deribit_basis_zscore_contrarian_short_v2 · strategy

closed trades

49%

win rate

+146.36

total pnl ($)

1.423

weight

7d window — n=19 wr=47% pnl=+32.51 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:39	BTC	Sell	60195→60373	-1.92	timeout
06-27 07:33	BTC	Sell	60662→60381	+1.87	timeout
06-26 07:33	BTC	Sell	59239→60697.4	-12.77	stop_loss
06-26 06:39	BTC	Sell	58847.1→60296.1	-12.76	stop_loss
06-25 14:33	BTC	Sell	58889.1→60341.2	-12.78	stop_loss
06-25 13:59	BTC	Sell	60788→58114.9	+21.48	take_profit
06-25 13:57	BTC	Sell	60999.9→58312.9	+21.52	take_profit
06-24 22:00	BTC	Sell	59766→61237.7	-12.79	stop_loss
06-24 20:31	BTC	Sell	59395→60859.5	-12.80	stop_loss
06-24 17:20	BTC	Sell	62258.9→59522	+21.37	take_profit
06-24 16:51	BTC	Sell	62681.9→59916	+21.55	take_profit
06-24 06:45	BTC	Sell	62900.9→62715.1	+1.08	timeout
06-23 18:04	BTC	Sell	64663.8→62357.1	+17.39	timeout
06-23 06:21	BTC	Sell	65490.7→62603.1	+21.62	take_profit
06-22 17:29	BTC	Sell	64070.8→64512.2	-3.88	timeout
06-22 13:36	BTC	Sell	63712.8→65282.9	-12.68	stop_loss
06-21 21:24	BTC	Sell	63941.8→63663.2	+1.73	timeout
06-21 14:15	BTC	Sell	63188.8→64032.2	-7.20	timeout
06-20 19:39	BTC	Sell	62976.9→63863.2	-7.51	timeout
06-20 10:54	BTC	Sell	62529.9→63627.2	-9.16	timeout
06-19 17:18	BTC	Sell	62543.9→63064.2	-4.60	timeout
06-19 09:53	BTC	Sell	64215.8→62329.1	+14.12	timeout
06-18 15:40	BTC	Sell	65632.7→62751.1	+21.20	take_profit
06-18 08:50	BTC	Sell	64903.8→64464.2	+2.99	timeout
06-17 17:42	BTC	Sell	65702.7→65889.3	-1.76	timeout
06-17 06:59	BTC	Sell	66405.7→65599.3	+5.56	timeout
06-16 15:43	BTC	Sell	66831.7→65818.3	+7.22	timeout
06-16 05:49	BTC	Sell	65745.7→66031.3	-2.69	timeout
06-15 11:19	BTC	Sell	64643.8→66239.4	-12.80	stop_loss
06-15 00:14	BTC	Sell	64317.8→65908.2	-12.81	stop_loss
06-14 20:07	BTC	Sell	64215.8→63795.2	+2.87	timeout
06-14 09:34	BTC	Sell	63800.8→64453.2	-5.50	timeout
06-13 19:14	BTC	Sell	63678.8→64170.2	-4.31	timeout
06-13 08:49	BTC	Sell	63385.8→63842.2	-3.97	timeout
06-12 17:38	BTC	Sell	63190.8→63816.2	-5.38	timeout
06-12 08:18	BTC	Sell	62803.9→63390.2	-5.05	timeout
06-11 15:59	BTC	Sell	62580.9→62691.1	-1.24	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 13:24	BTC	Sell	62301.9→61518.1	+5.83	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 10:01	BTC	Sell	63446.8→62731.1	+5.16	timeout
06-08 23:09	BTC	Sell	62812.9→63531.2	-6.14	timeout
06-08 09:00	BTC	Sell	62781.9→63103.2	-2.95	timeout
06-07 22:14	BTC	Sell	61642.9→63165.7	-12.81	stop_loss
06-07 07:54	BTC	Sell	60821→62318.3	-12.78	stop_loss
06-07 05:18	BTC	Sell	60631→62145.2	-12.95	stop_loss
06-06 16:16	BTC	Sell	60860→60768	+0.29	timeout
06-06 14:45	BTC	Sell	60908→60931	-0.64	timeout
06-05 16:11	BTC	Sell	62532.9→59785	+21.49	take_profit
06-05 14:28	BTC	Sell	63105.8→60328	+21.56	take_profit
06-05 05:52	BTC	Sell	64003.8→62873.1	+8.32	timeout
06-05 03:37	BTC	Sell	64286.8→62663.1	+12.12	timeout
06-04 02:04	BTC	Sell	64281.8→61459.1	+21.51	take_profit
06-04 01:51	BTC	Sell	65198.7→62336.1	+21.50	take_profit
06-03 19:51	BTC	Sell	67302.6→65581.3	+12.40	timeout
06-03 18:32	BTC	Sell	67251.6→65963.3	+9.20	timeout
06-02 14:27	BTC	Sell	70932.5→67805.4	+21.62	take_profit
06-02 14:26	BTC	Sell	70984.5→67867.4	+21.53	take_profit
05-31 19:49	BTC	Sell	74022.3→73495.7	+3.10	timeout
05-31 16:56	BTC	Sell	73888.3→73502.7	+2.22	timeout
05-30 12:13	BTC	Sell	73316.3→73566.7	-2.10	timeout
05-29 16:55	BTC	Sell	73364.3→73971.7	-4.54	timeout
05-29 10:59	BTC	Sell	73378.3→73628.7	-2.11	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+146.36

total pnl ($)

+46.4 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	63	49%	+46.4	+146.36

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…