deribit_basis_zscore_funding_confluence_short_v2 · strategy

closed trades

50%

win rate

+56.27

total pnl ($)

1.458

weight

7d window — n=22 wr=50% pnl=+35.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 74 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 19:49	BTC	Sell	60470→60190	+1.84	timeout
06-26 18:58	BTC	Sell	60253→59592	+5.09	timeout
06-26 16:00	BTC	Sell	59034→60558.3	-13.35	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	61791.9→59079	+21.47	take_profit
06-25 12:58	BTC	Sell	60760→61147.1	-3.69	timeout
06-25 04:55	BTC	Sell	59737→61289.7	-13.46	stop_loss
06-25 01:54	BTC	Sell	61461.9→60906	+4.06	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 06:52	BTC	Sell	62206.9→62746.1	-4.75	timeout
06-24 00:03	BTC	Sell	62514.9→62751.1	-2.32	timeout
06-23 19:15	BTC	Sell	62981.9→62328.1	+4.73	timeout
06-23 12:36	BTC	Sell	63971.8→62362.1	+12.09	timeout
06-23 03:37	BTC	Sell	65016.7→63977.2	+7.56	timeout
06-22 21:18	BTC	Sell	64144.8→64367.2	-2.18	timeout
06-22 15:16	BTC	Sell	64148.8→65004.3	-7.12	timeout
06-22 08:42	BTC	Sell	63931.8→64122.2	-1.87	timeout
06-22 02:29	BTC	Sell	63995.8→64523.2	-4.56	timeout
06-21 19:24	BTC	Sell	64189.8→64178.2	-0.36	timeout
06-20 20:30	BTC	Sell	63438.8→63884.2	-3.96	timeout
06-20 13:55	BTC	Sell	63554.8→63361.2	+1.11	timeout
06-20 07:28	BTC	Sell	62964.9→63729.2	-6.46	timeout
06-19 20:45	BTC	Sell	62618.9→63069.2	-4.02	timeout
06-19 14:39	BTC	Sell	62894.9→63332.2	-3.98	timeout
06-19 08:26	BTC	Sell	63109.8→62648.1	+3.14	timeout
06-19 00:26	BTC	Sell	64140.8→62932.1	+8.96	timeout
06-18 18:21	BTC	Sell	63905.8→62897.1	+7.31	timeout
06-18 02:29	BTC	Sell	65224.7→64672.2	+3.82	timeout
06-17 20:24	BTC	Sell	65327.7→64315.2	+7.30	timeout
06-17 14:18	BTC	Sell	65866.7→65258.3	+4.17	timeout
06-17 08:11	BTC	Sell	65641.7→65362.3	+1.67	timeout
06-17 01:28	BTC	Sell	66027.7→65553.3	+3.17	timeout
06-16 19:00	BTC	Sell	66406.7→65824.3	+3.97	timeout
06-16 00:58	BTC	Sell	66535.7→66235.3	+1.79	timeout
06-15 18:09	BTC	Sell	65842.7→66772.3	-7.45	timeout
06-15 10:27	BTC	Sell	65105.7→65720.3	-5.17	timeout
06-14 20:29	BTC	Sell	64453.8→63907.2	+3.81	timeout
06-14 14:26	BTC	Sell	64530.8→64228.2	+1.89	timeout
06-14 08:21	BTC	Sell	64234.8→64488.2	-2.41	timeout
06-14 01:51	BTC	Sell	64099.8→64614.2	-4.48	timeout
06-13 19:50	BTC	Sell	63792.8→64317.2	-4.56	timeout
06-13 13:46	BTC	Sell	63774.8→64084.2	-2.85	timeout
06-13 00:15	BTC	Sell	63597.8→63577.2	-0.24	timeout
06-12 18:23	BTC	Sell	63147.8→63684.2	-4.69	timeout
06-12 05:42	BTC	Sell	63334.8→63357.2	-0.60	timeout
06-11 19:06	BTC	Sell	62622.9→63464.2	-7.10	timeout
06-11 12:33	BTC	Sell	61824.9→62588.1	-6.57	timeout
06-11 02:51	BTC	Sell	61896.9→62084.1	-1.93	timeout
06-10 20:19	BTC	Sell	61616.9→61823.1	-2.09	timeout
06-10 02:03	BTC	Sell	62304.9→62023.1	+1.76	timeout
06-09 19:51	BTC	Sell	63161.8→61976.1	+8.88	timeout
06-09 03:27	BTC	Sell	63999.8→62787.1	+9.02	timeout
06-08 21:23	BTC	Sell	63472.8→63669.2	-1.98	timeout
06-08 15:21	BTC	Sell	63246.8→64098.2	-7.16	timeout
06-07 22:14	BTC	Sell	61732.9→63314.8	-13.27	stop_loss
06-07 22:14	BTC	Sell	61303.9→62874.6	-13.26	stop_loss
06-07 19:28	BTC	Sell	62166.9→61441.1	+5.36	timeout
06-07 13:38	BTC	Sell	61426.9→61696.1	-2.63	timeout
06-06 20:08	BTC	Sell	60986→60541	+3.16	timeout
06-06 14:03	BTC	Sell	60967→60892	+0.16	timeout
06-05 20:50	BTC	Sell	60209→61751.9	-13.26	stop_loss
06-05 15:41	BTC	Sell	62792.9→60034	+21.51	take_profit
06-05 15:37	BTC	Sell	63060.8→60290	+21.50	take_profit
06-04 03:04	BTC	Sell	62157.9→63751	-13.26	stop_loss
06-03 19:41	BTC	Sell	67126.6→65800.3	+9.46	timeout
06-02 14:26	BTC	Sell	70970.5→67850.4	+21.55	take_profit
06-02 03:43	BTC	Sell	71276.4→70957.5	+1.86	timeout
06-01 02:29	BTC	Sell	73572.3→73503.7	+0.05	timeout
05-31 18:09	BTC	Sell	73958.3→73653.7	+1.64	timeout
05-31 03:27	BTC	Sell	73918.3→74165.7	-2.09	timeout
05-29 19:48	BTC	Sell	73369.3→73626.7	-2.17	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+56.27

total pnl ($)

+15.1 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	50%	+15.1	+56.27

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:25	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…