deribit_basis_annualized_zscore_fade_long

not live
27
closed trades
41%
win rate
-77.03
total pnl ($)
1.000
weight
7d window — n=6 wr=33% pnl=-40.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:50BTCBuy59222→60176+7.70timeout
06-24 13:57BTCBuy62769.1→61219.3-12.79stop_loss
06-24 13:43BTCBuy63000.1→61445.2-12.79stop_loss
06-23 06:21BTCBuy64197.2→62611.5-12.83stop_loss
06-23 06:21BTCBuy64235.2→62636.5-12.96stop_loss
06-22 07:08BTCBuy63603.2→64051.8+3.04timeout
06-21 07:04BTCBuy62816.1→64223.8+10.76timeout
06-18 15:40BTCBuy64206.2→62627.5-12.61stop_loss
06-17 22:03BTCBuy65565.3→63952.8-12.73stop_loss
06-17 09:56BTCBuy66412.3→64779.4-12.83stop_loss
06-16 22:25BTCBuy65150.3→65703.7+3.62timeout
06-15 15:47BTCBuy64289.2→67112.6+21.54take_profit
06-14 19:43BTCBuy63685.2→63724.8-0.24timeout
06-13 17:51BTCBuy63481.2→63987.8+3.50timeout
06-12 15:13BTCBuy61646.1→64352.8+21.35take_profit
06-11 17:07BTCBuy61474.1→62485.9+7.66timeout
06-09 14:25BTCBuy62098.1→61790.9-2.94timeout
06-09 13:19BTCBuy63857.2→62285.7-12.73stop_loss
06-07 22:14BTCBuy60895→63568.8+21.52take_profit
06-05 18:52BTCBuy60875→59378.3-12.75stop_loss
06-05 02:30BTCBuy64149.2→62571.6-12.74stop_loss
06-03 23:08BTCBuy66018.3→64392.6-12.76stop_loss
06-03 03:29BTCBuy67694.4→66029.7-12.75stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
06-01 22:26BTCBuy73599.7→71240.8-16.66stop_loss
05-31 14:17BTCBuy72943.6→73669.3+4.51timeout
05-30 13:28BTCBuy73115.7→73749.3+3.71timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-77.03
total pnl ($)
-56.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-56.4-77.03

Recent bounces (last 20 of 2)

timesymsidereason
06-27 21:54BTCBuycircuit_breaker
06-27 21:53BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems