deribit_basis_zscore_extreme_short_v7

not live
47
closed trades
40%
win rate
+16.26
total pnl ($)
1.254
weight
7d window — n=19 wr=37% pnl=+0.52  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 23:40BTCSell60575→60019+4.95timeout
06-27 04:38BTCSell59864→60357-5.48timeout
06-26 21:53BTCSell60194→59919+2.21timeout
06-26 16:37BTCSell59647→60183-5.90timeout
06-26 09:46BTCSell59621→59993-4.27timeout
06-25 20:24BTCSell59360→59593-2.88timeout
06-25 13:48BTCSell61690.9→59536+20.39take_profit
06-25 06:36BTCSell60913→61669.1-7.99timeout
06-24 20:06BTCSell59375→60601.3-12.95stop_loss
06-24 16:51BTCSell61848.9→59683+20.44take_profit
06-24 12:45BTCSell62714.9→62824.1-1.60timeout
06-24 02:32BTCSell62445.9→62731.1-3.26timeout
06-23 13:20BTCSell62996.8→62100.1+7.98timeout
06-23 06:37BTCSell63948.8→62893.1+9.30timeout
06-22 13:44BTCSell64087.8→65410-12.90stop_loss
06-22 09:22BTCSell64237.8→64136.2+0.45timeout
06-22 02:48BTCSell63775.8→64413.2-6.53timeout
06-21 20:35BTCSell63970.8→64033.2-1.13timeout
06-21 13:25BTCSell64161.8→64134.2-0.30timeout
06-20 11:41BTCSell63632.8→63684.2-1.01timeout
06-19 14:07BTCSell62579.9→63040.2-4.98timeout
06-19 07:17BTCSell63047.8→62771.1+2.08timeout
06-17 14:37BTCSell65090.7→65146.3-1.05timeout
06-16 20:25BTCSell65661.7→65763.3-1.44timeout
06-16 13:00BTCSell66391.7→66393.3-0.53timeout
06-15 09:10BTCSell65604.7→65689.3-1.32timeout
06-14 21:40BTCSell63739.8→65097.8-13.32stop_loss
06-14 19:00BTCSell64296.8→63796.2+4.16timeout
06-14 12:57BTCSell64261.8→64298.2-0.88timeout
06-13 14:21BTCSell63759.8→64104.2-3.77timeout
06-11 13:09BTCSell62616.9→62871.1-2.94timeout
06-10 15:43BTCSell61252.9→62320.1-11.01timeout
06-09 20:32BTCSell61545.9→62023.1-5.22timeout
06-09 01:24BTCSell63431.8→62768.1+5.74timeout
06-07 22:14BTCSell61763.9→63037.7-12.91stop_loss
06-07 17:56BTCSell62561.9→62157.1+3.33timeout
06-07 11:52BTCSell61731.9→62598.1-8.97timeout
06-07 05:18BTCSell60864→62136.2-13.09stop_loss
06-06 02:52BTCSell61687.9→61139.1+4.80timeout
06-05 15:39BTCSell62352.9→60164+20.51take_profit
06-05 06:24BTCSell63365.8→61144.1+20.49take_profit
06-04 10:09BTCSell64319.8→62882.1+12.83timeout
06-03 13:53BTCSell67283.6→66898.3+2.91timeout
06-02 07:39BTCSell70781.5→70154.5+4.82timeout
06-01 15:57BTCSell72856.4→71117.6+13.82timeout
05-31 21:07BTCSell73630.3→73715.7-1.24timeout
05-29 03:44BTCSell73879.3→73335.7+3.91timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
40%
win rate
+16.26
total pnl ($)
+5.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4740%+5.7+16.26

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:54BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems