deribit_basis_zscore_mean_reversion_short_v16 · strategy

closed trades

57%

win rate

+138.36

total pnl ($)

1.467

weight

7d window — n=14 wr=50% pnl=+33.39 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 61 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:17	BTC	Sell	60268→60348	-0.92	timeout
06-27 07:44	BTC	Sell	59897→60425	-3.87	timeout
06-26 20:25	BTC	Sell	60312→59737	+3.48	timeout
06-26 02:36	BTC	Sell	59763→58886.9	+5.48	timeout
06-25 13:53	BTC	Sell	61745.9→59035	+17.18	take_profit
06-25 11:37	BTC	Sell	61001.9→61289.1	-2.27	timeout
06-24 20:49	BTC	Sell	59604→61132.6	-10.63	stop_loss
06-24 16:47	BTC	Sell	62766.9→60005	+17.21	take_profit
06-24 01:58	BTC	Sell	62420.9→62943.1	-3.68	timeout
06-23 06:04	BTC	Sell	64684.8→63329.2	+7.97	timeout
06-23 00:44	BTC	Sell	65055.7→64060.2	+5.76	timeout
06-21 20:37	BTC	Sell	63934.8→63996.2	-0.75	timeout
06-21 12:46	BTC	Sell	64248.8→64025.2	+1.01	timeout
06-21 04:00	BTC	Sell	64047.8→64402.2	-2.57	timeout
06-19 20:39	BTC	Sell	62737.9→63027.2	-2.19	timeout
06-19 15:09	BTC	Sell	62882.9→63172.2	-2.21	timeout
06-19 08:22	BTC	Sell	63106.8→62684.1	+2.27	timeout
06-18 18:46	BTC	Sell	64090.8→62765.1	+7.83	timeout
06-18 04:00	BTC	Sell	65785.7→64258.2	+8.94	timeout
06-17 21:06	BTC	Sell	64932.8→64241.2	+3.89	timeout
06-17 01:50	BTC	Sell	66149.7→65869.3	+1.35	timeout
06-16 19:32	BTC	Sell	66324.7→65721.3	+3.32	timeout
06-16 03:24	BTC	Sell	66639.7→65767.3	+4.86	timeout
06-15 20:05	BTC	Sell	65715.7→66537.3	-5.34	timeout
06-15 00:14	BTC	Sell	64254.8→65902.2	-10.61	stop_loss
06-14 19:21	BTC	Sell	64305.8→63794.2	+2.84	timeout
06-14 08:03	BTC	Sell	64244.8→64395.2	-1.29	timeout
06-14 00:40	BTC	Sell	63987.8→64544.2	-3.86	timeout
06-13 13:55	BTC	Sell	63785.8→64064.2	-2.09	timeout
06-13 07:28	BTC	Sell	63719.8→63755.2	-0.58	timeout
06-12 17:55	BTC	Sell	63334.8→63821.2	-3.43	timeout
06-12 11:13	BTC	Sell	63364.8→63823.2	-3.22	timeout
06-12 05:08	BTC	Sell	62458.9→63560.2	-7.39	timeout
06-11 05:34	BTC	Sell	61870.9→62620.1	-5.14	timeout
06-10 07:06	BTC	Sell	61798.9→62023.1	-1.84	timeout
06-09 23:10	BTC	Sell	62596.9→62023.1	+3.28	timeout
06-09 15:22	BTC	Sell	62803.9→61493.1	+8.00	timeout
06-09 09:18	BTC	Sell	63594.8→62876.1	+4.16	timeout
06-09 03:16	BTC	Sell	64032.8→62946.1	+6.42	timeout
06-07 22:14	BTC	Sell	61820.9→63404.9	-10.61	stop_loss
06-07 22:14	BTC	Sell	61721.9→63303.8	-10.62	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+5.73	timeout
06-07 13:18	BTC	Sell	61597.9→61722.1	-1.16	timeout
06-06 19:02	BTC	Sell	60734→60613	+0.41	timeout
06-06 11:12	BTC	Sell	61431.9→60638	+4.79	timeout
06-06 05:10	BTC	Sell	61327.9→60078	+7.78	timeout
06-05 16:11	BTC	Sell	62557.9→59809	+17.20	take_profit
06-05 13:59	BTC	Sell	63478.8→60689	+17.22	take_profit
06-05 02:10	BTC	Sell	64310.8→63207.2	+6.50	timeout
06-04 17:24	BTC	Sell	63815.8→63194.2	+3.57	timeout
06-04 01:23	BTC	Sell	65472.7→62598.1	+17.20	take_profit
06-03 16:39	BTC	Sell	66334.7→65897.3	+2.30	timeout
06-03 11:58	BTC	Sell	66830.7→67041.4	-1.57	timeout
06-03 04:27	BTC	Sell	67775.6→66560.3	+6.82	timeout
06-02 14:26	BTC	Sell	70992.5→67871.4	+17.24	take_profit
06-02 08:11	BTC	Sell	71524.4→69971.5	+8.37	timeout
06-02 00:42	BTC	Sell	72239.4→71152.6	+5.72	timeout
05-31 23:12	BTC	Sell	73873.3→73918.7	-0.62	timeout
05-31 07:47	BTC	Sell	74021.3→73863.7	+0.55	timeout
05-30 05:21	BTC	Sell	74197.3→73501.7	+3.41	timeout
05-29 02:39	BTC	Sell	72897.4→73437.7	-3.26	timeout

Paper vs Live

Paper (trades.jsonl)

closed

57%

win rate

+138.36

total pnl ($)

+56.6 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	61	57%	+56.6	+138.36

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…