Thank you for suggestions.
One thing to bring down power consumption without deep sleep is WiFi mode.
But to get it realy down you have to use deep sleep. On the ESP side that is not a problem. Only a few lines of code are needed to bring down to sleep or wake up using a switch. And in deep sleep it uses only a few uA. And it is back running in a few seconds. In my tests it takes 1-2 seconds from power on until WLED switches on the strip.
Problem to solve is the LED strip. Because each single LED uses 1 mA in standby/off mode. And thats about 60 mA per meter (60 LEDs / mtr).