deribit_basis_zscore_fee_dom_short_v1 · strategy

closed trades

43%

win rate

+16.60

total pnl ($)

1.106

weight

7d window — n=18 wr=28% pnl=-23.76 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 10:51	BTC	Sell	60122→60126	-0.47	timeout
06-28 02:42	BTC	Sell	60519→60082	+3.16	timeout
06-27 15:54	BTC	Sell	60467→60736	-2.71	timeout
06-27 03:52	BTC	Sell	59847→60279	-4.06	timeout
06-26 03:56	BTC	Sell	58812.1→60027	-10.78	stop_loss
06-25 22:12	BTC	Sell	59520→59876	-3.43	timeout
06-25 12:25	BTC	Sell	60853→61205.1	-3.35	timeout
06-25 05:55	BTC	Sell	61040.9→61587.1	-4.93	timeout
06-24 23:41	BTC	Sell	60629→60943	-3.02	timeout
06-24 14:44	BTC	Sell	62764.9→61129.1	+12.56	timeout
06-23 20:50	BTC	Sell	62285.9→62425.1	-1.57	timeout
06-23 14:33	BTC	Sell	62861.9→62519.1	+2.25	timeout
06-23 08:35	BTC	Sell	63974.8→62314.1	+12.48	timeout
06-22 13:44	BTC	Sell	64093.8→65415	-10.74	stop_loss
06-22 11:42	BTC	Sell	64183.8→64581.2	-3.50	timeout
06-22 05:24	BTC	Sell	63649.8→64204.2	-4.80	timeout
06-21 20:15	BTC	Sell	63988.8→64130.2	-1.56	timeout
06-21 14:12	BTC	Sell	64172.8→64024.2	+0.68	timeout
06-20 13:51	BTC	Sell	63566.8→63459.2	+0.41	timeout
06-19 09:18	BTC	Sell	63005.8→62398.1	+4.32	timeout
06-18 20:38	BTC	Sell	64158.8→63114.2	+7.65	timeout
06-18 12:31	BTC	Sell	63891.8→64125.2	-2.28	timeout
06-17 04:58	BTC	Sell	65829.7→65876.3	-0.80	timeout
06-16 22:27	BTC	Sell	65569.7→65715.3	-1.53	timeout
06-16 15:02	BTC	Sell	66370.7→65680.3	+4.76	timeout
06-15 10:50	BTC	Sell	65477.7→65738.3	-2.44	timeout
06-14 21:50	BTC	Sell	64221.8→65553	-10.80	stop_loss
06-14 21:40	BTC	Sell	63842.8→65227.9	-11.29	stop_loss
06-14 16:04	BTC	Sell	64374.8→64014.2	+2.36	timeout
06-13 21:33	BTC	Sell	64155.8→64251.2	-1.19	timeout
06-13 05:22	BTC	Sell	63563.8→63558.2	-0.41	timeout
06-12 17:05	BTC	Sell	63407.8→64001.2	-5.11	timeout
06-12 11:02	BTC	Sell	63563.8→63756.2	-1.94	timeout
06-11 15:11	BTC	Sell	62633.9→62715.1	-1.07	timeout
06-10 13:49	BTC	Sell	61169.9→62431.3	-10.76	stop_loss
06-09 17:28	BTC	Sell	62815.9→61769.1	+7.90	timeout
06-09 09:39	BTC	Sell	62675.9→62620.1	-0.01	timeout
06-09 03:23	BTC	Sell	63423.8→62799.1	+4.47	timeout
06-08 12:57	BTC	Sell	62642.9→63935.1	-10.76	stop_loss
06-08 07:01	BTC	Sell	63000.8→62923.1	+0.18	timeout
06-07 16:42	BTC	Sell	62436.9→62189.1	+1.55	timeout
06-07 08:46	BTC	Sell	61505.9→62774.5	-10.77	stop_loss
06-07 03:40	BTC	Sell	60546→61565.1	-8.86	timeout
06-06 20:41	BTC	Sell	60735→60627	+0.42	timeout
06-06 04:51	BTC	Sell	61600.9→59995	+12.58	timeout
06-05 15:39	BTC	Sell	62273.9→60090	+17.08	take_profit
06-05 06:24	BTC	Sell	63420.8→61203.1	+17.03	take_profit
06-04 11:57	BTC	Sell	64299.8→62425.1	+14.10	timeout
06-02 14:27	BTC	Sell	70154.5→67705.4	+17.02	take_profit
06-02 09:39	BTC	Sell	70797.5→69508.5	+8.70	timeout
05-31 22:26	BTC	Sell	73554.3→73972.7	-3.30	timeout
05-31 11:39	BTC	Sell	74128.3→73933.7	+0.91	timeout
05-29 16:19	BTC	Sell	73693.3→73720.7	-0.62	timeout
05-29 05:43	BTC	Sell	73875.3→73394.7	+2.84	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

+16.60

total pnl ($)

+6.1 bps

avg bps net

Live (dry_run=0)

closed

100%

win rate

+6.15

total pnl ($)

+65.2 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	54	43%	+6.1	+16.60

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 09:17	BTC	Sell	circuit_breaker
06-28 02:55	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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