deribit_basis_zscore_mean_rev_fear_long_v2 · strategy

149

closed trades

38%

win rate

-573.69

total pnl ($)

0.250

weight

7d window — n=36 wr=28% pnl=-170.48 · 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 10:10	BTC	Buy	60392→60158	-2.42	timeout
06-28 09:09	BTC	Buy	60431→60387	-0.81	timeout
06-28 08:04	BTC	Buy	60446→60183	-2.67	timeout
06-28 06:56	BTC	Buy	60339→59965	-3.54	timeout
06-27 19:40	BTC	Buy	59937→60154	+1.41	timeout
06-27 03:39	BTC	Buy	59451→60297	+6.67	timeout
06-27 02:33	BTC	Buy	58683.9→60225	+12.66	timeout
06-26 19:50	BTC	Buy	59259→59866	+4.55	timeout
06-26 16:48	BTC	Buy	59220→60072	+6.63	timeout
06-26 14:42	BTC	Buy	59545→59656	+0.43	timeout
06-26 02:13	BTC	Buy	60111→58620.7	-12.84	stop_loss
06-25 13:58	BTC	Buy	59649→58168	-12.79	stop_loss
06-25 13:57	BTC	Buy	59735→58265.9	-12.68	stop_loss
06-25 13:57	BTC	Buy	59758→58282.9	-12.72	stop_loss
06-25 13:53	BTC	Buy	60455→58957.6	-12.76	stop_loss
06-25 13:51	BTC	Buy	60681→59188.4	-12.69	stop_loss
06-24 17:22	BTC	Buy	60764→59267.4	-12.75	stop_loss
06-24 16:51	BTC	Buy	61292.1→59758.1	-12.94	stop_loss
06-24 15:47	BTC	Buy	61850.1→60328.8	-12.74	stop_loss
06-24 13:45	BTC	Buy	62883.1→61334.2	-12.77	stop_loss
06-24 10:53	BTC	Buy	62247.1→62457.9	+1.20	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 06:51	BTC	Buy	62896.1→62729.9	-1.83	timeout
06-23 08:24	BTC	Buy	63692.2→62123.8	-12.76	stop_loss
06-23 06:27	BTC	Buy	64068.2→62647.9	-11.57	timeout
06-23 06:21	BTC	Buy	64145.2→62565.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64213.2→62633.5	-12.78	stop_loss
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.79	stop_loss
06-23 03:53	BTC	Buy	64092.2→64023.8	-0.98	timeout
06-22 08:52	BTC	Buy	63905.2→64115.8	+1.13	timeout
06-22 07:48	BTC	Buy	64193.2→64230.8	-0.18	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64084.8	-1.55	timeout
06-22 03:43	BTC	Buy	64387.2→64167.8	-2.22	timeout
06-21 06:57	BTC	Buy	63730.2→64263.8	+3.74	timeout
06-21 05:54	BTC	Buy	63674.2→64208.8	+3.75	timeout
06-21 04:54	BTC	Buy	63572.2→64306.8	+5.34	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:44	BTC	Buy	63368.2→64207.8	+6.16	timeout
06-20 02:49	BTC	Buy	62915.1→63395.8	+3.37	timeout
06-20 01:38	BTC	Buy	62892.1→63561.8	+4.87	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.68	timeout
06-19 21:24	BTC	Buy	62995.1→63192.8	+1.07	timeout
06-19 20:23	BTC	Buy	63115.2→62954.9	-1.76	timeout
06-18 15:52	BTC	Buy	64075.2→62495.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64087.2→62509.6	-12.70	stop_loss
06-18 15:51	BTC	Buy	64157.2→62573.6	-12.57	stop_loss
06-18 15:37	BTC	Buy	64428.2→62841.4	-12.67	stop_loss
06-18 15:17	BTC	Buy	64977.2→63367.1	-12.57	stop_loss
06-18 04:11	BTC	Buy	65378.3→63742.9	-12.97	stop_loss
06-17 19:50	BTC	Buy	65584.3→63965.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65766.3→64148.7	-12.74	stop_loss
06-17 19:39	BTC	Buy	65835.3→64214.7	-12.75	stop_loss
06-17 17:43	BTC	Buy	65720.3→65823.7	+0.26	timeout
06-17 08:44	BTC	Buy	66508.3→64872.3	-12.83	stop_loss
06-16 21:24	BTC	Buy	66523.3→65710.7	-6.65	timeout
06-16 19:21	BTC	Buy	66459.3→65682.7	-6.39	timeout
06-16 18:06	BTC	Buy	66800.3→66076.7	-5.95	timeout
06-16 15:43	BTC	Buy	66841.3→65837.7	-8.07	timeout
06-16 08:11	BTC	Buy	65699.3→66420.7	+5.05	timeout
06-15 13:36	BTC	Buy	64281.2→66775.7	+18.96	timeout
06-15 13:20	BTC	Buy	64020.2→66832.7	+21.53	take_profit
06-15 13:18	BTC	Buy	63956.2→66764.7	+21.52	take_profit
06-15 12:32	BTC	Buy	64375.2→66193.7	+13.69	timeout
06-15 06:02	BTC	Buy	64399.2→65806.7	+10.46	timeout
06-14 11:07	BTC	Buy	63848.2→64463.8	+4.37	timeout
06-14 09:46	BTC	Buy	63781.2→64532.8	+5.41	timeout
06-14 08:46	BTC	Buy	63856.2→64453.8	+4.18	timeout
06-14 07:42	BTC	Buy	63802.2→64285.8	+3.29	timeout
06-14 01:51	BTC	Buy	63774.2→64608.8	+6.11	timeout
06-13 10:35	BTC	Buy	63692.2→63802.8	+0.33	timeout
06-13 09:28	BTC	Buy	63746.2→63787.8	-0.21	timeout
06-13 08:27	BTC	Buy	63472.2→63778.8	+1.87	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 11:18	BTC	Buy	63107.2→63745.8	+4.54	timeout
06-12 10:03	BTC	Buy	62864.1→63704.8	+6.14	timeout
06-12 09:03	BTC	Buy	62930.1→63442.8	+3.55	timeout
06-12 07:51	BTC	Buy	62676.1→62983.9	+1.97	timeout
06-12 06:45	BTC	Buy	62913.1→62940.9	-0.28	timeout
06-11 08:16	BTC	Buy	61661.1→62768.9	+8.41	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 17:01	BTC	Buy	61470.1→62215.9	+5.55	timeout
06-10 15:59	BTC	Buy	61121.1→62607.9	+11.69	timeout
06-10 14:57	BTC	Buy	61399.1→61798.9	+2.76	timeout
06-09 16:39	BTC	Buy	62292.1→60758.6	-12.77	stop_loss
06-09 15:55	BTC	Buy	62627.1→61087.4	-12.75	stop_loss
06-09 14:43	BTC	Buy	62837.1→61289.3	-12.77	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 05:53	BTC	Buy	62635.1→63362.8	+5.32	timeout
06-09 03:45	BTC	Buy	63137.2→62750.9	-3.50	timeout
06-09 02:24	BTC	Buy	63078.2→62652.9	-3.80	timeout
06-08 22:49	BTC	Buy	63194.2→63269.8	+0.12	timeout
06-08 22:06	BTC	Buy	61755.1→63466.8	+13.37	timeout
06-08 05:32	BTC	Buy	61669.1→62592.9	+7.04	timeout
06-07 21:05	BTC	Buy	60710→61691.9	+7.66	timeout
06-07 14:38	BTC	Buy	60915→62216.9	+10.22	timeout

Paper vs Live

Paper (trades.jsonl)

149

closed

38%

win rate

-573.69

total pnl ($)

-76.7 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	149	38%	-76.7	-573.69

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…