deribit_basis_contrarian_zscore_long_v5

not live
78
closed trades
45%
win rate
-102.85
total pnl ($)
1.054
weight
7d window — n=17 wr=47% pnl=-32.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:47BTCBuy59670→60265+2.30timeout
06-27 16:29BTCBuy60036→60692+2.52timeout
06-26 19:22BTCBuy59232→59871+2.41timeout
06-26 14:45BTCBuy59449→59539+0.13timeout
06-25 17:41BTCBuy59414→59605+0.60timeout
06-25 13:53BTCBuy60369→58880.6-6.35stop_loss
06-24 16:51BTCBuy61218.1→59709.1-6.38stop_loss
06-24 14:13BTCBuy62670.1→61127.4-6.38stop_loss
06-24 14:02BTCBuy62709.1→61167.3-6.37stop_loss
06-24 08:20BTCBuy62441.1→62626.9+0.48timeout
06-24 07:31BTCBuy62987.1→62656.9-1.53timeout
06-23 06:21BTCBuy64144.2→62561.6-6.40stop_loss
06-23 06:21BTCBuy64321.2→62725.5-6.43stop_loss
06-23 01:19BTCBuy64116.2→64160.8-0.04timeout
06-22 19:50BTCBuy64191.2→64356.8+0.40timeout
06-22 00:37BTCBuy64259.2→63826.8-1.92timeout
06-21 19:42BTCBuy63913.2→64182.8+0.84timeout
06-20 22:27BTCBuy63282.2→64223.8+3.49timeout
06-20 18:50BTCBuy63026.2→63792.8+2.82timeout
06-19 19:57BTCBuy62932.1→63024.8+0.13timeout
06-19 17:32BTCBuy62666.1→62958.9+0.94timeout
06-18 15:40BTCBuy64317.2→62734.5-6.24stop_loss
06-18 15:37BTCBuy64546.2→62955.4-6.28stop_loss
06-17 22:03BTCBuy65473.3→63852.9-6.41stop_loss
06-17 19:50BTCBuy65675.3→64055.8-6.39stop_loss
06-17 03:23BTCBuy65715.3→65728.7-0.20timeout
06-17 00:28BTCBuy66245.3→65687.7-2.36timeout
06-16 02:05BTCBuy65515.3→66285.7+2.71timeout
06-15 23:03BTCBuy65339.3→66154.7+2.87timeout
06-15 01:03BTCBuy64489.2→65424.7+3.38timeout
06-14 21:50BTCBuy64474.2→65559.7+3.96timeout
06-14 00:55BTCBuy63607.2→64526.8+3.41timeout
06-13 20:44BTCBuy63507.2→64216.8+2.56timeout
06-12 23:29BTCBuy63354.2→63428.8+0.05timeout
06-12 20:18BTCBuy63507.2→63495.8-0.28timeout
06-11 22:36BTCBuy61291.1→63548.8+8.92timeout
06-11 19:42BTCBuy61981.1→63756.8+6.87timeout
06-10 21:58BTCBuy62663.1→61117.4-6.39stop_loss
06-10 16:09BTCBuy60912→62405.9+5.88timeout
06-10 15:08BTCBuy61567.1→61954.9+1.33timeout
06-09 14:29BTCBuy63060.2→61509.2-6.38stop_loss
06-09 14:19BTCBuy63279.2→61717-6.40stop_loss
06-08 23:28BTCBuy63191.2→63122.8-0.51timeout
06-08 22:05BTCBuy61821.1→63547.8+6.74timeout
06-07 22:15BTCBuy61483.1→64182.8+10.76take_profit
06-07 21:07BTCBuy60726→61728.9+3.91timeout
06-07 04:19BTCBuy60204→61600.9+5.58timeout
06-06 20:01BTCBuy60370→60589+0.72timeout
06-06 04:12BTCBuy61756.1→60232.9-6.39stop_loss
06-05 18:54BTCBuy60595→59104.5-6.38stop_loss
06-05 18:52BTCBuy60906→59408.3-6.38stop_loss
06-05 14:06BTCBuy61949.1→60425.7-6.37stop_loss
06-05 13:49BTCBuy62877.1→61331.3-6.37stop_loss
06-05 06:21BTCBuy63112.2→61560.1-6.37stop_loss
06-05 06:01BTCBuy63694.2→62125.8-6.36stop_loss
06-05 03:03BTCBuy63462.2→62527.9-3.88timeout
06-04 09:29BTCBuy64334.2→62752.5-6.37stop_loss
06-04 00:29BTCBuy65107.3→63506.1-6.37stop_loss
06-04 00:27BTCBuy65184.3→63581-6.37stop_loss
06-03 19:54BTCBuy67003.4→65354-6.39stop_loss
06-03 19:52BTCBuy67115.4→65465-6.39stop_loss
06-03 03:50BTCBuy67226.4→65564.9-6.41stop_loss
06-03 03:29BTCBuy67694.4→66029.7-6.38stop_loss
06-02 12:30BTCBuy70920.5→69175.9-6.41stop_loss
06-02 12:17BTCBuy70961.5→69215.9-6.40stop_loss
06-01 00:35BTCBuy73980.7→73863.3-0.62timeout
05-31 19:01BTCBuy74005.7→73595.3-1.65timeout
05-31 15:00BTCBuy73908.7→73585.3-1.33timeout
05-31 06:38BTCBuy73638.7→74044.3+1.13timeout
05-31 04:48BTCBuy73328.7→74130.3+2.48timeout
05-30 23:55BTCBuy73441.7→73819.3+1.03timeout
05-30 14:18BTCBuy72871.6→73949.3+3.41timeout
05-30 11:12BTCBuy73608.7→73597.3-0.29timeout
05-29 16:36BTCBuy73199.7→74009.3+2.51timeout
05-29 15:29BTCBuy72910.6→73693.3+2.44timeout
05-29 14:18BTCBuy73501.7→72846.4-2.49timeout
05-29 13:08BTCBuy73352.7→73154.3-0.91timeout
05-29 10:34BTCBuy73394.7→73574.3+0.36timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
45%
win rate
-102.85
total pnl ($)
-52.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7845%-52.5-102.85

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:46BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems