deribit_basis_discount_zscore_long_v12

not live
73
closed trades
40%
win rate
-247.08
total pnl ($)
0.666
weight
7d window — n=16 wr=31% pnl=-98.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:15BTCBuy60359→59652-6.30timeout
06-28 20:14BTCBuy60258→59640-5.56timeout
06-28 19:11BTCBuy60576→59490-9.39timeout
06-26 18:33BTCBuy59520→59806+1.85timeout
06-26 17:34BTCBuy59496→60109+4.60timeout
06-26 16:30BTCBuy59464→60145+5.20timeout
06-26 15:27BTCBuy59310→60251+7.43timeout
06-26 14:24BTCBuy59282→59973+5.33timeout
06-25 13:58BTCBuy59562→58096-12.69stop_loss
06-25 13:58BTCBuy59664→58195-12.70stop_loss
06-25 13:57BTCBuy59735→58265.9-12.68stop_loss
06-25 13:53BTCBuy60483→58994.5-12.69stop_loss
06-25 13:48BTCBuy60747→59252.4-12.71stop_loss
06-24 17:20BTCBuy60966→59461.3-12.78stop_loss
06-24 16:51BTCBuy61123.1→59584.2-13.01stop_loss
06-24 13:47BTCBuy62823.1→61277.3-12.75stop_loss
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-16 19:23BTCBuy66513.3→65669.7-6.87timeout
06-16 18:05BTCBuy66781.3→66091.7-5.69timeout
06-16 15:43BTCBuy66847.3→65819.7-8.21timeout
06-16 08:06BTCBuy65720.3→66312.7+4.10timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 13:34BTCBuy64229.2→66755.7+19.24timeout
06-15 13:16BTCBuy63932.2→66739.7+21.53take_profit
06-15 11:05BTCBuy64453.2→65915.7+10.90timeout
06-15 07:00BTCBuy64265.2→65771.7+11.26timeout
06-15 03:34BTCBuy64507.2→65696.7+8.73timeout
06-14 13:49BTCBuy64160.2→64288.8+0.55timeout
06-14 12:43BTCBuy64001.2→64312.8+1.99timeout
06-13 09:34BTCBuy63894.2→63800.8-1.27timeout
06-13 07:55BTCBuy62998.1→63823.8+6.08timeout
06-12 17:41BTCBuy63287.2→63809.8+3.66timeout
06-12 14:22BTCBuy62824.1→63306.8+3.33timeout
06-12 11:03BTCBuy63171.2→63778.8+4.29timeout
06-11 12:40BTCBuy61682.1→62752.9+8.11timeout
06-11 11:37BTCBuy60990→63123.8+16.91timeout
06-11 10:34BTCBuy61374.1→62872.9+11.61timeout
06-11 09:29BTCBuy61190.1→62788.9+12.48timeout
06-11 08:16BTCBuy61626.1→62781.9+8.81timeout
06-09 14:21BTCBuy63170.2→61615.1-12.76stop_loss
06-09 13:36BTCBuy63776.2→62205.8-12.74stop_loss
06-09 13:33BTCBuy63425.2→62368.9-8.76timeout
06-09 12:30BTCBuy63164.2→62600.9-4.86timeout
06-09 00:48BTCBuy64010.2→62435.6-12.76stop_loss
06-08 22:53BTCBuy63084.2→63300.8+1.24timeout
06-07 22:14BTCBuy60671→63334.8+21.51take_profit
06-07 21:58BTCBuy60737→61748.9+7.90timeout
06-07 17:25BTCBuy60603→62240.9+13.07timeout
06-07 16:11BTCBuy60712→61999.9+10.03timeout
06-07 15:06BTCBuy60524→61681.9+9.10timeout
06-05 18:54BTCBuy60606→59115.5-12.75stop_loss
06-05 18:54BTCBuy60613→59122.5-12.76stop_loss
06-05 18:52BTCBuy60805→59309.4-12.76stop_loss
06-05 18:52BTCBuy60903→59405.3-12.75stop_loss
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 16:10BTCBuy61433.1→59922-12.71stop_loss
06-05 14:26BTCBuy61848.1→60326.8-12.75stop_loss
06-05 13:56BTCBuy62428.1→60892.5-12.75stop_loss
06-05 13:51BTCBuy62693.1→61150.4-12.76stop_loss
06-05 13:49BTCBuy63026.2→61476.2-12.75stop_loss
06-05 06:17BTCBuy63370.2→61810-12.76stop_loss
06-05 06:03BTCBuy63640.2→62068.8-12.75stop_loss
06-05 02:54BTCBuy63236.2→62632.9-5.18timeout
06-04 11:10BTCBuy63783.2→62214.8-12.73stop_loss
06-04 10:49BTCBuy63809.2→62239.8-12.72stop_loss
06-04 02:03BTCBuy63191.2→61637.1-12.75stop_loss
06-04 01:16BTCBuy64404.2→62820.4-12.74stop_loss
06-04 00:26BTCBuy65390.3→63781.9-12.75stop_loss
06-03 19:55BTCBuy66824.3→65166.1-12.89stop_loss
06-03 19:55BTCBuy66891.3→65244.1-12.78stop_loss
06-03 19:53BTCBuy67098.4→65448-12.77stop_loss
06-03 16:27BTCBuy67194.4→65541.9-12.76stop_loss
06-03 16:24BTCBuy67273.4→65618.9-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
73
closed
40%
win rate
-247.08
total pnl ($)
-67.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7340%-67.4-247.08

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems