deribit_basis_zscore_overheat_short · strategy

closed trades

45%

win rate

+62.87

total pnl ($)

1.479

weight

7d window — n=24 wr=42% pnl=+35.68 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 95 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 07:09	BTC	Sell	60567→60094	+3.45	timeout
06-27 22:37	BTC	Sell	60406→60212	+1.13	timeout
06-27 16:26	BTC	Sell	60444→60690	-2.51	timeout
06-27 10:14	BTC	Sell	59880→60440	-5.11	timeout
06-27 04:16	BTC	Sell	60227→60387	-1.78	timeout
06-26 16:06	BTC	Sell	59893→60403	-4.66	timeout
06-26 09:58	BTC	Sell	60174→59686	+3.62	timeout
06-25 14:33	BTC	Sell	58640.1→60089	-12.81	stop_loss
06-25 13:53	BTC	Sell	61622.9→58916.9	+21.48	take_profit
06-25 11:54	BTC	Sell	61012.9→61133.1	-1.43	timeout
06-24 20:31	BTC	Sell	59433→60897.5	-12.79	stop_loss
06-24 16:43	BTC	Sell	62912.9→60150	+21.47	take_profit
06-24 14:58	BTC	Sell	62613.9→61053.1	+11.99	timeout
06-24 08:50	BTC	Sell	62419.9→62741.1	-2.99	timeout
06-24 02:46	BTC	Sell	62494.9→62697.1	-2.04	timeout
06-23 20:44	BTC	Sell	62363.9→62454.1	-1.17	timeout
06-23 14:45	BTC	Sell	64131.8→62495.1	+12.27	timeout
06-23 08:41	BTC	Sell	64471.8→62336.1	+16.03	timeout
06-22 21:51	BTC	Sell	64082.8→64238.2	-1.66	timeout
06-22 15:43	BTC	Sell	64170.8→65055.3	-7.31	timeout
06-22 09:42	BTC	Sell	63846.8→64066.2	-2.13	timeout
06-22 03:41	BTC	Sell	64223.8→64196.2	-0.20	timeout
06-21 21:38	BTC	Sell	64136.8→63773.2	+2.39	timeout
06-21 15:36	BTC	Sell	64283.8→64165.2	+0.44	timeout
06-21 05:45	BTC	Sell	63795.8→64259.2	-4.08	timeout
06-20 20:05	BTC	Sell	63570.8→63908.2	-3.12	timeout
06-20 13:41	BTC	Sell	63525.8→63444.2	+0.22	timeout
06-20 07:06	BTC	Sell	63051.8→63622.2	-4.97	timeout
06-20 01:03	BTC	Sell	62731.9→63501.2	-6.59	timeout
06-19 18:58	BTC	Sell	62871.9→63042.2	-1.79	timeout
06-19 12:33	BTC	Sell	62997.8→62479.1	+3.62	timeout
06-19 05:59	BTC	Sell	62578.9→62711.1	-1.54	timeout
06-18 23:01	BTC	Sell	64123.8→62837.1	+9.54	timeout
06-18 16:34	BTC	Sell	63871.8→62595.1	+9.37	timeout
06-18 07:18	BTC	Sell	64926.8→64119.2	+5.77	timeout
06-18 01:17	BTC	Sell	65030.7→64686.2	+2.24	timeout
06-17 19:11	BTC	Sell	65658.7→65113.3	+3.74	timeout
06-17 13:05	BTC	Sell	65766.7→65005.3	+5.37	timeout
06-17 07:05	BTC	Sell	65658.7→65561.3	+0.31	timeout
06-17 01:03	BTC	Sell	66417.7→65790.3	+4.30	timeout
06-16 19:02	BTC	Sell	66370.7→65755.3	+4.22	timeout
06-16 09:22	BTC	Sell	66508.7→66614.3	-1.25	timeout
06-16 03:24	BTC	Sell	66628.7→65778.3	+5.93	timeout
06-15 15:54	BTC	Sell	65647.7→67264	-12.77	stop_loss
06-15 09:23	BTC	Sell	64636.8→65693.3	-8.63	timeout
06-15 01:01	BTC	Sell	64357.8→65509.3	-9.38	timeout
06-14 18:59	BTC	Sell	64256.8→63802.2	+3.13	timeout
06-14 11:55	BTC	Sell	64398.8→64577.2	-1.84	timeout
06-14 05:55	BTC	Sell	63956.8→64349.2	-3.53	timeout
06-13 23:33	BTC	Sell	63892.8→64430.2	-4.65	timeout
06-13 13:55	BTC	Sell	63781.8→64054.2	-2.56	timeout
06-13 06:35	BTC	Sell	63724.8→63664.2	+0.03	timeout
06-13 00:23	BTC	Sell	63554.8→63579.2	-0.59	timeout
06-12 18:18	BTC	Sell	63162.8→63706.2	-4.75	timeout
06-12 12:17	BTC	Sell	63594.8→63606.2	-0.50	timeout
06-12 01:45	BTC	Sell	62935.9→63385.2	-3.96	timeout
06-11 19:41	BTC	Sell	62597.9→63748.2	-9.57	timeout
06-11 03:59	BTC	Sell	62580.9→62699.1	-1.33	timeout
06-11 03:55	BTC	Sell	61122.9→62632.4	-12.77	stop_loss
06-10 19:50	BTC	Sell	61674.9→61896.1	-2.21	timeout
06-10 04:10	BTC	Sell	60970→62023.1	-9.12	timeout
06-09 16:08	BTC	Sell	62804.9→60945	+14.43	timeout
06-09 10:09	BTC	Sell	63450.8→62624.1	+6.05	timeout
06-09 04:01	BTC	Sell	63672.8→62827.1	+6.19	timeout
06-08 21:58	BTC	Sell	63417.8→63756.2	-3.10	timeout
06-08 11:32	BTC	Sell	63197.8→63612.2	-3.72	timeout
06-07 22:15	BTC	Sell	62521.9→64067.2	-12.81	stop_loss
06-07 22:14	BTC	Sell	62229.9→63776.1	-12.88	stop_loss
06-07 17:27	BTC	Sell	61819.9→62238.1	-3.83	timeout
06-07 05:18	BTC	Sell	60663→62158.2	-12.79	stop_loss
06-07 05:18	BTC	Sell	60567→62065.1	-12.82	stop_loss
06-06 23:14	BTC	Sell	60575→60725	-1.72	timeout
06-06 15:12	BTC	Sell	60795→60533	+1.70	timeout
06-06 09:10	BTC	Sell	61768.9→61198.1	+4.20	timeout
06-05 15:59	BTC	Sell	62666.9→60470	+17.06	timeout
06-05 15:39	BTC	Sell	62995.9→60228	+21.51	take_profit
06-05 06:09	BTC	Sell	63240.8→62471.1	+5.60	timeout
06-05 01:07	BTC	Sell	63612.8→63167.2	+3.03	timeout
06-04 16:28	BTC	Sell	64603.8→63660.2	+6.92	timeout
06-04 01:50	BTC	Sell	65297.7→62430.1	+21.51	take_profit
06-03 16:32	BTC	Sell	66301.7→65660.3	+4.42	timeout
06-03 11:30	BTC	Sell	66360.7→67284.4	-7.34	timeout
06-03 03:53	BTC	Sell	67180.6→65772.3	+10.04	timeout
06-02 14:27	BTC	Sell	70949.5→67831.4	+21.54	take_profit
06-02 09:18	BTC	Sell	71099.4→69516.5	+10.76	timeout
05-31 21:36	BTC	Sell	73920.3→73682.7	+1.16	timeout
05-31 17:19	BTC	Sell	74143.3→73521.7	+3.77	timeout
05-31 02:57	BTC	Sell	73894.3→74052.7	-1.49	timeout
05-30 16:57	BTC	Sell	73335.3→73896.7	-4.22	timeout
05-30 02:15	BTC	Sell	73009.3→73653.7	-4.84	timeout
05-29 19:29	BTC	Sell	73721.3→73307.7	+2.38	timeout
05-29 14:08	BTC	Sell	73533.3→72883.6	+3.99	timeout
05-29 04:38	BTC	Sell	73194.3→73410.7	-1.87	timeout
05-29 04:38	BTC	Sell	73194.3→73225.7	-0.60	timeout
05-28 22:35	BTC	Sell	73398.3→73537.7	-1.32	timeout

Paper vs Live

Paper (trades.jsonl)

closed

45%

win rate

+62.87

total pnl ($)

+13.1 bps

avg bps net

Live (dry_run=0)

closed

75%

win rate

+29.27

total pnl ($)

+85.9 bps

avg bps net

Live WR is 166% of paper WR (75% vs 45%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	95	45%	+13.1	+62.87

Recent bounces (last 20 of 2)

time	sym	side	reason
06-28 11:04	BTC	Sell	circuit_breaker
06-28 04:50	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…