deribit_basis_zscore_mean_reversion_gated_v2 · strategy

151

closed trades

40%

win rate

-576.87

total pnl ($)

0.250

weight

7d window — n=38 wr=32% pnl=-199.06 · 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 03:02	BTC	Buy	59898→59929	-0.12	timeout
06-30 01:14	BTC	Buy	59444→59755	+2.23	timeout
06-29 12:29	BTC	Buy	60314→60417	+0.26	timeout
06-29 10:56	BTC	Buy	60146→60048	-1.41	timeout
06-29 05:32	BTC	Buy	59830→59686	-1.68	timeout
06-28 21:05	BTC	Buy	60325→59623	-6.27	timeout
06-28 20:05	BTC	Buy	60241→59481	-6.73	timeout
06-28 10:27	BTC	Buy	60440→60072	-3.52	timeout
06-28 09:07	BTC	Buy	60455→60376	-1.10	timeout
06-27 21:32	BTC	Buy	59887→60447	+4.29	timeout
06-27 20:18	BTC	Buy	59758→60231	+3.57	timeout
06-27 19:15	BTC	Buy	59948→60565	+4.73	timeout
06-26 19:28	BTC	Buy	59251→59897	+4.89	timeout
06-26 18:26	BTC	Buy	59591→59950	+2.44	timeout
06-26 17:23	BTC	Buy	59453→60104	+4.92	timeout
06-26 15:05	BTC	Buy	59227→59593	+2.55	timeout
06-26 12:40	BTC	Buy	60643→59151.5	-12.76	stop_loss
06-26 02:24	BTC	Buy	59750→58279.9	-12.72	stop_loss
06-25 18:00	BTC	Buy	59441→59643	+1.28	timeout
06-25 13:59	BTC	Buy	59551→58084	-12.68	stop_loss
06-25 13:57	BTC	Buy	59813→58341.9	-12.65	stop_loss
06-25 13:53	BTC	Buy	60480→58992.5	-12.65	stop_loss
06-25 13:51	BTC	Buy	60690→59197.4	-12.67	stop_loss
06-24 17:21	BTC	Buy	60845→59336.3	-12.83	stop_loss
06-24 14:19	BTC	Buy	62392.1→60841.5	-12.87	stop_loss
06-24 14:17	BTC	Buy	62549.1→61009.4	-12.75	stop_loss
06-24 14:13	BTC	Buy	62667.1→61126.4	-12.73	stop_loss
06-24 14:13	BTC	Buy	62668.1→61127.4	-12.73	stop_loss
06-24 13:57	BTC	Buy	62760.1→61216.3	-12.75	stop_loss
06-24 10:19	BTC	Buy	62404.1→62515.9	+0.42	timeout
06-24 09:15	BTC	Buy	62428.1→62736.9	+1.97	timeout
06-24 08:14	BTC	Buy	62620.1→62622.9	-0.50	timeout
06-24 07:28	BTC	Buy	62979.1→62677.9	-2.93	timeout
06-24 05:46	BTC	Buy	63388.2→62890.9	-4.43	timeout
06-23 08:17	BTC	Buy	63953.2→62376.7	-12.79	stop_loss
06-23 06:21	BTC	Buy	64211.2→62629.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64228.2→62645.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64312.2→62729.5	-12.78	stop_loss
06-23 04:59	BTC	Buy	65151.3→63547	-12.78	stop_loss
06-22 22:28	BTC	Buy	65502.3→63886.8	-12.78	stop_loss
06-22 11:49	BTC	Buy	64241.2→64614.8	+2.31	timeout
06-22 10:42	BTC	Buy	64358.2→64069.8	-2.80	timeout
06-22 09:35	BTC	Buy	64096.2→64086.8	-0.61	timeout
06-22 08:29	BTC	Buy	64024.2→64181.8	+0.70	timeout
06-22 07:23	BTC	Buy	64197.2→64221.8	-0.25	timeout
06-21 05:54	BTC	Buy	63644.2→64202.8	+3.94	timeout
06-21 04:50	BTC	Buy	63561.2→64389.8	+6.08	timeout
06-21 03:48	BTC	Buy	63434.2→64371.8	+6.95	timeout
06-21 01:59	BTC	Buy	63554.2→64228.8	+4.82	timeout
06-21 00:46	BTC	Buy	63543.2→64254.8	+5.10	timeout
06-20 05:00	BTC	Buy	62466.1→63561.8	+8.33	timeout
