deribit_basis_annualized_zscore_reversion_long_v2

not live
78
closed trades
41%
win rate
-234.45
total pnl ($)
0.805
weight
7d window — n=16 wr=44% pnl=-51.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:47BTCBuy59243→59793+4.23timeout
06-29 22:14BTCBuy59612→60407+6.14timeout
06-28 20:53BTCBuy60256→59629-5.64timeout
06-28 18:48BTCBuy60503→59538-8.40timeout
06-27 19:40BTCBuy59937→60154+1.41timeout
06-27 15:50BTCBuy60337→60763+3.09timeout
06-26 19:18BTCBuy59202→59960+5.83timeout
06-26 14:51BTCBuy59691→59719-0.27timeout
06-25 17:50BTCBuy59366→59507+0.78timeout
06-25 13:53BTCBuy60452→58965.6-12.67stop_loss
06-24 16:51BTCBuy61268.1→59745.1-12.85stop_loss
06-24 14:02BTCBuy62688.1→61146.4-12.75stop_loss
06-24 13:43BTCBuy63055.2→61496.2-12.81stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-24 06:43BTCBuy62867.1→62789.9-1.12timeout
06-23 06:41BTCBuy64038.2→62908.9-9.30timeout
06-23 06:21BTCBuy64239.2→62652.5-12.83stop_loss
06-22 06:11BTCBuy64183.2→64234.8-0.07timeout
06-22 03:48BTCBuy64378.2→64119.8-2.53timeout
06-21 00:01BTCBuy63547.2→64247.8+5.05timeout
06-20 21:26BTCBuy63175.2→63934.8+5.57timeout
06-19 22:01BTCBuy62964.1→63054.8+0.23timeout
06-19 19:59BTCBuy62953.1→62978.9-0.28timeout
06-18 15:40BTCBuy64232.2→62649.5-12.73stop_loss
06-18 12:40BTCBuy64785.2→64161.8-5.25timeout
06-18 10:36BTCBuy64912.2→63999.8-7.55timeout
06-17 11:05BTCBuy66205.3→64577.5-12.81stop_loss
06-17 08:49BTCBuy66461.3→64827.3-12.82stop_loss
06-16 10:56BTCBuy65906.3→66504.7+4.00timeout
06-16 08:10BTCBuy65703.3→66369.7+4.63timeout
06-15 08:09BTCBuy64416.2→65678.7+9.34timeout
06-15 05:38BTCBuy64310.2→65694.7+10.30timeout
06-14 04:42BTCBuy63598.2→64388.8+5.80timeout
06-14 01:44BTCBuy63749.2→64565.8+5.97timeout
06-13 03:04BTCBuy63579.2→63661.8+0.19timeout
06-13 00:36BTCBuy63654.2→63547.8-1.37timeout
06-12 00:31BTCBuy61848.1→63557.8+13.26timeout
06-11 19:30BTCBuy61108.1→63791.8+21.40take_profit
06-10 22:16BTCBuy62622.1→61082.4-12.75stop_loss
06-10 16:12BTCBuy61068.1→62397.9+10.40timeout
06-10 14:19BTCBuy61819.1→61874.9-0.02timeout
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-09 12:26BTCBuy62989.1→62716.9-2.56timeout
06-09 05:53BTCBuy62635.1→63362.8+5.32timeout
06-08 07:26BTCBuy62224.1→63175.8+7.16timeout
06-08 05:26BTCBuy61901.1→62551.9+4.80timeout
06-07 06:09BTCBuy61045.1→61672.9+4.74timeout
06-07 04:09BTCBuy60362→61572.9+9.57timeout
06-06 04:20BTCBuy61466.1→59951-12.78stop_loss
06-05 18:52BTCBuy60753→59259.4-12.75stop_loss
06-05 18:52BTCBuy60767→59272.4-12.76stop_loss
06-05 15:39BTCBuy61641.1→60124.9-12.73stop_loss
06-05 13:49BTCBuy63031.2→61480.2-12.76stop_loss
06-05 06:23BTCBuy62760.1→61216.3-12.74stop_loss
06-05 06:16BTCBuy63480.2→61918.9-12.74stop_loss
06-05 03:11BTCBuy63839.2→62268.7-12.72stop_loss
06-05 02:22BTCBuy62722.1→62757.9-0.16timeout
06-04 09:29BTCBuy64330.2→62746.5-12.75stop_loss
06-04 00:54BTCBuy64565.2→62977.3-12.75stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 19:45BTCBuy66918.3→65792.7-8.93timeout
06-03 16:27BTCBuy67185.4→65531.9-12.78stop_loss
06-02 22:59BTCBuy67945.4→66264.5-12.82stop_loss
06-02 14:26BTCBuy69506.5→67796.7-12.76stop_loss
06-02 06:56BTCBuy71675.6→69911.5-12.86stop_loss
06-01 22:26BTCBuy73493.7→71239.8-15.91stop_loss
06-01 03:35BTCBuy74166.7→73915.3-2.22timeout
05-31 18:46BTCBuy74028.7→73591.3-3.48timeout
05-31 14:59BTCBuy73894.7→73569.3-2.67timeout
05-31 04:59BTCBuy73356.7→74172.3+5.05timeout
05-30 21:05BTCBuy73681.7→73945.3+1.23timeout
05-30 17:22BTCBuy74191.7→73964.3-2.09timeout
05-30 12:12BTCBuy73347.7→73564.3+0.98timeout
05-30 03:51BTCBuy73336.7→73542.3+0.91timeout
05-29 18:32BTCBuy73602.7→73796.3+0.76timeout
05-29 15:28BTCBuy72903.6→73689.3+4.89timeout
05-29 13:07BTCBuy73373.7→73204.3-1.63timeout
05-29 10:34BTCBuy73394.7→73546.3+0.53timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
41%
win rate
-234.45
total pnl ($)
-59.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7841%-59.6-234.45

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:50BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems