deribit_basis_annualized_zscore_mean_reversion_long_v3

not live
76
closed trades
43%
win rate
-212.18
total pnl ($)
0.758
weight
7d window — n=16 wr=44% pnl=-72.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 04:48BTCBuy60156→59776-3.62timeout
06-28 18:49BTCBuy60506→59480-8.91timeout
06-27 22:07BTCBuy59799→60092+2.06timeout
06-27 15:54BTCBuy60202→60740+4.02timeout
06-26 19:22BTCBuy59245→59872+4.72timeout
06-26 14:47BTCBuy59420→59630+1.27timeout
06-25 17:39BTCBuy59400→59672+1.87timeout
06-25 13:57BTCBuy59737→58267.9-12.68stop_loss
06-24 17:47BTCBuy60648→59154.4-12.75stop_loss
06-24 14:02BTCBuy62688.1→61145.4-12.75stop_loss
06-24 13:43BTCBuy63018.2→61467.2-12.76stop_loss
06-24 10:22BTCBuy62385.1→62505.9+0.47timeout
06-24 08:20BTCBuy62458.1→62638.9+0.95timeout
06-23 08:24BTCBuy63810.2→62240.8-12.74stop_loss
06-23 06:41BTCBuy64032.2→62940.9-9.00timeout
06-23 02:43BTCBuy64481.2→64188.8-2.72timeout
06-22 06:11BTCBuy64183.2→64215.8-0.21timeout
06-22 00:43BTCBuy64282.2→63898.8-3.45timeout
06-21 05:20BTCBuy63719.2→64197.8+3.31timeout
06-20 22:27BTCBuy63282.2→64193.8+6.75timeout
06-20 00:32BTCBuy63014.2→63616.8+4.30timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:56BTCBuy63963.2→62389.7-12.67stop_loss
06-18 15:51BTCBuy64093.2→62515.6-12.70stop_loss
06-18 10:37BTCBuy64892.2→63942.8-7.85timeout
06-18 08:39BTCBuy65029.3→64541.8-4.23timeout
06-17 07:53BTCBuy66881.3→65230.1-12.75stop_loss
06-17 06:58BTCBuy66434.3→65588.7-6.84timeout
06-16 07:53BTCBuy65723.3→66326.7+4.20timeout
06-16 05:49BTCBuy65753.3→66035.7+1.75timeout
06-15 02:59BTCBuy64473.2→65426.7+6.91timeout
06-14 21:51BTCBuy64442.2→65435.7+7.21timeout
06-13 21:35BTCBuy63503.2→64257.8+5.47timeout
06-13 19:40BTCBuy63688.2→64167.8+3.31timeout
06-12 20:31BTCBuy63353.2→63501.8+0.70timeout
06-12 18:27BTCBuy63407.2→63714.8+1.96timeout
06-11 19:32BTCBuy61213.1→63901.8+21.40take_profit
06-11 16:02BTCBuy62493.1→62716.9+1.19timeout
06-10 19:04BTCBuy61805.1→61833.9-0.28timeout
06-10 15:25BTCBuy61448.1→62316.9+6.57timeout
06-09 16:40BTCBuy62278.1→60734.6-12.86stop_loss
06-09 14:29BTCBuy63039.2→61489.2-12.75stop_loss
06-09 12:31BTCBuy63221.2→62613.9-5.20timeout
06-08 21:31BTCBuy61783.1→63606.8+14.27timeout
06-08 11:33BTCBuy62487.1→63586.8+8.33timeout
06-07 14:48BTCBuy60915→61821.9+6.98timeout
06-07 10:44BTCBuy60365→62316.9+15.73timeout
06-06 14:32BTCBuy60329→60894+4.24timeout
06-06 04:13BTCBuy61606.1→60090.9-12.75stop_loss
06-05 20:50BTCBuy59185→61784.9+21.51take_profit
06-05 18:51BTCBuy60995→59495.3-12.75stop_loss
06-05 15:39BTCBuy61604.1→60076.9-12.83stop_loss
06-05 13:49BTCBuy63031.2→61478.2-12.77stop_loss
06-05 06:22BTCBuy62835.1→61286.3-12.77stop_loss
06-05 06:17BTCBuy63420.2→61854-12.80stop_loss
06-05 02:30BTCBuy64117.2→62540.6-12.73stop_loss
06-05 01:23BTCBuy62634.1→63133.8+3.58timeout
06-04 09:27BTCBuy64377.2→62792.4-12.75stop_loss
06-04 00:29BTCBuy65015.3→63416.1-12.75stop_loss
06-03 19:55BTCBuy66811.3→65167.1-12.81stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.31timeout
06-02 19:33BTCBuy68161.4→66395.5-13.43stop_loss
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-02 02:04BTCBuy72307.6→70529.2-12.84stop_loss
06-01 22:26BTCBuy73411.7→71242.8-15.35stop_loss
06-01 03:39BTCBuy74112.7→73864.3-2.20timeout
05-31 18:50BTCBuy73997.7→73581.3-3.32timeout
05-31 14:58BTCBuy73895.7→73594.3-2.51timeout
05-30 21:08BTCBuy73703.7→73945.3+1.08timeout
05-30 17:18BTCBuy74185.7→73886.3-2.58timeout
05-30 12:09BTCBuy73339.7→73564.3+1.04timeout
05-30 07:52BTCBuy73397.7→73486.3+0.11timeout
05-29 19:13BTCBuy73453.7→73400.3-0.87timeout
05-29 15:46BTCBuy73035.7→73802.3+4.75timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout
05-29 10:56BTCBuy73417.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
43%
win rate
-212.18
total pnl ($)
-55.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7643%-55.4-212.18

Recent bounces (last 20 of 1)

timesymsidereason
06-29 11:39BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems