deribit_basis_annualized_zscore_mean_reversion_long_v6

not live
73
closed trades
38%
win rate
-330.54
total pnl ($)
0.611
weight
7d window — n=17 wr=29% pnl=-107.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 02:13BTCBuy60325→58841.6-12.77stop_loss
06-28 21:12BTCBuy60337→59646-6.19timeout
06-28 07:34BTCBuy60421→60103-3.09timeout
06-27 20:52BTCBuy59743→60258+3.92timeout
06-27 03:45BTCBuy59493→60280+6.17timeout
06-26 19:49BTCBuy59236→59839+4.53timeout
06-26 02:24BTCBuy59766→58294.9-12.73stop_loss
06-25 13:59BTCBuy59554→58088-12.68stop_loss
06-25 13:53BTCBuy60479→58991.5-12.67stop_loss
06-24 16:51BTCBuy61130.1→59626.2-12.73stop_loss
06-24 15:56BTCBuy61815.1→60293.8-12.75stop_loss
06-24 13:57BTCBuy62762.1→61218.3-12.75stop_loss
06-24 08:24BTCBuy62215.1→62668.9+3.13timeout
06-24 07:33BTCBuy62888.1→62675.9-2.18timeout
06-23 06:21BTCBuy64146.2→62559.6-12.84stop_loss
06-23 06:21BTCBuy64221.2→62635.5-12.82stop_loss
06-22 08:32BTCBuy64003.2→64210.8+1.10timeout
06-22 07:27BTCBuy64165.2→64247.8+0.17timeout
06-21 03:48BTCBuy63434.2→64371.8+6.95timeout
06-21 02:05BTCBuy63472.2→64214.8+5.36timeout
06-19 21:27BTCBuy62924.1→63139.8+1.21timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:17BTCBuy64819.2→63203.2-12.60stop_loss
06-18 15:17BTCBuy64883.2→63285.2-12.43stop_loss
06-17 11:05BTCBuy66155.3→64525.5-12.84stop_loss
06-17 08:37BTCBuy66703.3→65063.2-12.78stop_loss
06-16 11:36BTCBuy66131.3→66333.7+0.99timeout
06-16 08:04BTCBuy65728.3→66331.7+4.17timeout
06-15 11:04BTCBuy64453.2→65882.7+10.64timeout
06-15 07:02BTCBuy64261.2→65678.7+10.56timeout
06-14 07:37BTCBuy63798.2→64301.8+3.49timeout
06-14 01:55BTCBuy63788.2→64602.8+5.96timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-12 20:59BTCBuy63373.2→63435.8+0.01timeout
06-12 07:07BTCBuy62632.1→63033.8+2.71timeout
06-11 19:30BTCBuy61185.1→63873.8+21.41take_profit
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 15:59BTCBuy61148.1→62592.9+11.31timeout
06-10 14:56BTCBuy61312.1→61820.9+3.66timeout
06-09 14:46BTCBuy62762.1→61216.3-12.77stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 00:48BTCBuy64007.2→62425.6-12.81stop_loss
06-08 23:00BTCBuy62913.1→63400.8+3.40timeout
06-08 06:32BTCBuy62025.1→63039.8+7.72timeout
06-07 15:36BTCBuy60722→62041.9+10.40timeout
06-07 06:07BTCBuy61034.1→61654.9+4.68timeout
06-06 14:31BTCBuy60414→60793+2.69timeout
06-06 04:27BTCBuy61290.1→59770.1-12.85stop_loss
06-05 18:52BTCBuy60930→59431.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 06:23BTCBuy62804.1→61246.3-12.85stop_loss
06-05 06:21BTCBuy63112.2→61560.1-12.74stop_loss
06-05 02:51BTCBuy63495.2→62743.9-6.32timeout
06-04 09:18BTCBuy64633.2→63040.3-12.77stop_loss
06-04 00:29BTCBuy64991.2→63393.1-12.74stop_loss
06-04 00:29BTCBuy65101.3→63500.1-12.75stop_loss
06-03 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 19:52BTCBuy67114.4→65464-12.78stop_loss
06-03 03:50BTCBuy67219.4→65563.9-12.77stop_loss
06-03 03:50BTCBuy67212.4→65555.9-12.78stop_loss
06-02 14:27BTCBuy69352.5→67639.8-12.80stop_loss
06-02 14:27BTCBuy69479.5→67763.7-12.80stop_loss
06-01 22:26BTCBuy73432.7→71240.8-15.50stop_loss
06-01 22:26BTCBuy73973.7→71240.8-19.07stop_loss
05-31 18:58BTCBuy74010.7→73611.3-3.22timeout
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-30 09:56BTCBuy73699.7→73567.3-1.37timeout
05-30 08:42BTCBuy73772.7→73493.3-2.39timeout
05-30 07:47BTCBuy73373.7→73455.3+0.06timeout
05-29 15:47BTCBuy73017.7→73708.3+4.23timeout
05-29 14:37BTCBuy72923.6→72775.4-1.59timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
38%
win rate
-330.54
total pnl ($)
-90.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7338%-90.3-330.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems