deribit_basis_zscore_mean_reversion_fear_gated_long · strategy

158

closed trades

42%

win rate

-464.62

total pnl ($)

0.468

weight

7d window — n=36 wr=44% pnl=-122.20 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 00:08	BTC	Buy	60105→60067	-0.71	timeout
06-27 20:58	BTC	Buy	59670→60240	+4.39	timeout
06-27 19:57	BTC	Buy	59832→60131	+2.10	timeout
06-27 18:52	BTC	Buy	59633→60495	+6.80	timeout
06-27 15:44	BTC	Buy	60415→60766	+2.47	timeout
06-26 19:50	BTC	Buy	59259→59866	+4.55	timeout
06-26 17:46	BTC	Buy	59481→60033	+4.10	timeout
06-26 16:44	BTC	Buy	59234→60031	+6.17	timeout
06-26 15:38	BTC	Buy	59340→60363	+8.09	timeout
06-26 14:21	BTC	Buy	59517→59942	+3.07	timeout
06-25 17:22	BTC	Buy	59349→59479	+0.71	timeout
06-25 13:57	BTC	Buy	59747→58277.9	-12.67	stop_loss
06-25 13:57	BTC	Buy	59803→58330.9	-12.68	stop_loss
06-25 13:53	BTC	Buy	60299→58775.7	-13.00	stop_loss
06-25 13:51	BTC	Buy	60665→59150.5	-12.87	stop_loss
06-24 16:51	BTC	Buy	61110.1→59582.2	-12.93	stop_loss
06-24 14:13	BTC	Buy	62622.1→61079.4	-12.76	stop_loss
06-24 14:02	BTC	Buy	62714.1→61159.3	-12.84	stop_loss
06-24 13:48	BTC	Buy	62782.1→61236.3	-12.76	stop_loss
06-24 13:12	BTC	Buy	62060.1→61955.9	-1.30	timeout
06-24 12:11	BTC	Buy	62404.1→62791.9	+2.65	timeout
06-24 09:37	BTC	Buy	62451.1→62636.9	+0.96	timeout
06-24 08:35	BTC	Buy	62289.1→62738.9	+3.06	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.39	timeout
06-23 08:17	BTC	Buy	63997.2→62417.7	-12.80	stop_loss
06-23 08:15	BTC	Buy	64066.2→62490.6	-12.76	stop_loss
06-23 06:27	BTC	Buy	64068.2→62647.9	-11.57	timeout
06-23 06:21	BTC	Buy	64239.2→62652.5	-12.83	stop_loss
06-23 06:21	BTC	Buy	64277.2→62695.5	-12.79	stop_loss
06-22 23:31	BTC	Buy	63492.2→63993.8	+3.49	timeout
06-22 22:21	BTC	Buy	63723.2→64202.8	+3.31	timeout
06-22 07:48	BTC	Buy	64193.2→64230.8	-0.18	timeout
06-22 03:48	BTC	Buy	64378.2→64119.8	-2.53	timeout
06-22 02:08	BTC	Buy	64213.2→64515.8	+1.82	timeout
06-21 22:43	BTC	Buy	64229.2→63645.8	-4.97	timeout
06-21 21:24	BTC	Buy	63926.2→63651.8	-2.60	timeout
06-21 05:13	BTC	Buy	63854.2→64206.8	+2.32	timeout
06-21 02:44	BTC	Buy	63368.2→64207.8	+6.16	timeout
06-20 23:02	BTC	Buy	63275.2→64254.8	+7.28	timeout
06-20 21:59	BTC	Buy	63041.2→63985.8	+7.05	timeout
06-20 20:59	BTC	Buy	63235.2→63879.8	+4.66	timeout
06-20 00:34	BTC	Buy	63005.2→63656.8	+4.68	timeout
06-19 23:29	BTC	Buy	62835.1→63268.8	+2.97	timeout
06-19 21:00	BTC	Buy	63071.2→63200.8	+0.53	timeout
06-19 19:59	BTC	Buy	62953.1→62978.9	-0.28	timeout
06-19 17:17	BTC	Buy	62524.1→63004.8	+3.39	timeout
06-18 15:57	BTC	Buy	63895.2→62294.7	-12.86	stop_loss
06-18 15:55	BTC	Buy	63971.2→62396.7	-12.71	stop_loss
06-18 15:51	BTC	Buy	64087.2→62509.6	-12.70	stop_loss
06-18 15:40	BTC	Buy	64327.2→62744.5	-12.53	stop_loss
06-18 15:37	BTC	Buy	64485.2→62873.4	-12.78	stop_loss
06-18 09:36	BTC	Buy	64962.2→64240.8	-6.08	timeout
06-18 08:41	BTC	Buy	65044.3→64511.8	-4.65	timeout
06-18 04:11	BTC	Buy	65378.3→63742.9	-12.97	stop_loss
06-17 19:40	BTC	Buy	65807.3→64176.7	-12.83	stop_loss
06-17 19:38	BTC	Buy	65854.3→64232.7	-12.75	stop_loss
06-17 16:02	BTC	Buy	65892.3→65838.7	-0.93	timeout
06-17 08:02	BTC	Buy	66382.3→65421.7	-7.72	timeout
06-17 07:01	BTC	Buy	66384.3→65562.7	-6.62	timeout
06-17 00:30	BTC	Buy	66217.3→65704.7	-4.37	timeout
06-16 17:12	BTC	Buy	66783.3→65797.7	-7.90	timeout
06-16 14:14	BTC	Buy	66412.3→65989.7	-3.71	timeout
06-16 04:32	BTC	Buy	65715.3→65829.7	+0.47	timeout
06-16 03:10	BTC	Buy	65603.3→65756.7	+0.77	timeout
06-15 21:21	BTC	Buy	64659.2→66503.7	+13.76	timeout
06-15 13:35	BTC	Buy	64238.2→66772.7	+19.29	timeout
06-15 13:00	BTC	Buy	63787.2→66590.7	+21.54	take_profit
06-15 03:36	BTC	Buy	64503.2→65715.7	+8.92	timeout
06-14 23:45	BTC	Buy	64428.2→65559.7	+8.32	timeout
06-14 20:02	BTC	Buy	64260.2→63836.8	-3.78	timeout
06-14 18:31	BTC	Buy	64187.2→63740.8	-4.01	timeout
06-14 12:39	BTC	Buy	64001.2→64306.8	+1.93	timeout
06-14 01:51	BTC	Buy	63774.2→64608.8	+6.11	timeout
06-13 22:38	BTC	Buy	63511.2→64473.8	+7.10	timeout
06-13 19:13	BTC	Buy	63678.2→64157.8	+3.31	timeout
06-13 13:34	BTC	Buy	63226.2→64169.8	+6.96	timeout
06-13 10:41	BTC	Buy	63648.2→63802.8	+0.67	timeout
06-13 00:36	BTC	Buy	63654.2→63547.8	-1.36	timeout
06-12 22:01	BTC	Buy	63537.2→63518.8	-0.64	timeout
06-12 15:02	BTC	Buy	62591.1→64135.8	+11.81	timeout
06-12 12:29	BTC	Buy	62669.1→63427.8	+5.53	timeout
06-12 08:50	BTC	Buy	62939.1→63385.8	+3.01	timeout
06-12 00:04	BTC	Buy	61582.1→63548.8	+15.42	timeout
06-11 19:30	BTC	Buy	61108.1→63791.8	+21.40	take_profit
06-11 14:49	BTC	Buy	61891.1→62884.9	+7.48	timeout
06-11 09:22	BTC	Buy	60795→62770.9	+15.67	timeout
06-11 08:16	BTC	Buy	61661.1→62768.9	+8.41	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 17:08	BTC	Buy	61436.1→62136.9	+5.20	timeout
06-10 15:12	BTC	Buy	61538.1→61898.9	+2.44	timeout
06-10 14:19	BTC	Buy	61819.1→61874.9	-0.02	timeout
06-09 14:46	BTC	Buy	62740.1→61188.3	-12.82	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 14:17	BTC	Buy	63369.2→61809	-12.76	stop_loss
06-09 14:11	BTC	Buy	63540.2→61977.9	-12.75	stop_loss
06-09 13:36	BTC	Buy	63718.2→62150.8	-12.74	stop_loss
06-09 06:12	BTC	Buy	62906.1→63377.8	+3.25	timeout
06-08 23:27	BTC	Buy	63220.2→63096.8	-1.45	timeout
06-08 22:26	BTC	Buy	63044.2→63297.8	+1.52	timeout
06-08 21:34	BTC	Buy	61717.1→63657.8	+15.24	timeout

Paper vs Live

Paper (trades.jsonl)

158

closed

42%

win rate

-464.62

total pnl ($)

-58.4 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 ($)
BTC	158	42%	-58.4	-464.62

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…