deribit_basis_zscore_extreme_short_v6

not live
67
closed trades
43%
win rate
+39.58
total pnl ($)
1.509
weight
7d window — n=13 wr=46% pnl=+41.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:43BTCSell60045→60186-1.61timeout
06-28 01:40BTCSell60575→60202+2.64timeout
06-27 03:44BTCSell59897→60296-3.78timeout
06-26 20:58BTCSell59225→59688-4.34timeout
06-26 13:36BTCSell59982→59145+6.54timeout
06-26 07:01BTCSell59857→60277-3.98timeout
06-26 00:55BTCSell59274→59610-3.29timeout
06-25 13:53BTCSell61342.9→58894.9+19.50take_profit
06-25 13:51BTCSell61695.9→59234+19.47take_profit
06-25 07:45BTCSell60987→61880.1-7.77timeout
06-24 22:00BTCSell59723→61254.7-13.26stop_loss
06-24 16:46BTCSell62576.9→60077+19.49take_profit
06-24 14:45BTCSell62714.9→61172.1+11.78timeout
06-17 07:09BTCSell65761.7→65627.3+0.57timeout
06-17 00:51BTCSell65723.7→65776.3-0.84timeout
06-16 18:39BTCSell66593.7→65808.3+5.48timeout
06-16 12:37BTCSell65821.7→66634.3-6.60timeout
06-16 03:46BTCSell66629.7→66104.3+3.48timeout
06-15 18:58BTCSell65860.7→66781.3-7.42timeout
06-15 12:03BTCSell65808.7→66182.3-3.29timeout
06-14 21:40BTCSell63780.8→65422-13.31stop_loss
06-14 19:42BTCSell64591.8→63741.2+6.15timeout
06-14 13:40BTCSell64333.8→64260.2+0.12timeout
06-14 07:29BTCSell64449.8→64350.2+0.34timeout
06-14 01:13BTCSell63955.8→64641.2-5.82timeout
06-13 18:56BTCSell63781.8→64098.2-2.93timeout
06-13 12:44BTCSell63600.8→63997.2-3.54timeout
06-13 05:34BTCSell63509.8→63546.2-0.74timeout
06-12 17:31BTCSell63757.8→63801.2-0.79timeout
06-12 11:28BTCSell63385.8→63815.2-3.81timeout
06-12 04:16BTCSell63469.8→63599.2-1.44timeout
06-11 20:31BTCSell62586.9→63341.2-6.43timeout
06-11 00:02BTCSell62486.9→61619.1+6.46timeout
06-10 16:19BTCSell61590.9→62301.1-6.20timeout
06-09 23:11BTCSell61625.9→62023.1-3.71timeout
06-09 15:44BTCSell63165.8→61287.1+14.47timeout
06-09 04:22BTCSell63224.8→62862.1+2.42timeout
06-08 22:18BTCSell63704.8→63189.2+3.61timeout
06-08 15:59BTCSell63250.8→63753.2-4.38timeout
06-08 09:56BTCSell63138.8→63441.2-2.84timeout
06-07 22:14BTCSell61161.9→62740.5-13.36stop_loss
06-07 21:45BTCSell61747.9→61729.1-0.30timeout
06-07 15:43BTCSell62160.9→62071.1+0.28timeout
06-07 09:58BTCSell61470.9→62533.1-9.09timeout
06-07 03:44BTCSell60579→61631.1-9.13timeout
06-06 21:34BTCSell60750→60969-2.28timeout
06-06 06:17BTCSell61535.9→61037.1+3.60timeout
06-05 23:22BTCSell60673→61158.1-4.43timeout
06-05 14:04BTCSell63129.8→60610+19.51take_profit
06-05 12:06BTCSell62615.9→61789.1+6.16timeout
06-05 05:19BTCSell63607.8→63299.2+1.96timeout
06-04 23:49BTCSell63743.8→63715.2-0.24timeout
06-04 14:11BTCSell62863.9→64475.4-13.28stop_loss
06-04 13:00BTCSell64256.8→63635.2+4.36timeout
06-04 01:23BTCSell65216.7→62614.1+19.50take_profit
06-03 21:56BTCSell66893.7→65679.3+8.63timeout
06-03 12:40BTCSell66346.7→66855.3-4.30timeout
06-03 07:34BTCSell66553.7→67202.4-5.28timeout
06-03 00:08BTCSell67489.6→66711.3+5.32timeout
06-02 15:15BTCSell70113.5→67815.4+15.95timeout
06-02 11:30BTCSell70907.5→69442.5+9.93timeout
06-02 04:06BTCSell71512.4→70955.5+3.49timeout
05-31 23:52BTCSell73628.3→73685.7-0.85timeout
05-31 15:28BTCSell73887.3→73734.7+0.60timeout
05-31 03:47BTCSell74021.3→74131.7-1.17timeout
05-29 22:53BTCSell73046.3→73386.7-2.77timeout
05-29 15:50BTCSell73365.3→73837.7-3.65timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
43%
win rate
+39.58
total pnl ($)
+11.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6743%+11.7+39.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems