deribit_basis_annualized_zscore_mean_reversion_long_v13

not live
24
closed trades
54%
win rate
-37.99
total pnl ($)
1.089
weight
7d window — n=7 wr=57% pnl=-22.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 12:56BTCBuy59228→60369+9.15timeout
06-25 13:46BTCBuy61208.1→59703.1-12.74stop_loss
06-24 13:45BTCBuy62876.1→61330.3-12.74stop_loss
06-24 08:25BTCBuy62289.1→62662.9+2.47timeout
06-23 06:21BTCBuy64239.2→62638.5-12.94stop_loss
06-22 08:17BTCBuy64068.2→64235.8+0.78timeout
06-21 08:16BTCBuy63522.2→64063.8+3.71timeout
06-20 05:41BTCBuy62581.1→63627.8+7.92timeout
06-18 15:57BTCBuy63944.2→62365.7-12.65stop_loss
06-17 19:40BTCBuy65824.3→64202.7-12.79stop_loss
06-17 02:03BTCBuy66316.3→65882.7-3.77timeout
06-16 02:02BTCBuy65462.3→66280.7+5.81timeout
06-15 01:59BTCBuy64567.2→65450.7+6.37timeout
06-14 01:56BTCBuy63785.2→64565.8+5.70timeout
06-13 02:18BTCBuy63578.2→63767.8+1.01timeout
06-11 19:30BTCBuy61171.1→63864.8+21.45take_profit
06-10 16:44BTCBuy61163.1→62210.9+8.05timeout
06-09 13:25BTCBuy63791.2→62221.8-12.74stop_loss
06-08 16:44BTCBuy62149.1→63634.8+11.40timeout
06-07 16:11BTCBuy60743→61978.9+9.66timeout
06-05 14:26BTCBuy61883.1→60360.8-12.75stop_loss
06-05 03:01BTCBuy64044.2→62468.6-12.72stop_loss
06-03 20:55BTCBuy66508.3→64872.3-12.76stop_loss
06-02 15:31BTCBuy68829.4→67121.1-12.86stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
54%
win rate
-37.99
total pnl ($)
-31.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2454%-31.2-37.99

Recent bounces (last 20 of 1)

timesymsidereason
06-27 12:58BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems