deribit_basis_annualized_zscore_long

not live
71
closed trades
38%
win rate
-257.05
total pnl ($)
0.921
weight
7d window — n=15 wr=47% pnl=-54.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:54BTCBuy60255→59629-5.62timeout
06-27 21:19BTCBuy59681→60333+5.08timeout
06-27 19:11BTCBuy59941→60570+4.82timeout
06-26 19:17BTCBuy59213→59926+5.47timeout
06-26 16:39BTCBuy59304→60176+6.81timeout
06-25 13:59BTCBuy59473→58010.1-12.66stop_loss
06-25 13:55BTCBuy59863→58390.9-12.65stop_loss
06-24 16:51BTCBuy61344.1→59832.1-12.75stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.74stop_loss
06-24 09:59BTCBuy62338.1→62675.9+2.25timeout
06-24 08:46BTCBuy62306.1→62745.9+3.07timeout
06-23 06:21BTCBuy64146.2→62555.6-12.69stop_loss
06-23 04:59BTCBuy65151.3→63546-12.78stop_loss
06-22 08:10BTCBuy64086.2→64214.8+0.45timeout
06-22 06:09BTCBuy64178.2→64206.8-0.32timeout
06-21 05:00BTCBuy63564.2→64247.8+4.93timeout
06-21 02:09BTCBuy63472.2→64212.8+5.40timeout
06-20 00:33BTCBuy62998.1→63627.8+4.54timeout
06-19 20:23BTCBuy63115.2→62953.9-1.78timeout
06-18 15:55BTCBuy63981.2→62407.7-12.70stop_loss
06-18 12:04BTCBuy64803.2→63963.8-6.92timeout
06-18 10:03BTCBuy64832.2→64147.8-5.80timeout
06-17 08:31BTCBuy66738.3→65094.2-12.83stop_loss
06-17 06:59BTCBuy66411.3→65592.7-6.60timeout
06-16 05:50BTCBuy65753.3→66047.7+1.87timeout
06-15 21:20BTCBuy64808.2→66496.7+12.53timeout
06-14 13:40BTCBuy64198.2→64253.8-0.02timeout
06-14 07:33BTCBuy63733.2→64296.8+3.86timeout
06-13 12:22BTCBuy63543.2→63906.8+2.33timeout
06-13 05:18BTCBuy63491.2→63530.8-0.12timeout
06-12 11:07BTCBuy63085.2→63806.8+5.20timeout
06-12 00:34BTCBuy61829.1→63643.8+14.10timeout
06-11 09:28BTCBuy61170.1→62782.9+12.61timeout
06-10 22:17BTCBuy62620.1→61080.4-12.75stop_loss
06-10 15:24BTCBuy61452.1→62275.9+6.20timeout
06-09 16:05BTCBuy62443.1→60903.5-12.87stop_loss
06-09 14:20BTCBuy63253.2→61695.1-12.77stop_loss
06-09 00:49BTCBuy63938.2→62365.7-12.76stop_loss
06-08 21:26BTCBuy61789.1→63702.8+15.00timeout
06-08 13:13BTCBuy61670.1→63910.8+17.68timeout
06-07 20:34BTCBuy60650→61778.9+8.89timeout
06-07 12:23BTCBuy60839→61960.9+8.76timeout
06-06 18:57BTCBuy59517→60608+8.77timeout
06-06 04:13BTCBuy61627.1→60109.9-12.77stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:37BTCBuy61425.1→59914-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:21BTCBuy63023.2→61473.2-12.74stop_loss
06-05 05:59BTCBuy63793.2→62215.8-12.77stop_loss
06-05 02:47BTCBuy63368.2→62694.9-5.72timeout
06-04 10:28BTCBuy64096.2→62517.6-12.74stop_loss
06-04 01:22BTCBuy64298.2→62716.5-12.75stop_loss
06-04 00:29BTCBuy65147.3→63545-12.74stop_loss
06-03 20:55BTCBuy66306.3→64649.4-12.99stop_loss
06-03 16:27BTCBuy67183.4→65530.9-12.77stop_loss
06-03 03:49BTCBuy67254.4→65599.9-12.75stop_loss
06-02 22:59BTCBuy68220.4→66266.5-14.77stop_loss
06-02 14:27BTCBuy69463.5→67754.7-12.76stop_loss
06-02 02:05BTCBuy72213.6→70426.2-12.91stop_loss
06-01 22:25BTCBuy73471.7→71106.9-16.67stop_loss
06-01 04:40BTCBuy74169.7→73439.3-5.40timeout
05-31 18:49BTCBuy74021.7→73573.3-3.53timeout
05-31 14:56BTCBuy73895.7→73660.3-2.06timeout
05-30 21:06BTCBuy73674.7→73946.3+1.28timeout
05-30 15:06BTCBuy73328.7→73857.3+3.00timeout
05-30 07:50BTCBuy73373.7→73501.3+0.38timeout
05-29 23:34BTCBuy73677.7→73326.3-2.86timeout
05-29 18:56BTCBuy73690.7→73363.3-2.73timeout
05-29 15:45BTCBuy73016.7→73794.3+4.83timeout
05-29 13:27BTCBuy73164.7→73005.3-1.56timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
38%
win rate
-257.05
total pnl ($)
-72.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7138%-72.0-257.05

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems