deribit_basis_z_overheat_short_v2

not live
73
closed trades
48%
win rate
+120.21
total pnl ($)
1.506
weight
7d window — n=17 wr=47% pnl=+43.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:55BTCSell59837→60131-2.96timeout
06-27 18:51BTCSell59639→60505-7.74timeout
06-26 16:07BTCSell59556→60299-6.58timeout
06-26 14:45BTCSell59468→59542-0.99timeout
06-25 13:57BTCSell60951→58274.9+21.44take_profit
06-25 13:54BTCSell61296.9→58604.9+21.40take_profit
06-24 20:10BTCSell59339→60800.4-12.78stop_loss
06-24 16:43BTCSell62944.9→60181+21.47take_profit
06-24 12:08BTCSell62448.9→62822.1-3.43timeout
06-24 07:23BTCSell63021.8→62735.1+1.92timeout
06-23 08:27BTCSell64941.8→62090.1+21.45take_profit
06-23 06:21BTCSell65479.7→62599.1+21.56take_profit
06-22 13:50BTCSell63997.8→65574-12.72stop_loss
06-22 12:24BTCSell63408.8→64969.7-12.68stop_loss
06-22 03:34BTCSell64324.8→64234.2+0.31timeout
06-21 22:26BTCSell64148.8→63698.2+3.04timeout
06-21 01:43BTCSell63507.8→64200.2-5.85timeout
06-20 21:29BTCSell63136.8→63911.2-6.59timeout
06-20 01:39BTCSell62878.9→63578.2-6.00timeout
06-19 21:01BTCSell63066.8→63190.2-1.38timeout
06-19 00:40BTCSell64476.8→63007.2+10.91timeout
06-18 20:37BTCSell64429.8→63104.2+9.68timeout
06-17 23:59BTCSell65629.7→64447.2+8.60timeout
06-17 19:40BTCSell65605.7→64214.2+10.18timeout
06-16 18:18BTCSell66790.7→66089.3+4.87timeout
06-16 17:13BTCSell66862.7→65795.3+7.63timeout
06-15 15:47BTCSell65556.7→67200.9-13.00stop_loss
06-15 15:47BTCSell65487.7→67110.9-12.86stop_loss
06-15 00:14BTCSell64254.8→65844.2-12.83stop_loss
06-14 21:06BTCSell64286.8→64000.2+1.80timeout
06-14 12:50BTCSell64058.8→64307.2-2.39timeout
06-13 19:27BTCSell63720.8→64125.2-3.62timeout
06-13 12:30BTCSell63453.8→63947.2-4.25timeout
06-12 15:00BTCSell62525.9→64065.2-12.68stop_loss
06-12 10:17BTCSell62780.9→63744.2-8.02timeout
06-11 14:49BTCSell61912.9→62867.1-8.06timeout
06-11 08:15BTCSell61594.9→62788.1-10.01timeout
06-10 13:49BTCSell60924→62425.3-12.77stop_loss
06-10 11:10BTCSell62607.9→61054.1+11.92timeout
06-10 07:49BTCSell63155.8→62023.1+8.39timeout
06-09 09:21BTCSell63526.8→62902.1+4.47timeout
06-08 22:53BTCSell63100.8→63311.2-2.09timeout
06-08 09:00BTCSell62781.9→63123.2-3.11timeout
06-07 22:14BTCSell61856.9→63379.8-12.77stop_loss
06-07 05:18BTCSell60615→62107.1-12.77stop_loss
06-07 05:18BTCSell60542→62033.1-12.78stop_loss
06-06 16:16BTCSell60881→60768+0.47timeout
06-06 14:46BTCSell60988→60922+0.09timeout
06-05 14:29BTCSell63078.8→60309+21.50take_profit
06-05 13:56BTCSell63812.8→61067.1+21.07timeout
06-05 03:42BTCSell64369.8→62605.1+13.20timeout
06-04 13:38BTCSell62485.9→64026.2-12.78stop_loss
06-04 03:32BTCSell62836.9→64391.4-12.82stop_loss
06-04 00:24BTCSell66990.7→64049.2+21.49take_profit
06-03 23:54BTCSell67035.6→64088.2+21.52take_profit
06-03 03:43BTCSell68796.6→65770.3+21.55take_profit
06-02 19:33BTCSell69482.5→66409.3+21.67take_profit
06-02 08:45BTCSell72770.4→69883.5+19.52timeout
06-02 07:03BTCSell73008.3→69802.5+21.65take_profit
06-01 01:59BTCSell74014.3→73268.7+4.67timeout
05-31 23:57BTCSell73820.3→73676.7+0.49timeout
05-31 14:58BTCSell73888.3→73594.7+1.55timeout
05-31 10:15BTCSell73597.3→73820.7-1.83timeout
05-30 18:31BTCSell73757.3→73943.7-1.60timeout
05-30 16:46BTCSell73975.3→73931.7-0.04timeout
05-30 14:58BTCSell73090.3→73894.7-5.80timeout
05-30 09:53BTCSell73705.3→73578.7+0.44timeout
05-30 08:40BTCSell73773.3→73503.7+1.42timeout
05-29 13:07BTCSell73372.3→73213.7+0.65timeout
05-29 12:18BTCSell73309.3→73369.7-0.83timeout
05-29 10:13BTCSell73533.3→73663.7-1.25timeout
05-29 09:03BTCSell73308.3→73635.7-2.61timeout
05-29 07:54BTCSell73384.3→73396.7-0.50timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
48%
win rate
+120.21
total pnl ($)
+32.5 bps
avg bps net
Live (dry_run=0)
4
closed
25%
win rate
-66.88
total pnl ($)
-103.2 bps
avg bps net
Live: 4 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7348%+32.5+120.21

Recent bounces (last 20 of 1)

timesymsidereason
06-27 20:13BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems