deribit_basis_zscore_reversion_short_v1 · strategy

closed trades

47%

win rate

+183.30

total pnl ($)

2.007

weight

7d window — n=22 wr=64% pnl=+139.87 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 83 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 05:12	BTC	Sell	59980→59378	+3.55	timeout
06-29 15:23	BTC	Sell	60697→59184	+9.72	timeout
06-28 10:36	BTC	Sell	59746→60062	-2.43	timeout
06-28 08:35	BTC	Sell	60135→60203	-0.81	timeout
06-28 06:29	BTC	Sell	59968→59901	+0.07	timeout
06-27 21:58	BTC	Sell	60172→60172	-0.47	timeout
06-27 15:10	BTC	Sell	59332→60795.4	-10.23	stop_loss
06-26 07:39	BTC	Sell	59257→60724.4	-10.27	stop_loss
06-25 13:57	BTC	Sell	61036.9→58356.9	+17.17	take_profit
06-25 13:57	BTC	Sell	61063.9→58372.9	+17.23	take_profit
06-25 13:54	BTC	Sell	61278.9→58571.9	+17.26	take_profit
06-25 13:53	BTC	Sell	61568.9→58813.9	+17.52	take_profit
06-25 13:53	BTC	Sell	61782.9→59070	+17.19	take_profit
06-25 07:16	BTC	Sell	60369→61862	-10.27	stop_loss
06-25 04:56	BTC	Sell	59832→61308.7	-10.23	stop_loss
06-24 20:31	BTC	Sell	59427→60891.5	-10.23	stop_loss
06-24 16:46	BTC	Sell	62869.9→60105	+17.20	take_profit
06-24 14:19	BTC	Sell	63821.8→61003.1	+17.29	take_profit
06-24 14:13	BTC	Sell	63970.8→61162.1	+17.19	take_profit
06-24 13:46	BTC	Sell	64162.8→61345.1	+17.20	take_profit
06-24 13:41	BTC	Sell	64478.8→61647.1	+17.20	take_profit
06-24 08:30	BTC	Sell	64161.8→62681.1	+9.02	timeout
06-23 03:36	BTC	Sell	64283.8→63982.2	+1.52	timeout
06-23 00:40	BTC	Sell	64262.8→64002.2	+1.25	timeout
06-22 14:00	BTC	Sell	64028.8→65607.1	-10.02	stop_loss
06-22 13:44	BTC	Sell	63850.8→65425	-9.99	stop_loss
06-22 06:56	BTC	Sell	63706.8→63967.2	-1.97	timeout
06-21 02:41	BTC	Sell	62888.9→64225.2	-8.84	timeout
06-21 00:35	BTC	Sell	62986.9→64255.2	-8.36	timeout
06-20 20:23	BTC	Sell	63078.8→63921.2	-5.75	timeout
06-20 14:46	BTC	Sell	62416.9→63956.2	-10.15	stop_loss
06-20 06:29	BTC	Sell	63939.8→63676.2	+1.30	timeout
06-18 15:57	BTC	Sell	65252.7→62381.1	+16.94	take_profit
06-18 15:57	BTC	Sell	65246.7→62381.1	+16.83	take_profit
06-18 15:53	BTC	Sell	65356.7→62487.1	+16.92	take_profit
06-18 15:38	BTC	Sell	65754.7→62867.1	+16.80	take_profit
06-17 21:22	BTC	Sell	66494.7→64332.2	+12.62	timeout
06-17 16:28	BTC	Sell	64830.8→66427.5	-10.22	stop_loss
06-17 13:34	BTC	Sell	66795.7→65019.3	+10.35	timeout
06-17 11:00	BTC	Sell	65849.7→64830.2	+5.97	timeout
06-17 06:17	BTC	Sell	65865.7→65827.3	-0.08	timeout
06-17 04:12	BTC	Sell	65739.7→65868.3	-1.07	timeout
06-15 15:53	BTC	Sell	65646.7→67263	-10.21	stop_loss
06-15 00:14	BTC	Sell	64237.8→65828.2	-10.28	stop_loss
06-14 23:27	BTC	Sell	64141.8→65722.1	-10.18	stop_loss
06-14 21:40	BTC	Sell	63758.8→65371.9	-10.44	stop_loss
06-14 21:40	BTC	Sell	63773.8→65371.9	-10.33	stop_loss
06-14 21:40	BTC	Sell	63577.8→65212.8	-10.60	stop_loss
06-13 17:39	BTC	Sell	63202.8→64071.2	-5.83	timeout
06-13 13:44	BTC	Sell	62896.9→64159.2	-8.30	timeout
06-13 09:02	BTC	Sell	62896.9→63795.2	-5.95	timeout
06-12 15:13	BTC	Sell	62788.9→64335.4	-10.12	stop_loss
06-12 15:00	BTC	Sell	62613.9→64164.3	-10.14	stop_loss
06-11 17:32	BTC	Sell	61795.9→63317.8	-10.16	stop_loss
06-11 13:24	BTC	Sell	62290.9→62879.1	-3.96	timeout
06-11 06:21	BTC	Sell	61457.9→62974.6	-10.04	stop_loss
06-10 19:20	BTC	Sell	63486.8→61730.1	+10.81	timeout
06-10 15:53	BTC	Sell	61163.9→62676.5	-10.24	stop_loss
06-10 13:49	BTC	Sell	60922→62422.3	-10.21	stop_loss
06-09 23:37	BTC	Sell	63149.8→62023.1	+6.55	timeout
06-09 16:19	BTC	Sell	63697.8→60896	+17.33	take_profit
06-09 14:47	BTC	Sell	63971.8→61155.1	+17.27	take_profit
06-09 09:18	BTC	Sell	62774.9→62875.1	-1.00	timeout
06-07 22:15	BTC	Sell	62440.9→63978.2	-10.21	stop_loss
06-07 22:14	BTC	Sell	61742.9→63262.8	-10.21	stop_loss
06-07 22:14	BTC	Sell	61671.9→63190.7	-10.21	stop_loss
06-07 22:14	BTC	Sell	61534.9→63053.7	-10.25	stop_loss
06-07 21:00	BTC	Sell	61617.9→61874.1	-2.06	timeout
06-07 08:48	BTC	Sell	61344.9→62856.6	-10.23	stop_loss
06-07 08:48	BTC	Sell	61324.9→62834.5	-10.23	stop_loss
06-07 07:56	BTC	Sell	60884→62383.3	-10.25	stop_loss
06-05 20:09	BTC	Sell	59495→60960.5	-10.21	stop_loss
06-05 18:54	BTC	Sell	61906.9→59188	+17.23	take_profit
06-05 16:09	BTC	Sell	62760.9→60005	+17.17	take_profit
06-05 15:38	BTC	Sell	63016.8→60245	+17.22	take_profit
06-05 13:56	BTC	Sell	63716.8→60918	+17.22	take_profit
06-05 13:56	BTC	Sell	63772.8→60972	+17.22	take_profit
06-05 06:21	BTC	Sell	64369.8→61536.1	+17.19	take_profit
06-04 00:54	BTC	Sell	65913.7→63019.2	+17.20	take_profit
06-04 00:39	BTC	Sell	65969.7→63073.2	+17.20	take_profit
06-04 00:24	BTC	Sell	66957.7→64017.2	+17.20	take_profit
06-03 23:54	BTC	Sell	67035.6→64092.2	+17.20	take_profit
06-03 23:48	BTC	Sell	67169.6→64220.2	+17.20	take_profit

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

+183.30

total pnl ($)

+55.2 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	83	47%	+55.2	+183.30

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…