deribit_basis_annualized_zscore_mean_reversion_long_v4

not live
43
closed trades
47%
win rate
-122.93
total pnl ($)
1.095
weight
7d window — n=7 wr=43% pnl=-20.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 23:45BTCBuy59717→60230+3.87timeout
06-28 19:58BTCBuy60142→59416-6.46timeout
06-27 18:51BTCBuy59633→60500+6.84timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:53BTCBuy60456→58965.6-12.69stop_loss
06-24 14:02BTCBuy62713.1→61160.3-12.83stop_loss
06-24 08:20BTCBuy62465.1→62638.9+0.87timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-22 22:22BTCBuy63721.2→64202.8+3.32timeout
06-21 21:25BTCBuy63955.2→63623.8-3.04timeout
06-20 17:44BTCBuy63066.2→63834.8+5.63timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:40BTCBuy64310.2→62725.5-12.74stop_loss
06-17 19:29BTCBuy65884.3→64261.6-12.77stop_loss
06-17 16:02BTCBuy65898.3→65796.7-1.16timeout
06-16 13:08BTCBuy66665.3→66130.7-4.54timeout
06-15 13:00BTCBuy63788.2→66590.7+21.53take_profit
06-14 18:27BTCBuy64148.2→63691.8-4.11timeout
06-13 16:08BTCBuy63721.2→64025.8+1.94timeout
06-12 15:46BTCBuy62628.1→63890.8+9.55timeout
06-11 14:50BTCBuy61870.1→62848.9+7.36timeout
06-10 14:20BTCBuy61777.1→61884.9+0.39timeout
06-09 13:36BTCBuy63761.2→62189.8-12.77stop_loss
06-08 20:48BTCBuy61794.1→63338.8+12.01timeout
06-07 15:22BTCBuy60551→61796.9+9.82timeout
06-06 14:27BTCBuy60394→60769+2.66timeout
06-05 13:49BTCBuy62798.1→61252.3-12.76stop_loss
06-05 06:03BTCBuy63612.2→62046.9-12.70stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 16:27BTCBuy67193.4→65540.9-12.77stop_loss
06-03 03:49BTCBuy67279.4→65623.9-12.76stop_loss
06-02 15:37BTCBuy68747.4→67053.1-12.78stop_loss
06-02 09:04BTCBuy71263.6→69510.7-12.80stop_loss
06-01 15:25BTCBuy73850.7→71111.9-19.10stop_loss
05-31 13:24BTCBuy73774.7→73959.3+0.70timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-30 11:40BTCBuy73473.7→73587.3+0.27timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 10:00BTCBuy73516.7→73693.3+0.67timeout
05-29 08:54BTCBuy73312.7→73656.3+1.85timeout
05-29 07:49BTCBuy73388.7→73375.3-0.57timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
47%
win rate
-122.93
total pnl ($)
-56.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4347%-56.7-122.93

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems