deribit_basis_zscore_mean_reversion_short_v19 · strategy

closed trades

49%

win rate

+79.22

total pnl ($)

1.603

weight

7d window — n=21 wr=52% pnl=+55.63 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 88 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 17:35	BTC	Sell	59367→58422.9	+7.58	timeout
06-30 06:27	BTC	Sell	60351→59626	+5.54	timeout
06-29 23:41	BTC	Sell	59801→60229	-4.05	timeout
06-29 16:42	BTC	Sell	59771→59816	-0.75	timeout
06-29 10:18	BTC	Sell	59428→60285	-7.59	timeout
06-28 23:23	BTC	Sell	60251→59342	+7.10	timeout
06-28 17:14	BTC	Sell	59976→59621	+2.50	timeout
06-28 08:30	BTC	Sell	60237→60187	-0.03	timeout
06-28 02:26	BTC	Sell	60584→60060	+3.88	timeout
06-27 19:45	BTC	Sell	60467→60163	+2.04	timeout
06-27 00:54	BTC	Sell	59284→60040	-6.81	timeout
06-26 11:52	BTC	Sell	59776→59357	+3.08	timeout
06-26 05:48	BTC	Sell	59462→59774	-3.08	timeout
06-25 13:55	BTC	Sell	61176.9→58487.9	+21.52	take_profit
06-25 13:53	BTC	Sell	61497.9→58791.9	+21.53	take_profit
06-25 11:35	BTC	Sell	61023.9→61245.1	-2.25	timeout
06-24 20:50	BTC	Sell	59677→61210.6	-13.33	stop_loss
06-24 16:51	BTC	Sell	62414.9→59672	+21.48	take_profit
06-24 11:30	BTC	Sell	62643.9→62405.1	+1.47	timeout
06-24 05:29	BTC	Sell	62604.9→62870.1	-2.54	timeout
06-23 23:18	BTC	Sell	62379.9→62529.1	-1.66	timeout
06-23 17:04	BTC	Sell	63640.8→62448.1	+8.91	timeout
06-23 10:32	BTC	Sell	64009.8→62289.1	+12.89	timeout
06-23 03:56	BTC	Sell	64740.8→64013.2	+5.17	timeout
06-22 21:54	BTC	Sell	64107.8→64227.2	-1.38	timeout
06-22 09:44	BTC	Sell	63839.8→64097.2	-2.43	timeout
06-22 03:44	BTC	Sell	64262.8→64141.2	+0.53	timeout
06-21 21:36	BTC	Sell	64134.8→63733.2	+2.68	timeout
06-21 15:34	BTC	Sell	64324.8→64170.2	+0.72	timeout
06-21 05:42	BTC	Sell	63864.8→64317.2	-3.99	timeout
06-20 13:27	BTC	Sell	63405.8→63274.2	+0.61	timeout
06-20 01:26	BTC	Sell	62720.9→63380.2	-5.70	timeout
06-19 19:23	BTC	Sell	62756.9→62990.1	-2.29	timeout
06-19 13:19	BTC	Sell	63007.8→62652.1	+2.32	timeout
06-19 07:17	BTC	Sell	62647.9→62739.1	-1.20	timeout
06-18 19:18	BTC	Sell	64112.8→62646.1	+10.88	timeout
06-18 13:17	BTC	Sell	64679.8→64391.2	+1.79	timeout
06-18 01:15	BTC	Sell	65064.7→64700.2	+2.40	timeout
06-17 19:08	BTC	Sell	65567.7→65309.3	+1.56	timeout
06-17 13:02	BTC	Sell	65720.7→65033.3	+4.81	timeout
06-17 01:01	BTC	Sell	66417.7→65702.3	+4.96	timeout
06-16 18:59	BTC	Sell	66404.7→65816.3	+4.02	timeout
06-16 04:16	BTC	Sell	67199.6→66104.3	+7.67	timeout
06-15 22:13	BTC	Sell	65723.7→66403.3	-5.60	timeout
06-15 16:01	BTC	Sell	65869.7→67172.4	-10.34	timeout
06-14 23:18	BTC	Sell	64521.8→65589.3	-8.70	timeout
06-14 21:40	BTC	Sell	63781.8→65416	-13.26	stop_loss
06-14 11:13	BTC	Sell	64419.8→64526.2	-1.27	timeout
06-14 05:13	BTC	Sell	63947.8→64322.2	-3.39	timeout
06-13 22:44	BTC	Sell	63841.8→64485.2	-5.47	timeout
06-13 16:43	BTC	Sell	63586.8→64038.2	-4.00	timeout
06-13 09:40	BTC	Sell	63534.8→63794.2	-2.45	timeout
06-12 21:30	BTC	Sell	63751.8→63497.2	+1.56	timeout
06-12 15:27	BTC	Sell	63376.8→64247.2	-7.28	timeout
06-12 08:59	BTC	Sell	63365.8→63455.2	-1.12	timeout
06-12 00:30	BTC	Sell	62637.9→63596.2	-8.04	timeout
06-11 04:02	BTC	Sell	62486.9→62608.1	-1.35	timeout
06-10 20:17	BTC	Sell	61674.9→61779.1	-1.26	timeout
06-10 03:08	BTC	Sell	61559.9→62023.1	-4.27	timeout
06-09 19:42	BTC	Sell	63174.8→61796.1	+10.51	timeout
06-09 08:06	BTC	Sell	63391.8→62944.1	+3.12	timeout
06-09 02:03	BTC	Sell	63654.8→62806.1	+6.21	timeout
06-08 19:58	BTC	Sell	63277.8→63354.2	-1.03	timeout
06-08 13:54	BTC	Sell	62992.9→63807.2	-6.89	timeout
06-07 22:14	BTC	Sell	61747.9→63329.8	-13.26	stop_loss
06-07 22:14	BTC	Sell	61161.9→62740.5	-13.36	stop_loss
06-07 19:43	BTC	Sell	62160.9→61211.1	+7.16	timeout
06-07 08:48	BTC	Sell	61406.9→62984.6	-13.30	stop_loss
06-07 05:18	BTC	Sell	60570→62150.2	-13.51	stop_loss
06-07 01:33	BTC	Sell	60734→61481.1	-6.57	timeout
06-06 10:17	BTC	Sell	61506.9→60657	+6.48	timeout
06-06 03:22	BTC	Sell	60679→60826	-1.66	timeout
06-05 16:10	BTC	Sell	62744.9→59983	+21.53	take_profit
06-05 09:17	BTC	Sell	63723.8→62983.1	+5.35	timeout
06-05 03:50	BTC	Sell	63701.8→62798.1	+6.61	timeout
06-04 16:55	BTC	Sell	64409.8→63545.2	+6.31	timeout
06-04 14:11	BTC	Sell	62868.9→64479.4	-13.27	stop_loss
06-04 01:58	BTC	Sell	64951.8→62098.1	+21.52	take_profit
06-03 16:39	BTC	Sell	66333.7→65892.3	+2.91	timeout
06-03 11:32	BTC	Sell	66353.7→67237.4	-7.04	timeout
06-03 03:56	BTC	Sell	67277.6→65920.3	+9.64	timeout
06-02 14:27	BTC	Sell	70941.5→67826.4	+21.53	take_profit
06-02 08:12	BTC	Sell	71522.4→69970.5	+10.46	timeout
06-02 00:17	BTC	Sell	72062.4→71250.6	+5.26	timeout
05-31 23:14	BTC	Sell	73871.3→73936.7	-0.91	timeout
05-31 03:25	BTC	Sell	73850.3→74164.7	-2.55	timeout
05-29 19:48	BTC	Sell	73369.3→73621.7	-2.15	timeout
05-29 02:38	BTC	Sell	72872.4→73428.7	-4.21	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+79.22

total pnl ($)

+17.8 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	88	49%	+17.8	+79.22

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…