06-20 03:49	BTC	Buy	62655.1→63428.8	+5.74	timeout
06-20 02:45	BTC	Buy	62872.1→63371.8	+3.53	timeout
06-20 01:43	BTC	Buy	62862.1→63517.8	+4.75	timeout
06-20 00:39	BTC	Buy	62981.1→63548.8	+4.04	timeout
06-18 15:40	BTC	Buy	64185.2→62604.6	-12.74	stop_loss
06-18 09:10	BTC	Buy	64933.2→64303.8	-5.33	timeout
06-18 04:11	BTC	Buy	65386.3→63747.9	-13.00	stop_loss
06-17 19:50	BTC	Buy	65579.3→63964.8	-12.76	stop_loss
06-17 19:34	BTC	Buy	65699.3→64391.8	-10.45	timeout
06-17 19:29	BTC	Buy	65937.3→64315.6	-12.75	stop_loss
06-17 18:33	BTC	Buy	65914.3→65341.7	-4.90	timeout
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.42	timeout
06-17 08:39	BTC	Buy	66577.3→64939.3	-12.74	stop_loss
06-17 07:54	BTC	Buy	66824.3→65181.1	-12.77	stop_loss
06-16 19:24	BTC	Buy	66544.3→65696.7	-6.90	timeout
06-16 18:05	BTC	Buy	66801.3→66083.7	-5.90	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 11:35	BTC	Buy	66221.3→66374.7	+0.63	timeout
06-16 08:14	BTC	Buy	65711.3→66437.7	+5.14	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 13:18	BTC	Buy	63963.2→66771.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66269.7	+13.70	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 07:01	BTC	Buy	64255.2→65691.7	+10.71	timeout
06-14 13:48	BTC	Buy	64071.2→64313.8	+1.44	timeout
06-14 12:44	BTC	Buy	63997.2→64324.8	+2.12	timeout
06-14 08:20	BTC	Buy	63812.2→64473.8	+4.71	timeout
06-14 04:48	BTC	Buy	63603.2→64338.8	+5.38	timeout
06-14 01:51	BTC	Buy	63780.2→64608.8	+6.08	timeout
06-13 10:36	BTC	Buy	63670.2→63811.8	+0.58	timeout
06-13 07:26	BTC	Buy	62995.1→63737.8	+5.43	timeout
06-12 17:38	BTC	Buy	63193.2→63815.8	+4.46	timeout
06-12 15:02	BTC	Buy	62593.1→64135.8	+11.79	timeout
06-12 13:57	BTC	Buy	62965.1→63130.8	+0.80	timeout
06-12 10:04	BTC	Buy	62843.1→63678.8	+6.10	timeout
06-12 07:08	BTC	Buy	62619.1→63048.8	+2.93	timeout
06-11 16:01	BTC	Buy	62546.1→62756.9	+1.08	timeout
06-11 14:49	BTC	Buy	61864.1→62879.9	+7.66	timeout
06-11 10:40	BTC	Buy	61270.1→62872.9	+12.48	timeout
06-11 09:29	BTC	Buy	61189.1→62788.9	+12.49	timeout
06-10 16:30	BTC	Buy	61038.1→62226.9	+9.19	timeout
06-10 15:28	BTC	Buy	61343.1→62317.9	+7.44	timeout
06-10 14:31	BTC	Buy	61491.1→61969.9	+3.41	timeout
06-09 16:40	BTC	Buy	62272.1→60733.6	-12.82	stop_loss
06-09 14:21	BTC	Buy	63184.2→61626.1	-12.78	stop_loss
06-09 14:16	BTC	Buy	63431.2→61868	-12.77	stop_loss
06-09 13:23	BTC	Buy	63837.2→62266.7	-12.73	stop_loss
06-09 06:12	BTC	Buy	62928.1→63379.8	+3.09	timeout
06-09 00:46	BTC	Buy	64057.2→62479.6	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

151

closed

40%

win rate

-576.87

total pnl ($)

-76.0 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	151	40%	-76.0	-576.87

Recent bounces (last 20 of 1)

time	sym	side	reason
06-30 04:23	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…