deribit_basis_zscore_revert_fear_gated · strategy

153

closed trades

38%

win rate

-571.01

total pnl ($)

0.250

weight

7d window — n=35 wr=29% pnl=-180.18 · 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 22:53	BTC	Buy	60405→58918.6	-12.76	stop_loss
06-28 22:01	BTC	Buy	60137→59587	-5.04	timeout
06-28 19:52	BTC	Buy	60172→59355	-7.23	timeout
06-28 09:13	BTC	Buy	60355→60364	-0.37	timeout
06-28 08:03	BTC	Buy	60434→60199	-2.44	timeout
06-28 07:00	BTC	Buy	60364→60011	-3.36	timeout
06-27 20:49	BTC	Buy	59708→60250	+4.15	timeout
06-27 19:39	BTC	Buy	59881→60123	+1.62	timeout
06-26 20:27	BTC	Buy	59709→59713	-0.52	timeout
06-26 19:22	BTC	Buy	59201→59900	+5.32	timeout
06-26 16:46	BTC	Buy	59164→60075	+7.14	timeout
06-26 15:14	BTC	Buy	59035→59806	+6.00	timeout
06-26 14:32	BTC	Buy	59151→59953	+6.28	timeout
06-25 17:57	BTC	Buy	59401→59559	+0.91	timeout
06-25 13:58	BTC	Buy	59584→58116	-12.69	stop_loss
06-25 13:57	BTC	Buy	59754→58277.9	-12.72	stop_loss
06-25 13:55	BTC	Buy	59879→58390.9	-12.81	stop_loss
06-25 13:53	BTC	Buy	60291→58780.7	-12.89	stop_loss
06-24 16:51	BTC	Buy	61068.1→59560.2	-12.78	stop_loss
06-24 16:51	BTC	Buy	61325.1→59814.1	-12.74	stop_loss
06-24 14:17	BTC	Buy	62577.1→61027.4	-12.83	stop_loss
06-24 13:57	BTC	Buy	62766.1→61222.3	-12.75	stop_loss
06-24 13:43	BTC	Buy	63056.2→61494.2	-12.84	stop_loss
06-24 09:42	BTC	Buy	62323.1→62621.9	+1.87	timeout
06-24 08:41	BTC	Buy	62337.1→62701.9	+2.42	timeout
06-24 07:39	BTC	Buy	62964.1→62607.9	-3.26	timeout
06-24 06:44	BTC	Buy	62915.1→62764.9	-1.70	timeout
06-24 05:42	BTC	Buy	63412.2→62929.9	-4.31	timeout
06-23 06:40	BTC	Buy	64030.2→62927.9	-9.09	timeout
06-23 06:21	BTC	Buy	64247.2→62665.5	-12.79	stop_loss
06-23 06:21	BTC	Buy	64293.2→62712.5	-12.77	stop_loss
06-23 05:25	BTC	Buy	64962.2→63364.1	-12.77	stop_loss
06-23 05:22	BTC	Buy	65084.3→63483.1	-12.77	stop_loss
06-22 08:28	BTC	Buy	64024.2→64172.8	+0.65	timeout
06-22 07:24	BTC	Buy	64188.2→64208.8	-0.32	timeout
06-22 06:11	BTC	Buy	64183.2→64235.8	-0.06	timeout
06-22 05:06	BTC	Buy	64224.2→64083.8	-1.56	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 05:54	BTC	Buy	63675.2→64204.8	+3.71	timeout
06-21 04:55	BTC	Buy	63542.2→64291.8	+5.46	timeout
06-21 03:47	BTC	Buy	63440.2→64381.8	+6.98	timeout
06-21 02:05	BTC	Buy	63495.2→64225.8	+5.26	timeout
06-20 22:27	BTC	Buy	63282.2→64217.8	+6.94	timeout
06-20 02:42	BTC	Buy	62915.1→63338.8	+2.92	timeout
06-20 01:39	BTC	Buy	62856.1→63581.8	+5.32	timeout
06-20 00:35	BTC	Buy	62993.1→63742.8	+5.47	timeout
06-19 21:24	BTC	Buy	63010.2→63203.8	+1.03	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:57	BTC	Buy	63945.2→62365.7	-12.75	stop_loss
06-18 15:53	BTC	Buy	64033.2→62458.6	-12.61	stop_loss
06-18 15:51	BTC	Buy	64160.2→62575.6	-12.72	stop_loss
06-18 15:38	BTC	Buy	64398.2→62808.4	-12.76	stop_loss
06-18 15:38	BTC	Buy	64413.2→62829.4	-12.73	stop_loss
06-18 11:14	BTC	Buy	64603.2→63989.8	-5.28	timeout
06-18 09:22	BTC	Buy	64923.2→64427.8	-4.30	timeout
06-18 05:05	BTC	Buy	65253.3→63647	-12.77	stop_loss
06-18 05:03	BTC	Buy	65333.3→63721.9	-12.79	stop_loss
06-17 16:28	BTC	Buy	65734.3→66368.7	+4.42	timeout
06-17 11:05	BTC	Buy	66228.3→64587.5	-12.92	stop_loss
06-17 08:39	BTC	Buy	66563.3→64922.3	-12.77	stop_loss
06-17 08:20	BTC	Buy	66818.3→65171.1	-12.76	stop_loss
06-17 06:58	BTC	Buy	66434.3→65587.7	-6.85	timeout
06-16 15:44	BTC	Buy	66892.3→65806.7	-8.64	timeout
06-16 12:56	BTC	Buy	66566.3→66371.7	-1.99	timeout
06-16 09:16	BTC	Buy	65686.3→66663.7	+7.00	timeout
06-16 08:07	BTC	Buy	65707.3→66340.7	+4.41	timeout
06-16 05:49	BTC	Buy	65753.3→66034.7	+1.74	timeout
06-15 12:26	BTC	Buy	64480.2→66265.7	+13.41	timeout
06-15 11:04	BTC	Buy	64453.2→65882.7	+10.64	timeout
06-15 08:08	BTC	Buy	64417.2→65671.7	+9.30	timeout
06-15 07:00	BTC	Buy	64260.2→65739.7	+11.05	timeout
06-15 03:35	BTC	Buy	64509.2→65709.7	+8.82	timeout
06-14 11:34	BTC	Buy	63904.2→64603.8	+5.02	timeout
06-14 10:19	BTC	Buy	63759.2→64524.8	+5.51	timeout
06-14 07:47	BTC	Buy	63837.2→64400.8	+3.96	timeout
06-14 04:41	BTC	Buy	63592.2→64402.8	+5.97	timeout
06-14 01:50	BTC	Buy	63781.2→64611.8	+6.09	timeout
06-13 10:34	BTC	Buy	63666.2→63808.8	+0.59	timeout
06-13 09:28	BTC	Buy	63746.2→63787.8	-0.22	timeout
06-13 07:25	BTC	Buy	62996.1→63704.8	+5.16	timeout
06-12 13:43	BTC	Buy	62790.1→63069.8	+1.70	timeout
06-12 11:18	BTC	Buy	63107.2→63745.8	+4.54	timeout
06-12 10:09	BTC	Buy	62893.1→63714.8	+5.98	timeout
06-12 08:28	BTC	Buy	62905.1→63469.8	+3.94	timeout
06-12 06:51	BTC	Buy	62785.1→62925.9	+0.62	timeout
06-11 08:16	BTC	Buy	61661.1→62772.9	+8.44	timeout
06-10 22:16	BTC	Buy	62622.1→61082.4	-12.75	stop_loss
06-10 19:00	BTC	Buy	61723.1→61871.9	+0.70	timeout
06-10 17:01	BTC	Buy	61470.1→62215.9	+5.55	timeout
06-10 15:59	BTC	Buy	61121.1→62607.9	+11.69	timeout
06-10 14:56	BTC	Buy	61380.1→61846.9	+3.31	timeout
06-09 16:39	BTC	Buy	62292.1→60758.6	-12.77	stop_loss
06-09 15:55	BTC	Buy	62627.1→61087.4	-12.75	stop_loss
06-09 14:46	BTC	Buy	62755.1→61208.3	-12.78	stop_loss
06-09 14:36	BTC	Buy	62913.1→61366.2	-12.75	stop_loss
06-09 14:21	BTC	Buy	63198.2→61643.1	-12.76	stop_loss
06-09 13:33	BTC	Buy	63446.2→62376.9	-8.86	timeout
06-09 12:26	BTC	Buy	62989.1→62716.9	-2.56	timeout
06-09 02:24	BTC	Buy	63078.2→62652.9	-3.80	timeout
06-08 22:38	BTC	Buy	63312.2→63325.8	-0.37	timeout

Paper vs Live

Paper (trades.jsonl)

153

closed

38%

win rate

-571.01

total pnl ($)

-74.4 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	153	38%	-74.4	-571.01

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…