deribit_basis_zscore_mean_reverse_fee_dom_gate · strategy

closed trades

44%

win rate

+113.60

total pnl ($)

1.587

weight

7d window — n=17 wr=47% pnl=+60.69 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 70 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 02:26	BTC	Sell	60004→60331	-3.18	timeout
06-26 19:29	BTC	Sell	60553→59905	+4.96	timeout
06-26 03:33	BTC	Sell	59178→59187	-0.54	timeout
06-25 13:53	BTC	Sell	61619.9→58913.9	+21.49	take_profit
06-25 09:18	BTC	Sell	60776→61695.1	-8.00	timeout
06-25 03:33	BTC	Sell	60741→60787	-0.83	timeout
06-24 15:44	BTC	Sell	62782.9→60561	+17.13	timeout
06-24 09:21	BTC	Sell	62458.9→62697.1	-2.33	timeout
06-24 02:18	BTC	Sell	62780.9→62763.1	-0.28	timeout
06-23 14:27	BTC	Sell	64188.8→62440.1	+13.13	timeout
06-23 08:26	BTC	Sell	64362.8→62195.1	+16.35	timeout
06-23 00:42	BTC	Sell	65076.7→64012.2	+7.72	timeout
06-22 10:33	BTC	Sell	63609.8→64137.2	-4.54	timeout
06-21 22:22	BTC	Sell	64287.8→63725.2	+3.91	timeout
06-21 15:35	BTC	Sell	64316.8→64170.2	+0.68	timeout
06-21 04:00	BTC	Sell	64047.8→64401.2	-3.21	timeout
06-20 17:24	BTC	Sell	63688.8→63856.2	-1.76	timeout
06-20 10:28	BTC	Sell	63261.8→63640.2	-3.41	timeout
06-19 08:38	BTC	Sell	63109.8→62693.1	+2.79	timeout
06-19 03:16	BTC	Sell	63503.8→62462.1	+7.71	timeout
06-18 14:34	BTC	Sell	64664.8→63832.2	+5.98	timeout
06-18 08:25	BTC	Sell	64353.8→64546.2	-1.93	timeout
06-17 20:12	BTC	Sell	65368.7→64312.2	+7.63	timeout
06-17 14:10	BTC	Sell	65812.7→65208.3	+4.15	timeout
06-17 02:05	BTC	Sell	66190.7→65881.3	+1.91	timeout
06-16 20:03	BTC	Sell	66324.7→65620.3	+4.91	timeout
06-16 09:25	BTC	Sell	66519.7→66646.3	-1.40	timeout
06-15 23:58	BTC	Sell	66194.7→66306.3	-1.29	timeout
06-15 17:52	BTC	Sell	65762.7→66899.3	-9.03	timeout
06-15 09:19	BTC	Sell	64783.8→65757.3	-7.97	timeout
06-14 21:16	BTC	Sell	64379.8→64363.2	-0.31	timeout
06-14 14:32	BTC	Sell	64503.8→64070.2	+2.91	timeout
06-14 08:27	BTC	Sell	64219.8→64453.2	-2.26	timeout
06-14 02:13	BTC	Sell	64150.8→64612.2	-4.05	timeout
06-13 20:08	BTC	Sell	63761.8→64233.2	-4.15	timeout
06-13 09:41	BTC	Sell	63521.8→63793.2	-2.54	timeout
06-13 00:20	BTC	Sell	63561.8→63545.2	-0.28	timeout
06-12 17:39	BTC	Sell	63339.8→63833.2	-4.34	timeout
06-12 11:13	BTC	Sell	63364.8→63804.2	-3.88	timeout
06-12 05:08	BTC	Sell	62458.9→63560.2	-9.23	timeout
06-11 09:59	BTC	Sell	61258.9→62917.1	-13.92	timeout
06-11 02:37	BTC	Sell	61795.9→62014.1	-2.19	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-10 03:42	BTC	Sell	61331.9→62023.1	-6.12	timeout
06-09 21:38	BTC	Sell	62591.9→62023.1	+4.06	timeout
06-09 15:06	BTC	Sell	62846.9→61485.1	+10.40	timeout
06-09 09:05	BTC	Sell	63587.8→62808.1	+5.68	timeout
06-09 03:03	BTC	Sell	64009.8→62820.1	+8.84	timeout
06-08 11:36	BTC	Sell	63103.8→63674.2	-4.96	timeout
06-08 05:20	BTC	Sell	62257.9→62595.1	-3.15	timeout
06-07 23:06	BTC	Sell	62438.9→62821.1	-3.51	timeout
06-07 17:05	BTC	Sell	61777.9→62199.1	-3.85	timeout
06-07 08:48	BTC	Sell	60502→62960.6	-20.78	stop_loss
06-06 18:42	BTC	Sell	60912→60579	+2.26	timeout
06-06 05:12	BTC	Sell	60932→60053	+6.75	timeout
06-05 14:06	BTC	Sell	63221.8→60444	+21.52	take_profit
06-05 11:12	BTC	Sell	63627.8→62317.1	+9.87	timeout
06-04 21:57	BTC	Sell	63151.8→63294.2	-1.59	timeout
06-04 17:24	BTC	Sell	63794.8→63149.2	+4.65	timeout
06-04 01:51	BTC	Sell	65209.7→62346.1	+21.51	take_profit
06-03 16:39	BTC	Sell	66334.7→65895.3	+2.89	timeout
06-03 11:58	BTC	Sell	66830.7→67041.4	-1.96	timeout
06-03 04:27	BTC	Sell	67775.6→66560.3	+8.52	timeout
06-02 14:26	BTC	Sell	70960.5→67844.4	+21.53	take_profit
06-02 08:11	BTC	Sell	71524.4→69971.5	+10.47	timeout
06-02 00:41	BTC	Sell	72217.4→71180.6	+6.80	timeout
05-31 23:12	BTC	Sell	73873.3→73918.7	-0.77	timeout
05-30 02:53	BTC	Sell	73060.3→73736.7	-5.06	timeout
05-29 19:50	BTC	Sell	73366.3→73644.7	-2.32	timeout
05-29 02:16	BTC	Sell	73351.3→73593.7	-2.03	timeout

Paper vs Live

Paper (trades.jsonl)

closed

44%

win rate

+113.60

total pnl ($)

+32.3 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	70	44%	+32.3	+113.60

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 09:30	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…