deribit_basis_annualized_zscore_reversion_v2

not live
29
closed trades
52%
win rate
-69.92
total pnl ($)
1.013
weight
7d window — n=7 wr=43% pnl=-32.80  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:58BTCBuy59817→58345.9-12.74stop_loss
06-29 23:52BTCBuy59653→60229+4.40timeout
06-28 17:42BTCBuy60590→59504-9.39timeout
06-27 15:10BTCBuy59918→60665+5.79timeout
06-26 15:03BTCBuy59091→59718+4.80timeout
06-24 17:20BTCBuy60975→59473.3-12.75stop_loss
06-24 14:19BTCBuy62442.1→60883.5-12.92stop_loss
06-23 05:23BTCBuy64995.2→63393.1-12.79stop_loss
06-22 14:54BTCBuy64056.2→64887.8+5.93timeout
06-21 14:50BTCBuy63848.2→64030.8+1.04timeout
06-20 08:48BTCBuy62645.1→63396.8+5.44timeout
06-18 15:37BTCBuy64507.2→62909.4-12.82stop_loss
06-18 08:35BTCBuy65164.3→64514.8-5.43timeout
06-16 08:28BTCBuy65633.3→66513.7+6.34timeout
06-15 08:27BTCBuy64452.2→65668.7+8.98timeout
06-14 08:26BTCBuy63786.2→64437.8+4.64timeout
06-13 08:26BTCBuy63452.2→63780.8+2.03timeout
06-12 08:22BTCBuy62828.1→63532.8+5.05timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-09 13:36BTCBuy63702.2→62120.8-12.85stop_loss
06-08 21:09BTCBuy61718.1→63762.8+16.08timeout
06-07 21:04BTCBuy60693→61708.9+7.94timeout
06-06 04:13BTCBuy61624.1→60107.9-12.76stop_loss
06-05 06:03BTCBuy63519.2→61956.9-12.72stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 03:50BTCBuy67223.4→65569.9-12.75stop_loss
06-02 12:17BTCBuy70967.5→69221.9-12.80stop_loss
05-31 15:24BTCBuy73851.7→73719.3-1.40timeout
05-30 07:47BTCBuy73373.7→73455.3+0.06timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
52%
win rate
-69.92
total pnl ($)
-47.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2952%-47.8-69.92

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:02BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems