deribit_basis_zscore_mean_reversion_fear_gated_long_v2 · strategy

137

closed trades

42%

win rate

-448.16

total pnl ($)

0.250

weight

7d window — n=36 wr=28% pnl=-207.05 · 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 08:29	BTC	Buy	60424→60183	-2.45	timeout
06-28 06:19	BTC	Buy	60145→59879	-2.65	timeout
06-28 00:07	BTC	Buy	60092→60071	-0.55	timeout
06-27 18:20	BTC	Buy	60012→60481	+3.48	timeout
06-27 16:14	BTC	Buy	60160→60731	+4.33	timeout
06-27 06:05	BTC	Buy	59743→60162	+3.06	timeout
06-27 02:36	BTC	Buy	58839.9→60254	+11.57	timeout
06-26 19:24	BTC	Buy	59185→59862	+5.16	timeout
06-26 16:06	BTC	Buy	59563→60385	+6.34	timeout
06-26 13:18	BTC	Buy	60322→58837.6	-12.76	stop_loss
06-26 02:16	BTC	Buy	59889→58412.9	-12.76	stop_loss
06-26 02:16	BTC	Buy	59974→58475.8	-12.93	stop_loss
06-25 13:58	BTC	Buy	59631→58164	-12.66	stop_loss
06-25 13:58	BTC	Buy	59637→58168	-12.68	stop_loss
06-25 13:53	BTC	Buy	60406→58920.6	-12.65	stop_loss
06-25 13:48	BTC	Buy	60972→59472.3	-12.69	stop_loss
06-25 13:46	BTC	Buy	61080.1→59578.2	-12.67	stop_loss
06-24 16:47	BTC	Buy	61470.1→59957	-12.74	stop_loss
06-24 15:20	BTC	Buy	62282.1→60949	-11.06	timeout
06-24 14:19	BTC	Buy	62520.1→60965.5	-12.83	stop_loss
06-24 13:44	BTC	Buy	62902.1→61355.2	-12.74	stop_loss
06-24 13:12	BTC	Buy	62059.1→61954.9	-1.28	timeout
06-24 09:45	BTC	Buy	62326.1→62613.9	+1.81	timeout
06-24 07:48	BTC	Buy	62927.1→62684.9	-2.42	timeout
06-23 08:20	BTC	Buy	63883.2→62311.7	-12.74	stop_loss
06-23 08:15	BTC	Buy	64064.2→62487.6	-12.77	stop_loss
06-23 06:43	BTC	Buy	64012.2→62916.9	-9.03	timeout
06-23 06:21	BTC	Buy	64152.2→62559.6	-12.89	stop_loss
06-23 06:08	BTC	Buy	64695.2→63073.3	-13.01	stop_loss
06-23 01:00	BTC	Buy	63894.2→64126.8	+1.41	timeout
06-22 22:44	BTC	Buy	65379.3→63770.9	-12.75	stop_loss
06-22 08:54	BTC	Buy	63938.2→64119.8	+0.89	timeout
06-22 06:46	BTC	Buy	64286.2→63995.8	-2.73	timeout
06-22 04:37	BTC	Buy	64484.2→63969.8	-4.46	timeout
06-22 02:36	BTC	Buy	64226.2→64448.8	+1.21	timeout
06-22 00:26	BTC	Buy	64227.2→63597.8	-5.38	timeout
06-21 04:49	BTC	Buy	63562.2→64441.8	+6.48	timeout
06-21 02:41	BTC	Buy	63368.2→64216.8	+6.23	timeout
06-21 00:39	BTC	Buy	63556.2→64281.8	+5.20	timeout
06-20 22:26	BTC	Buy	63280.2→64145.8	+6.39	timeout
06-20 20:21	BTC	Buy	62974.1→63922.8	+7.11	timeout
06-20 03:35	BTC	Buy	62733.1→63383.8	+4.75	timeout
06-20 01:30	BTC	Buy	62914.1→63488.8	+4.11	timeout
06-19 23:30	BTC	Buy	62859.1→63281.8	+2.88	timeout
06-19 20:58	BTC	Buy	63095.2→63185.8	+0.22	timeout
06-19 18:53	BTC	Buy	62754.1→62986.9	+1.38	timeout
06-18 15:57	BTC	Buy	63935.2→62352.7	-12.76	stop_loss
06-18 15:57	BTC	Buy	63925.2→62352.7	-12.57	stop_loss
06-18 15:40	BTC	Buy	64317.2→62733.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64461.2→62874.4	-12.74	stop_loss
06-18 15:36	BTC	Buy	64655.2→63065.3	-12.72	stop_loss
06-18 10:28	BTC	Buy	64911.2→63957.8	-7.90	timeout
06-18 05:03	BTC	Buy	65312.3→63704.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65498.3→63854.9	-12.99	stop_loss
06-17 19:29	BTC	Buy	65919.3→64259.6	-13.04	stop_loss
06-17 19:29	BTC	Buy	65873.3→64246.6	-12.82	stop_loss
06-17 17:02	BTC	Buy	65765.3→65821.7	-0.08	timeout
06-17 15:00	BTC	Buy	65595.3→65102.7	-4.21	timeout
06-17 08:31	BTC	Buy	66768.3→65126.2	-12.73	stop_loss
06-17 06:44	BTC	Buy	66386.3→65610.7	-6.32	timeout
06-17 04:40	BTC	Buy	65845.3→65887.7	-0.18	timeout
06-16 15:21	BTC	Buy	66670.3→65742.7	-7.49	timeout
06-16 13:07	BTC	Buy	66631.3→66309.7	-2.94	timeout
06-16 07:52	BTC	Buy	65728.3→66322.7	+4.10	timeout
06-16 05:27	BTC	Buy	65731.3→66026.7	+1.85	timeout
06-16 02:17	BTC	Buy	65700.3→66084.7	+2.47	timeout
06-15 14:01	BTC	Buy	64296.2→66315.7	+15.27	timeout
06-15 12:50	BTC	Buy	63750.2→66549.7	+21.52	take_profit
06-15 05:38	BTC	Buy	64308.2→65694.7	+10.31	timeout
06-15 03:34	BTC	Buy	64507.2→65695.7	+8.73	timeout
06-15 01:06	BTC	Buy	64517.2→65408.7	+6.43	timeout
06-14 17:03	BTC	Buy	63954.2→63943.8	-0.59	timeout
06-14 12:37	BTC	Buy	64003.2→64321.8	+2.05	timeout
06-14 04:46	BTC	Buy	63599.2→64320.8	+5.27	timeout
06-14 02:24	BTC	Buy	63733.2→64551.8	+5.99	timeout
06-13 23:09	BTC	Buy	63445.2→64413.8	+7.16	timeout
06-13 14:48	BTC	Buy	63502.2→64194.8	+4.96	timeout
06-13 12:35	BTC	Buy	63501.2→63995.8	+3.36	timeout
06-13 03:30	BTC	Buy	63437.2→63495.8	+0.01	timeout
06-12 23:34	BTC	Buy	63500.2→63450.8	-0.88	timeout
06-12 21:26	BTC	Buy	63437.2→63522.8	+0.20	timeout
06-12 12:27	BTC	Buy	62755.1→63497.8	+5.40	timeout
06-12 09:09	BTC	Buy	62830.1→63496.8	+4.79	timeout
06-12 00:35	BTC	Buy	61802.1→63622.8	+14.15	timeout
06-11 22:22	BTC	Buy	61234.1→63584.8	+18.61	timeout
06-11 19:40	BTC	Buy	61969.1→63709.8	+13.47	timeout
06-11 10:19	BTC	Buy	61152.1→62768.9	+12.64	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.00	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:08	BTC	Buy	60939→62412.9	+11.59	timeout
06-10 14:06	BTC	Buy	62113.1→62208.9	+0.30	timeout
06-09 14:44	BTC	Buy	62807.1→61259.3	-12.77	stop_loss
06-09 14:39	BTC	Buy	62876.1→61328.3	-12.77	stop_loss
06-09 14:18	BTC	Buy	63334.2→61772	-12.79	stop_loss
06-09 14:11	BTC	Buy	63575.2→62010.9	-12.75	stop_loss
06-09 12:02	BTC	Buy	63232.2→62743.9	-4.26	timeout
06-09 09:59	BTC	Buy	63474.2→62685.9	-6.63	timeout
06-08 22:47	BTC	Buy	63219.2→63255.8	-0.19	timeout
06-08 20:50	BTC	Buy	61810.1→63372.8	+12.15	timeout

Paper vs Live

Paper (trades.jsonl)

137

closed

42%

win rate

-448.16

total pnl ($)

-65.3 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	137	42%	-65.3	-448.16

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…