deribit_basis_annualized_zscore_reversion

not live
22
closed trades
50%
win rate
-57.47
total pnl ($)
1.149
weight
7d window — n=5 wr=40% pnl=-16.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:19BTCBuy59864→60606+5.74timeout
06-26 14:06BTCBuy59000.9→59848+6.68timeout
06-24 15:49BTCBuy61827.1→60304.8-12.75stop_loss
06-24 13:23BTCBuy62091.1→61702.9-3.58timeout
06-23 04:59BTCBuy65156.3→63550-12.79stop_loss
06-20 08:44BTCBuy62629.1→63416.8+5.73timeout
06-18 05:03BTCBuy65331.3→63717.9-12.81stop_loss
06-17 08:35BTCBuy66726.3→65085.2-12.72stop_loss
06-16 08:29BTCBuy65658.3→66513.7+6.12timeout
06-15 08:27BTCBuy64457.2→65669.7+8.95timeout
06-14 08:26BTCBuy63786.2→64445.8+4.70timeout
06-13 08:26BTCBuy63462.2→63778.8+1.94timeout
06-12 08:37BTCBuy62921.1→63390.8+3.21timeout
06-11 08:16BTCBuy61661.1→62772.9+8.42timeout
06-09 13:36BTCBuy63682.2→62106.8-12.81stop_loss
06-08 21:17BTCBuy61858.1→63714.8+14.52timeout
06-07 21:08BTCBuy60719→61736.9+7.95timeout
06-06 04:13BTCBuy61616.1→60099.9-12.76stop_loss
06-05 06:03BTCBuy63521.2→61951.9-12.78stop_loss
06-04 00:29BTCBuy65167.3→63565-12.74stop_loss
06-03 03:50BTCBuy67139.4→65473-12.86stop_loss
06-02 12:18BTCBuy70939.5→69192.9-12.81stop_loss

Paper vs Live

Paper (trades.jsonl)
22
closed
50%
win rate
-57.47
total pnl ($)
-51.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2250%-51.8-57.47

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems