deribit_basis_annualized_zscore_mean_rev_long_v2

not live
27
closed trades
41%
win rate
-77.83
total pnl ($)
1.038
weight
7d window — n=7 wr=43% pnl=-30.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60748→59244.4-12.80stop_loss
06-24 13:44BTCBuy62903.1→61356.2-12.74stop_loss
06-23 06:22BTCBuy64106.2→62526.6-12.78stop_loss
06-23 00:46BTCBuy63843.2→64096.8+1.56timeout
06-22 00:41BTCBuy64270.2→63948.8-2.97timeout
06-21 00:38BTCBuy63580.2→64279.8+5.01timeout
06-20 00:32BTCBuy63014.2→63601.8+4.17timeout
06-18 15:37BTCBuy64602.2→63008.3-12.76stop_loss
06-17 19:44BTCBuy65694.3→64077.7-12.78stop_loss
06-16 17:06BTCBuy66889.3→65722.7-9.28timeout
06-15 13:16BTCBuy63920.2→66727.7+21.53take_profit
06-14 16:58BTCBuy64002.2→63927.8-1.07timeout
06-13 16:57BTCBuy63924.2→63995.8+0.11timeout
06-12 16:47BTCBuy62597.1→63843.8+9.47timeout
06-11 16:46BTCBuy62170.1→62608.9+2.99timeout
06-10 16:40BTCBuy60791→62316.9+12.01timeout
06-09 13:23BTCBuy63812.2→62241.7-12.73stop_loss
06-08 14:05BTCBuy61773.1→63556.8+13.94timeout
06-07 13:59BTCBuy60782→61699.9+7.08timeout
06-05 18:52BTCBuy60941→59442.3-12.76stop_loss
06-05 03:06BTCBuy63920.2→62347.7-12.72stop_loss
06-03 23:10BTCBuy65968.3→64344.6-12.76stop_loss
06-02 23:03BTCBuy67825.4→66150.6-12.80stop_loss
06-02 07:02BTCBuy71534.6→69775.6-12.79stop_loss
05-31 14:59BTCBuy73895.7→73609.3-2.42timeout
05-30 10:45BTCBuy73568.7→73617.3-0.18timeout
05-29 10:32BTCBuy73385.7→73553.3+0.64timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-77.83
total pnl ($)
-57.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-57.2-77.83

Recent bounces (last 20 of 1)

timesymsidereason
06-26 01:10BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems