deribit_basis_zscore_extreme_short_fear70 · strategy

closed trades

46%

win rate

+80.19

total pnl ($)

1.604

weight

7d window — n=19 wr=53% pnl=+58.54 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 74 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:55	BTC	Sell	60537→60135	+2.85	timeout
06-27 00:50	BTC	Sell	59245→60015	-6.94	timeout
06-26 11:55	BTC	Sell	59779→59350	+3.17	timeout
06-26 05:45	BTC	Sell	59475→59773	-2.96	timeout
06-25 13:58	BTC	Sell	61202.9→58146.9	+24.51	take_profit
06-25 13:54	BTC	Sell	61606.9→58502.9	+24.71	take_profit
06-25 11:36	BTC	Sell	61005.9→61240.1	-2.36	timeout
06-25 05:02	BTC	Sell	59683→61515.8	-15.81	stop_loss
06-24 16:51	BTC	Sell	62840.9→59693	+24.50	take_profit
06-24 11:50	BTC	Sell	62682.9→63069.2	-3.53	timeout
06-23 23:19	BTC	Sell	62372.9→62556.1	-1.93	timeout
06-23 17:47	BTC	Sell	63334.8→62478.1	+6.31	timeout
06-23 01:26	BTC	Sell	65018.7→64152.2	+6.20	timeout
06-22 19:26	BTC	Sell	64246.8→64300.2	-0.84	timeout
06-22 07:06	BTC	Sell	64138.8→64093.2	-0.08	timeout
06-22 01:04	BTC	Sell	64075.8→63906.2	+0.91	timeout
06-21 18:56	BTC	Sell	64263.8→64148.2	+0.43	timeout
06-21 12:44	BTC	Sell	64284.8→64021.2	+1.57	timeout
06-21 03:48	BTC	Sell	64160.8→64379.2	-2.15	timeout
06-20 11:17	BTC	Sell	63259.8→63673.2	-3.70	timeout
06-19 23:08	BTC	Sell	62445.9→63272.2	-7.05	timeout
06-19 17:07	BTC	Sell	62585.9→62989.1	-3.67	timeout
06-19 05:03	BTC	Sell	62532.9→62558.1	-0.68	timeout
06-18 23:05	BTC	Sell	64075.8→62832.1	+9.21	timeout
06-18 17:00	BTC	Sell	63854.8→62663.1	+8.74	timeout
06-18 05:01	BTC	Sell	65829.7→63805.2	+14.94	timeout
06-17 22:53	BTC	Sell	64827.8→64372.2	+3.06	timeout
06-17 16:50	BTC	Sell	65990.7→65891.3	+0.31	timeout
06-17 04:50	BTC	Sell	65702.7→66009.3	-2.76	timeout
06-16 22:43	BTC	Sell	66574.7→65692.3	+6.22	timeout
06-16 16:37	BTC	Sell	65831.7→65720.3	+0.44	timeout
06-15 23:56	BTC	Sell	66183.7→66326.3	-1.45	timeout
06-15 17:50	BTC	Sell	65746.7→66888.3	-9.07	timeout
06-15 09:20	BTC	Sell	64748.8→65728.3	-8.02	timeout
06-14 23:17	BTC	Sell	64522.8→65581.3	-8.63	timeout
06-14 11:13	BTC	Sell	64419.8→64526.2	-1.27	timeout
06-14 05:13	BTC	Sell	63951.8→64322.2	-3.36	timeout
06-13 22:45	BTC	Sell	63833.8→64493.2	-5.60	timeout
06-13 16:43	BTC	Sell	63587.8→64039.2	-4.00	timeout
06-13 09:36	BTC	Sell	63508.8→63793.2	-2.64	timeout
06-13 00:03	BTC	Sell	63734.8→63581.2	+0.80	timeout
06-12 17:45	BTC	Sell	63379.8→63808.2	-3.82	timeout
06-12 11:36	BTC	Sell	63474.8→63684.2	-2.06	timeout
06-12 05:37	BTC	Sell	63108.8→63384.2	-2.60	timeout
06-11 19:07	BTC	Sell	62625.9→63458.2	-7.03	timeout
06-11 03:59	BTC	Sell	62601.9→62668.1	-0.91	timeout
06-10 20:19	BTC	Sell	61590.9→61816.1	-2.25	timeout
06-10 03:09	BTC	Sell	61641.9→62023.1	-3.60	timeout
06-09 19:43	BTC	Sell	63173.8→61846.1	+10.10	timeout
06-09 08:08	BTC	Sell	63340.8→62890.1	+3.14	timeout
06-09 02:05	BTC	Sell	63596.8→62791.1	+5.88	timeout
06-08 19:59	BTC	Sell	63242.8→63341.2	-1.21	timeout
06-08 13:55	BTC	Sell	63109.8→63731.2	-5.35	timeout
06-07 22:14	BTC	Sell	61747.9→63641	-15.78	stop_loss
06-07 22:14	BTC	Sell	61161.9→63034.7	-15.76	stop_loss
06-07 14:25	BTC	Sell	61272.9→62045.1	-6.74	timeout
06-07 07:52	BTC	Sell	60587→62219.1	-13.93	timeout
06-07 01:34	BTC	Sell	60750→61537.1	-6.89	timeout
06-06 10:16	BTC	Sell	61485.9→60696	+5.99	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 16:10	BTC	Sell	62847.9→60012	+22.07	timeout
06-05 09:19	BTC	Sell	63609.8→62992.1	+4.39	timeout
06-04 21:46	BTC	Sell	63135.8→63358.2	-2.22	timeout
06-04 17:01	BTC	Sell	64164.8→63518.2	+4.63	timeout
06-04 01:58	BTC	Sell	65351.7→62089.1	+24.51	take_profit
06-03 16:41	BTC	Sell	66376.7→65946.3	+2.82	timeout
06-03 11:53	BTC	Sell	66673.7→67047.4	-3.19	timeout
06-03 04:07	BTC	Sell	67474.6→66356.3	+7.84	timeout
06-02 15:26	BTC	Sell	70907.5→67368.4	+24.53	take_profit
06-02 08:06	BTC	Sell	71512.4→70046.5	+9.87	timeout
06-01 03:52	BTC	Sell	73628.3→73808.7	-1.64	timeout
05-31 19:28	BTC	Sell	73887.3→73462.7	+2.43	timeout
05-31 07:47	BTC	Sell	74021.3→73863.7	+0.69	timeout
05-30 05:21	BTC	Sell	74197.3→73501.7	+4.26	timeout

Paper vs Live

Paper (trades.jsonl)

closed

46%

win rate

+80.19

total pnl ($)

+21.5 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	74	46%	+21.5	+80.19

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…