deribit_basis_annualized_zscore_mean_reversion_long_v7

not live
26
closed trades
46%
win rate
-73.55
total pnl ($)
0.949
weight
7d window — n=8 wr=38% pnl=-45.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy59983→58505.8-12.76stop_loss
06-25 13:46BTCBuy61072.1→59557.2-12.80stop_loss
06-24 14:02BTCBuy62688.1→61146.4-12.74stop_loss
06-23 08:24BTCBuy63662.2→62092.8-12.70stop_loss
06-23 06:22BTCBuy64105.2→62528.6-12.76stop_loss
06-22 21:24BTCBuy63927.2→64242.8+2.00timeout
06-21 19:44BTCBuy62994.1→64186.8+9.05timeout
06-20 19:57BTCBuy62932.1→63897.8+7.29timeout
06-18 15:17BTCBuy64883.2→63285.2-12.43stop_loss
06-17 19:29BTCBuy66096.3→64464.5-12.81stop_loss
06-17 08:55BTCBuy65694.3→64910.8-6.50timeout
06-16 08:27BTCBuy64457.2→66510.7+15.53timeout
06-15 08:26BTCBuy63786.2→65647.7+14.17timeout
06-14 08:27BTCBuy63481.2→64446.8+7.11timeout
06-13 08:42BTCBuy62903.1→63884.8+7.17timeout
06-12 08:16BTCBuy61661.1→63357.8+13.07timeout
06-09 21:15BTCBuy61977.1→62016.9+0.12timeout
06-09 14:04BTCBuy63643.2→62072.8-12.79stop_loss
06-07 22:14BTCBuy60726→63391.8+21.51take_profit
06-06 04:13BTCBuy61631.1→60114.9-12.76stop_loss
06-05 06:03BTCBuy63516.2→61945.9-12.78stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss
06-02 09:29BTCBuy71025.6→69274.9-12.81stop_loss
05-31 10:53BTCBuy73609.7→73818.3+0.69timeout
05-30 10:33BTCBuy73394.7→73602.3+0.86timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-73.55
total pnl ($)
-56.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-56.5-73.55

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems