deribit_basis_zscore_mean_reversion_short_v22 · strategy

closed trades

56%

win rate

+211.51

total pnl ($)

1.776

weight

7d window — n=12 wr=67% pnl=+81.45 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 50 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 07:32	BTC	Sell	60649→60374	+1.84	timeout
06-26 18:50	BTC	Sell	59445→59626	-1.85	timeout
06-25 18:36	BTC	Sell	59568→59479	+0.27	timeout
06-25 13:53	BTC	Sell	61747.9→59036	+21.48	take_profit
06-24 16:51	BTC	Sell	62325.9→59572	+21.45	take_profit
06-24 16:51	BTC	Sell	62677.9→59911	+21.54	take_profit
06-24 06:52	BTC	Sell	62897.9→62733.1	+0.91	timeout
06-23 18:57	BTC	Sell	64343.8→62217.1	+16.09	timeout
06-23 06:40	BTC	Sell	64034.8→62893.1	+8.49	timeout
06-22 18:25	BTC	Sell	63981.8→64662.2	-5.71	timeout
06-22 06:12	BTC	Sell	64172.8→64207.2	-0.70	timeout
06-21 17:43	BTC	Sell	63847.8→64082.2	-2.37	timeout
06-20 22:28	BTC	Sell	63268.8→64270.2	-8.36	timeout
06-19 22:55	BTC	Sell	62840.9→63323.2	-4.25	timeout
06-19 11:45	BTC	Sell	63984.8→62637.1	+10.00	timeout
06-18 23:04	BTC	Sell	64369.8→62869.1	+11.36	timeout
06-18 11:18	BTC	Sell	64555.8→63970.2	+4.11	timeout
06-17 23:23	BTC	Sell	65639.7→64394.2	+9.06	timeout
06-17 10:51	BTC	Sell	66549.7→64827.2	+12.57	timeout
06-16 22:46	BTC	Sell	66286.7→65652.3	+4.41	timeout
06-16 10:14	BTC	Sell	65720.7→66512.3	-6.41	timeout
06-15 22:02	BTC	Sell	65425.7→66378.3	-7.68	timeout
06-15 09:28	BTC	Sell	64317.8→65643.3	-10.76	timeout
06-14 21:12	BTC	Sell	64251.8→63999.2	+1.56	timeout
06-14 08:59	BTC	Sell	63777.8→64431.2	-5.51	timeout
06-13 20:44	BTC	Sell	63496.8→64219.2	-6.12	timeout
06-13 08:18	BTC	Sell	63383.8→63785.2	-3.51	timeout
06-12 20:16	BTC	Sell	63490.8→63523.2	-0.70	timeout
06-12 07:57	BTC	Sell	62690.9→63052.2	-3.29	timeout
06-11 19:55	BTC	Sell	61939.9→63612.2	-13.82	timeout
06-11 07:51	BTC	Sell	61651.9→62695.1	-8.77	timeout
06-10 19:38	BTC	Sell	61880.9→61957.1	-1.00	timeout
06-10 07:44	BTC	Sell	63160.8→62023.1	+8.49	timeout
06-09 10:44	BTC	Sell	63204.8→62688.1	+3.58	timeout
06-08 22:28	BTC	Sell	62930.9→63327.2	-3.57	timeout
06-08 10:27	BTC	Sell	62475.9→63099.2	-5.45	timeout
06-07 08:48	BTC	Sell	60468→62930.6	-20.82	stop_loss
06-06 22:16	BTC	Sell	61497.9→60682	+6.11	timeout
06-05 16:10	BTC	Sell	62670.9→59909	+21.56	take_profit
06-05 13:57	BTC	Sell	63710.8→60910	+21.54	take_profit
06-05 09:44	BTC	Sell	62857.9→62809.1	-0.09	timeout
06-04 01:51	BTC	Sell	65209.7→62346.1	+21.51	take_profit
06-03 23:54	BTC	Sell	67037.6→64094.2	+21.50	take_profit
06-03 23:47	BTC	Sell	66678.7→64271.2	+17.59	timeout
06-02 20:20	BTC	Sell	70113.5→67032.4	+21.50	take_profit
06-02 14:22	BTC	Sell	71317.4→68178.4	+21.59	take_profit
06-02 06:31	BTC	Sell	73132.3→70397.5	+18.40	timeout
05-31 19:48	BTC	Sell	74033.3→73496.7	+3.18	timeout
05-30 07:48	BTC	Sell	73368.3→73486.7	-1.21	timeout
05-29 14:41	BTC	Sell	72967.4→72663.6	+1.78	timeout

Paper vs Live

Paper (trades.jsonl)

closed

56%

win rate

+211.51

total pnl ($)

+84.2 bps

avg bps net

Live (dry_run=0)

closed

win rate

-0.66

total pnl ($)

-31.4 bps

avg bps net

Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	50	56%	+84.2	+211.51

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…