55	timeout
06-12 07:05	BTC	Buy	62633.1→63068.8	+2.98	timeout
06-12 00:34	BTC	Buy	61825.1→63651.8	+14.19	timeout
06-11 22:21	BTC	Buy	61245.1→63594.8	+18.60	timeout
06-11 09:28	BTC	Buy	61176.1→62788.9	+12.61	timeout
06-11 08:22	BTC	Buy	61573.1→62797.9	+9.37	timeout
06-10 22:16	BTC	Buy	62624.1→61084.4	-12.75	stop_loss
06-10 16:30	BTC	Buy	61025.1→62247.9	+9.48	timeout
06-10 15:27	BTC	Buy	61370.1→62248.9	+6.66	timeout
06-10 14:31	BTC	Buy	61520.1→61971.9	+3.19	timeout
06-09 16:39	BTC	Buy	62308.1→60774.6	-12.77	stop_loss
06-09 14:21	BTC	Buy	63152.2→61591.1	-12.81	stop_loss
06-09 14:11	BTC	Buy	63501.2→61938.9	-12.75	stop_loss
06-09 14:11	BTC	Buy	63581.2→62015.9	-12.76	stop_loss
06-09 13:36	BTC	Buy	63716.2→62147.8	-12.74	stop_loss
06-08 22:30	BTC	Buy	62981.1→63336.8	+2.34	timeout
06-08 18:13	BTC	Buy	62235.1→63581.8	+10.29	timeout
06-08 17:14	BTC	Buy	62247.1→63357.8	+8.37	timeout
06-08 16:07	BTC	Buy	61999.1→63836.8	+14.25	timeout
06-08 15:00	BTC	Buy	61858.1→63930.8	+16.26	timeout
06-07 22:14	BTC	Buy	60925→63602.8	+21.54	take_profit
06-07 17:09	BTC	Buy	60639→62265.9	+12.94	timeout
06-07 16:00	BTC	Buy	60694→62093.9	+11.10	timeout
06-07 14:55	BTC	Buy	60886→61866.9	+7.59	timeout

Paper vs Live

Paper (trades.jsonl)

128

closed

44%

win rate

-305.85

total pnl ($)

-47.4 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	128	44%	-47.4	-305.85

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…