deribit_basis_zscore_mean_reversion_fear_gate_long_v4 · strategy

145

closed trades

41%

win rate

-423.46

total pnl ($)

0.250

weight

7d window — n=36 wr=28% pnl=-174.16 · 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 05:38	BTC	Buy	59732→59393	-3.23	timeout
06-30 04:30	BTC	Buy	59921→59529	-3.65	timeout
06-29 21:14	BTC	Buy	59652→60384	+5.54	timeout
06-29 05:50	BTC	Buy	59917→59901	-0.61	timeout
06-29 02:49	BTC	Buy	60087→59694	-3.76	timeout
06-28 22:03	BTC	Buy	60052→59798	-2.58	timeout
06-28 21:01	BTC	Buy	60318→59620	-6.23	timeout
06-28 20:02	BTC	Buy	60203→59482	-6.42	timeout
06-28 04:43	BTC	Buy	60358→60137	-2.29	timeout
06-27 23:33	BTC	Buy	59963→59945	-0.55	timeout
06-27 21:19	BTC	Buy	59682→60330	+5.05	timeout
06-27 20:18	BTC	Buy	59749→60240	+3.71	timeout
06-27 19:12	BTC	Buy	59969→60569	+4.58	timeout
06-27 02:48	BTC	Buy	58698.9→60291	+13.09	timeout
06-26 20:28	BTC	Buy	59635→59741	+0.33	timeout
06-26 19:25	BTC	Buy	59293→59886	+4.43	timeout
06-26 16:50	BTC	Buy	59313→60092	+6.00	timeout
06-26 15:32	BTC	Buy	59234→60216	+7.83	timeout
06-26 02:13	BTC	Buy	60241→58752.7	-12.79	stop_loss
06-25 13:59	BTC	Buy	59554→58088	-12.68	stop_loss
06-25 13:58	BTC	Buy	59623→58154	-12.70	stop_loss
06-25 13:55	BTC	Buy	59853→58379.9	-12.69	stop_loss
06-25 13:48	BTC	Buy	60772→59275.4	-12.71	stop_loss
06-25 13:48	BTC	Buy	61033.1→59532.2	-12.69	stop_loss
06-24 17:48	BTC	Buy	60515→59026.5	-12.74	stop_loss
06-24 17:44	BTC	Buy	60730→59235.4	-12.74	stop_loss
06-24 16:51	BTC	Buy	61153.1→59648.2	-12.73	stop_loss
06-24 15:45	BTC	Buy	61950.1→60426.7	-12.74	stop_loss
06-24 15:20	BTC	Buy	62226.1→60958	-10.57	timeout
06-24 14:17	BTC	Buy	62598.1→61058.4	-12.73	stop_loss
06-24 13:48	BTC	Buy	62798.1→61248.3	-12.78	stop_loss
06-24 13:11	BTC	Buy	62054.1→62037.9	-0.59	timeout
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-23 08:17	BTC	Buy	63950.2→62369.7	-12.83	stop_loss
06-23 08:17	BTC	Buy	64022.2→62431.6	-12.89	stop_loss
06-23 06:53	BTC	Buy	63935.2→62915.9	-8.45	timeout
06-23 06:21	BTC	Buy	64199.2→62619.5	-12.79	stop_loss
06-23 06:18	BTC	Buy	64604.2→63015.3	-12.78	stop_loss
06-22 23:30	BTC	Buy	63611.2→64013.8	+2.71	timeout
06-22 22:20	BTC	Buy	63664.2→64208.8	+3.82	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 04:39	BTC	Buy	64521.2→63976.8	-4.70	timeout
06-22 03:36	BTC	Buy	64290.2→64179.8	-1.39	timeout
06-21 23:12	BTC	Buy	64244.2→63682.8	-4.80	timeout
06-21 21:23	BTC	Buy	63918.2→63741.8	-1.83	timeout
06-21 02:54	BTC	Buy	63322.2→64224.8	+6.67	timeout
06-21 01:52	BTC	Buy	63556.2→64259.8	+5.03	timeout
06-21 00:42	BTC	Buy	63529.2→64273.8	+5.35	timeout
06-20 21:53	BTC	Buy	63068.2→63988.8	+6.86	timeout
06-20 19:18	BTC	Buy	63029.2→63844.8	+6.03	timeout
06-19 23:24	BTC	Buy	62798.1→63272.8	+3.30	timeout
06-19 22:23	BTC	Buy	62831.1→63237.8	+2.74	timeout
06-19 21:02	BTC	Buy	63073.2→63144.8	+0.07	timeout
06-19 19:57	BTC	Buy	62939.1→63018.8	+0.15	timeout
06-19 17:17	BTC	Buy	62513.1→63028.8	+3.67	timeout
06-18 15:53	BTC	Buy	64005.2→62430.6	-12.72	stop_loss
06-18 15:51	BTC	Buy	64175.2→62596.6	-12.47	stop_loss
06-18 15:38	BTC	Buy	64419.2→62831.4	-12.89	stop_loss
06-18 15:37	BTC	Buy	64593.2→63003.3	-12.84	stop_loss
06-18 09:36	BTC	Buy	64922.2→64240.8	-5.76	timeout
06-18 08:39	BTC	Buy	64953.2→64540.8	-3.63	timeout
06-17 22:03	BTC	Buy	65501.3→63890.8	-12.73	stop_loss
06-17 19:46	BTC	Buy	65686.3→64070.7	-12.76	stop_loss
06-17 19:39	BTC	Buy	65601.3→64271.8	-10.61	timeout
06-17 08:05	BTC	Buy	66348.3→65447.7	-7.22	timeout
06-17 06:56	BTC	Buy	66494.3→65592.7	-7.26	timeout
06-17 05:43	BTC	Buy	66064.3→65882.7	-1.86	timeout
06-17 04:37	BTC	Buy	65828.3→65854.7	-0.29	timeout
06-16 15:20	BTC	Buy	66684.3→65739.7	-7.61	timeout
06-16 07:03	BTC	Buy	65747.3→66342.7	+4.16	timeout
06-16 05:45	BTC	Buy	65709.3→66054.7	+2.23	timeout
06-16 03:09	BTC	Buy	65566.3→65739.7	+0.87	timeout
06-15 21:53	BTC	Buy	65430.3→66384.7	+6.79	timeout
06-15 12:24	BTC	Buy	64479.2→66261.7	+13.38	timeout
06-15 05:37	BTC	Buy	64299.2→65694.7	+10.39	timeout
06-15 02:52	BTC	Buy	64464.2→65463.7	+7.26	timeout
06-14 21:50	BTC	Buy	64463.2→65490.7	+7.48	timeout
06-14 20:05	BTC	Buy	64241.2→63796.8	-3.96	timeout
06-14 11:33	BTC	Buy	63904.2→64584.8	+4.87	timeout
06-14 04:39	BTC	Buy	63584.2→64398.8	+6.01	timeout
06-14 01:46	BTC	Buy	63798.2→64582.8	+5.73	timeout
06-13 21:10	BTC	Buy	63551.2→64272.8	+5.20	timeout
06-13 19:41	BTC	Buy	63719.2→64256.8	+3.77	timeout
06-13 10:08	BTC	Buy	63716.2→63746.8	-0.29	timeout
06-13 03:02	BTC	Buy	63596.2→63649.8	-0.03	timeout
06-13 00:14	BTC	Buy	63721.2→63569.8	-1.73	timeout
06-12 17:44	BTC	Buy	63275.2→63771.8	+3.46	timeout
06-12 10:07	BTC	Buy	62934.1→63675.8	+5.34	timeout
06-12 09:00	BTC	Buy	62888.1→63422.8	+3.73	timeout
06-11 23:03	BTC	Buy	61343.1→63414.8	+16.31	timeout
06-11 21:53	BTC	Buy	61246.1→63522.8	+18.00	timeout
06-11 16:02	BTC	Buy	62518.1→62700.9	+0.86	timeout
06-11 09:16	BTC	Buy	61029.1→62772.9	+13.72	timeout
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 16:43	BTC	Buy	61086.1→62253.9	+9.04	timeout
06-10 15:27	BTC	Buy	61358.1→62239.9	+6.68	timeout
06-10 14:31	BTC	Buy	61475.1→61995.9	+3.76	timeout
06-09 16:39	BTC	Buy	62296.1→60759.6	-12.80	stop_loss
06-09 14:44	BTC	Buy	62824.1→61279.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63161.2→61606.1	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

145

closed

41%

win rate

-423.46

total pnl ($)

-58.2 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	145	41%	-58.2	-423.46

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 03:36	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…