deribit_basis_annualized_zscore_mean_rev_long

not live
27
closed trades
44%
win rate
-59.02
total pnl ($)
1.027
weight
7d window — n=6 wr=33% pnl=-35.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:15BTCBuy59469→60258+6.15timeout
06-25 13:46BTCBuy61220.1→59712.1-12.76stop_loss
06-24 13:44BTCBuy62910.1→61360.2-12.77stop_loss
06-23 08:17BTCBuy63952.2→62379.7-12.76stop_loss
06-22 23:49BTCBuy63322.2→63937.8+4.41timeout
06-21 23:44BTCBuy64297.2→63327.8-7.96timeout
06-20 23:40BTCBuy63305.2→64275.8+7.20timeout
06-19 23:37BTCBuy62873.1→63325.8+3.12timeout
06-18 15:38BTCBuy64401.2→62816.4-12.73stop_loss
06-17 19:42BTCBuy65738.3→64121.7-12.77stop_loss
06-16 23:35BTCBuy66176.3→65731.7-3.89timeout
06-15 15:47BTCBuy64369.2→67196.6+21.53take_profit
06-14 21:16BTCBuy64244.2→64421.8+0.91timeout
06-13 21:12BTCBuy63573.2→64238.8+4.76timeout
06-12 17:41BTCBuy63306.2→63809.8+3.51timeout
06-11 08:22BTCBuy61576.1→62800.9+9.36timeout
06-09 00:48BTCBuy64001.2→62425.6-12.75stop_loss
06-08 15:20BTCBuy61742.1→64074.8+18.39timeout
06-07 15:06BTCBuy60539→61659.9+8.80timeout
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 03:33BTCBuy67672.4→65998.7-12.82stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
05-31 16:55BTCBuy73896.7→73521.3-3.05timeout
05-30 14:27BTCBuy72521.6→73948.3+9.26timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-59.02
total pnl ($)
-43.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-43.2-59.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems