deribit_basis_zscore_mean_rev_long_fear_gate_v4 · strategy

197

closed trades

38%

win rate

-283.77

total pnl ($)

0.467

weight

7d window — n=56 wr=34% pnl=-131.47 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:08	SOL	Buy	70.5406→71.1953	+4.07	timeout
06-29 04:03	SOL	Buy	70.7726→72.5791	+12.16	timeout
06-29 02:49	SOL	Buy	70.6656→72.0182	+8.97	timeout
06-29 01:30	SOL	Buy	70.7256→71.0913	+1.99	timeout
06-28 21:08	SOL	Buy	71.4557→70.8774	-4.35	timeout
06-27 22:16	SOL	Buy	71.9278→70.1344	-12.92	stop_loss
06-27 22:15	SOL	Buy	72.2118→70.4092	-12.93	stop_loss
06-27 22:02	SOL	Buy	72.4229→70.6141	-12.93	stop_loss
06-27 21:51	SOL	Buy	72.6699→70.8509	-12.96	stop_loss
06-27 20:57	SOL	Buy	72.1888→71.1773	-7.44	timeout
06-27 18:52	SOL	Buy	72.4359→71.8852	-4.27	timeout
06-27 15:42	SOL	Buy	72.1918→72.99	+5.10	timeout
06-26 22:04	SOL	Buy	73.29→71.4625	-12.93	stop_loss
06-26 15:39	SOL	Buy	69.0334→72.0512	+21.37	take_profit
06-26 15:39	SOL	Buy	68.9463→71.9892	+21.60	take_profit
06-26 13:19	SOL	Buy	69.8765→68.1207	-13.04	stop_loss
06-26 09:51	SOL	Buy	70.7586→69.0001	-12.89	stop_loss
06-26 07:02	SOL	Buy	67.2271→70.1715	+21.42	take_profit
06-26 06:43	SOL	Buy	66.729→69.6486	+21.36	take_profit
06-26 06:39	SOL	Buy	66.564→69.4746	+21.39	take_profit
06-26 06:39	SOL	Buy	66.561→69.4696	+21.32	take_profit
06-26 06:39	SOL	Buy	66.566→69.4746	+21.31	take_profit
06-26 02:13	SOL	Buy	67.8502→66.166	-12.86	stop_loss
06-25 23:30	SOL	Buy	65.8169→68.7047	+21.48	take_profit
06-25 23:27	SOL	Buy	65.1508→67.9998	+21.41	take_profit
06-25 15:15	SOL	Buy	66.927→65.2666	-12.85	stop_loss
06-25 13:46	SOL	Buy	67.6431→65.9651	-12.84	stop_loss
06-25 13:45	SOL	Buy	67.8082→66.117	-12.91	stop_loss
06-25 13:45	SOL	Buy	67.9702→66.2769	-12.89	stop_loss
06-25 13:38	SOL	Buy	69.2994→67.5741	-12.90	stop_loss
06-25 12:28	SOL	Buy	69.4544→67.729	-12.89	stop_loss
06-25 05:07	SOL	Buy	65.9579→68.8437	+21.47	take_profit
06-24 20:50	SOL	Buy	65.0788→67.9258	+21.43	take_profit
06-24 17:47	SOL	Buy	66.3349→64.6909	-12.84	stop_loss
06-24 17:20	SOL	Buy	67.4301→65.7572	-12.85	stop_loss
06-24 16:47	SOL	Buy	68.5593→66.8595	-12.85	stop_loss
06-24 15:47	SOL	Buy	68.9843→67.2713	-12.87	stop_loss
06-24 15:42	SOL	Buy	69.3884→67.666	-12.87	stop_loss
06-24 15:42	SOL	Buy	69.4974→67.7739	-12.85	stop_loss
06-24 15:33	SOL	Buy	69.8935→68.1577	-12.87	stop_loss
06-24 14:20	SOL	Buy	69.5654→68.6927	-6.76	timeout
06-24 13:11	SOL	Buy	68.7593→68.7837	-0.31	timeout
06-24 12:10	SOL	Buy	69.1854→69.7885	+3.91	timeout
06-24 09:36	SOL	Buy	68.8913→69.2326	+2.17	timeout
06-24 08:35	SOL	Buy	68.6703→69.4886	+5.62	timeout
06-23 08:15	SOL	Buy	70.2855→68.5434	-12.83	stop_loss
06-23 06:21	SOL	Buy	71.6477→69.8626	-12.86	stop_loss
06-23 06:21	SOL	Buy	71.6127→69.8326	-12.82	stop_loss
06-23 06:20	SOL	Buy	71.8268→70.0145	-13.04	stop_loss
06-23 06:20	SOL	Buy	71.8798→70.0974	-12.81	stop_loss
06-23 05:27	SOL	Buy	72.7339→70.9289	-12.75	stop_loss
06-23 00:07	SOL	Buy	72.7509→71.8532	-6.26	timeout
06-22 23:06	SOL	Buy	72.8309→72.0102	-5.88	timeout
06-22 22:04	SOL	Buy	73.091→72.7971	-2.31	timeout
06-22 21:39	SOL	Buy	74.1571→72.319	-12.74	stop_loss
06-22 19:01	SOL	Buy	74.2991→72.4569	-12.83	stop_loss
06-22 08:31	SOL	Buy	73.0099→73.9409	+5.78	timeout
06-22 07:27	SOL	Buy	73.218→74.3288	+7.07	timeout
06-21 23:28	SOL	Buy	73.397→72.8941	-4.00	timeout
06-21 22:26	SOL	Buy	73.533→73.026	-4.05	timeout
06-21 21:09	SOL	Buy	74.5592→72.7107	-12.87	stop_loss
06-21 15:30	SOL	Buy	72.2508→74.1309	+12.41	timeout
06-21 08:17	SOL	Buy	71.5857→73.061	+9.75	timeout
06-21 05:12	SOL	Buy	72.0308→73.258	+8.00	timeout
06-20 22:24	SOL	Buy	70.5056→73.606	+21.49	take_profit
06-20 22:12	SOL	Buy	69.6504→72.6951	+21.28	take_profit
06-20 05:11	SOL	Buy	69.2474→72.2972	+21.56	take_profit
06-20 05:10	SOL	Buy	68.8923→71.9072	+21.41	take_profit
06-20 05:08	SOL	Buy	68.5203→71.5163	+21.37	take_profit
06-20 05:08	SOL	Buy	68.4163→71.4223	+21.48	take_profit
06-19 23:23	SOL	Buy	69.4384→69.2686	-1.59	timeout
06-19 22:23	SOL	Buy	69.5144→69.2886	-1.96	timeout
06-19 17:18	SOL	Buy	68.9253→69.0126	+0.24	timeout
06-19 07:37	SOL	Buy	69.7575→68.0258	-12.88	stop_loss
06-19 07:37	SOL	Buy	69.8065→68.0547	-13.03	stop_loss
06-18 15:40	SOL	Buy	70.9876→69.213	-13.01	stop_loss
06-18 15:40	SOL	Buy	71.0086→69.249	-12.86	stop_loss
06-18 15:37	SOL	Buy	71.2707→69.5028	-12.91	stop_loss
06-18 15:25	SOL	Buy	71.6828→69.9045	-12.84	stop_loss
06-18 15:17	SOL	Buy	71.9438→70.1454	-12.91	stop_loss
06-18 11:42	SOL	Buy	72.1388→70.9034	-8.99	timeout
06-18 05:08	SOL	Buy	72.4019→70.6011	-12.78	stop_loss
06-18 05:04	SOL	Buy	72.4689→70.665	-12.88	stop_loss
06-18 05:02	SOL	Buy	72.5859→70.787	-12.83	stop_loss
06-17 19:46	SOL	Buy	73.163→71.3436	-12.89	stop_loss
06-17 19:46	SOL	Buy	73.188→71.3596	-13.02	stop_loss
06-17 19:29	SOL	Buy	73.7111→71.8493	-13.09	stop_loss
06-17 12:30	SOL	Buy	73.359→71.5375	-12.84	stop_loss
06-17 11:05	SOL	Buy	73.48→71.6534	-12.77	stop_loss
06-17 11:05	SOL	Buy	73.565→71.7403	-12.79	stop_loss
06-17 08:51	SOL	Buy	73.9631→72.0931	-13.04	stop_loss
06-17 05:37	SOL	Buy	73.7051→73.6889	-0.52	timeout
06-17 04:37	SOL	Buy	73.282→73.7129	+2.52	timeout
06-16 23:35	SOL	Buy	73.6861→73.7299	-0.15	timeout
06-16 14:33	SOL	Buy	74.1771→72.337	-12.88	stop_loss
06-16 14:09	SOL	Buy	73.271→73.8039	+3.10	timeout
06-16 02:27	SOL	Buy	74.9852→73.1264	-12.84	stop_loss
06-16 02:27	SOL	Buy	75.0703→73.2024	-12.89	stop_loss
06-16 02:14	SOL	Buy	75.2113→73.3413	-12.87	stop_loss
06-15 15:42	SOL	Buy	71.5717→74.7018	+21.40	take_profit

Paper vs Live

Paper (trades.jsonl)

197

closed

38%

win rate

-283.77

total pnl ($)

-29.4 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 ($)
SOL	197	38%	-29.4	-283.77

Recent bounces (last 20 of 2)

time	sym	side	reason
06-29 09:57	SOL	Buy	circuit_breaker
06-29 07:12	SOL	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…