deribit_basis_zscore_extreme_short_v12

not live
24
closed trades
54%
win rate
+61.92
total pnl ($)
1.484
weight
7d window — n=7 wr=71% pnl=+38.15  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:25BTCSell60139→59325+6.35timeout
06-28 02:21BTCSell60247→60138+0.46timeout
06-27 01:39BTCSell59257→59923-6.05timeout
06-25 13:59BTCSell60726→58058.9+21.46take_profit
06-24 15:56BTCSell63037.8→60270+21.46take_profit
06-24 01:41BTCSell64016.8→62984.1+7.65timeout
06-22 13:49BTCSell63902.8→65542-13.20stop_loss
06-22 00:57BTCSell64251.8→63824.2+2.93timeout
06-21 00:46BTCSell63521.8→64255.2-6.17timeout
06-20 00:39BTCSell62973.9→63556.2-5.06timeout
06-18 15:53BTCSell65369.7→62494.1+21.23take_profit
06-16 17:15BTCSell66850.7→65767.3+7.75timeout
06-14 21:50BTCSell63927.8→65569-13.28stop_loss
06-14 17:09BTCSell63986.8→63914.2+0.18timeout
06-13 17:18BTCSell63846.8→63998.2-1.64timeout
06-12 17:32BTCSell63376.8→63781.2-3.63timeout
06-11 15:59BTCSell62605.9→62718.1-1.23timeout
06-10 14:39BTCSell61372.9→61862.1-4.40timeout
06-09 10:50BTCSell63124.8→62658.1+3.20timeout
06-07 22:15BTCSell62408.9→64008.2-13.27stop_loss
06-07 05:13BTCSell60390→61937-13.28stop_loss
06-05 16:09BTCSell62756.9→60000+21.53take_profit
06-05 07:37BTCSell63762.8→62758.1+7.37timeout
06-03 23:38BTCSell67266.6→64310.2+21.53take_profit

Paper vs Live

Paper (trades.jsonl)
24
closed
54%
win rate
+61.92
total pnl ($)
+51.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2454%+51.5+61.92

Recent bounces (last 20 of 1)

timesymsidereason
06-29 07:10BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems