basis_deribit_zscore_reversion_long

not live
66
closed trades
41%
win rate
-237.30
total pnl ($)
0.868
weight
7d window — n=14 wr=43% pnl=-59.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 66 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 18:10BTCBuy59517→60033+3.76timeout
06-26 15:53BTCBuy59328→60154+6.40timeout
06-25 13:58BTCBuy59631→58164-12.66stop_loss
06-25 13:53BTCBuy60406→58920.6-12.65stop_loss
06-24 16:51BTCBuy61299.1→59723.1-13.28stop_loss
06-24 13:46BTCBuy62855.1→61307.3-12.76stop_loss
06-24 09:18BTCBuy62437.1→62705.9+1.64timeout
06-24 07:32BTCBuy62907.1→62639.9-2.65timeout
06-23 06:21BTCBuy64125.2→62545.6-12.79stop_loss
06-23 06:20BTCBuy64435.2→62850.4-12.76stop_loss
06-22 18:29BTCBuy64013.2→64553.8+3.72timeout
06-22 06:11BTCBuy64179.2→64215.8-0.18timeout
06-21 15:57BTCBuy64103.2→64198.8+0.28timeout
06-21 05:53BTCBuy63613.2→64209.8+4.24timeout
06-19 18:19BTCBuy62853.1→63105.8+1.55timeout
06-19 16:23BTCBuy62725.1→63266.8+3.85timeout
06-18 15:56BTCBuy63959.2→62386.7-12.65stop_loss
06-18 15:37BTCBuy64552.2→62941.4-13.02stop_loss
06-18 09:34BTCBuy64989.2→64256.8-6.14timeout
06-17 22:03BTCBuy65524.3→63911.8-12.74stop_loss
06-17 08:49BTCBuy66459.3→64825.3-12.76stop_loss
06-17 06:57BTCBuy66418.3→65576.7-6.81timeout
06-16 10:57BTCBuy65880.3→66485.7+4.09timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 09:14BTCBuy64407.2→65662.7+9.31timeout
06-15 02:58BTCBuy64474.2→65424.7+6.88timeout
06-14 07:59BTCBuy63808.2→64404.8+4.13timeout
06-14 01:50BTCBuy63778.2→64611.8+6.12timeout
06-13 05:19BTCBuy63499.2→63533.8-0.16timeout
06-13 00:40BTCBuy63647.2→63596.8-0.93timeout
06-12 01:10BTCBuy61943.1→63498.8+11.98timeout
06-11 19:30BTCBuy61197.1→63883.8+21.39take_profit
06-10 19:05BTCBuy61885.1→61779.9-1.36timeout
06-10 16:05BTCBuy61008.1→62420.9+11.08timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 14:11BTCBuy63585.2→62020.9-12.76stop_loss
06-08 21:08BTCBuy61754.1→63693.8+15.22timeout
06-08 14:58BTCBuy61877.1→63963.8+16.37timeout
06-07 20:01BTCBuy60557→61266.9+5.45timeout
06-07 13:54BTCBuy60750→61740.9+7.68timeout
06-06 18:57BTCBuy59517→60608+8.77timeout
06-06 04:20BTCBuy61436.1→59919-12.80stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:37BTCBuy61425.1→59914-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:24BTCBuy62643.1→61102.4-12.74stop_loss
06-05 06:23BTCBuy62727.1→61174.3-12.77stop_loss
06-05 02:21BTCBuy62610.1→62889.9+1.79timeout
06-04 09:27BTCBuy64369.2→62786.5-12.74stop_loss
06-04 01:16BTCBuy64517.2→62929.4-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66451.3→64806.3-12.87stop_loss
06-03 19:44BTCBuy66886.3→65788.7-8.72timeout
06-03 03:43BTCBuy67418.4→65759.8-12.76stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 22:25BTCBuy73471.7→71201.8-16.02stop_loss
06-01 22:25BTCBuy73745.7→71201.8-17.84stop_loss
05-31 19:49BTCBuy74029.7→73488.3-4.10timeout
05-31 15:22BTCBuy73889.7→73692.3-1.83timeout
05-30 18:46BTCBuy73593.7→74048.3+2.53timeout
05-30 15:07BTCBuy73492.7→73857.3+1.88timeout
05-30 12:12BTCBuy73335.7→73564.3+1.06timeout
05-30 09:54BTCBuy73703.7→73575.3-1.35timeout
05-30 07:52BTCBuy73396.7→73486.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
66
closed
41%
win rate
-237.30
total pnl ($)
-71.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6641%-71.4-237.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems