deribit_basis_zscore_overheat_short_v9

not live
27
closed trades
48%
win rate
+63.15
total pnl ($)
1.484
weight
7d window — n=6 wr=67% pnl=+42.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 22:07BTCSell60024→59802+1.47timeout
06-25 13:57BTCSell61055.9→58362.9+21.55take_profit
06-24 16:51BTCSell62622.9→59873+21.34take_profit
06-23 22:06BTCSell64295.8→62645.1+12.37timeout
06-22 12:38BTCSell63517.8→65081.8-12.66stop_loss
06-21 16:34BTCSell63901.8→64035.2-1.52timeout
06-20 15:33BTCSell63130.8→64131.2-8.30timeout
06-19 12:05BTCSell63967.8→62637.1+9.86timeout
06-17 16:28BTCSell64744.8→66359.5-12.93stop_loss
06-17 11:38BTCSell66354.7→64745.2+11.77timeout
06-15 15:52BTCSell65635.7→67252-12.77stop_loss
06-15 07:24BTCSell64453.8→66049.3-12.81stop_loss
06-14 08:27BTCSell63778.8→64453.2-5.72timeout
06-13 08:27BTCSell63465.8→63785.2-2.86timeout
06-12 08:26BTCSell62866.9→63462.2-5.10timeout
06-11 08:17BTCSell61652.9→62773.1-9.41timeout
06-10 07:50BTCSell63153.8→61682.1+11.08timeout
06-07 22:14BTCSell61949.9→63474.9-12.76stop_loss
06-07 06:36BTCSell60700→62196.2-12.79stop_loss
06-06 21:01BTCSell61609.9→60696+6.90timeout
06-05 13:59BTCSell63509.8→60721+21.51take_profit
06-04 01:51BTCSell65177.7→62316.1+21.50take_profit
06-03 20:12BTCSell67367.6→65531.3+13.24timeout
06-02 14:26BTCSell70954.5→67838.4+21.53take_profit
05-31 20:33BTCSell73909.3→73692.7+1.00timeout
05-30 10:47BTCSell73571.3→73633.7-0.81timeout
05-29 10:33BTCSell73388.3→73554.7-1.53timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
+63.15
total pnl ($)
+46.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%+46.6+63.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems