deribit_basis_annualized_zscore_extreme_long_v2

not live
5
closed trades
20%
win rate
-19.42
total pnl ($)
1.026
weight
7d window — n=5 wr=20% pnl=-19.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 08:33BTCBuy60197→59719-4.56timeout
06-29 07:18BTCBuy60117→60100-0.59timeout
06-29 06:16BTCBuy59790→60168+2.69timeout
06-29 05:09BTCBuy59992→59547-4.18timeout
06-29 02:13BTCBuy60323→58838.6-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
5
closed
20%
win rate
-19.42
total pnl ($)
-76.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC520%-76.9-19.42

Recent bounces (last 20 of 4)

timesymsidereason
06-29 17:03BTCBuycircuit_breaker
06-29 15:51BTCBuycircuit_breaker
06-29 11:38BTCBuycircuit_breaker
06-29 07:03BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems