deribit_basis_annualized_zscore_mean_reversion_v5

not live
23
closed trades
43%
win rate
-71.35
total pnl ($)
0.969
weight
7d window — n=7 wr=29% pnl=-42.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:24BTCBuy59777→58303.9-12.77stop_loss
06-25 13:48BTCBuy60884→59386.3-12.73stop_loss
06-24 13:45BTCBuy62885.1→61330.3-12.81stop_loss
06-23 08:17BTCBuy63958.2→62369.7-12.89stop_loss
06-22 22:04BTCBuy63798.2→64331.8+3.72timeout
06-21 21:53BTCBuy63996.2→63811.8-1.89timeout
06-20 20:18BTCBuy63012.2→63920.8+6.79timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:17BTCBuy64840.2→63245.2-12.72stop_loss
06-17 13:36BTCBuy65992.3→65074.7-7.44timeout
06-16 08:26BTCBuy65651.3→66478.7+5.93timeout
06-15 08:25BTCBuy64453.2→65592.7+8.38timeout
06-14 08:24BTCBuy63743.2→64465.8+5.20timeout
06-13 08:24BTCBuy63491.2→63735.8+1.37timeout
06-12 08:20BTCBuy62786.1→63418.8+4.47timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-09 14:21BTCBuy63153.2→61596.1-12.78stop_loss
06-08 21:59BTCBuy61736.1→63759.8+15.90timeout
06-07 21:59BTCBuy60717→61747.9+8.06timeout
06-05 18:51BTCBuy61046.1→59544.2-12.76stop_loss
06-05 05:59BTCBuy63814.2→62209.8-12.98stop_loss
06-03 23:38BTCBuy65858.3→64230.7-12.81stop_loss
06-02 22:59BTCBuy68088.4→66225.6-14.13stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-71.35
total pnl ($)
-61.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-61.8-71.35

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems