deribit_basis_zscore_mean_rev_fear_long_v3 · strategy

145

closed trades

43%

win rate

-468.85

total pnl ($)

0.250

weight

7d window — n=40 wr=38% pnl=-176.12 · 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 16:52	BTC	Buy	60782→59634	-9.87	timeout
06-28 02:50	BTC	Buy	60276→60103	-1.89	timeout
06-27 20:56	BTC	Buy	59736→60248	+3.89	timeout
06-27 19:57	BTC	Buy	59831→60132	+2.12	timeout
06-27 18:53	BTC	Buy	59613→60494	+6.96	timeout
06-27 15:40	BTC	Buy	60469→60787	+2.19	timeout
06-27 02:41	BTC	Buy	58782.9→60275	+12.22	timeout
06-26 20:24	BTC	Buy	59605→59714	+0.35	timeout
06-26 19:22	BTC	Buy	59207→59918	+5.43	timeout
06-26 18:18	BTC	Buy	59462→59959	+3.64	timeout
06-26 14:44	BTC	Buy	59481→59557	+0.14	timeout
06-26 02:13	BTC	Buy	60140→58652.7	-12.81	stop_loss
06-25 17:21	BTC	Buy	59443→59455	-0.29	timeout
06-25 13:57	BTC	Buy	59748→58277.9	-12.70	stop_loss
06-25 13:57	BTC	Buy	59765→58294.9	-12.69	stop_loss
06-25 13:53	BTC	Buy	60483→58994.5	-12.70	stop_loss
06-25 13:48	BTC	Buy	60921→59417.3	-12.77	stop_loss
06-24 17:21	BTC	Buy	60837→59337.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61156.1→59641.2	-12.81	stop_loss
06-24 14:02	BTC	Buy	62702.1→61160.3	-12.74	stop_loss
06-24 13:57	BTC	Buy	62743.1→61199.3	-12.75	stop_loss
06-24 13:57	BTC	Buy	62752.1→61208.3	-12.75	stop_loss
06-24 13:11	BTC	Buy	62047.1→62052.9	-0.41	timeout
06-24 12:09	BTC	Buy	62463.1→62875.9	+2.85	timeout
06-24 09:39	BTC	Buy	62426.1→62662.9	+1.37	timeout
06-24 08:35	BTC	Buy	62283.1→62737.9	+3.11	timeout
06-24 07:34	BTC	Buy	62922.1→62690.9	-2.34	timeout
06-23 08:28	BTC	Buy	63436.2→61874	-12.76	stop_loss
06-23 08:17	BTC	Buy	63934.2→62361.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	63955.2→62377.7	-12.80	stop_loss
06-23 06:21	BTC	Buy	64115.2→62530.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64179.2→62592.6	-12.84	stop_loss
06-23 02:15	BTC	Buy	64498.2→64099.8	-3.51	timeout
06-22 23:30	BTC	Buy	63606.2→64026.8	+2.85	timeout
06-22 22:25	BTC	Buy	63703.2→64198.8	+3.44	timeout
06-22 08:30	BTC	Buy	64019.2→64136.8	+0.41	timeout
06-22 03:36	BTC	Buy	64290.2→64189.8	-1.31	timeout
06-21 23:36	BTC	Buy	64255.2→63336.8	-7.57	timeout
06-21 22:35	BTC	Buy	64274.2→63575.8	-5.87	timeout
06-21 21:27	BTC	Buy	63939.2→63673.8	-2.53	timeout
06-21 07:54	BTC	Buy	63667.2→64168.8	+3.49	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:08	BTC	Buy	63034.2→64006.8	+7.27	timeout
06-20 21:05	BTC	Buy	63152.2→63919.8	+5.64	timeout
06-20 19:18	BTC	Buy	63035.2→63845.8	+5.99	timeout
06-20 01:05	BTC	Buy	63062.2→63487.8	+2.94	timeout
06-20 00:03	BTC	Buy	62910.1→63561.8	+4.70	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 17:17	BTC	Buy	62509.1→63028.8	+3.70	timeout
06-18 15:57	BTC	Buy	63925.2→62349.7	-12.75	stop_loss
06-18 15:52	BTC	Buy	64076.2→62498.6	-12.75	stop_loss
06-18 15:38	BTC	Buy	64401.2→62809.4	-12.79	stop_loss
06-18 15:37	BTC	Buy	64436.2→62846.4	-12.76	stop_loss
06-18 15:37	BTC	Buy	64546.2→62941.4	-12.87	stop_loss
06-17 19:50	BTC	Buy	65653.3→64035.8	-12.79	stop_loss
06-17 19:50	BTC	Buy	65643.3→64028.8	-12.77	stop_loss
06-17 19:41	BTC	Buy	65773.3→64148.7	-12.83	stop_loss
06-17 19:40	BTC	Buy	65802.3→64182.7	-12.79	stop_loss
06-17 19:29	BTC	Buy	65893.3→64256.6	-12.87	stop_loss
06-17 16:00	BTC	Buy	65876.3→65769.7	-1.21	timeout
06-17 04:39	BTC	Buy	65832.3→65887.7	-0.08	timeout
06-17 02:32	BTC	Buy	65870.3→65960.7	+0.21	timeout
06-17 00:27	BTC	Buy	66260.3→65687.7	-4.85	timeout
06-16 15:42	BTC	Buy	66823.3→65844.7	-7.85	timeout
06-16 13:06	BTC	Buy	66620.3→66349.7	-2.56	timeout
06-16 02:16	BTC	Buy	65744.3→66074.7	+2.06	timeout
06-15 22:28	BTC	Buy	65191.3→66144.7	+6.81	timeout
06-15 21:22	BTC	Buy	64677.2→66494.7	+13.54	timeout
06-15 13:26	BTC	Buy	64115.2→66931.7	+21.53	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 01:05	BTC	Buy	64517.2→65362.7	+6.08	timeout
06-14 21:38	BTC	Buy	64297.2→64872.8	+4.00	timeout
06-14 20:05	BTC	Buy	64242.2→63807.8	-3.88	timeout
06-14 12:37	BTC	Buy	64002.2→64328.8	+2.11	timeout
06-14 11:33	BTC	Buy	63899.2→64585.8	+4.92	timeout
06-14 00:48	BTC	Buy	63567.2→64564.8	+7.42	timeout
06-13 21:31	BTC	Buy	63536.2→64241.8	+5.08	timeout
06-13 19:16	BTC	Buy	63671.2→64146.8	+3.28	timeout
06-13 11:42	BTC	Buy	63748.2→63886.8	+0.55	timeout
06-13 10:42	BTC	Buy	63651.2→63791.8	+0.57	timeout
06-12 22:04	BTC	Buy	63563.2→63516.8	-0.86	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 11:34	BTC	Buy	63157.2→63715.8	+3.90	timeout
06-12 10:09	BTC	Buy	62892.1→63714.8	+5.99	timeout
06-11 19:30	BTC	Buy	61178.1→63865.8	+21.40	take_profit
06-11 17:37	BTC	Buy	61796.1→63107.8	+10.08	timeout
06-11 15:07	BTC	Buy	61942.1→62652.9	+5.19	timeout
06-11 09:29	BTC	Buy	61186.1→62794.9	+12.57	timeout
06-11 07:51	BTC	Buy	61658.1→62688.9	+7.77	timeout
06-10 17:10	BTC	Buy	61412.1→61982.9	+4.14	timeout
06-10 15:11	BTC	Buy	61628.1→61855.9	+1.35	timeout
06-10 14:11	BTC	Buy	62060.1→62163.9	+0.36	timeout
06-09 15:55	BTC	Buy	62631.1→61089.4	-12.76	stop_loss
06-09 14:44	BTC	Buy	62815.1→61268.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63153.2→61592.1	-12.81	stop_loss
06-09 14:19	BTC	Buy	63281.2→61717	-12.81	stop_loss
06-09 13:36	BTC	Buy	63763.2→62190.8	-12.77	stop_loss
06-09 05:56	BTC	Buy	62724.1→63297.8	+4.09	timeout

Paper vs Live

Paper (trades.jsonl)

145

closed

43%

win rate

-468.85

total pnl ($)

-64.4 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	145	43%	-64.4	-468.85

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…