deribit_btc_basis_zscore_mean_rev_fear_long · strategy

closed trades

43%

win rate

-136.76

total pnl ($)

0.520

weight

7d window — n=27 wr=41% pnl=-117.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 06:13	BTC	Buy	59703→60082	+2.73	timeout
06-26 15:49	BTC	Buy	59251→60357	+8.79	timeout
06-26 02:24	BTC	Buy	59757→58281.9	-12.79	stop_loss
06-25 13:48	BTC	Buy	60867→59368.3	-12.73	stop_loss
06-25 13:46	BTC	Buy	61071.1→59565.2	-12.73	stop_loss
06-25 13:42	BTC	Buy	61704.1→60186.9	-12.73	stop_loss
06-24 17:47	BTC	Buy	60624→59131.5	-12.75	stop_loss
06-24 14:20	BTC	Buy	62361.1→60824.5	-12.75	stop_loss
06-24 14:17	BTC	Buy	62550.1→61009.4	-12.76	stop_loss
06-24 14:17	BTC	Buy	62576.1→61033.4	-12.77	stop_loss
06-24 14:02	BTC	Buy	62717.1→61168.3	-12.79	stop_loss
06-24 09:21	BTC	Buy	62439.1→62689.9	+1.49	timeout
06-23 08:17	BTC	Buy	64045.2→62465.6	-12.79	stop_loss
06-23 06:21	BTC	Buy	64156.2→62565.6	-12.87	stop_loss
06-23 06:21	BTC	Buy	64215.2→62635.5	-12.76	stop_loss
06-23 05:22	BTC	Buy	65029.3→63429.1	-12.77	stop_loss
06-23 02:47	BTC	Buy	64411.2→64140.8	-2.55	timeout
06-22 20:48	BTC	Buy	63697.2→64432.8	+5.31	timeout
06-22 14:25	BTC	Buy	64053.2→65028.7	+7.05	timeout
06-22 07:23	BTC	Buy	64197.2→64230.8	-0.21	timeout
06-22 01:02	BTC	Buy	64304.2→63960.8	-3.17	timeout
06-21 19:03	BTC	Buy	63826.2→64204.8	+2.55	timeout
06-21 12:46	BTC	Buy	63595.2→64034.8	+3.07	timeout
06-21 06:45	BTC	Buy	63737.2→64283.8	+3.83	timeout
06-21 00:43	BTC	Buy	63571.2→64280.8	+5.08	timeout
06-20 17:17	BTC	Buy	63015.2→63870.8	+6.32	timeout
06-20 11:05	BTC	Buy	62534.1→63628.8	+8.25	timeout
06-20 05:31	BTC	Buy	62647.1→63634.8	+7.44	timeout
06-19 23:19	BTC	Buy	62789.1→63259.8	+3.26	timeout
06-19 17:19	BTC	Buy	62551.1→63052.8	+3.56	timeout
06-18 15:57	BTC	Buy	63923.2→62348.7	-12.61	stop_loss
06-18 15:53	BTC	Buy	64012.2→62428.6	-12.75	stop_loss
06-18 15:40	BTC	Buy	64179.2→62599.6	-12.50	stop_loss
06-18 10:22	BTC	Buy	64949.2→63933.8	-8.35	timeout
06-17 19:40	BTC	Buy	65797.3→64175.7	-12.78	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.76	stop_loss
06-17 19:29	BTC	Buy	66009.3→64380.6	-12.79	stop_loss
06-17 16:05	BTC	Buy	65888.3→65824.7	-0.97	timeout
06-17 08:44	BTC	Buy	66510.3→64871.3	-12.81	stop_loss
06-17 04:01	BTC	Buy	66146.3→65808.7	-3.05	timeout
06-16 21:49	BTC	Buy	66375.3→65746.7	-5.28	timeout
06-16 15:25	BTC	Buy	66635.3→65785.7	-6.90	timeout
06-16 08:16	BTC	Buy	65732.3→66458.7	+5.11	timeout
06-16 02:08	BTC	Buy	65565.3→66316.7	+5.26	timeout
06-15 13:05	BTC	Buy	64324.2→66524.7	+16.68	timeout
06-15 13:00	BTC	Buy	63799.2→66600.7	+21.52	take_profit
06-15 06:59	BTC	Buy	64258.2→65800.7	+11.54	timeout
06-15 00:54	BTC	Buy	64524.2→65530.7	+7.32	timeout
06-14 18:34	BTC	Buy	64172.2→63721.8	-4.05	timeout
06-14 12:30	BTC	Buy	63954.2→64441.8	+3.37	timeout
06-14 04:18	BTC	Buy	63493.2→64490.8	+7.45	timeout
06-13 23:08	BTC	Buy	63467.2→64429.8	+7.11	timeout
06-13 17:04	BTC	Buy	63975.2→63963.8	-0.54	timeout
06-13 10:25	BTC	Buy	63776.2→63741.8	-0.80	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-136.76

total pnl ($)

-50.5 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	54	43%	-50.5	-136.76

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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