deribit_basis_annualized_zscore_mean_reversion_v4

not live
27
closed trades
41%
win rate
-86.06
total pnl ($)
0.938
weight
7d window — n=7 wr=14% pnl=-47.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59954→58479.8-12.76stop_loss
06-25 13:46BTCBuy61202.1→59667.2-12.96stop_loss
06-24 13:57BTCBuy62738.1→61195.3-12.74stop_loss
06-23 08:24BTCBuy63684.2→62116.8-12.75stop_loss
06-23 03:53BTCBuy64093.2→64031.8-0.93timeout
06-22 03:33BTCBuy64330.2→64246.8-1.17timeout
06-21 02:05BTCBuy63472.2→64214.8+5.36timeout
06-20 01:41BTCBuy62865.1→63543.8+4.94timeout
06-18 15:37BTCBuy64518.2→62931.4-12.54stop_loss
06-17 19:41BTCBuy65787.3→64169.7-12.75stop_loss
06-16 08:55BTCBuy65694.3→66936.7+9.00timeout
06-15 08:27BTCBuy64457.2→65668.7+8.96timeout
06-14 08:26BTCBuy63786.2→64444.8+4.69timeout
06-13 08:27BTCBuy63481.2→63778.8+1.79timeout
06-12 08:42BTCBuy62903.1→63362.8+3.13timeout
06-11 08:16BTCBuy61661.1→62769.9+8.40timeout
06-09 14:04BTCBuy63643.2→62072.8-12.79stop_loss
06-08 21:16BTCBuy61896.1→63714.8+14.20timeout
06-07 21:07BTCBuy60726→61728.9+7.83timeout
06-06 04:13BTCBuy61631.1→60109.9-12.80stop_loss
06-05 06:03BTCBuy63516.2→61945.9-12.78stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss
06-02 09:29BTCBuy71025.6→69274.9-12.81stop_loss
05-31 16:50BTCBuy73891.7→73430.3-3.63timeout
05-30 14:17BTCBuy72954.6→73899.3+5.90timeout
05-29 13:29BTCBuy73122.7→72993.4-1.36timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-86.06
total pnl ($)
-63.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-63.4-86.06

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems