deribit_basis_annualized_zscore_compression_long_v2

not live
27
closed trades
33%
win rate
-147.16
total pnl ($)
0.956
weight
7d window — n=13 wr=38% pnl=-47.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 14:19BTCBuy62445.1→60888.5-15.48stop_loss
06-24 14:19BTCBuy62483.1→60943.5-15.30stop_loss
06-24 13:40BTCBuy62293.1→61767.9-5.59timeout
06-24 10:32BTCBuy62310.1→62543.9+1.66timeout
06-24 07:29BTCBuy62978.1→62637.9-3.86timeout
06-23 08:27BTCBuy63636.2→62070.8-15.29stop_loss
06-22 19:09BTCBuy64144.2→64306.8+0.92timeout
06-22 16:06BTCBuy64153.2→64678.8+4.39timeout
06-22 09:56BTCBuy64169.2→64106.8-1.23timeout
06-22 06:47BTCBuy64286.2→64010.8-3.13timeout
06-22 03:46BTCBuy64400.2→64115.8-3.27timeout
06-21 17:42BTCBuy63857.2→64062.8+1.49timeout
06-21 14:12BTCBuy63233.2→64017.8+6.99timeout
06-21 08:32BTCBuy63434.2→64016.8+4.80timeout
06-21 05:23BTCBuy63701.2→64232.8+4.47timeout
06-21 02:18BTCBuy63365.2→64205.8+7.39timeout
06-18 15:37BTCBuy64510.2→62874.4-15.51stop_loss
06-18 15:14BTCBuy65094.3→63493.1-14.94stop_loss
06-18 13:15BTCBuy65046.3→64331.8-7.12timeout
06-18 10:05BTCBuy64805.2→64097.8-7.20timeout
06-17 19:40BTCBuy65795.3→64175.7-15.32stop_loss
06-17 19:29BTCBuy65897.3→64257.6-15.47stop_loss
06-17 15:27BTCBuy65745.3→65281.7-4.73timeout
06-17 08:39BTCBuy66577.3→64925.3-15.46stop_loss
06-17 08:38BTCBuy66649.3→65001.2-15.42stop_loss
06-17 06:26BTCBuy66236.3→65743.7-5.03timeout
06-17 03:06BTCBuy65767.3→65841.7+0.09timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
33%
win rate
-147.16
total pnl ($)
-90.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2733%-90.9-147.16

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems