basis_zscore_mean_reversion_long_v2

not live
69
closed trades
39%
win rate
-261.31
total pnl ($)
1.051
weight
7d window — n=17 wr=47% pnl=-5.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 05:48BTCBuy63591.2→64200.8+4.31timeout
06-20 21:00BTCBuy63071.2→63892.8+6.09timeout
06-20 19:57BTCBuy62931.1→63896.8+7.29timeout
06-20 17:17BTCBuy62502.1→63892.8+10.61timeout
06-20 05:03BTCBuy63755.2→63544.8-2.08timeout
06-18 15:37BTCBuy64435.2→62847.4-12.74stop_loss
06-18 15:37BTCBuy64485.2→62892.4-12.78stop_loss
06-18 15:17BTCBuy64966.2→63360.1-12.79stop_loss
06-18 04:11BTCBuy65421.3→63808.9-12.79stop_loss
06-17 19:38BTCBuy65845.3→64225.7-12.81stop_loss
06-17 19:29BTCBuy66073.3→64442.5-12.86stop_loss
06-17 08:31BTCBuy66806.3→65161.1-12.75stop_loss
06-17 07:54BTCBuy66839.3→65194.1-12.80stop_loss
06-16 01:05BTCBuy64517.2→66288.7+13.34timeout
06-15 21:51BTCBuy64455.2→66398.7+14.51timeout
06-15 16:10BTCBuy64449.2→67278.6+21.50take_profit
06-15 15:59BTCBuy64426.2→67256.6+21.58take_profit
06-14 08:25BTCBuy63467.2→64460.8+7.33timeout
06-14 00:38BTCBuy63672.2→64530.8+6.29timeout
06-13 17:39BTCBuy63214.2→64063.8+6.23timeout
06-13 15:25BTCBuy62701.1→64275.8+12.05timeout
06-12 08:15BTCBuy61601.1→63260.8+12.89timeout
06-11 16:16BTCBuy60977→62790.9+14.22timeout
06-11 15:15BTCBuy61666.1→62656.9+7.39timeout
06-11 14:23BTCBuy61734.1→62895.9+8.76timeout
06-09 16:39BTCBuy62296.1→60761.6-12.78stop_loss
06-09 14:30BTCBuy62991.1→61433.2-12.86stop_loss
06-09 14:21BTCBuy63191.2→61635.1-12.79stop_loss
06-09 13:34BTCBuy61835.1→62314.9+3.44timeout
06-09 12:25BTCBuy61922.1→62696.9+5.89timeout
06-07 22:14BTCBuy60937→63613.8+21.53take_profit
06-07 22:14BTCBuy60391→63042.8+21.52take_profit
06-07 08:48BTCBuy60235→62884.9+21.59take_profit
06-07 06:36BTCBuy59616→62232.9+21.57take_profit
06-06 04:32BTCBuy61186.1→59681.2-12.75stop_loss
06-06 04:12BTCBuy61742.1→60223.9-12.75stop_loss
06-05 18:52BTCBuy60701→59208.4-12.75stop_loss
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 15:39BTCBuy61595.1→60069.9-12.82stop_loss
06-05 13:55BTCBuy62564.1→61023.4-12.76stop_loss
06-05 13:51BTCBuy62640.1→61093.4-12.80stop_loss
06-05 13:49BTCBuy62743.1→61197.3-12.77stop_loss
06-05 06:24BTCBuy62655.1→61108.4-12.71stop_loss
06-05 06:21BTCBuy63082.2→61512.2-12.89stop_loss
06-05 06:16BTCBuy63476.2→61913.9-12.68stop_loss
06-05 05:59BTCBuy63825.2→62255.7-12.71stop_loss
06-05 03:11BTCBuy63842.2→62271.7-12.72stop_loss
06-04 09:27BTCBuy64371.2→62786.5-12.76stop_loss
06-04 09:27BTCBuy64390.2→62803.4-12.77stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-04 00:26BTCBuy65207.3→63604-12.74stop_loss
06-04 00:24BTCBuy65551.3→63938.8-12.75stop_loss
06-03 19:55BTCBuy66838.3→65166.1-12.99stop_loss
06-03 19:54BTCBuy67009.4→65358-12.79stop_loss
06-03 16:27BTCBuy67191.4→65537.9-12.78stop_loss
06-03 16:27BTCBuy67200.4→65547.9-12.76stop_loss
06-03 03:49BTCBuy67278.4→65621.9-12.77stop_loss
06-03 03:43BTCBuy67377.4→65720.8-12.75stop_loss
06-03 03:43BTCBuy67474.4→65811.8-12.78stop_loss
06-02 22:59BTCBuy67990.4→66241.5-13.32stop_loss
06-01 22:25BTCBuy73634.7→71210.8-17.10stop_loss
06-01 22:25BTCBuy73565.7→71210.8-16.66stop_loss
06-01 22:25BTCBuy73871.7→71210.8-18.70stop_loss
06-01 22:25BTCBuy73850.7→71210.8-18.61stop_loss
05-30 16:38BTCBuy73202.7→73933.3+4.31timeout
05-30 15:30BTCBuy72956.6→73904.3+5.74timeout
05-30 14:17BTCBuy73456.7→73899.3+2.42timeout
05-30 13:07BTCBuy73373.7→73728.3+1.86timeout
05-30 10:35BTCBuy73390.7→73602.3+0.88timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
39%
win rate
-261.31
total pnl ($)
-75.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6939%-75.0-261.31

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems