deribit_basis_zscore_reversion_fear_gate_long_v3 · strategy

133

closed trades

42%

win rate

-427.55

total pnl ($)

0.309

weight

7d window — n=35 wr=40% pnl=-148.14 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 16:07	BTC	Buy	60784→59876	-7.89	timeout
06-28 09:10	BTC	Buy	60373→60393	-0.31	timeout
06-28 08:13	BTC	Buy	60462→60136	-3.15	timeout
06-28 07:05	BTC	Buy	60315→60073	-2.61	timeout
06-27 19:41	BTC	Buy	59903→60139	+1.57	timeout
06-27 15:39	BTC	Buy	60435→60812	+2.68	timeout
06-27 02:34	BTC	Buy	58832.9→60239	+11.47	timeout
06-26 19:49	BTC	Buy	59203→59824	+4.67	timeout
06-26 16:47	BTC	Buy	59196→60071	+6.86	timeout
06-26 15:18	BTC	Buy	59242→59855	+4.67	timeout
06-26 14:14	BTC	Buy	59263→59951	+5.31	timeout
06-26 02:13	BTC	Buy	60178→58690.7	-12.81	stop_loss
06-25 18:04	BTC	Buy	59436→59607	+1.02	timeout
06-25 13:58	BTC	Buy	59612→58145	-12.70	stop_loss
06-25 13:54	BTC	Buy	60003→58527.8	-12.69	stop_loss
06-25 13:53	BTC	Buy	60274→58778.7	-12.80	stop_loss
06-25 13:51	BTC	Buy	60684→59191.4	-12.70	stop_loss
06-24 16:51	BTC	Buy	61086.1→59582.2	-12.74	stop_loss
06-24 16:51	BTC	Buy	61340.1→59824.1	-12.78	stop_loss
06-24 14:17	BTC	Buy	62565.1→61021.4	-12.79	stop_loss
06-24 13:45	BTC	Buy	62876.1→61330.3	-12.74	stop_loss
06-24 10:53	BTC	Buy	62254.1→62450.9	+1.08	timeout
06-24 09:52	BTC	Buy	62376.1→62666.9	+1.80	timeout
06-24 08:52	BTC	Buy	62375.1→62756.9	+2.53	timeout
06-24 07:52	BTC	Buy	62898.1→62607.9	-2.81	timeout
06-24 06:50	BTC	Buy	62911.1→62715.9	-2.06	timeout
06-23 06:21	BTC	Buy	64116.2→62538.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64156.2→62570.6	-12.84	stop_loss
06-23 06:21	BTC	Buy	64168.2→62588.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64254.2→62662.5	-12.87	stop_loss
06-23 06:18	BTC	Buy	64628.2→63039.3	-12.77	stop_loss
06-22 08:31	BTC	Buy	64029.2→64154.8	+0.47	timeout
06-22 07:27	BTC	Buy	64166.2→64251.8	+0.19	timeout
06-22 06:10	BTC	Buy	64177.2→64269.8	+0.25	timeout
06-22 05:05	BTC	Buy	64231.2→64069.8	-1.72	timeout
06-22 03:36	BTC	Buy	64290.2→64194.8	-1.27	timeout
06-21 05:53	BTC	Buy	63621.2→64203.8	+4.13	timeout
06-21 04:49	BTC	Buy	63566.2→64431.8	+6.37	timeout
06-21 03:49	BTC	Buy	63440.2→64395.8	+7.09	timeout
06-21 02:09	BTC	Buy	63472.2→64202.8	+5.27	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 02:45	BTC	Buy	62905.1→63371.8	+3.26	timeout
06-20 01:43	BTC	Buy	62849.1→63512.8	+4.82	timeout
06-20 00:35	BTC	Buy	62993.1→63715.8	+5.24	timeout
06-19 21:29	BTC	Buy	62948.1→63136.8	+1.00	timeout
06-19 20:23	BTC	Buy	63085.2→62968.9	-1.41	timeout
06-18 15:57	BTC	Buy	63902.2→62293.7	-12.98	stop_loss
06-18 15:53	BTC	Buy	64024.2→62449.6	-12.60	stop_loss
06-18 15:51	BTC	Buy	64108.2→62525.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 15:17	BTC	Buy	64840.2→63245.2	-12.72	stop_loss
06-18 11:10	BTC	Buy	64654.2→64028.8	-5.36	timeout
06-18 09:21	BTC	Buy	64945.2→64416.8	-4.59	timeout
06-18 04:11	BTC	Buy	65355.3→63743.9	-12.79	stop_loss
06-17 19:31	BTC	Buy	65700.3→64579.8	-9.02	timeout
06-17 18:34	BTC	Buy	65917.3→65314.7	-5.13	timeout
06-17 16:27	BTC	Buy	65717.3→66214.7	+3.37	timeout
06-17 08:39	BTC	Buy	66576.3→64933.3	-12.79	stop_loss
06-17 06:56	BTC	Buy	66484.3→65580.7	-7.27	timeout
06-16 19:23	BTC	Buy	66534.3→65684.7	-6.91	timeout
06-16 18:04	BTC	Buy	66773.3→66153.7	-5.17	timeout
06-16 15:41	BTC	Buy	66839.3→65849.7	-7.93	timeout
06-16 09:14	BTC	Buy	65668.3→66731.7	+7.67	timeout
06-16 06:17	BTC	Buy	65872.3→66136.7	+1.61	timeout
06-15 13:34	BTC	Buy	64225.2→66799.7	+19.61	timeout
06-15 13:16	BTC	Buy	63934.2→66740.7	+21.52	take_profit
06-15 12:29	BTC	Buy	64449.2→66246.7	+13.51	timeout
06-15 08:06	BTC	Buy	64390.2→65712.7	+9.82	timeout
06-15 03:33	BTC	Buy	64502.2→65695.7	+8.77	timeout
06-14 11:04	BTC	Buy	63834.2→64458.8	+4.44	timeout
06-14 09:43	BTC	Buy	63776.2→64516.8	+5.30	timeout
06-14 08:43	BTC	Buy	63870.2→64448.8	+4.04	timeout
06-14 07:33	BTC	Buy	63734.2→64309.8	+4.07	timeout
06-14 01:46	BTC	Buy	63780.2→64582.8	+5.87	timeout
06-13 10:35	BTC	Buy	63687.2→63802.8	+0.37	timeout
06-13 09:27	BTC	Buy	63692.2→63783.8	+0.18	timeout
06-13 08:24	BTC	Buy	63491.2→63735.8	+1.37	timeout
06-13 07:24	BTC	Buy	63016.2→63713.8	+5.08	timeout
06-12 20:54	BTC	Buy	63376.2→63393.8	-0.33	timeout
06-12 10:02	BTC	Buy	62884.1→63703.8	+5.97	timeout
06-12 09:03	BTC	Buy	62926.1→63459.8	+3.72	timeout
06-12 07:50	BTC	Buy	62695.1→62983.9	+1.81	timeout
06-12 06:44	BTC	Buy	62912.1→62890.9	-0.67	timeout
06-11 19:33	BTC	Buy	61219.1→63909.8	+21.41	take_profit
06-11 08:15	BTC	Buy	61610.1→62782.9	+8.94	timeout
06-10 22:17	BTC	Buy	62620.1→61080.4	-12.75	stop_loss
06-10 18:59	BTC	Buy	61768.1→61843.9	+0.11	timeout
06-10 16:09	BTC	Buy	60965→62421.9	+11.45	timeout
06-10 15:07	BTC	Buy	61504.1→61967.9	+3.28	timeout
06-10 14:06	BTC	Buy	62121.1→62186.9	+0.06	timeout
06-09 14:47	BTC	Buy	62664.1→61118.4	-12.79	stop_loss
06-09 14:44	BTC	Buy	62819.1→61274.3	-12.75	stop_loss
06-09 14:43	BTC	Buy	62826.1→61281.3	-12.75	stop_loss
06-09 14:21	BTC	Buy	63153.2→61596.1	-12.78	stop_loss
06-09 12:29	BTC	Buy	63063.2→62636.9	-3.78	timeout
06-09 02:58	BTC	Buy	63092.2→62808.9	-2.69	timeout
06-09 01:51	BTC	Buy	63003.2→62699.9	-2.85	timeout
06-08 22:37	BTC	Buy	63265.2→63298.8	-0.22	timeout
06-08 21:33	BTC	Buy	61749.1→63662.8	+15.01	timeout
06-08 05:28	BTC	Buy	61790.1→62671.9	+6.68	timeout

Paper vs Live

Paper (trades.jsonl)

133

closed

42%

win rate

-427.55

total pnl ($)

-64.0 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	133	42%	-64.0	-427.55

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…