deribit_basis_zscore_reversion_long_fear_gate_v2 · strategy

104

closed trades

42%

win rate

-354.36

total pnl ($)

0.571

weight

7d window — n=26 wr=38% pnl=-114.83 · 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 22:00	BTC	Buy	60172→59423	-6.69	timeout
06-28 19:59	BTC	Buy	60146→59448	-6.23	timeout
06-28 16:47	BTC	Buy	60748→59608	-9.81	timeout
06-27 20:53	BTC	Buy	59743→60246	+3.82	timeout
06-27 18:51	BTC	Buy	59633→60500	+6.84	timeout
06-27 15:39	BTC	Buy	60420→60874	+3.32	timeout
06-26 19:20	BTC	Buy	59241→59934	+5.27	timeout
06-26 16:48	BTC	Buy	59279→60066	+6.09	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-25 18:05	BTC	Buy	59432→59632	+1.27	timeout
06-25 13:58	BTC	Buy	59613→58144	-12.69	stop_loss
06-25 13:53	BTC	Buy	60504→59015.5	-12.67	stop_loss
06-24 17:20	BTC	Buy	60868→59371.3	-12.73	stop_loss
06-24 17:19	BTC	Buy	61004.1→59503.3	-12.73	stop_loss
06-24 14:17	BTC	Buy	62600.1→61059.4	-12.75	stop_loss
06-24 13:57	BTC	Buy	62763.1→61219.3	-12.75	stop_loss
06-24 13:44	BTC	Buy	62908.1→61361.2	-12.74	stop_loss
06-24 08:25	BTC	Buy	62296.1→62662.9	+2.44	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.76	timeout
06-24 06:42	BTC	Buy	62913.1→62806.9	-1.35	timeout
06-23 08:17	BTC	Buy	64007.2→62431.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64332.2→62747.5	-12.78	stop_loss
06-23 06:18	BTC	Buy	64647.2→63053.3	-12.80	stop_loss
06-22 23:34	BTC	Buy	63407.2→63962.8	+3.99	timeout
06-22 21:14	BTC	Buy	63556.2→64370.8	+5.95	timeout
06-22 08:31	BTC	Buy	64030.2→64154.8	+0.45	timeout
06-21 22:32	BTC	Buy	64266.2→63662.8	-5.12	timeout
06-21 18:42	BTC	Buy	63814.2→64129.8	+2.06	timeout
06-21 08:15	BTC	Buy	63541.2→64081.8	+3.72	timeout
06-20 21:29	BTC	Buy	63142.2→63904.8	+5.60	timeout
06-20 18:25	BTC	Buy	63120.2→63833.8	+5.21	timeout
06-20 07:05	BTC	Buy	62816.1→63621.8	+5.95	timeout
06-19 19:57	BTC	Buy	62931.1→63009.8	+0.14	timeout
06-19 17:17	BTC	Buy	62502.1→63029.8	+3.77	timeout
06-19 05:04	BTC	Buy	63752.2→62562.9	-9.73	timeout
06-18 15:37	BTC	Buy	64446.2→62843.4	-12.86	stop_loss
06-18 15:37	BTC	Buy	64580.2→62985.3	-12.77	stop_loss
06-18 04:11	BTC	Buy	65355.3→63746.9	-12.77	stop_loss
06-17 22:03	BTC	Buy	65566.3→63942.8	-12.82	stop_loss
06-17 19:41	BTC	Buy	65763.3→64141.7	-12.81	stop_loss
06-17 08:06	BTC	Buy	66319.3→65409.7	-7.26	timeout
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 21:23	BTC	Buy	66511.3→65711.7	-6.55	timeout
06-16 05:27	BTC	Buy	65804.3→66027.7	+1.30	timeout
06-16 04:00	BTC	Buy	65901.3→66124.7	+1.28	timeout
06-15 21:19	BTC	Buy	64763.2→66489.7	+12.82	timeout
06-15 02:23	BTC	Buy	64558.2→65682.7	+8.22	timeout
06-14 22:20	BTC	Buy	64428.2→65138.7	+5.02	timeout
06-14 21:05	BTC	Buy	64293.2→63992.8	-2.81	timeout
06-14 01:52	BTC	Buy	63779.2→64598.8	+6.01	timeout
06-13 21:32	BTC	Buy	63540.2→64245.8	+5.08	timeout
06-13 19:29	BTC	Buy	63711.2→64159.8	+3.07	timeout
06-13 00:15	BTC	Buy	63683.2→63560.8	-1.53	timeout
06-12 21:16	BTC	Buy	63523.2→63612.8	+0.23	timeout
06-12 17:41	BTC	Buy	63306.2→63809.8	+3.51	timeout
06-11 21:03	BTC	Buy	61755.1→63374.8	+12.52	timeout
06-11 19:30	BTC	Buy	61163.1→63849.8	+21.40	take_profit
06-11 16:09	BTC	Buy	62429.1→62708.9	+1.64	timeout
06-10 18:56	BTC	Buy	61701.1→61749.9	-0.11	timeout
06-10 16:09	BTC	Buy	60927→62397.9	+11.57	timeout
06-10 15:09	BTC	Buy	61633.1→61969.9	+2.24	timeout
06-09 14:47	BTC	Buy	62705.1→61162.3	-12.75	stop_loss
06-09 14:35	BTC	Buy	62943.1→61393.2	-12.77	stop_loss
06-09 14:21	BTC	Buy	63169.2→61615.1	-12.76	stop_loss
06-08 23:06	BTC	Buy	62821.1→63397.8	+4.12	timeout
06-08 22:06	BTC	Buy	61764.1→63511.8	+13.66	timeout
06-08 20:49	BTC	Buy	61775.1→63386.8	+12.55	timeout
06-07 22:14	BTC	Buy	60629→63290.8	+21.51	take_profit
06-07 21:50	BTC	Buy	60832→61628.9	+6.12	timeout
06-07 15:22	BTC	Buy	60551→61796.9	+9.82	timeout
06-06 19:33	BTC	Buy	59605→60608	+8.02	timeout
06-06 18:32	BTC	Buy	60126→60526	+2.93	timeout
06-06 14:27	BTC	Buy	60394→60769	+2.66	timeout
06-05 18:52	BTC	Buy	60888→59390.3	-12.76	stop_loss
06-05 15:39	BTC	Buy	61570.1→60054	-12.75	stop_loss
06-05 14:04	BTC	Buy	62023.1→60497.7	-12.75	stop_loss
06-05 13:56	BTC	Buy	62541.1→61002.4	-12.75	stop_loss
06-05 11:34	BTC	Buy	62484.1→62329.9	-1.72	timeout
06-05 06:03	BTC	Buy	63612.2→62046.9	-12.70	stop_loss
06-05 02:33	BTC	Buy	63390.2→62760.9	-5.39	timeout
06-04 09:26	BTC	Buy	64445.2→62857.4	-12.76	stop_loss
06-04 01:22	BTC	Buy	64281.2→62700.5	-12.75	stop_loss
06-04 00:29	BTC	Buy	65117.3→63516	-12.74	stop_loss
06-04 00:25	BTC	Buy	65509.3→63897.8	-12.75	stop_loss
06-03 19:53	BTC	Buy	67079.4→65408	-12.94	stop_loss
06-03 16:27	BTC	Buy	67203.4→65549.9	-12.78	stop_loss
06-03 16:25	BTC	Buy	67239.4→65585.9	-12.76	stop_loss
06-03 03:43	BTC	Buy	67479.4→65816.8	-12.77	stop_loss
06-03 03:33	BTC	Buy	67647.4→65981.7	-12.77	stop_loss
06-03 03:28	BTC	Buy	67788.4→66121.6	-12.75	stop_loss
06-02 12:52	BTC	Buy	70743.5→69004	-12.81	stop_loss
06-02 12:35	BTC	Buy	70825.5→69082	-12.81	stop_loss
06-02 12:06	BTC	Buy	70978.5→69232.9	-12.80	stop_loss
06-01 15:25	BTC	Buy	73795.7→71111.9	-18.73	stop_loss
06-01 15:25	BTC	Buy	73850.7→71111.9	-19.10	stop_loss
06-01 15:25	BTC	Buy	73617.7→71111.9	-17.60	stop_loss
05-31 18:12	BTC	Buy	73998.7→73650.3	-2.87	timeout
05-31 16:32	BTC	Buy	73881.7→73531.3	-2.89	timeout
05-31 14:43	BTC	Buy	73985.7→73644.3	-2.78	timeout
05-30 09:54	BTC	Buy	73703.7→73575.3	-1.35	timeout

Paper vs Live

Paper (trades.jsonl)

104

closed

42%

win rate

-354.36

total pnl ($)

-67.8 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	104	42%	-67.8	-354.36

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 18:06	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…