x2032970_deribit_basis_zscore_fade_short · strategy

216

closed trades

49%

win rate

+207.11

total pnl ($)

2.159

weight

7d window — n=66 wr=48% pnl=+144.92 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 21:12	BTC	Sell	60343→60336	-0.43	timeout
06-27 20:42	BTC	Sell	60366→60243	+0.54	timeout
06-27 20:06	BTC	Sell	60419→60231	+1.08	timeout
06-27 19:24	BTC	Sell	60398→60376	-0.29	timeout
06-27 16:43	BTC	Sell	60352→60757	-3.80	timeout
06-27 08:53	BTC	Sell	59730→60474	-6.68	timeout
06-27 08:20	BTC	Sell	59753→60429	-6.10	timeout
06-27 07:48	BTC	Sell	59862→60472	-5.54	timeout
06-27 07:11	BTC	Sell	59930→60285	-3.41	timeout
06-26 20:37	BTC	Sell	60192→59598	+4.54	timeout
06-26 20:04	BTC	Sell	60348→59828	+3.92	timeout
06-26 19:31	BTC	Sell	60636→59962	+5.17	timeout
06-26 18:57	BTC	Sell	60233→59594	+4.91	timeout
06-26 16:02	BTC	Sell	59839→60359	-4.74	timeout
06-26 08:21	BTC	Sell	59589→60281	-6.29	timeout
06-26 07:28	BTC	Sell	59186→60643.3	-12.77	stop_loss
06-26 07:19	BTC	Sell	59190→60574	-12.14	timeout
06-26 06:20	BTC	Sell	59642→59831	-2.04	timeout
06-26 03:18	BTC	Sell	59245→58835.9	+2.97	timeout
06-25 14:33	BTC	Sell	58994.1→60450.2	-12.79	stop_loss
06-25 13:59	BTC	Sell	60721→58050.9	+21.50	take_profit
06-25 13:59	BTC	Sell	60719→58050.9	+21.48	take_profit
06-25 13:58	BTC	Sell	60852→58179.9	+21.47	take_profit
06-25 13:54	BTC	Sell	61196.9→58502.9	+21.56	take_profit
06-25 13:53	BTC	Sell	61573.9→58824.9	+21.85	take_profit
06-25 11:29	BTC	Sell	60915→61238.1	-3.09	timeout
06-25 04:49	BTC	Sell	60038→61029.1	-8.71	timeout
06-24 22:00	BTC	Sell	59759→61233.7	-12.81	stop_loss
06-24 20:48	BTC	Sell	59533→61001.5	-12.80	stop_loss
06-24 20:31	BTC	Sell	59433→60897.5	-12.79	stop_loss
06-24 20:31	BTC	Sell	59418→60890.5	-12.87	stop_loss
06-24 17:47	BTC	Sell	61835.9→59103	+21.62	take_profit
06-24 16:47	BTC	Sell	62744.9→59989	+21.45	take_profit
06-24 16:47	BTC	Sell	62758.9→59993	+21.50	take_profit
06-24 16:47	BTC	Sell	62810.9→60053	+21.42	take_profit
06-24 16:46	BTC	Sell	62896.9→60135	+21.47	take_profit
06-24 12:43	BTC	Sell	62941.9→62833.1	+0.42	timeout
06-24 05:16	BTC	Sell	62487.9→62803.1	-2.94	timeout
06-24 04:38	BTC	Sell	62568.9→62681.1	-1.31	timeout
06-24 02:19	BTC	Sell	62763.9→62768.1	-0.46	timeout
06-24 01:43	BTC	Sell	62346.9→62939.1	-5.19	timeout
06-24 00:10	BTC	Sell	62457.9→62842.1	-3.53	timeout
06-23 14:17	BTC	Sell	64117.8→62738.1	+10.26	timeout
06-23 13:41	BTC	Sell	64015.8→62282.1	+13.04	timeout
06-23 13:03	BTC	Sell	64166.8→62214.1	+14.69	timeout
06-23 12:32	BTC	Sell	63946.8→62391.1	+11.62	timeout
06-23 10:17	BTC	Sell	64286.8→62396.1	+14.15	timeout
06-23 02:09	BTC	Sell	65329.7→64071.2	+9.17	timeout
06-23 01:35	BTC	Sell	65204.7→64059.2	+8.32	timeout
06-23 00:41	BTC	Sell	65082.7→63997.2	+7.89	timeout
06-22 23:37	BTC	Sell	64705.8→64024.2	+4.82	timeout
06-22 20:41	BTC	Sell	64130.8→64489.2	-3.23	timeout
06-22 10:37	BTC	Sell	63597.8→64122.2	-4.53	timeout
06-22 10:04	BTC	Sell	63791.8→64156.2	-3.26	timeout
06-22 09:27	BTC	Sell	63674.8→64072.2	-3.53	timeout
06-22 06:09	BTC	Sell	63966.8→64247.2	-2.63	timeout
06-22 05:27	BTC	Sell	64108.8→64220.2	-1.31	timeout
06-21 21:43	BTC	Sell	64077.8→63863.2	+1.22	timeout
06-21 18:10	BTC	Sell	64170.8→63955.2	+1.19	timeout
06-21 16:45	BTC	Sell	64440.8→64084.2	+2.30	timeout
06-21 16:12	BTC	Sell	64352.8→64156.2	+1.08	timeout
06-21 15:36	BTC	Sell	64283.8→64165.2	+0.44	timeout
06-21 09:22	BTC	Sell	63910.8→63989.2	-0.99	timeout
06-21 05:39	BTC	Sell	63790.8→64346.2	-4.80	timeout
06-21 02:48	BTC	Sell	63913.8→64240.2	-3.00	timeout
06-21 02:13	BTC	Sell	63218.8→64223.2	-8.38	timeout
06-20 22:49	BTC	Sell	63625.8→64255.2	-5.39	timeout
06-20 20:16	BTC	Sell	63515.8→63939.2	-3.80	timeout
06-20 15:46	BTC	Sell	63435.8→64134.2	-5.92	timeout
06-20 14:09	BTC	Sell	63465.8→63222.2	+1.50	timeout
06-20 10:25	BTC	Sell	63265.8→63632.2	-3.31	timeout
06-20 09:54	BTC	Sell	63061.8→63696.2	-5.43	timeout
06-20 07:17	BTC	Sell	63024.8→63653.2	-5.43	timeout
06-19 22:33	BTC	Sell	62418.9→63237.2	-6.98	timeout
06-19 21:22	BTC	Sell	62336.9→63191.2	-7.28	timeout
06-19 20:14	BTC	Sell	62622.9→63045.2	-3.80	timeout
06-19 14:07	BTC	Sell	63037.8→63102.2	-1.01	timeout
06-19 12:33	BTC	Sell	62997.8→62479.1	+3.62	timeout
06-19 09:24	BTC	Sell	63002.8→62375.1	+4.45	timeout
06-19 08:53	BTC	Sell	63087.8→62641.1	+3.02	timeout
06-19 07:56	BTC	Sell	62932.9→62599.1	+2.04	timeout
06-19 01:39	BTC	Sell	64030.8→62877.1	+8.51	timeout
06-19 00:14	BTC	Sell	63970.8→62838.1	+8.38	timeout
06-18 19:36	BTC	Sell	64340.8→62810.1	+11.35	timeout
06-18 18:25	BTC	Sell	63899.8→62940.1	+6.92	timeout
06-18 17:15	BTC	Sell	63884.8→62462.1	+10.54	timeout
06-18 09:13	BTC	Sell	64288.8→64334.2	-0.79	timeout
06-18 08:37	BTC	Sell	64428.8→64524.2	-1.19	timeout
06-18 06:57	BTC	Sell	65604.7→64077.2	+11.20	timeout
06-18 06:03	BTC	Sell	65372.7→63969.2	+10.29	timeout
06-18 04:58	BTC	Sell	65874.7→63925.2	+14.36	timeout
06-17 19:43	BTC	Sell	65517.7→64178.2	+9.79	timeout
06-17 14:12	BTC	Sell	65837.7→65271.3	+3.86	timeout
06-17 13:41	BTC	Sell	65725.7→65207.3	+3.51	timeout
06-17 13:05	BTC	Sell	65766.7→65005.3	+5.37	timeout
06-17 12:33	BTC	Sell	65768.7→64748.2	+7.34	timeout
06-17 07:39	BTC	Sell	65600.7→65519.3	+0.18	timeout
06-16 20:10	BTC	Sell	66420.7→65640.3	+5.48	timeout
06-16 19:39	BTC	Sell	66341.7→65613.3	+5.08	timeout
06-16 19:03	BTC	Sell	66339.7→65668.3	+4.65	timeout

Paper vs Live

Paper (trades.jsonl)

216

closed

49%

win rate

+207.11

total pnl ($)

+19.1 bps

avg bps net

Live (dry_run=0)

closed

20%

win rate

-5.20

total pnl ($)

-31.9 bps

avg bps net

Live WR is 41% of paper WR (20% vs 49%)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	216	49%	+19.1	+207.11

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 21:39	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…