deribit_basis_zscore_short_v5 · strategy

closed trades

51%

win rate

+153.32

total pnl ($)

1.558

weight

7d window — n=20 wr=45% pnl=+56.05 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 76 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 08:23	BTC	Sell	60287→60442	-1.74	timeout
06-26 21:24	BTC	Sell	59584→59772	-1.95	timeout
06-26 14:44	BTC	Sell	59401→59580	-1.91	timeout
06-26 07:39	BTC	Sell	59195→60711.4	-13.29	stop_loss
06-25 20:06	BTC	Sell	60690→59683	+7.85	timeout
06-25 13:57	BTC	Sell	61023.9→58281.9	+21.95	take_profit
06-25 13:54	BTC	Sell	61281.9→58502.9	+22.13	take_profit
06-24 20:31	BTC	Sell	59338→60862.5	-13.32	stop_loss
06-24 16:51	BTC	Sell	62755.9→59909	+22.14	take_profit
06-24 16:06	BTC	Sell	63049.8→60218	+21.99	take_profit
06-24 04:40	BTC	Sell	63810.8→62651.1	+8.70	timeout
06-24 02:40	BTC	Sell	64163.8→62649.1	+11.41	timeout
06-24 00:35	BTC	Sell	63968.8→62873.1	+8.10	timeout
06-22 14:00	BTC	Sell	63964.8→65605.1	-13.15	stop_loss
06-22 10:16	BTC	Sell	64228.8→64191.2	-0.06	timeout
06-22 03:34	BTC	Sell	64324.8→64241.2	+0.28	timeout
06-21 14:51	BTC	Sell	63960.8→64032.2	-1.07	timeout
06-21 08:19	BTC	Sell	63516.8→64075.2	-4.73	timeout
06-20 21:51	BTC	Sell	63092.8→64070.2	-8.21	timeout
06-20 11:57	BTC	Sell	62599.9→63683.2	-9.07	timeout
06-19 20:22	BTC	Sell	63103.8→62975.1	+0.61	timeout
06-19 12:04	BTC	Sell	63964.8→62649.1	+9.75	timeout
06-19 10:03	BTC	Sell	64146.8→62364.1	+13.35	timeout
06-18 15:57	BTC	Sell	65342.7→62405.1	+21.67	take_profit
06-18 10:47	BTC	Sell	64877.8→64016.2	+6.29	timeout
06-18 08:46	BTC	Sell	64931.8→64443.2	+3.33	timeout
06-17 13:14	BTC	Sell	66155.7→65070.3	+7.81	timeout
06-17 09:08	BTC	Sell	66782.7→64951.2	+13.29	timeout
06-17 06:59	BTC	Sell	66405.7→65599.3	+5.65	timeout
06-16 11:38	BTC	Sell	66172.7→66361.3	-1.79	timeout
06-16 08:09	BTC	Sell	65695.7→66365.3	-5.62	timeout
06-16 05:50	BTC	Sell	65746.7→66071.3	-2.97	timeout
06-15 07:24	BTC	Sell	64374.8→66026.3	-13.26	stop_loss
06-15 06:03	BTC	Sell	64387.8→65842.3	-11.73	timeout
06-14 21:52	BTC	Sell	64432.8→65495.3	-8.65	timeout
06-14 04:49	BTC	Sell	63618.8→64354.2	-6.27	timeout
06-14 01:51	BTC	Sell	63768.8→64614.2	-7.11	timeout
06-13 21:39	BTC	Sell	63542.8→64311.2	-6.47	timeout
06-13 02:19	BTC	Sell	63571.8→63774.2	-2.02	timeout
06-12 17:38	BTC	Sell	63190.8→63823.2	-5.44	timeout
06-12 12:27	BTC	Sell	62715.9→63478.2	-6.45	timeout
06-11 18:02	BTC	Sell	62200.9→63801.1	-13.25	stop_loss
06-11 15:59	BTC	Sell	62580.9→62691.1	-1.24	timeout
06-11 08:14	BTC	Sell	61579.9→62796.1	-10.18	timeout
06-10 15:31	BTC	Sell	61275.9→62291.1	-8.68	timeout
06-10 13:32	BTC	Sell	62446.9→61701.1	+5.52	timeout
06-10 07:49	BTC	Sell	63153.8→61682.1	+11.14	timeout
06-09 12:25	BTC	Sell	62983.9→62706.1	+1.70	timeout
06-09 04:48	BTC	Sell	62800.9→63326.2	-4.64	timeout
06-09 02:42	BTC	Sell	63012.8→62634.1	+2.54	timeout
06-07 22:14	BTC	Sell	62088.9→63776.1	-14.05	stop_loss
06-07 22:14	BTC	Sell	61726.9→63325.8	-13.41	stop_loss
06-07 22:14	BTC	Sell	61463.9→63142.7	-14.12	stop_loss
06-07 06:36	BTC	Sell	60645→62207.2	-13.36	stop_loss
06-07 01:17	BTC	Sell	60000→61543.8	-13.26	stop_loss
06-06 22:16	BTC	Sell	61466.9→60642	+6.19	timeout
06-06 16:16	BTC	Sell	60906→60768	+0.67	timeout
06-05 14:04	BTC	Sell	63437.8→60586	+22.03	take_profit
06-05 13:57	BTC	Sell	63701.8→60833	+22.07	take_profit
06-05 13:45	BTC	Sell	63721.8→61822.1	+14.47	timeout
06-05 03:44	BTC	Sell	64428.8→62626.1	+13.48	timeout
06-04 03:32	BTC	Sell	62728.9→64336.4	-13.26	stop_loss
06-04 01:53	BTC	Sell	65154.7→62228.1	+22.01	take_profit
06-03 20:15	BTC	Sell	67348.6→65415.3	+13.97	timeout
06-03 17:45	BTC	Sell	67474.6→66101.3	+9.79	timeout
06-03 15:22	BTC	Sell	67690.6→66328.3	+9.70	timeout
06-02 13:58	BTC	Sell	71627.4→68757.4	+19.64	timeout
06-02 08:46	BTC	Sell	72756.4→69897.5	+19.33	timeout
06-02 02:07	BTC	Sell	73463.3→70160.5	+22.18	take_profit
05-31 18:52	BTC	Sell	73963.3→73583.7	+2.17	timeout
05-31 14:59	BTC	Sell	73887.3→73619.7	+1.38	timeout
05-30 12:04	BTC	Sell	73401.3→73570.7	-1.55	timeout
05-30 09:50	BTC	Sell	73710.3→73536.7	+0.76	timeout
05-30 07:48	BTC	Sell	73368.3→73487.7	-1.22	timeout
05-29 15:44	BTC	Sell	72930.4→73710.7	-5.75	timeout
05-29 13:27	BTC	Sell	73146.3→73004.7	+0.54	timeout

Paper vs Live

Paper (trades.jsonl)

closed

51%

win rate

+153.32

total pnl ($)

+40.1 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	76	51%	+40.1	+153.32

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 10:02	BTC	Sell	below_min_notional_skip

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…