deribit_basis_zscore_fear_short · strategy

closed trades

49%

win rate

+63.14

total pnl ($)

1.460

weight

7d window — n=19 wr=63% pnl=+34.52 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-22 18:32	BTC	Sell	64168.8→64582.2	-3.64	timeout
06-22 12:24	BTC	Sell	64509.8→64895.2	-3.38	timeout
06-22 06:21	BTC	Sell	64048.8→64114.2	-0.95	timeout
06-22 00:24	BTC	Sell	64026.8→63596.2	+2.93	timeout
06-21 17:44	BTC	Sell	64187.8→64091.2	+0.27	timeout
06-20 18:08	BTC	Sell	63525.8→63769.2	-2.36	timeout
06-20 12:05	BTC	Sell	63467.8→63697.2	-2.24	timeout
06-19 11:57	BTC	Sell	62997.8→62597.1	+2.69	timeout
06-19 05:55	BTC	Sell	62969.9→62720.1	+1.51	timeout
06-19 00:00	BTC	Sell	63953.8→62913.1	+7.65	timeout
06-18 17:51	BTC	Sell	64416.8→62670.1	+13.00	timeout
06-18 11:51	BTC	Sell	64462.8→63876.2	+4.13	timeout
06-18 05:56	BTC	Sell	64194.8→63945.2	+1.50	timeout
06-17 23:40	BTC	Sell	65168.7→64411.2	+5.36	timeout
06-17 17:33	BTC	Sell	65539.7→65955.3	-3.59	timeout
06-17 11:33	BTC	Sell	65573.7→64713.2	+6.15	timeout
06-17 05:29	BTC	Sell	65691.7→65836.3	-1.54	timeout
06-16 23:27	BTC	Sell	66104.7→65695.3	+2.68	timeout
06-16 17:31	BTC	Sell	66326.7→65696.3	+4.34	timeout
06-16 04:06	BTC	Sell	66820.7→66156.3	+4.50	timeout
06-15 08:26	BTC	Sell	65171.7→65654.3	-4.15	timeout
06-15 00:04	BTC	Sell	64275.8→65634.3	-11.02	timeout
06-14 17:52	BTC	Sell	64387.8→63747.2	+4.56	timeout
06-14 11:50	BTC	Sell	64611.8→64584.2	-0.24	timeout
06-14 05:50	BTC	Sell	64297.8→64343.2	-0.81	timeout
06-13 23:50	BTC	Sell	64136.8→64374.2	-2.30	timeout
06-13 17:50	BTC	Sell	63792.8→64009.2	-2.14	timeout
06-13 11:45	BTC	Sell	63757.8→63883.2	-1.40	timeout
06-13 05:39	BTC	Sell	63712.8→63516.2	+1.09	timeout
06-12 22:14	BTC	Sell	63592.8→63494.2	+0.35	timeout
06-12 16:31	BTC	Sell	63064.8→63891.2	-6.98	timeout
06-11 23:41	BTC	Sell	62731.9→63650.2	-7.72	timeout
06-11 16:44	BTC	Sell	62883.9→62632.1	+1.58	timeout
06-11 08:20	BTC	Sell	61114.9→62786.1	-14.06	timeout
06-11 00:51	BTC	Sell	61896.9→61843.1	-0.00	timeout
06-10 18:19	BTC	Sell	61616.9→61908.1	-2.80	timeout
06-09 23:46	BTC	Sell	62345.9→62023.1	+2.09	timeout
06-09 17:43	BTC	Sell	63162.8→61781.1	+10.51	timeout
06-08 23:27	BTC	Sell	63549.8→63103.2	+3.07	timeout
06-08 17:21	BTC	Sell	63178.8→63504.2	-2.99	timeout
06-08 09:46	BTC	Sell	63258.8→63352.2	-1.18	timeout
06-08 03:49	BTC	Sell	62126.9→63094.2	-8.23	timeout
06-07 21:42	BTC	Sell	62648.9→61698.1	+7.13	timeout
06-07 15:41	BTC	Sell	61775.9→62097.1	-3.04	timeout
06-07 08:48	BTC	Sell	60699→62865.6	-18.31	stop_loss
06-06 08:17	BTC	Sell	61506.9→61116.1	+2.76	timeout
06-06 01:22	BTC	Sell	60679→61003.1	-3.12	timeout
06-05 19:11	BTC	Sell	62744.9→59418	+26.08	timeout
06-05 14:01	BTC	Sell	62609.9→60753	+14.38	timeout
06-05 07:17	BTC	Sell	63723.8→61659.1	+15.72	timeout
06-05 01:50	BTC	Sell	63701.8→63279.2	+2.86	timeout
06-04 19:42	BTC	Sell	62868.9→63848.2	-8.23	timeout
06-04 14:59	BTC	Sell	64348.8→63905.2	+2.99	timeout
06-04 07:02	BTC	Sell	65251.7→63959.2	+9.48	timeout
06-03 23:32	BTC	Sell	67085.6→64578.2	+18.24	timeout
06-03 14:39	BTC	Sell	66334.7→66941.3	-5.00	timeout
06-03 10:12	BTC	Sell	66789.7→67222.4	-3.63	timeout
06-03 02:27	BTC	Sell	67778.6→66643.3	+7.93	timeout
06-02 17:15	BTC	Sell	70104.5→67454.4	+18.46	timeout
06-01 00:28	BTC	Sell	73583.3→73901.7	-2.61	timeout
05-30 00:53	BTC	Sell	73060.3→73545.7	-3.75	timeout
05-29 17:49	BTC	Sell	73374.3→74010.7	-4.74	timeout
05-29 00:39	BTC	Sell	72905.4→73828.7	-6.72	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+63.14

total pnl ($)

+19.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	63	49%	+19.8	+63.14

Recent bounces (last 20 of 2)

time	sym	side	reason
06-23 07:03	BTC	Sell	stale_intent
06-23 00:52	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…