deribit_basis_zscore_short_02159

not live
75
closed trades
47%
win rate
+25.23
total pnl ($)
1.317
weight
7d window — n=23 wr=52% pnl=+12.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 21:04BTCSell64202.8→64413.2-2.08timeout
06-22 14:48BTCSell64391.8→64898.2-4.33timeout
06-22 08:40BTCSell63965.8→64093.2-1.40timeout
06-22 02:28BTCSell64005.8→64564.2-4.77timeout
06-21 19:25BTCSell64161.8→64192.2-0.70timeout
06-20 18:43BTCSell63715.8→63814.2-1.23timeout
06-20 12:42BTCSell63527.8→63587.2-0.89timeout
06-20 06:39BTCSell63047.8→63723.2-5.80timeout
06-20 00:37BTCSell62448.9→63688.2-10.37timeout
06-19 18:33BTCSell62817.9→63108.2-2.75timeout
06-19 13:11BTCSell62935.9→62807.1+0.52timeout
06-19 07:04BTCSell62639.9→62817.1-1.89timeout
06-19 02:06BTCSell63822.8→63086.2+5.27timeout
06-18 19:38BTCSell64380.8→62837.1+11.46timeout
06-18 13:20BTCSell64612.8→64346.2+1.61timeout
06-18 07:34BTCSell64398.8→64255.2+0.68timeout
06-18 01:31BTCSell64917.8→64676.2+1.43timeout
06-17 19:41BTCSell65510.7→64224.2+9.36timeout
06-17 13:36BTCSell65587.7→65040.3+3.73timeout
06-17 07:25BTCSell65655.7→65503.3+0.72timeout
06-17 01:07BTCSell66314.7→65767.3+3.68timeout
06-16 19:02BTCSell66370.7→65726.3+4.45timeout
06-16 04:05BTCSell67113.6→66222.3+6.17timeout
06-15 15:48BTCSell65901.7→67165.4-10.00timeout
06-15 15:47BTCSell65536.7→67152.9-12.76stop_loss
06-15 00:14BTCSell64238.8→65821.2-12.76stop_loss
06-14 21:40BTCSell63893.8→65467-12.76stop_loss
06-14 20:23BTCSell64473.8→63884.2+4.13timeout
06-14 14:14BTCSell64600.8→64282.2+2.02timeout
06-14 08:03BTCSell64244.8→64395.2-1.61timeout
06-14 01:55BTCSell64040.8→64609.2-4.90timeout
06-13 19:55BTCSell63794.8→64302.2-4.43timeout
06-13 13:46BTCSell63774.8→64081.2-2.83timeout
06-13 07:45BTCSell63635.8→63818.2-1.81timeout
06-12 23:25BTCSell63854.8→63442.2+2.80timeout
06-12 17:17BTCSell63488.8→63845.2-3.24timeout
06-12 08:57BTCSell63366.8→63455.2-1.11timeout
06-12 01:50BTCSell63003.8→63419.2-3.69timeout
06-11 18:48BTCSell62798.9→63528.2-6.19timeout
06-11 03:55BTCSell61127.9→62653.4-12.90stop_loss
06-11 02:51BTCSell61912.9→62074.1-1.72timeout
06-10 20:14BTCSell61579.9→61793.1-2.15timeout
06-10 01:45BTCSell62340.9→62023.1+2.07timeout
06-09 19:44BTCSell63165.8→61847.1+10.03timeout
06-09 07:59BTCSell63345.8→63181.2+0.92timeout
06-09 01:56BTCSell63766.8→62750.1+7.52timeout
06-08 19:50BTCSell63316.8→63485.2-1.75timeout
06-08 13:48BTCSell63106.8→63480.2-3.39timeout
06-07 22:14BTCSell61747.9→63268.8-12.77stop_loss
06-07 22:13BTCSell61161.9→62678.5-12.85stop_loss
06-07 19:43BTCSell62160.9→61211.1+7.16timeout
06-07 13:48BTCSell61505.9→61710.1-2.10timeout
06-07 05:18BTCSell60558→62052.1-12.80stop_loss
06-07 01:33BTCSell60706→61504.1-6.99timeout
06-06 10:16BTCSell61497.9→60683+6.19timeout
06-06 03:20BTCSell60650→60836-1.98timeout
06-05 16:05BTCSell62578.9→60153+18.94timeout
06-05 15:38BTCSell63033.8→60260+21.54take_profit
06-05 09:17BTCSell63710.8→62987.1+5.22timeout
06-05 03:48BTCSell63705.8→62784.1+6.75timeout
06-04 17:00BTCSell64256.8→63465.2+5.75timeout
06-04 14:08BTCSell62857.9→64405.4-12.77stop_loss
06-04 01:51BTCSell65216.7→62353.1+21.50take_profit
06-04 00:24BTCSell66918.7→63980.2+21.50take_profit
06-03 16:40BTCSell66346.7→65879.3+3.10timeout
06-03 12:18BTCSell67037.6→66825.3+1.15timeout
06-03 04:26BTCSell67784.6→66573.3+8.49timeout
06-02 11:53BTCSell71452.4→69571.5+12.79timeout
06-02 02:34BTCSell71493.4→70754.5+4.79timeout
06-01 18:31BTCSell73132.3→71530.6+10.58timeout
06-01 02:26BTCSell73554.3→73498.7-0.04timeout
05-31 07:48BTCSell74033.3→73858.7+0.80timeout
05-30 02:53BTCSell73075.3→73736.7-4.95timeout
05-29 19:48BTCSell73368.3→73620.7-2.14timeout
05-29 02:39BTCSell72905.4→73436.7-4.03timeout

Paper vs Live

Paper (trades.jsonl)
75
closed
47%
win rate
+25.23
total pnl ($)
+6.4 bps
avg bps net
Live (dry_run=0)
1
closed
0%
win rate
-8.58
total pnl ($)
-217.7 bps
avg bps net
Live: 1 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7547%+6.4+25.23

Recent bounces (last 20 of 1)

timesymsidereason
06-22 23:01BTCSellbelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems