deribit_basis_zscore_mean_reversion_long_fear_gate_v7

not live
105
closed trades
47%
win rate
-227.84
total pnl ($)
0.763
weight
7d window — n=25 wr=44% pnl=-70.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 17:06BTCBuy59470→58487.1-8.79timeout
06-30 12:32BTCBuy59714→58809.1-8.02timeout
06-30 06:03BTCBuy60350→59556-7.01timeout
06-29 23:38BTCBuy59881→60248+2.62timeout
06-29 16:41BTCBuy59725→59799+0.09timeout
06-29 10:20BTCBuy59321→60271+7.48timeout
06-29 03:30BTCBuy59984→60145+0.88timeout
06-28 21:07BTCBuy60382→59646-6.54timeout
06-28 14:52BTCBuy60128→60050-1.12timeout
06-28 08:03BTCBuy60217→60189-0.70timeout
06-28 01:57BTCBuy60537→60199-3.25timeout
06-27 19:37BTCBuy60388→60055-3.18timeout
06-26 23:33BTCBuy59443→59952+3.81timeout
06-26 17:29BTCBuy59940→60156+1.29timeout
06-26 11:22BTCBuy60113→59433-6.14timeout
06-26 05:19BTCBuy59443→59929+3.65timeout
06-25 13:48BTCBuy61301.1→59425.3-15.74stop_loss
06-25 13:46BTCBuy61607.1→59722.1-15.73stop_loss
06-25 11:14BTCBuy60849→61155.9+2.06timeout
06-25 05:10BTCBuy59886→61641.9+14.22timeout
06-24 15:45BTCBuy62319.1→60412.8-15.73stop_loss
06-24 14:19BTCBuy62809.1→60885.5-15.76stop_loss
06-24 11:08BTCBuy62504.1→62326.9-1.88timeout
06-24 05:09BTCBuy62425.1→62725.9+1.92timeout
06-23 22:59BTCBuy62319.1→62552.9+1.44timeout
06-23 17:02BTCBuy63635.2→62513.9-9.25timeout
06-23 08:24BTCBuy64231.2→62265.7-15.73stop_loss
06-23 03:48BTCBuy64998.2→63980.8-8.28timeout
06-22 21:44BTCBuy64097.2→64160.8+0.04timeout
06-22 15:40BTCBuy64217.2→65019.7+5.76timeout
06-22 09:38BTCBuy63773.2→64059.8+1.76timeout
06-22 03:37BTCBuy64165.2→64146.8-0.63timeout
06-21 21:36BTCBuy64142.2→63725.8-3.70timeout
06-21 15:33BTCBuy64318.2→64170.8-1.57timeout
06-21 06:45BTCBuy63803.2→64284.8+3.32timeout
06-21 00:44BTCBuy63599.2→64276.8+4.85timeout
06-20 16:53BTCBuy63551.2→63995.8+3.02timeout
06-20 09:50BTCBuy63111.2→63648.8+3.76timeout
06-19 15:51BTCBuy62733.1→63201.8+3.32timeout
06-19 09:44BTCBuy62908.1→62391.9-4.49timeout
06-19 04:19BTCBuy62518.1→62771.9+1.60timeout
06-18 22:20BTCBuy63948.2→62776.9-9.57timeout
06-18 15:57BTCBuy64287.2→62301.7-15.73stop_loss
06-18 09:56BTCBuy64192.2→64160.8-0.74timeout
06-18 04:11BTCBuy65711.3→63887.8-14.34timeout
06-17 21:58BTCBuy64860.2→64187.8-5.63timeout
06-17 15:49BTCBuy65791.3→65602.7-1.89timeout
06-17 09:43BTCBuy65682.3→64945.8-6.10timeout
06-17 03:30BTCBuy65860.3→65775.7-1.12timeout
06-16 21:47BTCBuy66592.3→65714.7-7.09timeout
06-16 15:35BTCBuy66030.3→65920.7-1.28timeout
06-16 09:02BTCBuy66467.3→66821.7+2.22timeout
06-16 02:42BTCBuy66517.3→65822.7-5.67timeout
06-15 20:50BTCBuy65723.3→66479.7+5.27timeout
06-15 14:42BTCBuy65597.3→66514.7+6.55timeout
06-15 08:30BTCBuy63910.2→65646.7+13.14timeout
06-15 01:56BTCBuy64303.2→65468.7+8.60timeout
06-14 19:52BTCBuy64394.2→63755.8-5.43timeout
06-14 13:50BTCBuy64619.2→64276.8-3.10timeout
06-14 07:52BTCBuy64307.2→64387.8+0.17timeout
06-14 01:51BTCBuy64106.2→64608.8+3.48timeout
06-13 19:51BTCBuy63822.2→64297.8+3.28timeout
06-13 13:45BTCBuy63764.2→64108.8+2.23timeout
06-13 07:16BTCBuy63678.2→63679.8-0.44timeout
06-12 21:31BTCBuy63764.2→63522.8-2.36timeout
06-12 15:38BTCBuy63455.2→63860.8+2.71timeout
06-12 08:34BTCBuy63377.2→63466.8+0.21timeout
06-12 00:51BTCBuy62932.1→63676.8+5.40timeout
06-11 18:29BTCBuy62823.1→63382.8+3.94timeout
06-11 09:54BTCBuy61222.1→62908.9+13.26timeout
06-11 02:33BTCBuy61926.1→61962.9-0.18timeout
06-10 20:19BTCBuy61597.1→61808.9+1.24timeout
06-10 07:46BTCBuy61816.1→62016.9+1.23timeout
06-10 01:45BTCBuy62346.1→62016.9-3.04timeout
06-09 14:46BTCBuy63169.2→61237.3-15.75stop_loss
06-09 06:47BTCBuy63395.2→63350.8-0.83timeout
06-09 00:32BTCBuy63178.2→62606.9-4.99timeout
06-08 18:25BTCBuy62980.1→63541.8+3.97timeout
06-08 10:34BTCBuy62928.1→63274.8+2.31timeout
06-08 04:42BTCBuy62186.1→62668.9+3.42timeout
06-07 22:39BTCBuy62337.1→63212.8+6.57timeout
06-07 16:28BTCBuy61520.1→62170.9+4.80timeout
06-07 10:24BTCBuy60507→62516.9+16.17timeout
06-07 04:22BTCBuy60692→61541.9+6.55timeout
06-06 18:07BTCBuy61018.1→60465-4.95timeout
06-06 04:33BTCBuy61466.1→59586.2-15.74stop_loss
06-06 03:33BTCBuy60560→60562-0.44timeout
06-05 13:56BTCBuy62854.1→60923.5-15.81stop_loss
06-05 13:51BTCBuy63030.2→61096.4-15.79stop_loss
06-05 06:21BTCBuy63468.2→61521.1-15.76stop_loss
06-05 04:04BTCBuy63746.2→62522.9-10.02timeout
06-04 21:57BTCBuy63158.2→63287.8+0.59timeout
06-04 17:24BTCBuy63801.2→63142.8-5.65timeout
06-04 00:38BTCBuy65216.3→63221.2-15.74stop_loss
06-03 23:02BTCBuy66654.3→64615.4-15.80stop_loss
06-03 16:39BTCBuy66341.3→65888.7-3.89timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 14:23BTCBuy70109.5→67962.6-15.78stop_loss
06-02 13:48BTCBuy70880.5→68889.6-14.52timeout

Paper vs Live

Paper (trades.jsonl)
105
closed
47%
win rate
-227.84
total pnl ($)
-43.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10547%-43.2-227.84

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems