deribit_basis_zscore_mean_reversion_short_greed_gate · strategy

closed trades

52%

win rate

+137.08

total pnl ($)

1.633

weight

7d window — n=22 wr=50% pnl=+63.30 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 03:38	BTC	Sell	59899→59916	-0.59	timeout
06-28 20:39	BTC	Sell	60432→59668	+5.87	timeout
06-28 11:46	BTC	Sell	60005→60253	-2.49	timeout
06-28 05:42	BTC	Sell	60580→59886	+5.28	timeout
06-27 07:42	BTC	Sell	59916→60415	-4.61	timeout
06-26 19:19	BTC	Sell	60566→59963	+4.59	timeout
06-26 15:38	BTC	Sell	58881.1→60390.2	-13.26	stop_loss
06-26 13:00	BTC	Sell	59649→59169	+3.60	timeout
06-26 06:54	BTC	Sell	59492→60260	-6.90	timeout
06-25 13:54	BTC	Sell	61302.9→58578.9	+21.77	take_profit
06-25 13:53	BTC	Sell	61709.9→58993.9	+21.53	take_profit
06-25 12:48	BTC	Sell	60758→61350.1	-5.33	timeout
06-24 20:48	BTC	Sell	59470→60993.5	-13.28	stop_loss
06-24 16:47	BTC	Sell	62816.9→60053	+21.52	take_profit
06-24 16:47	BTC	Sell	62823.9→60065	+21.42	take_profit
06-24 06:21	BTC	Sell	62338.9→62772.1	-3.90	timeout
06-24 00:08	BTC	Sell	62452.9→62803.1	-3.26	timeout
06-23 17:52	BTC	Sell	63416.8→62460.1	+7.09	timeout
06-23 07:21	BTC	Sell	64411.8→63040.2	+10.21	timeout
06-23 01:17	BTC	Sell	65072.7→64198.2	+6.26	timeout
06-22 19:17	BTC	Sell	64176.8→64338.2	-1.68	timeout
06-22 13:13	BTC	Sell	63851.8→65148.3	-10.53	timeout
06-22 07:08	BTC	Sell	64136.8→64071.2	+0.07	timeout
06-22 01:08	BTC	Sell	64125.8→63915.2	+1.23	timeout
06-21 19:01	BTC	Sell	64269.8→64202.2	+0.05	timeout
06-21 12:43	BTC	Sell	64276.8→64037.2	+1.38	timeout
06-21 05:43	BTC	Sell	63846.8→64326.2	-4.20	timeout
06-20 13:28	BTC	Sell	63446.8→63278.2	+0.90	timeout
06-20 07:28	BTC	Sell	62956.9→63725.2	-6.55	timeout
06-20 01:27	BTC	Sell	62721.9→63403.2	-5.88	timeout
06-19 19:23	BTC	Sell	62723.9→62971.1	-2.41	timeout
06-19 13:45	BTC	Sell	62879.9→63075.2	-2.05	timeout
06-19 07:27	BTC	Sell	62765.9→62767.1	-0.48	timeout
06-19 01:55	BTC	Sell	64098.8→63005.2	+8.03	timeout
06-18 19:51	BTC	Sell	64416.8→62928.1	+11.02	timeout
06-18 13:42	BTC	Sell	64577.8→63910.2	+4.71	timeout
06-18 07:27	BTC	Sell	64782.8→64222.2	+3.87	timeout
06-18 01:16	BTC	Sell	65012.7→64686.2	+2.09	timeout
06-17 19:16	BTC	Sell	65670.7→65203.3	+3.13	timeout
06-17 13:03	BTC	Sell	65763.7→65019.3	+5.24	timeout
06-17 07:04	BTC	Sell	65677.7→65572.3	+0.37	timeout
06-17 01:01	BTC	Sell	66383.7→65714.3	+4.62	timeout
06-16 19:00	BTC	Sell	66397.7→65799.3	+4.09	timeout
06-16 03:55	BTC	Sell	67146.6→66063.3	+7.60	timeout
06-15 15:48	BTC	Sell	65876.7→67157.4	-10.18	timeout
06-15 15:47	BTC	Sell	65536.7→67218	-13.28	stop_loss
06-15 01:58	BTC	Sell	64294.8→65455.3	-9.46	timeout
06-14 21:50	BTC	Sell	63891.8→65548	-13.41	stop_loss
06-14 19:52	BTC	Sell	64387.8→63748.2	+4.54	timeout
06-14 13:50	BTC	Sell	64611.8→64278.2	+2.13	timeout
06-14 07:51	BTC	Sell	64298.8→64397.2	-1.21	timeout
06-14 01:50	BTC	Sell	64106.8→64619.2	-4.46	timeout
06-13 19:50	BTC	Sell	63791.8→64304.2	-4.47	timeout
06-13 13:46	BTC	Sell	63773.8→64088.2	-2.89	timeout
06-13 07:39	BTC	Sell	63712.8→63799.2	-1.12	timeout
06-12 23:26	BTC	Sell	63822.8→63419.2	+2.74	timeout
06-12 17:17	BTC	Sell	63488.8→63845.2	-3.25	timeout
06-12 08:57	BTC	Sell	63366.8→63455.2	-1.11	timeout
06-12 01:51	BTC	Sell	63075.8→63398.2	-2.95	timeout
06-11 18:49	BTC	Sell	62787.9→63496.2	-6.03	timeout
06-11 03:55	BTC	Sell	61127.9→62696.5	-13.25	stop_loss
06-11 02:52	BTC	Sell	61876.9→62017.1	-1.56	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.03	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 07:59	BTC	Sell	63345.8→63181.2	+0.85	timeout
06-09 01:56	BTC	Sell	63766.8→62752.1	+7.50	timeout
06-08 19:51	BTC	Sell	63231.8→63464.2	-2.26	timeout
06-08 13:48	BTC	Sell	63106.8→63480.2	-3.39	timeout
06-07 22:14	BTC	Sell	61747.9→63329.8	-13.26	stop_loss
06-07 22:14	BTC	Sell	61161.9→62740.5	-13.36	stop_loss
06-07 19:44	BTC	Sell	62193.9→61177.1	+7.70	timeout
06-07 13:49	BTC	Sell	61445.9→61686.1	-2.39	timeout
06-07 05:18	BTC	Sell	60554→62111.1	-13.32	stop_loss
06-07 01:34	BTC	Sell	60750→61530.1	-6.84	timeout
06-06 10:17	BTC	Sell	61491.9→60646	+6.45	timeout
06-06 03:22	BTC	Sell	60679→60826	-1.66	timeout
06-05 16:10	BTC	Sell	62714.9→59961	+21.48	take_profit
06-05 16:02	BTC	Sell	62566.9→60195	+18.53	timeout
06-05 09:18	BTC	Sell	63605.8→63006.2	+4.25	timeout
06-05 03:51	BTC	Sell	63784.8→62793.1	+7.29	timeout
06-04 17:01	BTC	Sell	64164.8→63519.2	+4.62	timeout
06-04 14:12	BTC	Sell	62880.9→64492.5	-13.28	stop_loss
06-04 01:50	BTC	Sell	65287.7→62421.1	+21.50	take_profit
06-04 00:24	BTC	Sell	66893.7→63956.2	+21.50	take_profit
06-03 16:41	BTC	Sell	66376.7→65945.3	+2.83	timeout
06-03 11:35	BTC	Sell	66561.7→67158.4	-4.87	timeout
06-03 04:09	BTC	Sell	67555.6→66340.3	+8.55	timeout
06-02 15:37	BTC	Sell	70160.5→67077.4	+21.54	take_profit
06-02 14:27	BTC	Sell	70940.5→67809.4	+21.64	take_profit
06-02 08:01	BTC	Sell	71561.4→70078.5	+9.96	timeout
06-01 03:21	BTC	Sell	73666.3→73910.7	-2.07	timeout
05-31 19:08	BTC	Sell	73965.3→73573.7	+2.23	timeout
05-29 19:48	BTC	Sell	73368.3→73625.7	-2.18	timeout
05-29 02:38	BTC	Sell	72872.4→73428.7	-4.19	timeout

Paper vs Live

Paper (trades.jsonl)

closed

52%

win rate

+137.08

total pnl ($)

+28.7 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	95	52%	+28.7	+137.08

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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