deribit_basis_zscore_extreme_short_term_reversion · strategy

closed trades

43%

win rate

-22.44

total pnl ($)

1.328

weight

7d window — n=15 wr=53% pnl=+17.16 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 92 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:15	BTC	Sell	60285→60843	-5.08	timeout
06-27 11:08	BTC	Sell	60193→60339	-1.65	timeout
06-27 01:41	BTC	Sell	59897→59941	-0.81	timeout
06-26 21:41	BTC	Sell	60388→59914	+3.49	timeout
06-26 12:50	BTC	Sell	60284→59250	+8.14	timeout
06-26 03:56	BTC	Sell	58724.1→59934.9	-10.76	stop_loss
06-26 00:24	BTC	Sell	59587→59792	-2.17	timeout
06-25 20:36	BTC	Sell	59792→59511	+1.91	timeout
06-25 13:51	BTC	Sell	61278.9→59140	+16.99	take_profit
06-25 12:35	BTC	Sell	61676.9→61354.1	+2.17	timeout
06-25 08:14	BTC	Sell	60734→61759.1	-8.89	timeout
06-25 04:10	BTC	Sell	61041.9→60816	+1.40	timeout
06-24 20:19	BTC	Sell	61047.9→60737	+2.05	timeout
06-24 20:06	BTC	Sell	59385→60624.3	-10.90	stop_loss
06-24 15:46	BTC	Sell	62599.9→60413	+17.00	take_profit
06-24 12:07	BTC	Sell	62772.9→62816.1	-0.79	timeout
06-17 07:10	BTC	Sell	65744.7→65644.3	+0.31	timeout
06-17 02:59	BTC	Sell	65826.7→65875.3	-0.81	timeout
06-16 22:44	BTC	Sell	65777.7→65693.3	+0.21	timeout
06-16 18:42	BTC	Sell	66462.7→65797.3	+4.58	timeout
06-16 14:43	BTC	Sell	66557.7→65622.3	+6.60	timeout
06-16 10:38	BTC	Sell	65852.7→66623.3	-6.28	timeout
06-15 22:12	BTC	Sell	67183.6→66425.3	+5.20	timeout
06-15 18:04	BTC	Sell	66175.7→66800.3	-5.15	timeout
06-15 13:50	BTC	Sell	65647.7→66589.3	-7.62	timeout
06-15 09:49	BTC	Sell	65904.7→65520.3	+2.46	timeout
06-15 03:51	BTC	Sell	65438.7→65886.3	-3.86	timeout
06-14 17:07	BTC	Sell	64469.8→63927.2	+3.78	timeout
06-14 12:57	BTC	Sell	64254.8→64299.2	-0.80	timeout
06-14 08:50	BTC	Sell	64476.8→64453.2	-0.25	timeout
06-14 04:41	BTC	Sell	64487.8→64409.2	+0.15	timeout
06-14 00:27	BTC	Sell	64137.8→64472.2	-3.06	timeout
06-13 20:20	BTC	Sell	64143.8→64244.2	-1.23	timeout
06-13 16:16	BTC	Sell	63733.8→64030.2	-2.78	timeout
06-13 12:11	BTC	Sell	63567.8→63924.2	-3.23	timeout
06-13 07:46	BTC	Sell	63774.8→63818.2	-0.75	timeout
06-13 01:39	BTC	Sell	63732.8→63684.2	-0.05	timeout
06-12 15:17	BTC	Sell	63533.8→64321.2	-6.63	timeout
06-12 11:18	BTC	Sell	63485.8→63773.2	-2.69	timeout
06-12 04:02	BTC	Sell	63511.8→63466.2	-0.07	timeout
06-11 23:44	BTC	Sell	63279.8→63613.2	-3.05	timeout
06-11 19:44	BTC	Sell	62913.9→63658.2	-6.33	timeout
06-11 14:53	BTC	Sell	62907.9→62955.1	-0.80	timeout
06-11 10:54	BTC	Sell	62765.9→63018.2	-2.42	timeout
06-11 01:41	BTC	Sell	61092.9→62359.3	-10.81	stop_loss
06-10 20:52	BTC	Sell	61856.9→61747.1	+0.45	timeout
06-10 13:49	BTC	Sell	61149.9→62414.3	-10.78	stop_loss
06-09 23:31	BTC	Sell	61749.9→62023.1	-2.69	timeout
06-09 19:33	BTC	Sell	62316.9→61921.1	+2.75	timeout
06-09 15:30	BTC	Sell	62776.9→61345.1	+10.96	timeout
06-09 10:47	BTC	Sell	63340.8→62687.1	+4.70	timeout
06-09 06:42	BTC	Sell	62622.9→63332.2	-6.10	timeout
06-09 02:36	BTC	Sell	63275.8→62585.1	+5.00	timeout
06-08 22:29	BTC	Sell	63862.8→63329.2	+3.74	timeout
06-08 18:27	BTC	Sell	62974.9→63561.2	-5.09	timeout
06-08 09:09	BTC	Sell	63156.8→63174.2	-0.58	timeout
06-07 22:14	BTC	Sell	61770.9→63044.7	-10.76	stop_loss
06-07 22:10	BTC	Sell	62028.9→61854.1	+0.96	timeout
06-07 16:14	BTC	Sell	62396.9→62146.1	+1.58	timeout
06-07 08:48	BTC	Sell	61596.9→62867.6	-10.77	stop_loss
06-07 08:01	BTC	Sell	61466.9→62363.1	-7.76	timeout
06-07 03:57	BTC	Sell	60725→61654.1	-8.10	timeout
06-06 23:51	BTC	Sell	60596→60807	-2.21	timeout
06-06 13:02	BTC	Sell	60739→60969	-2.36	timeout
06-06 08:04	BTC	Sell	60940→60876	+0.10	timeout
06-06 04:01	BTC	Sell	61501.9→60778	+5.44	timeout
06-05 21:15	BTC	Sell	60763→62016.1	-10.76	stop_loss
06-05 20:12	BTC	Sell	60705→60713	-0.51	timeout
06-05 14:04	BTC	Sell	62838.9→60644	+17.01	take_profit
06-05 12:10	BTC	Sell	62440.9→62166.1	+1.76	timeout
06-05 08:30	BTC	Sell	62596.9→62741.1	-1.61	timeout
06-04 22:37	BTC	Sell	63544.8→63358.2	+1.01	timeout
06-04 14:08	BTC	Sell	63100.8→64402.4	-10.77	stop_loss
06-04 13:34	BTC	Sell	63725.8→63715.2	-0.39	timeout
06-04 04:15	BTC	Sell	63380.8→64692.6	-10.80	stop_loss
06-04 00:38	BTC	Sell	65519.7→63232.2	+17.00	take_profit
06-03 23:24	BTC	Sell	65809.7→64358.2	+10.57	timeout
06-03 17:48	BTC	Sell	67033.6→66025.3	+7.09	timeout
06-03 11:36	BTC	Sell	66901.7→67128.4	-2.11	timeout
06-03 01:10	BTC	Sell	67307.6→66735.3	+3.80	timeout
06-02 20:17	BTC	Sell	68465.6→67259.4	+8.35	timeout
06-02 13:16	BTC	Sell	70167.5→68903.4	+8.59	timeout
06-02 09:05	BTC	Sell	70991.5→69578.5	+9.54	timeout
06-02 00:07	BTC	Sell	71572.4→71295.6	+1.52	timeout
06-01 03:02	BTC	Sell	73698.3→73815.7	-1.23	timeout
05-31 20:28	BTC	Sell	73583.3→73685.7	-1.15	timeout
05-31 12:00	BTC	Sell	74034.3→73939.7	+0.22	timeout
05-31 06:39	BTC	Sell	73920.3→74052.7	-1.33	timeout
05-30 21:02	BTC	Sell	73900.3→73952.7	-0.78	timeout
05-30 00:41	BTC	Sell	73779.3→73480.7	+1.58	timeout
05-29 18:07	BTC	Sell	73341.3→74023.7	-5.07	timeout
05-29 13:49	BTC	Sell	73370.3→73181.7	+0.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-22.44

total pnl ($)

-5.0 bps

avg bps net

Live (dry_run=0)

closed

60%

win rate

+19.07

total pnl ($)

+55.4 bps

avg bps net

Live WR is 138% of paper WR (60% vs 43%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	92	43%	-5.0	-22.44

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 13:22	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…