deribit_basis_zscore_mean_rev_long_fear_gate_v3 · strategy

144

closed trades

35%

win rate

-583.66

total pnl ($)

0.250

weight

7d window — n=28 wr=18% pnl=-192.59 · 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 07:28	BTC	Buy	59493→59459	-0.81	timeout
06-30 06:17	BTC	Buy	59616→59527	-1.14	timeout
06-29 16:38	BTC	Buy	60097→59723	-3.79	timeout
06-28 18:36	BTC	Buy	60266→59576	-6.13	timeout
06-28 17:54	BTC	Buy	60226→59548	-6.03	timeout
06-28 17:09	BTC	Buy	60254→59754	-4.56	timeout
06-28 16:25	BTC	Buy	60435→59760	-6.01	timeout
06-28 03:43	BTC	Buy	60417→60154	-2.63	timeout
06-27 04:07	BTC	Buy	59582→60388	+6.33	timeout
06-27 03:33	BTC	Buy	59155→60283	+9.09	timeout
06-27 03:00	BTC	Buy	59383→60212	+6.53	timeout
06-27 02:21	BTC	Buy	59452→60245	+6.20	timeout
06-26 13:18	BTC	Buy	60284→58798.6	-12.78	stop_loss
06-26 06:04	BTC	Buy	59437→59726	+1.98	timeout
06-25 13:59	BTC	Buy	59548→58080	-12.70	stop_loss
06-25 13:54	BTC	Buy	60016→58538.8	-12.68	stop_loss
06-25 13:53	BTC	Buy	60289→58774.7	-12.93	stop_loss
06-25 13:53	BTC	Buy	60447→58958.6	-12.69	stop_loss
06-24 17:44	BTC	Buy	60753→59259.4	-12.73	stop_loss
06-24 16:51	BTC	Buy	61281.1→59747.1	-12.95	stop_loss
06-24 15:33	BTC	Buy	62194.1→60664.6	-12.65	stop_loss
06-24 14:20	BTC	Buy	62372.1→60837.5	-12.72	stop_loss
06-24 14:19	BTC	Buy	62458.1→60875.5	-13.09	stop_loss
06-24 14:19	BTC	Buy	62445.1→60875.5	-12.99	stop_loss
06-24 14:17	BTC	Buy	62578.1→61034.4	-12.75	stop_loss
06-23 08:27	BTC	Buy	63560.2→61995.9	-12.65	stop_loss
06-23 08:24	BTC	Buy	63709.2→62142.8	-12.65	stop_loss
06-23 08:24	BTC	Buy	63812.2→62241.7	-12.66	stop_loss
06-23 08:17	BTC	Buy	63914.2→62337.7	-12.82	stop_loss
06-23 05:25	BTC	Buy	64111.2→63396.8	-6.07	timeout
06-22 00:31	BTC	Buy	63713.2→63772.8	-0.06	timeout
06-21 22:50	BTC	Buy	63634.2→63676.8	-0.08	timeout
06-21 20:01	BTC	Buy	63585.2→64173.8	+4.19	timeout
06-21 18:26	BTC	Buy	63642.2→63990.8	+2.36	timeout
06-21 16:55	BTC	Buy	63543.2→64105.8	+4.06	timeout
06-20 09:07	BTC	Buy	63079.2→63442.8	+2.26	timeout
06-20 08:32	BTC	Buy	63120.2→63408.8	+1.72	timeout
06-20 07:58	BTC	Buy	62952.1→63651.8	+5.10	timeout
06-20 05:58	BTC	Buy	62549.1→63649.8	+8.34	timeout
06-20 04:17	BTC	Buy	62520.1→63422.8	+6.79	timeout
06-18 15:40	BTC	Buy	64257.2→62668.5	-12.53	stop_loss
06-18 15:40	BTC	Buy	64278.2→62696.5	-12.57	stop_loss
06-18 15:38	BTC	Buy	64406.2→62822.4	-12.56	stop_loss
06-18 15:37	BTC	Buy	64485.2→62877.4	-12.70	stop_loss
06-18 15:36	BTC	Buy	64662.2→63069.3	-12.56	stop_loss
06-17 22:03	BTC	Buy	65511.3→63897.8	-12.75	stop_loss
06-17 19:50	BTC	Buy	65584.3→63964.8	-12.81	stop_loss
06-17 19:40	BTC	Buy	65806.3→64187.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65829.3→64210.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65837.3→64214.7	-12.78	stop_loss
06-17 15:22	BTC	Buy	65652.3→65275.7	-3.33	timeout
06-17 07:02	BTC	Buy	66786.3→65583.7	-9.49	timeout
06-17 06:22	BTC	Buy	66794.3→65845.7	-7.59	timeout
06-17 05:48	BTC	Buy	66876.3→65848.7	-8.18	timeout
06-17 05:16	BTC	Buy	66906.3→65750.7	-9.15	timeout
06-16 00:25	BTC	Buy	64479.2→66217.7	+13.13	timeout
06-15 16:10	BTC	Buy	64444.2→67273.6	+21.50	take_profit
06-15 15:54	BTC	Buy	64417.2→67245.6	+21.53	take_profit
06-15 15:47	BTC	Buy	64299.2→67139.6	+21.66	take_profit
06-15 15:47	BTC	Buy	64311.2→67139.6	+21.57	take_profit
06-14 10:10	BTC	Buy	63515.2→64531.8	+7.50	timeout
06-14 09:20	BTC	Buy	63571.2→64299.8	+5.20	timeout
06-14 08:46	BTC	Buy	63510.2→64452.8	+6.91	timeout
06-14 07:47	BTC	Buy	63606.2→64400.8	+5.79	timeout
06-14 07:17	BTC	Buy	63656.2→64264.8	+4.33	timeout
06-12 20:08	BTC	Buy	62736.1→63666.8	+6.93	timeout
06-12 19:23	BTC	Buy	62720.1→63663.8	+7.06	timeout
06-12 18:47	BTC	Buy	62845.1→63867.8	+7.68	timeout
06-12 16:59	BTC	Buy	62662.1→63933.8	+9.68	timeout
06-12 16:10	BTC	Buy	62556.1→63697.8	+8.61	timeout
06-11 04:54	BTC	Buy	61237.1→62766.9	+11.82	timeout
06-11 04:23	BTC	Buy	61050.1→62581.9	+11.88	timeout
06-11 03:51	BTC	Buy	61329.1→62426.9	+8.31	timeout
06-11 03:19	BTC	Buy	61559.1→62074.9	+3.63	timeout
06-11 02:20	BTC	Buy	61712.1→62176.9	+3.24	timeout
06-09 15:56	BTC	Buy	62585.1→61046.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62791.1→61246.3	-12.75	stop_loss
06-09 14:44	BTC	Buy	62810.1→61259.3	-12.80	stop_loss
06-09 14:21	BTC	Buy	63202.2→61648.1	-12.75	stop_loss
06-09 14:16	BTC	Buy	63442.2→61881.9	-12.75	stop_loss
06-09 10:32	BTC	Buy	62802.1→62684.9	-1.32	timeout
06-09 09:25	BTC	Buy	61794.1→62828.9	+7.94	timeout
06-09 08:53	BTC	Buy	61865.1→62928.9	+8.16	timeout
06-08 19:20	BTC	Buy	62107.1→63488.8	+10.59	timeout
06-08 17:42	BTC	Buy	61790.1→63271.8	+11.39	timeout
06-07 22:15	BTC	Buy	61488.1→64187.8	+21.51	take_profit
06-07 19:18	BTC	Buy	62817.1→61267.3	-12.76	stop_loss
06-07 18:09	BTC	Buy	61113.1→62193.9	+8.44	timeout
06-07 08:05	BTC	Buy	59942→62259.9	+19.01	timeout
06-07 06:32	BTC	Buy	60135→62047.9	+15.53	timeout
06-07 05:18	BTC	Buy	59472→62108.9	+21.76	take_profit
06-07 02:32	BTC	Buy	60329→61191.9	+6.58	timeout
06-06 04:32	BTC	Buy	61173.1→59668.2	-12.75	stop_loss
06-05 18:52	BTC	Buy	60912→59414.3	-12.75	stop_loss
06-05 15:38	BTC	Buy	61748.1→60228.9	-12.74	stop_loss
06-05 14:06	BTC	Buy	61936.1→60412.8	-12.75	stop_loss
06-05 13:56	BTC	Buy	62556.1→61017.4	-12.75	stop_loss
06-05 13:51	BTC	Buy	62705.1→61152.3	-12.83	stop_loss
06-05 13:49	BTC	Buy	62927.1→61379.2	-12.75	stop_loss
06-05 06:21	BTC	Buy	63098.2→61546.1	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

144

closed

35%

win rate

-583.66

total pnl ($)

-81.0 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	144	35%	-81.0	-583.66

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…