deribit_basis_zscore_reversion_short_v4 · strategy

closed trades

50%

win rate

+148.38

total pnl ($)

1.565

weight

7d window — n=14 wr=43% pnl=+57.31 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 52 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 00:31	BTC	Sell	59735→59917	-1.96	timeout
06-26 15:38	BTC	Sell	58996.1→60467.2	-12.91	stop_loss
06-25 13:57	BTC	Sell	61030.9→58335.9	+21.57	take_profit
06-25 13:54	BTC	Sell	61346.9→58571.9	+22.16	take_profit
06-24 16:47	BTC	Sell	62755.9→59996	+21.50	take_profit
06-24 16:47	BTC	Sell	62821.9→60063	+21.38	take_profit
06-24 12:02	BTC	Sell	62528.9→62856.1	-3.06	timeout
06-24 00:32	BTC	Sell	63979.8→62809.1	+8.69	timeout
06-23 09:48	BTC	Sell	64107.8→62378.1	+12.82	timeout
06-22 13:35	BTC	Sell	63693.8→65263.9	-12.67	stop_loss
06-22 07:52	BTC	Sell	64181.8→64249.2	-0.93	timeout
06-21 17:50	BTC	Sell	63813.8→64154.2	-3.20	timeout
06-21 03:47	BTC	Sell	63433.8→64397.2	-8.05	timeout
06-20 15:38	BTC	Sell	63124.8→64091.2	-8.04	timeout
06-20 02:33	BTC	Sell	62925.9→63469.2	-4.77	timeout
06-19 14:37	BTC	Sell	63838.8→63364.2	+3.17	timeout
06-19 01:49	BTC	Sell	64489.8→62907.1	+11.71	timeout
06-18 12:46	BTC	Sell	64943.8→64283.2	+4.68	timeout
06-18 00:34	BTC	Sell	65780.7→64586.2	+8.66	timeout
06-16 21:05	BTC	Sell	66470.7→65838.3	+4.40	timeout
06-15 15:54	BTC	Sell	65657.7→67287	-12.86	stop_loss
06-15 07:24	BTC	Sell	64453.8→66041.3	-12.75	stop_loss
06-14 21:50	BTC	Sell	63992.8→65568	-12.76	stop_loss
06-14 20:53	BTC	Sell	64239.8→64058.2	+0.99	timeout
06-14 08:50	BTC	Sell	63810.8→64453.2	-5.44	timeout
06-13 20:44	BTC	Sell	63496.8→64219.2	-6.12	timeout
06-13 08:18	BTC	Sell	63383.8→63786.2	-3.55	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 17:32	BTC	Sell	61922.9→63448.9	-12.70	stop_loss
06-11 07:50	BTC	Sell	61674.9→62693.1	-8.56	timeout
06-10 19:48	BTC	Sell	61748.9→61908.1	-1.67	timeout
06-10 07:44	BTC	Sell	63165.8→62023.1	+8.53	timeout
06-09 09:57	BTC	Sell	63445.8→62697.1	+5.43	timeout
06-07 22:15	BTC	Sell	62570.9→64127.3	-12.89	stop_loss
06-07 22:14	BTC	Sell	61686.9→63208.7	-12.79	stop_loss
06-07 07:54	BTC	Sell	60796→62293.2	-12.78	stop_loss
06-06 22:15	BTC	Sell	61432.9→60603	+6.23	timeout
06-05 18:44	BTC	Sell	62429.9→59687	+21.54	take_profit
06-05 13:59	BTC	Sell	63555.8→60765	+21.51	take_profit
06-05 09:20	BTC	Sell	63080.8→62907.1	+0.91	timeout
06-04 01:55	BTC	Sell	65047.7→62191.1	+21.51	take_profit
06-04 00:24	BTC	Sell	66995.7→64054.2	+21.49	take_profit
06-03 23:08	BTC	Sell	66548.7→64493.2	+14.99	timeout
06-02 19:30	BTC	Sell	69987.5→66914.3	+21.51	take_profit
06-02 14:23	BTC	Sell	71138.4→68014.4	+21.54	take_profit
06-02 06:57	BTC	Sell	73062.3→70010.5	+20.59	timeout
06-01 00:33	BTC	Sell	73998.3→73820.7	+0.75	timeout
05-31 12:08	BTC	Sell	73563.3→73883.7	-2.50	timeout
05-30 15:51	BTC	Sell	73776.3→73864.7	-0.94	timeout
05-30 03:20	BTC	Sell	73398.3→73714.7	-2.57	timeout
05-29 13:27	BTC	Sell	73157.3→73012.7	+0.56	timeout

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+148.38

total pnl ($)

+56.9 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	52	50%	+56.9	+148.38

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…