deribit_basis_zscore_spike_mr_short · strategy

closed trades

49%

win rate

-42.40

total pnl ($)

1.171

weight

7d window — n=19 wr=47% pnl=-8.77 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 49 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 13:03	SOL	Sell	75.2517→71.9608	+21.39	take_profit
06-29 17:15	SOL	Sell	73.6969→75.5481	-12.99	stop_loss
06-29 12:35	SOL	Sell	72.6231→74.4284	-12.87	stop_loss
06-29 12:12	SOL	Sell	71.8952→73.6809	-12.79	stop_loss
06-29 03:05	SOL	Sell	71.0523→72.8373	-12.98	stop_loss
06-28 20:50	SOL	Sell	71.2143→70.7636	+2.57	timeout
06-28 13:27	SOL	Sell	72.2892→71.6357	+4.22	timeout
06-28 08:40	SOL	Sell	70.4374→72.1859	-12.84	stop_loss
06-28 05:11	SOL	Sell	71.9172→70.5696	+8.78	timeout
06-27 19:10	SOL	Sell	73.237→71.8958	+8.72	timeout
06-26 13:55	SOL	Sell	68.7577→70.4658	-12.85	stop_loss
06-26 06:22	SOL	Sell	67.4309→69.1129	-12.89	stop_loss
06-26 06:22	SOL	Sell	67.2619→68.9428	-12.86	stop_loss
06-25 13:47	SOL	Sell	68.8967→65.8729	+21.49	take_profit
06-25 05:36	SOL	Sell	67.6219→69.301	-12.88	stop_loss
06-24 22:00	SOL	Sell	66.707→68.3654	-12.89	stop_loss
06-24 16:51	SOL	Sell	69.4066→66.37	+21.43	take_profit
06-24 16:47	SOL	Sell	69.9765→66.914	+21.44	take_profit
06-24 16:41	SOL	Sell	68.9677→67.5201	+10.05	timeout
06-23 08:15	SOL	Sell	71.9102→68.7663	+21.30	take_profit
06-23 06:18	SOL	Sell	73.513→70.2975	+21.27	take_profit
06-23 05:35	SOL	Sell	74.1709→70.9246	+21.21	take_profit
06-22 15:12	SOL	Sell	73.9799→73.601	+2.17	timeout
06-22 01:26	SOL	Sell	73.191→75.0107	-12.87	stop_loss
06-22 01:26	SOL	Sell	72.7831→74.5955	-12.90	stop_loss
06-21 22:45	SOL	Sell	73.6929→72.9089	+5.02	timeout
06-20 22:28	SOL	Sell	72.2002→73.9951	-12.78	stop_loss
06-20 15:20	SOL	Sell	70.9104→72.6752	-12.89	stop_loss
06-20 04:50	SOL	Sell	69.2896→71.0442	-13.10	stop_loss
06-20 04:43	SOL	Sell	69.1746→70.8961	-12.86	stop_loss
06-20 04:26	SOL	Sell	68.6887→70.3977	-12.81	stop_loss
06-19 22:59	SOL	Sell	69.5006→69.3764	+0.35	timeout
06-19 15:15	SOL	Sell	70.5654→69.2094	+9.08	timeout
06-19 04:56	SOL	Sell	71.3143→68.1962	+21.51	take_profit
06-18 15:54	SOL	Sell	71.7402→68.6023	+21.53	take_profit
06-18 07:04	SOL	Sell	73.194→71.2797	+12.50	timeout
06-17 23:00	SOL	Sell	73.7919→71.6707	+13.87	timeout
06-17 16:27	SOL	Sell	72.4991→74.2993	-12.86	stop_loss
06-17 14:51	SOL	Sell	72.9891→72.2908	+4.19	timeout
06-17 06:42	SOL	Sell	74.0119→73.284	+4.45	timeout
06-16 22:25	SOL	Sell	73.9289→73.7141	+1.01	timeout
06-15 16:10	SOL	Sell	73.7859→75.6371	-13.00	stop_loss
06-15 11:20	SOL	Sell	70.8984→72.6792	-13.02	stop_loss
06-14 21:40	SOL	Sell	68.4987→70.2016	-13.01	stop_loss
06-14 21:30	SOL	Sell	67.8398→69.5452	-13.02	stop_loss
06-14 21:25	SOL	Sell	67.7618→69.4451	-12.95	stop_loss
06-14 20:53	SOL	Sell	68.1118→67.8942	+0.87	timeout
06-13 21:47	SOL	Sell	67.8778→69.5712	-12.98	stop_loss
06-13 15:13	SOL	Sell	66.857→68.5185	-12.91	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

-42.40

total pnl ($)

-17.0 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 ($)
SOL	49	49%	-17.0	-42.40

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…