deribit_basis_zscore_mean_reversion_short_v21 · strategy

closed trades

45%

win rate

-24.11

total pnl ($)

1.915

weight

7d window — n=16 wr=69% pnl=+109.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:39	SOL	Sell	71.7912→70.7496	+6.73	timeout
06-28 02:41	SOL	Sell	72.8071→70.6846	+14.06	timeout
06-27 20:39	SOL	Sell	71.9852→71.2447	+4.68	timeout
06-27 14:31	SOL	Sell	71.9382→72.7649	-6.22	timeout
06-27 08:29	SOL	Sell	72.9161→72.1578	+4.74	timeout
06-26 19:31	SOL	Sell	71.1973→73.7739	-18.51	stop_loss
06-26 07:03	SOL	Sell	68.0638→70.5068	-18.39	stop_loss
06-25 13:53	SOL	Sell	68.0198→65.0438	+21.42	take_profit
06-25 13:46	SOL	Sell	68.9607→65.9449	+21.42	take_profit
06-24 16:51	SOL	Sell	69.6316→66.504	+22.01	take_profit
06-24 16:51	SOL	Sell	69.8875→66.677	+22.52	take_profit
06-23 08:17	SOL	Sell	71.6632→68.5273	+21.35	take_profit
06-23 03:39	SOL	Sell	73.554→71.7378	+11.73	timeout
06-22 21:10	SOL	Sell	73.8789→72.7739	+6.93	timeout
06-22 15:04	SOL	Sell	73.544→73.632	-1.01	timeout
06-22 09:00	SOL	Sell	73.377→73.8461	-3.57	timeout
06-22 02:34	SOL	Sell	73.8069→74.1441	-2.69	timeout
06-21 19:44	SOL	Sell	73.309→74.3782	-7.67	timeout
06-21 09:24	SOL	Sell	72.2252→73.453	-8.88	timeout
06-21 02:50	SOL	Sell	71.8952→73.367	-10.63	timeout
06-20 17:24	SOL	Sell	71.6543→71.4297	+1.19	timeout
06-20 05:10	SOL	Sell	69.3496→71.8367	-18.37	stop_loss
06-18 06:04	SOL	Sell	73.032→71.1867	+12.10	timeout
06-17 01:10	SOL	Sell	74.3498→73.547	+4.93	timeout
06-16 18:59	SOL	Sell	74.1469→73.9761	+0.70	timeout
06-15 15:53	SOL	Sell	72.6231→75.2289	-18.39	stop_loss
06-15 13:16	SOL	Sell	71.1623→73.7159	-18.38	stop_loss
06-15 10:29	SOL	Sell	70.1445→71.4067	-9.51	timeout
06-14 21:40	SOL	Sell	67.7108→70.1456	-18.49	stop_loss
06-14 19:54	SOL	Sell	68.1418→67.5481	+3.78	timeout
06-14 13:54	SOL	Sell	68.8687→67.6671	+8.20	timeout
06-14 07:49	SOL	Sell	68.3437→68.1562	+1.00	timeout
06-14 01:51	SOL	Sell	67.9438→68.9253	-7.83	timeout
06-13 19:51	SOL	Sell	67.3079→68.3563	-8.32	timeout
06-13 13:45	SOL	Sell	67.3479→68.1442	-6.41	timeout
06-13 07:45	SOL	Sell	66.983→67.2451	-2.47	timeout
06-12 21:30	SOL	Sell	67.2449→66.778	+2.95	timeout
06-12 15:39	SOL	Sell	66.898→67.7802	-6.99	timeout
06-12 08:55	SOL	Sell	66.523→66.876	-3.11	timeout
06-12 01:45	SOL	Sell	65.3882→66.549	-9.34	timeout
06-11 18:47	SOL	Sell	65.2322→66.934	-13.42	timeout
06-09 16:15	SOL	Sell	66.85→63.9276	+21.38	take_profit
06-09 12:00	SOL	Sell	66.748→66.0739	+4.55	timeout
06-09 05:53	SOL	Sell	67.2359→67.3301	-1.16	timeout
06-08 23:46	SOL	Sell	66.69→66.764	-1.16	timeout
06-08 16:14	SOL	Sell	65.8701→67.3701	-11.76	timeout
06-07 22:14	SOL	Sell	64.5293→66.8684	-18.59	stop_loss
06-07 19:28	SOL	Sell	64.8393→63.8516	+6.83	timeout
06-07 09:02	SOL	Sell	63.6924→65.9779	-18.52	stop_loss
06-07 01:56	SOL	Sell	62.2597→63.5485	-10.81	timeout
06-05 16:10	SOL	Sell	66.482→63.5665	+21.46	take_profit
06-01 11:57	SOL	Sell	82.4066→80.8131	+9.29	timeout
06-01 03:11	SOL	Sell	81.9477→82.8484	-5.97	timeout
05-31 19:06	SOL	Sell	82.8826→81.6793	+6.85	timeout
05-29 20:49	SOL	Sell	82.2567→82.2493	-0.36	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

-24.11

total pnl ($)

-8.3 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 ($)
SOL	55	45%	-8.3	-24.11

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…