basis_zscore_mean_reversion_long_v5

not live
78
closed trades
33%
win rate
-361.25
total pnl ($)
0.454
weight
7d window — n=18 wr=28% pnl=-87.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 06:59BTCBuy62892.1→64259.8+10.43timeout
06-21 04:59BTCBuy62423.1→64241.8+14.14timeout
06-21 02:40BTCBuy62899.1→64213.8+9.98timeout
06-21 00:32BTCBuy63013.2→64221.8+9.11timeout
06-20 20:22BTCBuy63109.2→63918.8+6.03timeout
06-18 15:57BTCBuy63859.2→62277.7-12.68stop_loss
06-18 15:40BTCBuy64254.2→62666.5-12.51stop_loss
06-18 15:38BTCBuy64398.2→62807.4-12.68stop_loss
06-18 15:17BTCBuy64841.2→63246.2-12.70stop_loss
06-18 15:17BTCBuy64957.2→63360.1-12.69stop_loss
06-18 05:04BTCBuy65306.3→63696.9-12.79stop_loss
06-18 04:11BTCBuy65415.3→63803.9-12.78stop_loss
06-17 19:41BTCBuy65744.3→64127.7-12.75stop_loss
06-17 10:11BTCBuy65699.3→64836.8-7.20timeout
06-17 08:45BTCBuy66486.3→64851.3-12.76stop_loss
06-17 08:44BTCBuy66501.3→64864.3-12.78stop_loss
06-17 08:07BTCBuy65716.3→65414.7-2.67timeout
06-17 06:04BTCBuy65796.3→65808.7-0.42timeout
06-15 15:47BTCBuy64223.2→67063.6+21.70take_profit
06-15 15:46BTCBuy64149.2→66965.7+21.54take_profit
06-15 09:44BTCBuy63787.2→65543.7+13.36timeout
06-15 07:34BTCBuy63735.2→65740.7+15.25timeout
06-15 04:41BTCBuy63583.2→65645.7+15.71timeout
06-13 17:39BTCBuy63203.2→64078.8+6.44timeout
06-13 13:59BTCBuy63039.2→64080.8+7.71timeout
06-13 09:16BTCBuy62780.1→63789.8+7.40timeout
06-13 07:10BTCBuy62646.1→63677.8+7.77timeout
06-13 02:02BTCBuy62202.1→63787.8+12.30timeout
06-11 15:12BTCBuy61541.1→62748.9+9.17timeout
06-09 14:46BTCBuy62774.1→61227.3-12.78stop_loss
06-09 14:29BTCBuy63074.2→61521.1-12.77stop_loss
06-09 14:21BTCBuy63156.2→61603.1-12.75stop_loss
06-09 14:11BTCBuy63496.2→61930.9-12.78stop_loss
06-09 14:04BTCBuy63660.2→62094.8-12.74stop_loss
06-09 00:49BTCBuy63968.2→62393.7-12.77stop_loss
06-07 22:14BTCBuy60966→63644.8+21.53take_profit
06-07 22:14BTCBuy60723→63388.8+21.51take_profit
06-07 22:14BTCBuy60711→63377.8+21.53take_profit
06-07 22:14BTCBuy60675→63339.8+21.52take_profit
06-07 22:14BTCBuy60552→63211.8+21.52take_profit
06-06 04:33BTCBuy61128.1→59623.2-12.76stop_loss
06-06 04:31BTCBuy61247.1→59741.1-12.75stop_loss
06-06 04:27BTCBuy61304.1→59796.1-12.75stop_loss
06-06 04:12BTCBuy61673.1→60154.9-12.76stop_loss
06-05 18:52BTCBuy60776→59280.4-12.76stop_loss
06-05 18:52BTCBuy60784→59289.4-12.75stop_loss
06-05 16:10BTCBuy61442.1→59929-12.73stop_loss
06-05 13:56BTCBuy62448.1→60907.5-12.79stop_loss
06-05 13:56BTCBuy62505.1→60966.5-12.77stop_loss
06-05 13:55BTCBuy62573.1→61034.4-12.75stop_loss
06-05 13:49BTCBuy63007.2→61456.2-12.76stop_loss
06-05 06:17BTCBuy63378.2→61817-12.76stop_loss
06-04 11:10BTCBuy63737.2→62169.8-12.73stop_loss
06-04 10:49BTCBuy63812.2→62242.7-12.72stop_loss
06-04 01:16BTCBuy64471.2→62885.4-12.75stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 20:55BTCBuy66448.3→64814.3-12.79stop_loss
06-03 19:55BTCBuy66886.3→65241.1-12.82stop_loss
06-03 19:54BTCBuy66999.3→65352-12.80stop_loss
06-03 16:27BTCBuy67183.4→65529.9-12.78stop_loss
06-03 16:24BTCBuy67314.4→65658.9-12.76stop_loss
06-03 03:50BTCBuy67037.4→65381-12.81stop_loss
06-03 03:43BTCBuy67499.4→65838.8-12.76stop_loss
06-02 22:59BTCBuy67965.4→66248.5-13.08stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss
06-02 14:08BTCBuy70231.5→68503.3-12.77stop_loss
06-02 12:33BTCBuy70854.5→69112-12.80stop_loss
06-02 12:31BTCBuy70899.5→69149.9-12.86stop_loss
06-01 15:25BTCBuy73555.7→71111.9-17.22stop_loss
06-01 15:25BTCBuy73880.7→71111.9-19.36stop_loss
06-01 15:25BTCBuy74035.7→71111.9-20.41stop_loss
06-01 15:25BTCBuy74174.7→71111.9-21.31stop_loss
06-01 15:25BTCBuy73970.7→71111.9-20.05stop_loss
05-31 07:51BTCBuy73380.7→73846.3+2.42timeout
05-30 23:36BTCBuy73649.7→73773.3+0.16timeout
05-30 18:47BTCBuy73626.7→74011.3+1.94timeout
05-30 15:46BTCBuy73040.7→73863.3+4.91timeout
05-30 13:26BTCBuy73090.7→73748.3+3.88timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
33%
win rate
-361.25
total pnl ($)
-92.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7833%-92.0-361.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems