deribit_basis_zscore_mean_rev_fear_regime_long · strategy

142

closed trades

42%

win rate

-454.20

total pnl ($)

0.459

weight

7d window — n=32 wr=34% pnl=-124.05 · 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 14:35	BTC	Buy	59559→58937.1	-5.70	timeout
06-30 11:35	BTC	Buy	59949→59145	-7.14	timeout
06-30 09:55	BTC	Buy	60021→59354	-5.99	timeout
06-30 08:18	BTC	Buy	59991→59382	-5.48	timeout
06-30 01:08	BTC	Buy	59503→59826	+2.32	timeout
06-29 07:50	BTC	Buy	60222→60088	-1.56	timeout
06-28 22:53	BTC	Buy	60370→58872.6	-12.86	stop_loss
06-28 21:43	BTC	Buy	60263→59678	-5.32	timeout
06-28 20:41	BTC	Buy	60236→59676	-5.08	timeout
06-28 18:38	BTC	Buy	60530→59595	-8.15	timeout
06-28 08:33	BTC	Buy	60427→60184	-2.46	timeout
06-28 07:22	BTC	Buy	60369→60108	-2.59	timeout
06-27 20:51	BTC	Buy	59743→60258	+3.92	timeout
06-27 19:44	BTC	Buy	59903→60166	+1.79	timeout
06-27 15:43	BTC	Buy	60450→60774	+2.24	timeout
06-27 06:13	BTC	Buy	59731→60081	+2.48	timeout
06-26 19:24	BTC	Buy	59204→59883	+5.16	timeout
06-26 16:48	BTC	Buy	59276→60065	+6.11	timeout
06-26 15:20	BTC	Buy	59195→59938	+5.74	timeout
06-26 13:51	BTC	Buy	59349→59546	+1.16	timeout
06-26 02:13	BTC	Buy	60182→58687.7	-12.86	stop_loss
06-25 18:50	BTC	Buy	59395→59441	-0.03	timeout
06-25 15:15	BTC	Buy	60310→58826.6	-12.74	stop_loss
06-25 13:55	BTC	Buy	59867→58392.9	-12.69	stop_loss
06-25 13:54	BTC	Buy	60073→58536.8	-13.16	stop_loss
06-25 13:53	BTC	Buy	60469→58967.6	-12.78	stop_loss
06-25 05:09	BTC	Buy	59114→61709.9	+21.52	take_profit
06-24 16:51	BTC	Buy	61070.1→59560.2	-12.79	stop_loss
06-24 16:47	BTC	Buy	61461.1→59950	-12.72	stop_loss
06-24 13:57	BTC	Buy	62745.1→61200.3	-12.76	stop_loss
06-24 13:43	BTC	Buy	63005.2→61453.2	-12.77	stop_loss
06-24 10:27	BTC	Buy	62343.1→62548.9	+1.15	timeout
06-24 09:23	BTC	Buy	62455.1→62681.9	+1.29	timeout
06-24 08:23	BTC	Buy	62378.1→62681.9	+1.91	timeout
06-24 07:33	BTC	Buy	62888.1→62675.9	-2.17	timeout
06-24 06:53	BTC	Buy	62920.1→62739.9	-1.93	timeout
06-23 06:22	BTC	Buy	64082.2→62504.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64152.2→62565.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64169.2→62590.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64278.2→62696.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64618.2→63029.3	-12.77	stop_loss
06-22 08:32	BTC	Buy	64003.2→64210.8	+1.11	timeout
06-22 07:27	BTC	Buy	64165.2→64247.8	+0.17	timeout
06-22 06:10	BTC	Buy	64184.2→64250.8	+0.05	timeout
06-22 05:05	BTC	Buy	64232.2→64071.8	-1.71	timeout
06-22 03:37	BTC	Buy	64291.2→64179.8	-1.38	timeout
06-21 06:58	BTC	Buy	63727.2→64263.8	+3.76	timeout
06-21 05:56	BTC	Buy	63641.2→64217.8	+4.08	timeout
06-21 04:54	BTC	Buy	63574.2→64297.8	+5.26	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:08	BTC	Buy	63468.2→64206.8	+5.33	timeout
06-20 02:41	BTC	Buy	62895.1→63355.8	+3.22	timeout
06-20 01:38	BTC	Buy	62891.1→63560.8	+4.87	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:27	BTC	Buy	62924.1→63148.8	+1.28	timeout
06-19 20:24	BTC	Buy	63103.2→62979.9	-1.46	timeout
06-18 15:57	BTC	Buy	63898.2→62315.7	-12.70	stop_loss
06-18 15:51	BTC	Buy	64094.2→62516.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64148.2→62570.6	-12.49	stop_loss
06-18 15:38	BTC	Buy	64409.2→62824.4	-12.74	stop_loss
06-18 15:38	BTC	Buy	64420.2→62831.4	-12.75	stop_loss
06-18 09:27	BTC	Buy	65023.3→64263.8	-6.32	timeout
06-18 04:11	BTC	Buy	65376.3→63743.9	-12.94	stop_loss
06-17 19:40	BTC	Buy	65807.3→64188.7	-12.78	stop_loss
06-17 19:39	BTC	Buy	65607.3→64323.8	-10.27	timeout
06-17 18:38	BTC	Buy	65809.3→65442.7	-3.35	timeout
06-17 16:33	BTC	Buy	65708.3→66030.7	+2.04	timeout
06-17 08:08	BTC	Buy	66362.3→65402.7	-7.63	timeout
06-16 20:21	BTC	Buy	66521.3→65796.7	-5.99	timeout
06-16 19:22	BTC	Buy	66531.3→65666.7	-7.03	timeout
06-16 18:10	BTC	Buy	66772.3→66071.7	-5.78	timeout
06-16 15:43	BTC	Buy	66827.3→65838.7	-7.92	timeout
06-16 08:05	BTC	Buy	65724.3→66342.7	+4.30	timeout
06-15 13:34	BTC	Buy	64228.2→66786.7	+19.49	timeout
06-15 13:21	BTC	Buy	64038.2→66850.7	+21.53	take_profit
06-15 13:16	BTC	Buy	63926.2→66734.7	+21.54	take_profit
06-15 12:30	BTC	Buy	64447.2→66251.7	+13.56	timeout
06-15 06:59	BTC	Buy	64263.2→65796.7	+11.47	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.31	timeout
06-14 08:43	BTC	Buy	63889.2→64448.8	+3.89	timeout
06-14 07:33	BTC	Buy	63733.2→64296.8	+3.97	timeout
06-14 04:40	BTC	Buy	63583.2→64399.8	+6.02	timeout
06-14 01:50	BTC	Buy	63803.2→64612.8	+5.93	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 08:23	BTC	Buy	63474.2→63736.8	+1.52	timeout
06-13 07:24	BTC	Buy	63017.2→63709.8	+5.04	timeout
06-12 20:57	BTC	Buy	63374.2→63444.8	+0.09	timeout
06-12 10:35	BTC	Buy	62874.1→63710.8	+6.12	timeout
06-12 09:16	BTC	Buy	62792.1→63525.8	+5.32	timeout
06-12 08:04	BTC	Buy	62729.1→63129.8	+2.76	timeout
06-12 06:49	BTC	Buy	62804.1→62925.9	+0.47	timeout
06-11 19:30	BTC	Buy	61161.1→63845.8	+21.38	take_profit
06-11 08:15	BTC	Buy	61601.1→62781.9	+8.99	timeout
06-10 22:17	BTC	Buy	62612.1→61069.4	-12.77	stop_loss
06-10 18:59	BTC	Buy	61771.1→61844.9	+0.08	timeout
06-10 16:09	BTC	Buy	60912→62402.9	+11.75	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.27	timeout
06-10 14:06	BTC	Buy	62120.1→62186.9	+0.06	timeout
06-09 14:47	BTC	Buy	62662.1→61120.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62814.1→61269.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-454.20

total pnl ($)

-63.8 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	142	42%	-63.8	-454.20

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…