deribit_basis_zscore_mean_reversion_long_fear_gate_v2 · strategy

135

closed trades

37%

win rate

-535.98

total pnl ($)

0.434

weight

7d window — n=28 wr=32% pnl=-135.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 07:21	BTC	Buy	60114→60040	-1.07	timeout
06-28 21:44	BTC	Buy	60239→59657	-5.30	timeout
06-28 20:42	BTC	Buy	60252→59653	-5.42	timeout
06-28 19:42	BTC	Buy	60161→59409	-6.68	timeout
06-28 06:45	BTC	Buy	60411→59931	-4.41	timeout
06-27 21:19	BTC	Buy	59693→60348	+5.10	timeout
06-27 20:14	BTC	Buy	59672→60234	+4.32	timeout
06-27 19:12	BTC	Buy	59979→60570	+4.51	timeout
06-26 19:49	BTC	Buy	59212→59839	+4.73	timeout
06-26 16:49	BTC	Buy	59277→60132	+6.66	timeout
06-26 15:35	BTC	Buy	59304→60172	+6.78	timeout
06-26 14:44	BTC	Buy	59469→59564	+0.30	timeout
06-25 17:42	BTC	Buy	59385→59585	+1.27	timeout
06-25 13:58	BTC	Buy	59561→58096	-12.67	stop_loss
06-25 13:53	BTC	Buy	60192→58711.7	-12.66	stop_loss
06-25 13:53	BTC	Buy	60378→58892.6	-12.66	stop_loss
06-24 16:51	BTC	Buy	61048.1→59536.2	-12.82	stop_loss
06-24 16:51	BTC	Buy	61361.1→59848.1	-12.75	stop_loss
06-24 14:13	BTC	Buy	62673.1→61126.4	-12.79	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 08:35	BTC	Buy	62288.1→62728.9	+3.02	timeout
06-24 07:35	BTC	Buy	62884.1→62645.9	-2.43	timeout
06-24 06:50	BTC	Buy	62921.1→62708.9	-2.19	timeout
06-24 05:47	BTC	Buy	63342.2→62906.9	-3.94	timeout
06-23 06:21	BTC	Buy	64142.2→62554.6	-12.85	stop_loss
06-23 06:21	BTC	Buy	64204.2→62622.5	-12.80	stop_loss
06-23 05:19	BTC	Buy	65089.3→63488.1	-12.77	stop_loss
06-23 04:50	BTC	Buy	65314.3→63707.9	-12.76	stop_loss
06-22 11:27	BTC	Buy	64314.2→64404.8	+0.11	timeout
06-22 07:14	BTC	Buy	64229.2→64178.8	-0.87	timeout
06-22 06:11	BTC	Buy	64179.2→64214.8	-0.19	timeout
06-22 03:34	BTC	Buy	64332.2→64228.8	-1.33	timeout
06-21 10:50	BTC	Buy	63634.2→64374.8	+5.33	timeout
06-21 06:26	BTC	Buy	63645.2→64221.8	+4.07	timeout
06-21 05:24	BTC	Buy	63695.2→64238.8	+3.82	timeout
06-20 22:26	BTC	Buy	63280.2→64147.8	+6.40	timeout
06-20 01:38	BTC	Buy	62892.1→63565.8	+4.90	timeout
06-20 00:33	BTC	Buy	63010.2→63616.8	+4.34	timeout
06-19 21:32	BTC	Buy	62952.1→63146.8	+1.05	timeout
06-19 20:24	BTC	Buy	63108.2→62966.9	-1.61	timeout
06-18 15:57	BTC	Buy	63931.2→62357.7	-12.59	stop_loss
06-18 15:55	BTC	Buy	63991.2→62417.7	-12.68	stop_loss
06-18 15:39	BTC	Buy	64386.2→62793.4	-12.64	stop_loss
06-18 15:37	BTC	Buy	64473.2→62881.4	-12.70	stop_loss
06-18 11:42	BTC	Buy	64790.2→63916.8	-7.26	timeout
06-18 08:34	BTC	Buy	65165.3→64511.8	-5.47	timeout
06-18 05:04	BTC	Buy	65286.3→63681	-12.75	stop_loss
06-17 19:29	BTC	Buy	65911.3→64263.6	-12.95	stop_loss
06-17 18:40	BTC	Buy	65809.3→65584.7	-2.25	timeout
06-17 16:30	BTC	Buy	65748.3→66143.7	+2.54	timeout
06-17 11:05	BTC	Buy	66211.3→64579.5	-12.86	stop_loss
06-17 04:39	BTC	Buy	65845.3→65887.7	-0.17	timeout
06-16 18:05	BTC	Buy	66765.3→66083.7	-5.63	timeout
06-16 15:40	BTC	Buy	66784.3→65828.7	-7.68	timeout
06-16 12:56	BTC	Buy	66539.3→66359.7	-1.88	timeout
06-15 21:18	BTC	Buy	64796.2→66488.7	+12.55	timeout
06-15 13:35	BTC	Buy	64241.2→66790.7	+19.41	timeout
06-15 12:25	BTC	Buy	64480.2→66259.7	+13.36	timeout
06-15 11:05	BTC	Buy	64452.2→65934.7	+11.05	timeout
06-14 21:06	BTC	Buy	64289.2→63993.8	-2.77	timeout
06-14 12:44	BTC	Buy	63996.2→64330.8	+2.17	timeout
06-14 09:09	BTC	Buy	63792.2→64429.8	+4.49	timeout
06-14 08:06	BTC	Buy	63766.2→64382.8	+4.31	timeout
06-13 10:36	BTC	Buy	63711.2→63811.8	+0.26	timeout
06-13 09:29	BTC	Buy	63766.2→63786.8	-0.38	timeout
06-13 08:26	BTC	Buy	63460.2→63780.8	+1.97	timeout
06-13 07:26	BTC	Buy	62999.1→63735.8	+5.38	timeout
06-12 10:04	BTC	Buy	62860.1→63699.8	+6.13	timeout
06-12 09:04	BTC	Buy	62904.1→63408.8	+3.49	timeout
06-12 07:52	BTC	Buy	62662.1→62978.9	+2.04	timeout
06-12 06:46	BTC	Buy	62855.1→62952.9	+0.28	timeout
06-11 08:16	BTC	Buy	61647.1→62769.9	+8.53	timeout
06-10 22:17	BTC	Buy	62600.1→61060.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61764.1→61847.9	+0.17	timeout
06-10 16:13	BTC	Buy	61045.1→62326.9	+10.00	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62560.1→61019.4	-12.77	stop_loss
06-09 15:56	BTC	Buy	62601.1→61060.4	-12.76	stop_loss
06-09 14:43	BTC	Buy	62829.1→61283.3	-12.76	stop_loss
06-09 14:21	BTC	Buy	63162.2→61609.1	-12.75	stop_loss
06-09 12:25	BTC	Buy	62964.1→62714.9	-2.37	timeout
06-09 00:30	BTC	Buy	63522.2→62669.9	-7.23	timeout
06-08 22:38	BTC	Buy	63231.2→63304.8	+0.10	timeout
06-08 21:34	BTC	Buy	61723.1→63643.8	+15.07	timeout
06-08 06:19	BTC	Buy	61796.1→63070.8	+9.86	timeout
06-07 20:49	BTC	Buy	60648→61813.9	+9.19	timeout
06-07 15:27	BTC	Buy	60640→61819.9	+9.26	timeout
06-07 12:12	BTC	Buy	60957→62230.9	+10.01	timeout
06-07 05:13	BTC	Buy	59953→61865.9	+15.53	timeout
06-06 19:51	BTC	Buy	60342→60603	+1.77	timeout
06-06 14:34	BTC	Buy	60539→60878	+2.35	timeout
06-06 04:15	BTC	Buy	61529.1→60016	-12.75	stop_loss
06-06 04:12	BTC	Buy	61710.1→60192.9	-12.75	stop_loss
06-05 18:52	BTC	Buy	60788→59293.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60923→59424.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61594.1→60070.9	-12.80	stop_loss
06-05 13:55	BTC	Buy	62564.1→61019.4	-12.80	stop_loss
06-05 13:51	BTC	Buy	62640.1→61090.4	-12.82	stop_loss
06-05 13:49	BTC	Buy	62743.1→61197.3	-12.77	stop_loss
06-05 06:24	BTC	Buy	62662.1→61121.4	-12.74	stop_loss

Paper vs Live

Paper (trades.jsonl)

135

closed

37%

win rate

-535.98

total pnl ($)

-79.0 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	135	37%	-79.0	-535.98

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…