deribit_basis_discount_zscore_long_v14

not live
70
closed trades
41%
win rate
-114.85
total pnl ($)
1.108
weight
7d window — n=16 wr=50% pnl=-23.35  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:08BTCBuy59694→60327+2.46timeout
06-27 19:00BTCBuy59607→60525+3.64timeout
06-26 18:18BTCBuy59448→59979+1.95timeout
06-26 14:32BTCBuy59286→59925+2.44timeout
06-25 17:55BTCBuy59433→59549+0.28timeout
06-25 13:53BTCBuy60283→58736.7-6.60stop_loss
06-24 16:51BTCBuy61329.1→59749.1-6.65stop_loss
06-24 13:46BTCBuy62914.1→61304.3-6.62stop_loss
06-24 12:09BTCBuy62445.1→62855.9+1.42timeout
06-24 08:20BTCBuy62441.1→62626.9+0.48timeout
06-23 08:17BTCBuy63986.2→62340.7-6.66stop_loss
06-23 08:15BTCBuy64136.2→62492.6-6.64stop_loss
06-23 01:24BTCBuy64339.2→64165.8-0.88timeout
06-22 23:19BTCBuy63679.2→63912.8+0.69timeout
06-22 01:07BTCBuy64251.2→63971.8-1.34timeout
06-21 21:24BTCBuy63927.2→63650.8-1.31timeout
06-21 00:40BTCBuy63520.2→64254.8+2.64timeout
06-20 19:21BTCBuy63000.1→63861.8+3.20timeout
06-19 20:21BTCBuy63130.2→62968.9-0.88timeout
06-19 17:17BTCBuy62500.1→63029.8+1.89timeout
06-18 15:57BTCBuy63996.2→62348.7-6.63stop_loss
06-18 15:51BTCBuy64160.2→62518.6-6.58stop_loss
06-18 10:24BTCBuy64940.2→63886.8-4.33timeout
06-18 08:21BTCBuy65239.3→64531.8-2.95timeout
06-17 08:40BTCBuy66600.3→64895.3-6.62stop_loss
06-17 07:40BTCBuy66368.3→65453.7-3.68timeout
06-16 07:52BTCBuy65715.3→66321.7+2.12timeout
06-16 05:49BTCBuy65753.3→66034.7+0.87timeout
06-15 07:00BTCBuy64260.2→65739.7+5.52timeout
06-15 04:52BTCBuy64337.2→65647.7+4.85timeout
06-14 03:24BTCBuy63552.2→64508.8+3.55timeout
06-14 01:16BTCBuy63670.2→64636.8+3.59timeout
06-13 03:02BTCBuy63570.2→63654.8+0.10timeout
06-12 23:40BTCBuy63666.2→63553.8-0.69timeout
06-11 22:22BTCBuy61197.1→63547.8+9.31timeout
06-11 19:39BTCBuy62019.1→63669.8+6.36timeout
06-10 16:01BTCBuy61128.1→62491.9+5.36timeout
06-10 14:20BTCBuy61777.1→61884.9+0.20timeout
06-09 14:20BTCBuy63324.2→61702-6.63stop_loss
06-09 13:36BTCBuy63800.2→62165.8-6.63stop_loss
06-08 21:34BTCBuy61723.1→63643.8+7.54timeout
06-08 12:23BTCBuy61957.1→62922.9+3.67timeout
06-07 20:49BTCBuy60657→61800.9+4.50timeout
06-07 07:04BTCBuy60800→62117.9+5.21timeout
06-06 19:51BTCBuy60376→60600+0.73timeout
06-06 04:12BTCBuy61803.1→60220.9-6.63stop_loss
06-05 18:52BTCBuy60914→59355.3-6.63stop_loss
06-05 13:57BTCBuy62416.1→60818.5-6.62stop_loss
06-05 13:49BTCBuy63035.2→61419.2-6.64stop_loss
06-05 06:24BTCBuy62700.1→61074.4-6.70stop_loss
06-05 05:59BTCBuy63846.2→62210.8-6.61stop_loss
06-05 02:31BTCBuy63095.2→62725.9-1.68timeout
06-04 11:11BTCBuy63788.2→62155.8-6.61stop_loss
06-04 01:16BTCBuy64516.2→62865.4-6.62stop_loss
06-04 00:29BTCBuy65071.3→63406.1-6.62stop_loss
06-03 20:43BTCBuy66858.3→65147.2-6.64stop_loss
06-03 16:27BTCBuy67223.4→65502-6.64stop_loss
06-03 03:49BTCBuy67314.4→65591.9-6.62stop_loss
06-03 03:34BTCBuy67671.4→65927.7-6.67stop_loss
06-02 14:21BTCBuy69994.5→68203.5-6.63stop_loss
06-02 12:59BTCBuy70748.5→68937.1-6.66stop_loss
06-01 22:25BTCBuy73967.7→71211.8-9.61stop_loss
06-01 03:58BTCBuy74128.7→73709.3-1.67timeout
05-31 18:11BTCBuy73993.7→73653.3-1.41timeout
05-31 14:42BTCBuy74032.7→73623.3-1.62timeout
05-30 12:06BTCBuy73349.7→73563.3+0.47timeout
05-30 09:53BTCBuy73711.7→73572.3-0.71timeout
05-29 18:55BTCBuy73652.7→73274.3-1.53timeout
05-29 10:00BTCBuy73516.7→73693.3+0.34timeout
05-29 07:52BTCBuy73364.7→73389.3-0.16timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
41%
win rate
-114.85
total pnl ($)
-65.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7041%-65.4-114.85

Recent bounces (last 20 of 2)

timesymsidereason
06-28 01:37BTCBuycircuit_breaker
06-27 21:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems