deribit_basis_zscore_short_v10 · strategy

111

closed trades

45%

win rate

+255.97

total pnl ($)

2.079

weight

7d window — n=34 wr=47% pnl=+141.02 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 22:34	BTC	Sell	59746→59869	-1.42	timeout
06-26 20:28	BTC	Sell	59647→59736	-1.08	timeout
06-26 18:05	BTC	Sell	59553→60090	-4.87	timeout
06-26 16:04	BTC	Sell	59492→60395	-7.98	timeout
06-26 14:10	BTC	Sell	59686→60017	-3.18	timeout
06-25 13:59	BTC	Sell	60785→58114.9	+21.48	take_profit
06-25 13:58	BTC	Sell	60873→58198.9	+21.48	take_profit
06-25 13:57	BTC	Sell	60972→58290.9	+21.49	take_profit
06-25 13:57	BTC	Sell	61070.9→58372.9	+21.59	take_profit
06-25 13:42	BTC	Sell	61557.9→60367	+9.19	timeout
06-24 22:00	BTC	Sell	59749→61235.7	-12.91	stop_loss
06-24 20:31	BTC	Sell	59408→60873.5	-12.81	stop_loss
06-24 16:51	BTC	Sell	62342.9→59593	+21.41	take_profit
06-24 16:51	BTC	Sell	62579.9→59769	+21.96	take_profit
06-24 16:51	BTC	Sell	62594.9→59844	+21.41	take_profit
06-24 16:51	BTC	Sell	62697.9→59903	+21.76	take_profit
06-24 12:09	BTC	Sell	62456.9→62883.1	-3.86	timeout
06-24 10:08	BTC	Sell	62459.9→62633.1	-1.77	timeout
06-24 05:48	BTC	Sell	63347.8→62932.1	+2.89	timeout
06-23 23:24	BTC	Sell	63971.8→62614.1	+10.14	timeout
06-23 18:21	BTC	Sell	64648.8→62345.1	+17.37	timeout
06-23 08:24	BTC	Sell	65039.7→62183.1	+21.49	take_profit
06-23 08:24	BTC	Sell	65056.7→62200.1	+21.48	take_profit
06-22 16:28	BTC	Sell	64158.8→64658.2	-4.35	timeout
06-22 14:00	BTC	Sell	64027.8→65607.1	-12.74	stop_loss
06-22 14:00	BTC	Sell	64025.8→65602.1	-12.70	stop_loss
06-22 13:50	BTC	Sell	64002.8→65579.1	-12.64	stop_loss
06-22 12:40	BTC	Sell	63560.8→65125.8	-12.67	stop_loss
06-22 06:10	BTC	Sell	64170.8→64276.2	-1.25	timeout
06-22 03:36	BTC	Sell	64283.8→64201.2	+0.27	timeout
06-21 21:26	BTC	Sell	63933.8→63680.2	+1.54	timeout
06-21 17:45	BTC	Sell	63796.8→64112.2	-3.00	timeout
06-21 14:48	BTC	Sell	63850.8→63987.2	-1.58	timeout
06-21 05:53	BTC	Sell	63614.8→64210.2	-5.13	timeout
06-19 22:55	BTC	Sell	62840.9→63323.2	-4.25	timeout
06-19 20:48	BTC	Sell	63062.8→63159.2	-1.17	timeout
06-19 18:42	BTC	Sell	62699.9→63034.2	-3.10	timeout
06-19 16:41	BTC	Sell	62652.9→63253.2	-5.25	timeout
06-19 08:57	BTC	Sell	64368.8→62555.1	+13.50	timeout
06-18 22:21	BTC	Sell	64155.8→62764.1	+10.31	timeout
06-18 20:18	BTC	Sell	64207.8→63103.2	+7.99	timeout
06-18 15:53	BTC	Sell	65356.7→62487.1	+21.16	take_profit
06-18 15:37	BTC	Sell	65830.7→62924.1	+21.26	take_profit
06-18 07:54	BTC	Sell	65246.7→64417.2	+5.91	timeout
06-17 21:30	BTC	Sell	65694.7→64236.2	+10.63	timeout
06-17 17:24	BTC	Sell	65725.7→65912.3	-1.81	timeout
06-17 16:28	BTC	Sell	64830.8→66427.5	-12.77	stop_loss
06-17 15:17	BTC	Sell	65860.7→65187.3	+4.67	timeout
06-17 11:11	BTC	Sell	66423.7→64671.2	+12.83	timeout
06-17 07:02	BTC	Sell	66342.7→65582.3	+5.31	timeout
06-16 21:21	BTC	Sell	66503.7→65717.3	+5.55	timeout
06-16 15:29	BTC	Sell	66638.7→65743.3	+6.35	timeout
06-16 13:33	BTC	Sell	66810.7→66137.3	+4.67	timeout
06-16 11:00	BTC	Sell	65849.7→66483.3	-5.21	timeout
06-16 06:16	BTC	Sell	65851.7→66136.3	-2.67	timeout
06-15 15:53	BTC	Sell	65646.7→67263	-12.77	stop_loss
06-15 11:19	BTC	Sell	64644.8→66239.4	-12.78	stop_loss
06-15 11:18	BTC	Sell	64495.8→66095.3	-12.84	stop_loss
06-15 03:50	BTC	Sell	64422.8→66012.3	-12.76	stop_loss
06-15 03:46	BTC	Sell	64400.8→65987.3	-12.74	stop_loss
06-15 01:58	BTC	Sell	64563.8→65459.3	-7.36	timeout
06-14 12:19	BTC	Sell	63921.8→64476.2	-4.80	timeout
06-14 10:18	BTC	Sell	63725.8→64526.2	-6.69	timeout
06-14 07:52	BTC	Sell	63802.8→64394.2	-5.08	timeout
06-14 04:46	BTC	Sell	63592.8→64328.2	-6.28	timeout
06-14 01:52	BTC	Sell	63785.8→64614.2	-6.97	timeout
06-13 11:33	BTC	Sell	63709.8→63904.2	-1.89	timeout
06-13 09:27	BTC	Sell	63685.8→63790.2	-1.18	timeout
06-12 21:02	BTC	Sell	63376.8→63468.2	-1.15	timeout
06-12 17:43	BTC	Sell	63314.8→63819.2	-4.42	timeout
06-12 14:02	BTC	Sell	62981.9→63398.2	-3.69	timeout
06-12 10:07	BTC	Sell	62927.9→63682.2	-6.35	timeout
06-12 07:41	BTC	Sell	62601.9→63044.2	-3.94	timeout
06-11 16:02	BTC	Sell	62511.9→62707.1	-1.86	timeout
06-10 18:59	BTC	Sell	61761.9→61850.1	-1.11	timeout
06-10 15:54	BTC	Sell	61226.9→62739.5	-12.83	stop_loss
06-10 15:46	BTC	Sell	61043.9→62548.4	-12.72	stop_loss
06-10 15:46	BTC	Sell	60978→62484.3	-12.79	stop_loss
06-10 14:24	BTC	Sell	61778.9→62114.1	-3.13	timeout
06-10 07:46	BTC	Sell	63146.8→62023.1	+8.31	timeout
06-09 19:19	BTC	Sell	63435.8→61737.1	+13.02	timeout
06-09 16:05	BTC	Sell	63801.8→60999	+21.63	take_profit
06-09 14:29	BTC	Sell	63761.8→61567.1	+16.77	timeout
06-09 12:29	BTC	Sell	63056.8→62643.1	+2.78	timeout
06-07 22:15	BTC	Sell	62587.9→64134.3	-12.81	stop_loss
06-07 22:15	BTC	Sell	62391.9→63929.1	-12.78	stop_loss
06-07 22:15	BTC	Sell	62310.9→63845.1	-12.77	stop_loss
06-07 22:14	BTC	Sell	61734.9→63254.8	-12.77	stop_loss
06-07 22:14	BTC	Sell	61626.9→63144.7	-12.78	stop_loss
06-07 08:48	BTC	Sell	61414.9→62951.6	-12.97	stop_loss
06-07 06:36	BTC	Sell	60711→62206.2	-12.78	stop_loss
06-07 00:50	BTC	Sell	61226.9→60741	+3.54	timeout
06-06 22:47	BTC	Sell	61649.9→60592	+8.06	timeout
06-06 20:46	BTC	Sell	61225.9→60718	+3.63	timeout
06-06 18:11	BTC	Sell	60683→60575	+0.38	timeout
06-06 14:22	BTC	Sell	60646→60965	-3.09	timeout
06-05 18:44	BTC	Sell	62374.9→59636	+21.54	take_profit
06-05 16:22	BTC	Sell	60066→61544.8	-12.76	stop_loss
06-05 15:41	BTC	Sell	62845.9→60086	+21.50	take_profit
06-05 15:39	BTC	Sell	62856.9→60096	+21.49	take_profit

Paper vs Live

Paper (trades.jsonl)

111

closed

45%

win rate

+255.97

total pnl ($)

+46.1 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	111	45%	+46.1	+255.97

Recent bounces (last 20 of 3)

time	sym	side	reason
06-27 15:20	BTC	Sell	circuit_breaker
06-27 12:34	BTC	Sell	circuit_breaker
06-27 10:22	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…