deribit_basis_annualized_zscore_mean_reversion_long_v9

not live
28
closed trades
39%
win rate
-71.68
total pnl ($)
0.902
weight
7d window — n=8 wr=25% pnl=-53.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59964→58488.8-12.76stop_loss
06-25 13:42BTCBuy61719.1→60198.9-12.75stop_loss
06-24 13:47BTCBuy62817.1→61270.3-12.76stop_loss
06-24 13:41BTCBuy63159.2→61602.1-12.77stop_loss
06-23 06:21BTCBuy64143.2→62565.6-12.78stop_loss
06-23 06:00BTCBuy64228.2→63332.8-7.49timeout
06-22 05:43BTCBuy63631.2→64241.8+4.32timeout
06-21 05:41BTCBuy62581.1→64298.8+13.27timeout
06-18 15:57BTCBuy63902.2→62315.7-12.73stop_loss
06-17 19:40BTCBuy65829.3→64209.7-12.77stop_loss
06-17 07:54BTCBuy66838.3→65194.1-12.79stop_loss
06-15 13:19BTCBuy64002.2→66812.7+21.54take_profit
06-15 13:16BTCBuy63931.2→66742.7+21.56take_profit
06-14 17:03BTCBuy63942.2→63942.8-0.57timeout
06-13 17:13BTCBuy62423.1→63937.8+11.68timeout
06-12 16:57BTCBuy62083.1→63900.8+14.11timeout
06-11 16:40BTCBuy60819→62664.9+14.61timeout
06-09 14:10BTCBuy61767.1→62095.9+2.22timeout
06-09 13:36BTCBuy63754.2→62183.8-12.75stop_loss
06-07 22:14BTCBuy60795→63463.8+21.51take_profit
06-05 18:44BTCBuy61102.1→59599.2-12.76stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-03 23:24BTCBuy65921.3→64297.6-12.76stop_loss
06-03 03:28BTCBuy67789.4→66120.6-12.76stop_loss
06-02 08:56BTCBuy71415.6→69659.7-12.80stop_loss
06-01 22:25BTCBuy73602.7→71199.8-16.96stop_loss
05-31 14:16BTCBuy72989.6→73627.3+3.89timeout
05-30 13:27BTCBuy73164.7→73749.3+3.38timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
39%
win rate
-71.68
total pnl ($)
-50.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2839%-50.7-71.68

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems