deribit_basis_zscore_reversion_long_fear_gate_v3 · strategy

127

closed trades

46%

win rate

-341.48

total pnl ($)

0.250

weight

7d window — n=36 wr=36% pnl=-160.13 · 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 08:33	BTC	Buy	60427→60184	-2.47	timeout
06-28 07:22	BTC	Buy	60367→60108	-2.58	timeout
06-27 20:49	BTC	Buy	59662→60262	+4.64	timeout
06-27 19:41	BTC	Buy	59903→60140	+1.58	timeout
06-27 15:41	BTC	Buy	60402→60781	+2.70	timeout
06-27 03:39	BTC	Buy	59431→60288	+6.76	timeout
06-26 19:49	BTC	Buy	59185→59831	+4.90	timeout
06-26 16:49	BTC	Buy	59316→60126	+6.26	timeout
06-26 15:17	BTC	Buy	58932.9→59884	+7.61	timeout
06-26 14:20	BTC	Buy	59406→59991	+4.42	timeout
06-26 02:13	BTC	Buy	60113→58626.7	-12.80	stop_loss
06-25 17:44	BTC	Buy	59348→59552	+1.30	timeout
06-25 13:59	BTC	Buy	59537→58071	-12.69	stop_loss
06-25 13:57	BTC	Buy	59783→58308.9	-12.71	stop_loss
06-25 13:54	BTC	Buy	60162→58682.7	-12.67	stop_loss
06-25 13:46	BTC	Buy	61134.1→59621.2	-12.77	stop_loss
06-24 17:47	BTC	Buy	60602→59111.5	-12.73	stop_loss
06-24 16:51	BTC	Buy	61161.1→59657.2	-12.73	stop_loss
06-24 16:51	BTC	Buy	61349.1→59837.1	-12.75	stop_loss
06-24 13:48	BTC	Buy	62786.1→61239.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63053.2→61499.2	-12.77	stop_loss
06-24 10:27	BTC	Buy	62344.1→62547.9	+1.14	timeout
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.31	timeout
06-24 08:24	BTC	Buy	62203.1→62665.9	+3.22	timeout
06-24 07:24	BTC	Buy	62998.1→62692.9	-2.96	timeout
06-24 06:44	BTC	Buy	62900.1→62771.9	-1.52	timeout
06-23 06:22	BTC	Buy	64106.2→62529.6	-12.77	stop_loss
06-23 06:21	BTC	Buy	64124.2→62533.6	-12.88	stop_loss
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:21	BTC	Buy	64257.2→62675.5	-12.77	stop_loss
06-23 05:22	BTC	Buy	65078.3→63478.1	-12.77	stop_loss
06-22 10:38	BTC	Buy	64311.2→64101.8	-2.18	timeout
06-22 09:32	BTC	Buy	64064.2→64089.8	-0.33	timeout
06-22 08:29	BTC	Buy	64017.2→64158.8	+0.61	timeout
06-22 07:24	BTC	Buy	64196.2→64209.8	-0.37	timeout
06-22 03:46	BTC	Buy	64400.2→64115.8	-2.73	timeout
06-21 05:54	BTC	Buy	63664.2→64202.8	+3.78	timeout
06-21 04:54	BTC	Buy	63553.2→64306.8	+5.49	timeout
06-21 03:47	BTC	Buy	63440.2→64390.8	+7.05	timeout
06-21 02:09	BTC	Buy	63472.2→64213.8	+5.35	timeout
06-20 22:26	BTC	Buy	63268.2→64147.8	+6.50	timeout
06-20 01:40	BTC	Buy	62852.1→63571.8	+5.26	timeout
06-20 00:34	BTC	Buy	62999.1→63734.8	+5.35	timeout
06-19 21:27	BTC	Buy	62924.1→63139.8	+1.21	timeout
06-19 20:23	BTC	Buy	63109.2→62945.9	-1.78	timeout
06-19 15:52	BTC	Buy	62544.1→63200.8	+4.65	timeout
06-18 15:54	BTC	Buy	63996.2→62422.7	-12.69	stop_loss
06-18 15:54	BTC	Buy	64000.2→62426.6	-12.62	stop_loss
06-18 15:40	BTC	Buy	64268.2→62677.5	-12.55	stop_loss
06-18 15:38	BTC	Buy	64423.2→62836.4	-12.48	stop_loss
06-18 11:29	BTC	Buy	64715.2→64021.8	-5.87	timeout
06-18 10:18	BTC	Buy	64930.2→63943.8	-8.13	timeout
06-17 19:50	BTC	Buy	65654.3→64031.8	-12.80	stop_loss
06-17 19:42	BTC	Buy	65713.3→64090.7	-12.80	stop_loss
06-17 19:32	BTC	Buy	65713.3→64392.8	-10.51	timeout
06-17 08:08	BTC	Buy	66362.3→65398.7	-7.72	timeout
06-17 06:59	BTC	Buy	66411.3→65591.7	-6.65	timeout
06-16 21:25	BTC	Buy	66526.3→65720.7	-6.60	timeout
06-16 20:20	BTC	Buy	66514.3→65787.7	-6.00	timeout
06-16 18:04	BTC	Buy	66773.3→66158.7	-5.13	timeout
06-16 05:50	BTC	Buy	65753.3→66064.7	+1.98	timeout
06-15 13:48	BTC	Buy	64297.2→66551.7	+17.09	timeout
06-15 13:19	BTC	Buy	64003.2→66812.7	+21.52	take_profit
06-15 13:16	BTC	Buy	63919.2→66728.7	+21.54	take_profit
06-15 12:44	BTC	Buy	64329.2→66415.7	+15.79	timeout
06-15 03:34	BTC	Buy	64507.2→65721.7	+8.93	timeout
06-14 12:36	BTC	Buy	64002.2→64329.8	+2.12	timeout
06-14 10:36	BTC	Buy	63817.2→64627.8	+5.87	timeout
06-14 08:49	BTC	Buy	63842.2→64449.8	+4.27	timeout
06-14 07:48	BTC	Buy	63815.2→64394.8	+4.08	timeout
06-14 01:49	BTC	Buy	63790.2→64606.8	+5.98	timeout
06-13 10:33	BTC	Buy	63670.2→63785.8	+0.38	timeout
06-13 09:26	BTC	Buy	63673.2→63783.8	+0.33	timeout
06-13 08:24	BTC	Buy	63499.2→63735.8	+1.31	timeout
06-13 07:23	BTC	Buy	62968.1→63699.8	+5.35	timeout
06-12 17:40	BTC	Buy	63213.2→63764.8	+3.90	timeout
06-12 10:02	BTC	Buy	62880.1→63704.8	+6.02	timeout
06-12 09:02	BTC	Buy	62908.1→63465.8	+3.91	timeout
06-12 07:50	BTC	Buy	62692.1→62988.9	+1.88	timeout
06-12 06:44	BTC	Buy	62911.1→62890.9	-0.66	timeout
06-11 16:01	BTC	Buy	62538.1→62755.9	+1.14	timeout
06-11 08:16	BTC	Buy	61626.1→62781.9	+8.81	timeout
06-10 18:59	BTC	Buy	61766.1→61844.9	+0.13	timeout
06-10 16:09	BTC	Buy	60925→62357.9	+11.26	timeout
06-10 15:07	BTC	Buy	61519.1→61950.9	+3.02	timeout
06-10 14:06	BTC	Buy	62118.1→62208.9	+0.26	timeout
06-09 14:47	BTC	Buy	62666.1→61124.4	-12.75	stop_loss
06-09 14:44	BTC	Buy	62805.1→61259.3	-12.76	stop_loss
06-09 14:44	BTC	Buy	62809.1→61259.3	-12.79	stop_loss
06-09 14:21	BTC	Buy	63170.2→61615.1	-12.76	stop_loss
06-09 13:32	BTC	Buy	63347.2→62470.9	-7.34	timeout
06-09 12:29	BTC	Buy	63076.2→62633.9	-3.90	timeout
06-08 23:37	BTC	Buy	63153.2→63139.8	-0.58	timeout
06-08 22:31	BTC	Buy	62853.1→63281.8	+2.92	timeout
06-08 21:29	BTC	Buy	61757.1→63686.8	+15.14	timeout
06-08 06:24	BTC	Buy	61854.1→62965.9	+8.53	timeout
06-08 05:21	BTC	Buy	61782.1→62614.9	+6.28	timeout
06-07 19:55	BTC	Buy	60592→61293.9	+5.39	timeout
06-07 16:41	BTC	Buy	60671→62154.9	+11.72	timeout
06-07 12:23	BTC	Buy	60839→61960.9	+8.76	timeout

Paper vs Live

Paper (trades.jsonl)

127

closed

46%

win rate

-341.48

total pnl ($)

-53.5 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	127	46%	-53.5	-341.48

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…