deribit_basis_zscore_mean_reversion_long_fear_gated · strategy

160

closed trades

39%

win rate

-567.76

total pnl ($)

0.326

weight

7d window — n=35 wr=40% pnl=-128.07 · 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 02:51	BTC	Buy	59711→59994	+1.99	timeout
06-30 01:03	BTC	Buy	59495→59773	+1.95	timeout
06-29 23:42	BTC	Buy	59787→60231	+3.29	timeout
06-29 10:05	BTC	Buy	60150→60115	-0.89	timeout
06-29 07:30	BTC	Buy	60081→60071	-0.53	timeout
06-28 22:53	BTC	Buy	60411→58922.6	-12.84	stop_loss
06-28 20:07	BTC	Buy	60242→59508	-6.52	timeout
06-28 19:05	BTC	Buy	60570→59478	-9.45	timeout
06-28 09:11	BTC	Buy	60373→60420	-0.07	timeout
06-28 08:09	BTC	Buy	60486→60160	-3.17	timeout
06-28 07:01	BTC	Buy	60365→60045	-3.08	timeout
06-27 19:42	BTC	Buy	59922→60154	+1.53	timeout
06-27 15:42	BTC	Buy	60431→60770	+2.37	timeout
06-27 02:37	BTC	Buy	58784.9→60218	+11.71	timeout
06-26 19:49	BTC	Buy	59184→59832	+4.90	timeout
06-26 16:47	BTC	Buy	59214→60076	+6.75	timeout
06-26 15:18	BTC	Buy	59212→59850	+4.89	timeout
06-26 14:15	BTC	Buy	59333→59941	+4.63	timeout
06-26 02:13	BTC	Buy	60188→58687.7	-12.91	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58144	-12.71	stop_loss
06-25 13:54	BTC	Buy	60004→58522.8	-12.74	stop_loss
06-25 13:53	BTC	Buy	60274→58779.7	-12.79	stop_loss
06-25 13:53	BTC	Buy	60499→59007.5	-12.73	stop_loss
06-24 17:20	BTC	Buy	60975→59472.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61269.1→59732.1	-12.97	stop_loss
06-24 14:17	BTC	Buy	62589.1→61048.4	-12.76	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:54	BTC	Buy	62256.1→62490.9	+1.39	timeout
06-24 09:53	BTC	Buy	62380.1→62673.9	+1.83	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.54	timeout
06-24 07:52	BTC	Buy	62899.1→62608.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 08:17	BTC	Buy	63988.2→62407.7	-12.81	stop_loss
06-23 06:40	BTC	Buy	64044.2→62886.9	-9.52	timeout
06-23 06:21	BTC	Buy	64141.2→62554.6	-12.82	stop_loss
06-23 06:21	BTC	Buy	64148.2→62567.6	-12.80	stop_loss
06-23 06:21	BTC	Buy	64208.2→62629.5	-12.78	stop_loss
06-23 02:41	BTC	Buy	64547.2→64167.8	-3.39	timeout
06-22 22:21	BTC	Buy	63707.2→64201.8	+3.43	timeout
06-22 08:21	BTC	Buy	64032.2→64294.8	+1.53	timeout
06-22 07:17	BTC	Buy	64243.2→64179.8	-0.97	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 00:45	BTC	Buy	64265.2→63879.8	-3.46	timeout
06-21 14:36	BTC	Buy	63434.2→63995.8	+4.04	timeout
06-21 08:00	BTC	Buy	63626.2→64156.8	+3.66	timeout
06-21 06:24	BTC	Buy	63690.2→64229.8	+3.78	timeout
06-21 05:23	BTC	Buy	63701.2→64232.8	+3.73	timeout
06-20 22:26	BTC	Buy	63281.2→64147.8	+6.40	timeout
06-20 01:39	BTC	Buy	62885.1→63571.8	+5.00	timeout
06-20 00:35	BTC	Buy	62992.1→63732.8	+5.39	timeout
06-19 21:27	BTC	Buy	62923.1→63148.8	+1.29	timeout
06-19 20:24	BTC	Buy	63103.2→62994.9	-1.35	timeout
06-19 15:51	BTC	Buy	62590.1→63184.8	+4.15	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.77	stop_loss
06-18 15:51	BTC	Buy	64129.2→62550.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64280.2→62698.5	-12.73	stop_loss
06-18 15:37	BTC	Buy	64445.2→62843.4	-12.85	stop_loss
06-18 14:52	BTC	Buy	65175.3→63572	-12.74	stop_loss
06-18 11:14	BTC	Buy	64613.2→63981.8	-5.42	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-17 19:33	BTC	Buy	65703.3→64411.8	-10.33	timeout
06-17 19:29	BTC	Buy	66041.3→64417.6	-12.75	stop_loss
06-17 18:32	BTC	Buy	65954.3→65544.7	-3.66	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.38	timeout
06-17 08:44	BTC	Buy	66498.3→64853.3	-12.83	stop_loss
06-17 06:57	BTC	Buy	66412.3→65576.7	-6.77	timeout
06-16 19:23	BTC	Buy	66512.3→65672.7	-6.84	timeout
06-16 18:21	BTC	Buy	66816.3→65972.7	-6.83	timeout
06-16 15:44	BTC	Buy	66837.3→65823.7	-8.11	timeout
06-16 12:00	BTC	Buy	66224.3→66429.7	+1.01	timeout
06-16 06:11	BTC	Buy	65841.3→66111.7	+1.66	timeout
06-15 13:35	BTC	Buy	64261.2→66839.7	+19.63	timeout
06-15 13:16	BTC	Buy	63899.2→66704.7	+21.52	take_profit
06-15 12:30	BTC	Buy	64447.2→66270.7	+13.71	timeout
06-15 11:05	BTC	Buy	64453.2→65915.7	+10.90	timeout
06-15 02:59	BTC	Buy	64474.2→65427.7	+6.91	timeout
06-14 10:54	BTC	Buy	63820.2→64531.8	+5.11	timeout
06-14 09:44	BTC	Buy	63788.2→64526.8	+5.29	timeout
06-14 08:37	BTC	Buy	63843.2→64469.8	+4.43	timeout
06-14 07:34	BTC	Buy	63741.2→64322.8	+4.11	timeout
06-14 01:47	BTC	Buy	63813.2→64598.8	+5.74	timeout
06-13 10:46	BTC	Buy	63669.2→63852.8	+0.90	timeout
06-13 09:33	BTC	Buy	63868.2→63796.8	-1.10	timeout
06-13 08:26	BTC	Buy	63471.2→63779.8	+1.88	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 17:40	BTC	Buy	63213.2→63782.8	+4.05	timeout
06-12 10:31	BTC	Buy	62881.1→63603.8	+5.21	timeout
06-12 09:18	BTC	Buy	62803.1→63526.8	+5.23	timeout
06-12 08:17	BTC	Buy	62773.1→63347.8	+4.02	timeout
06-12 07:04	BTC	Buy	62662.1→63049.8	+2.60	timeout
06-11 16:10	BTC	Buy	62415.1→62710.9	+1.82	timeout
06-11 09:30	BTC	Buy	61183.1→62788.9	+12.54	timeout
06-11 08:15	BTC	Buy	61601.1→62781.9	+9.01	timeout
06-10 18:59	BTC	Buy	61792.1→61844.9	-0.08	timeout
06-10 16:12	BTC	Buy	61089.1→62410.9	+10.32	timeout
06-10 15:12	BTC	Buy	61541.1→61889.9	+2.34	timeout
06-09 15:56	BTC	Buy	62549.1→61009.4	-12.76	stop_loss
06-09 15:56	BTC	Buy	62577.1→61030.4	-12.81	stop_loss
06-09 14:46	BTC	Buy	62791.1→61247.3	-12.75	stop_loss

Paper vs Live

Paper (trades.jsonl)

160

closed

39%

win rate

-567.76

total pnl ($)

-70.6 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	160	39%	-70.6	-567.76

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…