deribit_basis_zscore_reversion_k2_long_fear_gate · strategy

closed trades

36%

win rate

-360.36

total pnl ($)

0.250

weight

7d window — n=28 wr=25% pnl=-186.72 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 97 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 03:41	BTC	Buy	59406→60177	+6.05	timeout
06-28 02:35	BTC	Buy	58946.9→60100	+9.31	timeout
06-27 19:48	BTC	Buy	59162→60129	+7.82	timeout
06-27 16:49	BTC	Buy	59296→60786	+12.11	timeout
06-27 14:43	BTC	Buy	59406→60593	+9.53	timeout
06-26 02:13	BTC	Buy	60208→58727.7	-12.74	stop_loss
06-25 13:58	BTC	Buy	59651→58184	-12.67	stop_loss
06-25 13:57	BTC	Buy	59737→58265.9	-12.69	stop_loss
06-25 13:57	BTC	Buy	59758→58277.9	-12.76	stop_loss
06-25 13:53	BTC	Buy	60455→58967.6	-12.67	stop_loss
06-25 13:48	BTC	Buy	60754→59258.4	-12.70	stop_loss
06-24 17:20	BTC	Buy	60931→59429.3	-12.76	stop_loss
06-24 16:51	BTC	Buy	61292.1→59751.1	-13.00	stop_loss
06-24 15:31	BTC	Buy	62218.1→60687.6	-12.66	stop_loss
06-24 15:08	BTC	Buy	62323.1→60790.5	-12.67	stop_loss
06-24 15:08	BTC	Buy	62337.1→60790.5	-12.78	stop_loss
06-24 14:17	BTC	Buy	62576.1→61025.4	-12.82	stop_loss
06-24 13:44	BTC	Buy	62915.1→61368.2	-12.74	stop_loss
06-23 08:28	BTC	Buy	63450.2→61888.9	-12.75	stop_loss
06-23 08:24	BTC	Buy	63811.2→62241.7	-12.74	stop_loss
06-23 08:17	BTC	Buy	63954.2→62369.7	-12.86	stop_loss
06-23 08:17	BTC	Buy	63990.2→62415.7	-12.77	stop_loss
06-23 06:21	BTC	Buy	64215.2→62635.5	-12.76	stop_loss
06-23 04:40	BTC	Buy	64499.2→63811.8	-5.80	timeout
06-23 03:36	BTC	Buy	64291.2→63973.8	-2.92	timeout
06-23 00:46	BTC	Buy	64255.2→64068.8	-1.84	timeout
06-22 20:50	BTC	Buy	63873.2→64438.8	+3.94	timeout
06-22 17:39	BTC	Buy	63798.2→64454.8	+4.61	timeout
06-21 01:38	BTC	Buy	62892.1→64267.8	+10.37	timeout
06-21 00:32	BTC	Buy	63013.2→64221.8	+9.12	timeout
06-20 21:30	BTC	Buy	62926.1→63902.8	+7.33	timeout
06-20 20:21	BTC	Buy	63118.2→63918.8	+5.96	timeout
06-20 15:54	BTC	Buy	62478.1→64067.8	+12.14	timeout
06-18 15:57	BTC	Buy	63939.2→62366.7	-12.60	stop_loss
06-18 15:40	BTC	Buy	64186.2→62607.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64441.2→62846.4	-12.54	stop_loss
06-18 15:36	BTC	Buy	64670.2→63071.3	-12.38	stop_loss
06-18 15:16	BTC	Buy	65024.3→63421.1	-12.73	stop_loss
06-18 04:11	BTC	Buy	65391.3→63741.9	-13.07	stop_loss
06-17 19:29	BTC	Buy	65993.3→64366.6	-12.82	stop_loss
06-17 10:56	BTC	Buy	66378.3→64746.4	-12.84	stop_loss
06-17 08:45	BTC	Buy	66468.3→64833.3	-12.77	stop_loss
06-17 08:39	BTC	Buy	66537.3→64901.3	-12.76	stop_loss
06-17 07:54	BTC	Buy	66822.3→65179.1	-12.68	stop_loss
06-16 12:24	BTC	Buy	64470.2→66575.7	+15.70	timeout
06-15 21:50	BTC	Buy	64480.2→66367.7	+14.08	timeout
06-15 16:10	BTC	Buy	64434.2→67262.6	+21.50	take_profit
06-15 15:47	BTC	Buy	64258.2→67079.6	+21.53	take_profit
06-15 15:45	BTC	Buy	64122.2→66939.7	+21.56	take_profit
06-14 08:24	BTC	Buy	63472.2→64465.8	+7.32	timeout
06-13 23:05	BTC	Buy	63410.2→64427.8	+7.53	timeout
06-13 22:00	BTC	Buy	63521.2→64399.8	+6.41	timeout
06-13 20:58	BTC	Buy	63382.2→64251.8	+6.37	timeout
06-13 17:39	BTC	Buy	63214.2→64063.8	+6.23	timeout
06-12 08:14	BTC	Buy	61586.1→63278.8	+13.17	timeout
06-11 18:59	BTC	Buy	61792.1→63426.8	+12.50	timeout
06-11 17:00	BTC	Buy	61392.1→62527.9	+8.67	timeout
06-11 15:58	BTC	Buy	61084.1→62666.9	+12.21	timeout
06-11 14:56	BTC	Buy	61312.1→62741.9	+11.02	timeout
06-09 15:56	BTC	Buy	62573.1→61030.4	-12.78	stop_loss
06-09 14:43	BTC	Buy	62830.1→61283.3	-12.76	stop_loss
06-09 14:43	BTC	Buy	62857.1→61311.3	-12.78	stop_loss
06-09 14:21	BTC	Buy	63152.2→61593.1	-12.80	stop_loss
06-09 14:21	BTC	Buy	63163.2→61610.1	-12.75	stop_loss
06-09 10:34	BTC	Buy	62437.1→62622.9	+1.13	timeout
06-09 09:31	BTC	Buy	62576.1→62731.9	+0.84	timeout
06-09 07:24	BTC	Buy	62171.1→63272.8	+8.30	timeout
06-07 22:14	BTC	Buy	61030.1→63710.8	+21.53	take_profit
06-07 22:14	BTC	Buy	60936→63611.8	+21.52	take_profit
06-07 08:48	BTC	Buy	60238→62913.9	+21.79	take_profit
06-07 08:28	BTC	Buy	59936→62567.9	+21.57	take_profit
06-07 06:36	BTC	Buy	59540→62156.9	+21.60	take_profit
06-06 04:27	BTC	Buy	61304.1→59796.1	-12.75	stop_loss
06-06 04:13	BTC	Buy	61627.1→60108.9	-12.77	stop_loss
06-05 18:52	BTC	Buy	60724→59230.4	-12.75	stop_loss
06-05 18:52	BTC	Buy	60755→59260.4	-12.76	stop_loss
06-05 18:51	BTC	Buy	61010.1→59509.3	-12.75	stop_loss
06-05 15:39	BTC	Buy	61587.1→60069.9	-12.75	stop_loss
06-05 13:55	BTC	Buy	62568.1→61023.4	-12.80	stop_loss
06-05 13:55	BTC	Buy	62562.1→61023.4	-12.75	stop_loss
06-05 13:49	BTC	Buy	62740.1→61196.3	-12.76	stop_loss
06-05 13:49	BTC	Buy	63007.2→61454.2	-12.78	stop_loss
06-05 06:24	BTC	Buy	62623.1→61078.4	-12.78	stop_loss
06-05 06:21	BTC	Buy	63019.2→61468.2	-12.75	stop_loss
06-05 06:20	BTC	Buy	63244.2→61679.1	-12.78	stop_loss
06-05 03:11	BTC	Buy	63831.2→62261.7	-12.71	stop_loss
06-04 10:49	BTC	Buy	63843.2→62272.7	-12.72	stop_loss
06-04 09:31	BTC	Buy	64240.2→62659.5	-12.75	stop_loss
06-04 02:02	BTC	Buy	63255.2→61699	-12.75	stop_loss
06-04 01:16	BTC	Buy	64411.2→62827.4	-12.74	stop_loss
06-04 00:26	BTC	Buy	65390.3→63781.9	-12.75	stop_loss
06-03 19:54	BTC	Buy	67052.4→65397	-12.81	stop_loss
06-03 19:53	BTC	Buy	67098.4→65442	-12.83	stop_loss
06-03 19:52	BTC	Buy	67108.4→65458	-12.77	stop_loss
06-03 16:27	BTC	Buy	67156.4→65504	-12.78	stop_loss
06-03 16:27	BTC	Buy	67182.4→65528.9	-12.77	stop_loss
06-03 03:50	BTC	Buy	67120.4→65468	-12.76	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

36%

win rate

-360.36

total pnl ($)

-74.3 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	97	36%	-74.3	-360.36

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…