deribit_basis_zscore_fee_low_regime_short · strategy

closed trades

49%

win rate

+87.04

total pnl ($)

1.388

weight

7d window — n=23 wr=43% pnl=+27.36 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 74 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:58	BTC	Sell	60253→59592	+5.09	timeout
06-26 15:38	BTC	Sell	58937.1→60470.2	-13.45	stop_loss
06-26 12:17	BTC	Sell	59812→59555	+1.72	timeout
06-26 06:09	BTC	Sell	59639→59739	-1.34	timeout
06-26 01:44	BTC	Sell	60050→59287	+5.87	timeout
06-25 13:53	BTC	Sell	61793.9→59080	+21.48	take_profit
06-25 12:58	BTC	Sell	60760→61147.1	-3.69	timeout
06-25 04:55	BTC	Sell	59737→61286.7	-13.44	stop_loss
06-25 01:55	BTC	Sell	61365.9→60962	+2.83	timeout
06-24 16:51	BTC	Sell	62576.9→59750	+22.06	take_profit
06-24 13:19	BTC	Sell	62772.9→62163.1	+4.37	timeout
06-24 06:53	BTC	Sell	62173.9→62764.1	-5.17	timeout
06-24 00:03	BTC	Sell	62514.9→62751.1	-2.31	timeout
06-23 19:15	BTC	Sell	62981.9→62328.1	+4.73	timeout
06-23 12:37	BTC	Sell	63948.8→62356.1	+11.96	timeout
06-23 03:37	BTC	Sell	65016.7→63977.2	+7.56	timeout
06-22 21:00	BTC	Sell	64116.8→64427.2	-2.87	timeout
06-22 14:59	BTC	Sell	64220.8→64939.2	-6.04	timeout
06-22 08:24	BTC	Sell	64082.8→64248.2	-1.69	timeout
06-22 02:24	BTC	Sell	64045.8→64516.2	-4.12	timeout
06-21 19:25	BTC	Sell	64161.8→64192.2	-0.69	timeout
06-21 05:56	BTC	Sell	63843.8→64223.2	-3.35	timeout
06-20 17:51	BTC	Sell	63592.8→63809.2	-2.17	timeout
06-20 10:35	BTC	Sell	63232.8→63633.2	-3.60	timeout
06-19 14:14	BTC	Sell	62999.8→63038.2	-0.80	timeout
06-19 08:11	BTC	Sell	63096.8→62565.1	+3.70	timeout
06-19 01:55	BTC	Sell	64079.8→63002.1	+7.90	timeout
06-18 19:46	BTC	Sell	64410.8→62948.1	+10.81	timeout
06-18 13:47	BTC	Sell	64515.8→63904.2	+4.29	timeout
06-18 07:48	BTC	Sell	64215.8→64458.2	-2.35	timeout
06-18 01:35	BTC	Sell	65005.7→64646.2	+2.35	timeout
06-17 19:28	BTC	Sell	65517.7→64673.2	+6.01	timeout
06-17 13:27	BTC	Sell	65552.7→64889.2	+4.64	timeout
06-17 07:23	BTC	Sell	65672.7→65510.3	+0.80	timeout
06-17 01:21	BTC	Sell	66167.7→65584.3	+3.98	timeout
06-16 19:00	BTC	Sell	66391.7→65790.3	+4.12	timeout
06-15 23:56	BTC	Sell	66183.7→66326.3	-1.50	timeout
06-15 17:52	BTC	Sell	65759.7→66915.3	-9.18	timeout
06-15 10:26	BTC	Sell	65171.7→65730.3	-4.74	timeout
06-14 20:29	BTC	Sell	64452.8→63907.2	+3.80	timeout
06-14 14:26	BTC	Sell	64527.8→64244.2	+1.75	timeout
06-14 08:21	BTC	Sell	64235.8→64481.2	-2.34	timeout
06-14 01:50	BTC	Sell	64136.8→64618.2	-4.22	timeout
06-13 19:50	BTC	Sell	63792.8→64317.2	-4.56	timeout
06-13 13:46	BTC	Sell	63773.8→64088.2	-2.89	timeout
06-12 23:26	BTC	Sell	63822.8→63419.2	+2.74	timeout
06-12 17:24	BTC	Sell	63423.8→63761.2	-3.10	timeout
06-12 05:43	BTC	Sell	63274.8→63374.2	-1.21	timeout
06-11 19:14	BTC	Sell	62623.9→63547.2	-7.76	timeout
06-11 13:14	BTC	Sell	62029.9→62881.1	-7.26	timeout
06-11 02:53	BTC	Sell	61869.9→62035.1	-1.75	timeout
06-10 20:20	BTC	Sell	61580.9→61811.1	-2.29	timeout
06-10 02:05	BTC	Sell	62164.9→62023.1	+0.64	timeout
06-09 19:54	BTC	Sell	63170.8→61970.1	+9.00	timeout
06-08 21:30	BTC	Sell	63329.8→63695.2	-3.32	timeout
06-08 15:23	BTC	Sell	63221.8→64063.2	-7.08	timeout
06-07 22:14	BTC	Sell	61743.9→63325.8	-13.26	stop_loss
06-07 22:14	BTC	Sell	61305.9→62876.6	-13.26	stop_loss
06-07 19:28	BTC	Sell	62165.9→61437.1	+5.38	timeout
06-07 13:39	BTC	Sell	61423.9→61726.1	-2.90	timeout
06-06 20:09	BTC	Sell	60993→60537	+3.25	timeout
06-06 14:00	BTC	Sell	61052.9→60761	+1.93	timeout
06-05 20:50	BTC	Sell	60216→61759	-13.26	stop_loss
06-05 15:41	BTC	Sell	62768.9→60013	+21.49	take_profit
06-05 15:37	BTC	Sell	63058.8→60290	+21.49	take_profit
06-04 03:04	BTC	Sell	62126.9→63727	-13.33	stop_loss
06-03 19:35	BTC	Sell	67176.6→65707.3	+10.52	timeout
06-02 15:37	BTC	Sell	70168.5→67085.4	+21.53	take_profit
06-02 14:27	BTC	Sell	70881.5→67769.4	+21.53	take_profit
06-02 03:06	BTC	Sell	71590.4→70991.5	+3.81	timeout
06-01 19:00	BTC	Sell	73106.3→71465.6	+10.85	timeout
06-01 03:08	BTC	Sell	73646.3→73972.7	-2.63	timeout
05-31 19:07	BTC	Sell	73965.3→73584.7	+2.14	timeout
05-29 19:49	BTC	Sell	73370.3→73626.7	-2.18	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+87.04

total pnl ($)

+23.4 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	74	49%	+23.4	+87.04

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…