deribit_basis_zscore_extreme_short_v11 · strategy

133

closed trades

45%

win rate

+147.42

total pnl ($)

2.124

weight

7d window — n=39 wr=44% pnl=+136.29 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:37	BTC	Sell	59869→60068	-2.16	timeout
06-27 15:40	BTC	Sell	60416→60794	-3.59	timeout
06-27 08:09	BTC	Sell	60216→60480	-2.59	timeout
06-26 22:15	BTC	Sell	59872→59910	-0.70	timeout
06-26 21:07	BTC	Sell	59483→59682	-2.03	timeout
06-26 16:49	BTC	Sell	59310→60132	-7.29	timeout
06-26 14:14	BTC	Sell	59314→59958	-5.83	timeout
06-26 07:39	BTC	Sell	59245→60707.4	-12.80	stop_loss
06-25 21:15	BTC	Sell	60661→59589	+8.42	timeout
06-25 20:16	BTC	Sell	60603→59600	+7.83	timeout
06-25 13:57	BTC	Sell	60970→58289.9	+21.48	take_profit
06-25 13:54	BTC	Sell	61421.9→58723.9	+21.44	take_profit
06-25 13:53	BTC	Sell	61622.9→58916.9	+21.48	take_profit
06-25 04:55	BTC	Sell	59824→61297.7	-12.77	stop_loss
06-24 20:49	BTC	Sell	59662→61132.6	-12.79	stop_loss
06-24 20:48	BTC	Sell	59533→61001.5	-12.81	stop_loss
06-24 17:20	BTC	Sell	62254.9→59521	+21.34	take_profit
06-24 16:51	BTC	Sell	62582.9→59768	+22.00	take_profit
06-24 16:47	BTC	Sell	62744.9→59989	+21.45	take_profit
06-24 16:43	BTC	Sell	62912.9→60150	+21.47	take_profit
06-24 13:43	BTC	Sell	62346.9→61546.1	+5.97	timeout
06-24 09:53	BTC	Sell	62368.9→62680.1	-2.87	timeout
06-24 08:52	BTC	Sell	62368.9→62763.1	-3.54	timeout
06-24 06:50	BTC	Sell	62915.9→62717.1	+1.19	timeout
06-23 18:01	BTC	Sell	64646.8→62407.1	+16.87	timeout
06-23 11:06	BTC	Sell	64306.8→62358.1	+14.51	timeout
06-23 08:41	BTC	Sell	64130.8→62353.1	+13.26	timeout
06-23 08:24	BTC	Sell	65082.7→62203.1	+21.64	take_profit
06-23 06:21	BTC	Sell	65497.7→62603.1	+21.67	take_profit
06-22 17:27	BTC	Sell	64108.8→64558.2	-3.94	timeout
06-22 12:50	BTC	Sell	63630.8→65197.8	-12.67	stop_loss
06-22 08:22	BTC	Sell	64028.8→64308.2	-2.56	timeout
06-22 06:10	BTC	Sell	64170.8→64276.2	-1.25	timeout
06-22 04:39	BTC	Sell	64498.8→63988.2	+3.54	timeout
06-21 19:46	BTC	Sell	63907.8→64162.2	-2.46	timeout
06-21 14:24	BTC	Sell	63311.8→64053.2	-6.37	timeout
06-21 08:05	BTC	Sell	63570.8→64161.2	-5.07	timeout
06-21 05:53	BTC	Sell	63611.8→64209.2	-5.14	timeout
06-21 03:46	BTC	Sell	63435.8→64400.2	-8.06	timeout
06-20 19:17	BTC	Sell	63024.8→63887.2	-7.30	timeout
06-20 10:52	BTC	Sell	62464.9→63628.2	-9.69	timeout
06-20 07:47	BTC	Sell	62499.9→63721.2	-10.22	timeout
06-20 04:59	BTC	Sell	62418.9→63554.2	-9.55	timeout
06-20 03:38	BTC	Sell	62664.9→63406.2	-6.37	timeout
06-19 17:17	BTC	Sell	62495.9→63036.2	-4.77	timeout
06-19 09:54	BTC	Sell	64221.8→62363.1	+13.90	timeout
06-19 07:07	BTC	Sell	64037.8→62789.1	+9.26	timeout
06-19 04:01	BTC	Sell	64251.8→62619.1	+12.20	timeout
06-19 03:01	BTC	Sell	64583.8→62993.1	+11.78	timeout
06-18 15:53	BTC	Sell	65372.7→62496.1	+21.51	take_profit
06-18 09:09	BTC	Sell	64917.8→64335.2	+4.07	timeout
06-18 07:05	BTC	Sell	65551.7→64072.2	+10.84	timeout
06-18 01:41	BTC	Sell	65725.7→64581.2	+8.32	timeout
06-18 00:33	BTC	Sell	65768.7→64634.2	+8.20	timeout
06-17 16:27	BTC	Sell	64645.8→66239.4	-12.78	stop_loss
06-17 11:17	BTC	Sell	66510.7→64600.2	+14.00	timeout
06-17 08:10	BTC	Sell	66420.7→65371.3	+7.40	timeout
06-17 07:03	BTC	Sell	66339.7→65570.3	+5.38	timeout
06-16 21:22	BTC	Sell	66508.7→65720.3	+5.57	timeout
06-16 18:09	BTC	Sell	66773.7→66084.3	+4.79	timeout
06-16 11:02	BTC	Sell	65916.7→66530.3	-5.05	timeout
06-16 08:05	BTC	Sell	65709.7→66348.3	-5.34	timeout
06-16 07:00	BTC	Sell	65717.7→66401.3	-5.73	timeout
06-15 16:10	BTC	Sell	65701.7→67320	-12.76	stop_loss
06-15 15:54	BTC	Sell	65662.7→67284	-12.80	stop_loss
06-15 07:24	BTC	Sell	64435.8→66027.3	-12.79	stop_loss
06-15 03:44	BTC	Sell	64325.8→65909.2	-12.73	stop_loss
06-15 00:14	BTC	Sell	64302.8→65887.2	-12.78	stop_loss
06-14 23:05	BTC	Sell	64427.8→65250.3	-6.79	timeout
06-14 21:50	BTC	Sell	64458.8→65597.3	-9.24	timeout
06-14 07:52	BTC	Sell	63802.8→64393.2	-5.07	timeout
06-14 04:40	BTC	Sell	63576.8→64405.2	-7.01	timeout
06-14 01:48	BTC	Sell	63783.8→64610.2	-6.96	timeout
06-13 21:16	BTC	Sell	63599.8→64245.2	-5.50	timeout
06-13 19:41	BTC	Sell	63696.8→64286.2	-5.08	timeout
06-13 07:46	BTC	Sell	63006.8→63862.2	-7.22	timeout
06-13 02:20	BTC	Sell	63609.8→63763.2	-1.62	timeout
06-13 00:38	BTC	Sell	63666.8→63560.2	+0.49	timeout
06-12 17:38	BTC	Sell	63131.8→63900.2	-6.52	timeout
06-12 09:22	BTC	Sell	62766.9→63622.2	-7.18	timeout
06-12 07:04	BTC	Sell	62656.9→63074.2	-3.73	timeout
06-11 17:33	BTC	Sell	61951.9→63478.9	-12.71	stop_loss
06-11 15:58	BTC	Sell	62615.9→62673.1	-0.79	timeout
06-11 13:36	BTC	Sell	61862.9→62857.1	-8.38	timeout
06-11 08:15	BTC	Sell	61594.9→62788.1	-9.99	timeout
06-11 03:55	BTC	Sell	61154.9→62660.4	-12.73	stop_loss
06-10 15:46	BTC	Sell	61025.9→62528.4	-12.76	stop_loss
06-10 14:31	BTC	Sell	61523.9→61971.1	-4.05	timeout
06-10 13:24	BTC	Sell	62290.9→61518.1	+5.75	timeout
06-10 12:22	BTC	Sell	62710.9→61068.1	+12.60	timeout
06-10 08:56	BTC	Sell	62821.9→61249.1	+11.94	timeout
06-10 07:47	BTC	Sell	63154.8→62023.1	+8.37	timeout
06-09 04:53	BTC	Sell	62776.9→63236.2	-4.11	timeout
06-09 03:49	BTC	Sell	63084.8→62778.1	+1.98	timeout
06-09 02:46	BTC	Sell	63020.8→62710.1	+2.00	timeout
06-09 01:45	BTC	Sell	63111.8→62723.1	+2.63	timeout
06-08 23:10	BTC	Sell	62786.9→63539.2	-6.42	timeout
06-07 22:14	BTC	Sell	62009.9→63537.9	-12.78	stop_loss
06-07 22:14	BTC	Sell	61851.9→63374.8	-12.77	stop_loss
06-07 22:14	BTC	Sell	61787.9→63308.8	-12.77	stop_loss

Paper vs Live

Paper (trades.jsonl)

133

closed

45%

win rate

+147.42

total pnl ($)

+22.1 bps

avg bps net

Live (dry_run=0)

closed

33%

win rate

-13.08

total pnl ($)

-140.0 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	133	45%	+22.1	+147.42

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…