deribit_basis_zscore_mean_rev_regime_gated · strategy

105

closed trades

43%

win rate

-373.19

total pnl ($)

0.628

weight

7d window — n=25 wr=44% pnl=-104.49 · 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 01:42	BTC	Buy	60247→59542	-6.33	timeout
06-28 20:58	BTC	Buy	60247→59630	-5.58	timeout
06-28 19:59	BTC	Buy	60146→59448	-6.23	timeout
06-27 20:52	BTC	Buy	59748→60259	+3.89	timeout
06-27 19:49	BTC	Buy	59845→60180	+2.40	timeout
06-27 18:51	BTC	Buy	59633→60500	+6.84	timeout
06-26 19:20	BTC	Buy	59241→59934	+5.27	timeout
06-26 15:17	BTC	Buy	58938.9→59916	+7.74	timeout
06-26 14:32	BTC	Buy	59437→59908	+3.46	timeout
06-25 18:05	BTC	Buy	59432→59632	+1.27	timeout
06-25 13:57	BTC	Buy	59829→58343.9	-12.78	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61190.1→59685.2	-12.72	stop_loss
06-24 14:02	BTC	Buy	62713.1→61160.3	-12.83	stop_loss
06-24 13:57	BTC	Buy	62758.1→61211.3	-12.77	stop_loss
06-24 13:48	BTC	Buy	62804.1→61255.3	-12.78	stop_loss
06-24 09:34	BTC	Buy	62445.1→62666.9	+1.25	timeout
06-24 08:33	BTC	Buy	62195.1→62756.9	+4.02	timeout
06-24 07:33	BTC	Buy	62895.1→62682.9	-2.22	timeout
06-23 08:17	BTC	Buy	63990.2→62415.7	-12.76	stop_loss
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:22	BTC	Buy	64083.2→62507.6	-12.77	stop_loss
06-22 23:34	BTC	Buy	63407.2→63962.8	+3.99	timeout
06-22 22:22	BTC	Buy	63721.2→64202.8	+3.32	timeout
06-22 03:35	BTC	Buy	64332.2→64233.8	-1.29	timeout
06-21 23:13	BTC	Buy	64262.2→63717.8	-4.66	timeout
06-21 21:56	BTC	Buy	63999.2→63744.8	-2.43	timeout
06-20 22:26	BTC	Buy	63283.2→64142.8	+6.34	timeout
06-20 21:29	BTC	Buy	63142.2→63904.8	+5.60	timeout
06-20 19:15	BTC	Buy	63039.2→63865.8	+6.12	timeout
06-19 21:00	BTC	Buy	63071.2→63183.8	+0.40	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-18 15:57	BTC	Buy	63895.2→62321.7	-12.61	stop_loss
06-18 15:37	BTC	Buy	64446.2→62843.4	-12.86	stop_loss
06-18 15:37	BTC	Buy	64580.2→62985.3	-12.77	stop_loss
06-18 04:11	BTC	Buy	65359.3→63744.9	-12.81	stop_loss
06-17 22:03	BTC	Buy	65566.3→63942.8	-12.82	stop_loss
06-17 19:41	BTC	Buy	65763.3→64141.7	-12.81	stop_loss
06-17 16:02	BTC	Buy	65898.3→65796.7	-1.16	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 21:23	BTC	Buy	66511.3→65711.7	-6.55	timeout
06-16 13:08	BTC	Buy	66665.3→66130.7	-4.54	timeout
06-16 04:00	BTC	Buy	65901.3→66124.7	+1.28	timeout
06-15 21:19	BTC	Buy	64763.2→66489.7	+12.82	timeout
06-15 12:25	BTC	Buy	64479.2→66259.7	+13.37	timeout
06-14 21:51	BTC	Buy	64455.2→65492.7	+7.55	timeout
06-14 20:49	BTC	Buy	64233.2→64009.8	-2.22	timeout
06-14 08:19	BTC	Buy	63793.2→64471.8	+4.84	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 19:28	BTC	Buy	63723.2→64135.8	+2.78	timeout
06-13 05:42	BTC	Buy	63368.2→63557.8	+1.05	timeout
06-12 21:16	BTC	Buy	63523.2→63612.8	+0.23	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-12 04:58	BTC	Buy	62682.1→63683.8	+7.47	timeout
06-11 19:30	BTC	Buy	61163.1→63849.8	+21.40	take_profit
06-11 16:03	BTC	Buy	62484.1→62720.9	+1.29	timeout
06-10 16:09	BTC	Buy	60927→62397.9	+11.56	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-10 14:20	BTC	Buy	61777.1→61884.9	+0.39	timeout
06-09 14:29	BTC	Buy	63074.2→61521.1	-12.77	stop_loss
06-09 14:16	BTC	Buy	63434.2→61868	-12.80	stop_loss
06-09 13:36	BTC	Buy	63761.2→62189.8	-12.77	stop_loss
06-08 23:06	BTC	Buy	62821.1→63397.8	+4.12	timeout
06-08 22:06	BTC	Buy	61764.1→63511.8	+13.66	timeout
06-08 20:48	BTC	Buy	61794.1→63338.8	+12.01	timeout
06-07 22:14	BTC	Buy	60629→63290.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 15:27	BTC	Buy	60644→61835.9	+9.36	timeout
06-06 19:33	BTC	Buy	59605→60608	+8.02	timeout
06-06 18:32	BTC	Buy	60126→60526	+2.93	timeout
06-06 14:34	BTC	Buy	60540→60913	+2.63	timeout
06-05 18:52	BTC	Buy	60888→59390.3	-12.76	stop_loss
06-05 14:06	BTC	Buy	61967.1→60439.7	-12.77	stop_loss
06-05 13:57	BTC	Buy	62308.1→60773.6	-12.77	stop_loss
06-05 13:49	BTC	Buy	62798.1→61252.3	-12.76	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:21	BTC	Buy	63116.2→61562.1	-12.76	stop_loss
06-05 06:03	BTC	Buy	63612.2→62046.9	-12.70	stop_loss
06-05 03:06	BTC	Buy	63919.2→62345.7	-12.72	stop_loss
06-04 09:27	BTC	Buy	64414.2→62829.4	-12.74	stop_loss
06-04 01:22	BTC	Buy	64223.2→62643.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65101.3→63500.1	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-03 19:53	BTC	Buy	67079.4→65408	-12.94	stop_loss
06-03 16:27	BTC	Buy	67203.4→65549.9	-12.78	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-03 03:32	BTC	Buy	67693.4→66028.7	-12.75	stop_loss
06-03 03:28	BTC	Buy	67788.4→66121.6	-12.75	stop_loss
06-02 12:52	BTC	Buy	70749.5→69008	-12.82	stop_loss
06-02 12:33	BTC	Buy	70854.5→69112	-12.80	stop_loss
06-02 12:31	BTC	Buy	70895.5→69151.9	-12.81	stop_loss
06-01 15:25	BTC	Buy	73998.7→71111.9	-20.05	stop_loss
06-01 15:25	BTC	Buy	73795.7→71111.9	-18.73	stop_loss
06-01 15:25	BTC	Buy	73850.7→71111.9	-19.10	stop_loss
05-31 18:12	BTC	Buy	73998.7→73650.3	-2.87	timeout
05-31 16:32	BTC	Buy	73881.7→73531.3	-2.89	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.77	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

43%

win rate

-373.19

total pnl ($)

-70.8 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	105	43%	-70.8	-373.19

Recent bounces (last 20 of 1)

time	sym	side	reason
06-29 07:58	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…