basis_zscore_mean_reversion_long_v4

not live
21
closed trades
48%
win rate
-23.94
total pnl ($)
1.196
weight
7d window — n=6 wr=50% pnl=+1.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 02:05BTCBuy63463.2→64549.8+7.95timeout
06-21 01:30BTCBuy62908.1→64218.8+9.86timeout
06-18 15:37BTCBuy64556.2→62968.3-12.58stop_loss
06-17 19:44BTCBuy65692.3→64076.7-12.73stop_loss
06-17 10:35BTCBuy65697.3→64915.8-6.55timeout
06-16 10:26BTCBuy64580.2→66612.7+15.14timeout
06-15 09:58BTCBuy63732.2→65560.7+13.91timeout
06-14 09:50BTCBuy63824.2→64558.8+5.23timeout
06-13 10:06BTCBuy62847.1→63734.8+6.45timeout
06-12 08:23BTCBuy61559.1→63490.8+15.06timeout
06-09 15:17BTCBuy61813.1→61612.9-2.12timeout
06-09 00:31BTCBuy64143.2→62565.6-12.76stop_loss
06-07 22:14BTCBuy60582→63241.8+21.51take_profit
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 02:30BTCBuy64134.2→62555.6-12.75stop_loss
06-03 23:37BTCBuy65912.3→64291.6-12.75stop_loss
06-03 03:29BTCBuy67702.4→66037.7-12.75stop_loss
06-02 09:02BTCBuy71332.6→69577.7-12.81stop_loss
06-01 22:26BTCBuy73598.7→71293.8-16.30stop_loss
05-31 14:18BTCBuy72865.6→73581.3+4.44timeout
05-30 13:27BTCBuy73164.7→73749.3+3.37timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
48%
win rate
-23.94
total pnl ($)
-21.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2148%-21.6-23.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems