deribit_basis_annualized_zscore_mean_reversion_long

not live
21
closed trades
38%
win rate
-26.68
total pnl ($)
1.029
weight
7d window — n=5 wr=20% pnl=-20.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 07:47BTCBuy64200.2→64230.8-0.31timeout
06-21 02:05BTCBuy63480.2→64225.8+5.44timeout
06-18 15:53BTCBuy64004.2→62428.6-12.79stop_loss
06-18 11:09BTCBuy64667.2→64105.8-4.87timeout
06-16 17:12BTCBuy66811.3→65790.7-8.19timeout
06-15 13:16BTCBuy63908.2→66713.7+21.52take_profit
06-14 17:04BTCBuy63949.2→63987.8-0.21timeout
06-13 17:02BTCBuy63933.2→63964.8-0.21timeout
06-12 17:15BTCBuy62403.1→63855.8+11.15timeout
06-11 16:50BTCBuy61953.1→62572.9+4.49timeout
06-10 16:40BTCBuy60861→62319.9+11.46timeout
06-09 00:48BTCBuy64000.2→62426.6-12.75stop_loss
06-08 15:29BTCBuy61925.1→64006.8+16.31timeout
06-07 14:52BTCBuy60945→61903.9+7.40timeout
06-05 18:52BTCBuy60718→59224.4-12.76stop_loss
06-05 03:06BTCBuy63925.2→62349.7-12.74stop_loss
06-03 23:08BTCBuy66012.3→64388.6-12.75stop_loss
06-03 03:43BTCBuy67479.4→65816.8-12.77stop_loss
06-02 07:02BTCBuy71543.6→69784.6-12.79stop_loss
05-31 15:25BTCBuy73860.7→73722.3-1.42timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
38%
win rate
-26.68
total pnl ($)
-24.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2138%-24.7-26.68

Recent bounces (last 20 of 1)

timesymsidereason
06-22 08:36BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems