deribit_basis_discount_zscore_long_v8

not live
87
closed trades
41%
win rate
-248.88
total pnl ($)
0.656
weight
7d window — n=21 wr=33% pnl=-99.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 87 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:56BTCBuy60342→60322-0.66timeout
06-28 07:46BTCBuy60453→60196-2.61timeout
06-27 19:42BTCBuy59921→60154+1.54timeout
06-27 03:22BTCBuy58850.9→60242+11.36timeout
06-26 19:15BTCBuy59203→59942+5.67timeout
06-26 15:11BTCBuy59118→59852+5.71timeout
06-26 02:14BTCBuy60066→58587.8-12.75stop_loss
06-25 13:57BTCBuy59684→58216-12.69stop_loss
06-25 13:48BTCBuy60772→59275.4-12.74stop_loss
06-25 13:48BTCBuy60880→59379.3-12.75stop_loss
06-24 17:20BTCBuy60975→59475.3-12.73stop_loss
06-24 14:19BTCBuy62397.1→60847.5-12.87stop_loss
06-24 13:57BTCBuy62736.1→61193.3-12.74stop_loss
06-24 13:51BTCBuy62429.1→61572.9-7.30timeout
06-24 09:50BTCBuy62351.1→62648.9+1.86timeout
06-24 05:49BTCBuy63362.2→62910.9-4.07timeout
06-23 06:21BTCBuy64211.2→62631.5-12.78stop_loss
06-23 06:20BTCBuy64386.2→62802.4-12.77stop_loss
06-23 02:09BTCBuy64505.2→64061.8-3.86timeout
06-22 18:04BTCBuy63953.2→64665.8+5.07timeout
06-22 08:45BTCBuy63915.2→64252.8+2.14timeout
06-22 00:45BTCBuy64265.2→63879.8-3.46timeout
06-21 14:49BTCBuy63872.2→63997.8+0.60timeout
06-21 05:22BTCBuy63695.2→64198.8+3.51timeout
06-20 22:26BTCBuy63268.2→64147.8+6.50timeout
06-20 04:12BTCBuy62854.1→63385.8+3.79timeout
06-20 00:01BTCBuy62900.1→63540.8+4.65timeout
06-19 19:46BTCBuy62937.1→62979.9-0.14timeout
06-18 15:40BTCBuy64366.2→62783.5-12.50stop_loss
06-18 15:38BTCBuy64422.2→62837.4-12.64stop_loss
06-18 15:37BTCBuy64482.2→62894.4-12.46stop_loss
06-18 05:03BTCBuy65318.3→63707.9-12.79stop_loss
06-17 19:50BTCBuy65627.3→64011.8-12.77stop_loss
06-17 19:06BTCBuy65651.3→65410.7-2.35timeout
06-17 15:00BTCBuy65635.3→65100.7-4.53timeout
06-17 06:57BTCBuy66423.3→65575.7-6.86timeout
06-16 15:41BTCBuy66839.3→65849.7-7.93timeout
06-16 11:01BTCBuy65866.3→66491.7+4.25timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 06:36BTCBuy64266.2→65774.7+11.27timeout
06-15 02:35BTCBuy64521.2→65578.7+7.70timeout
06-14 22:32BTCBuy64504.2→65213.7+5.00timeout
06-14 06:10BTCBuy63569.2→64425.8+6.30timeout
06-14 01:50BTCBuy63776.2→64612.8+6.14timeout
06-13 19:42BTCBuy63681.2→64249.8+4.01timeout
06-13 05:21BTCBuy63470.2→63541.8+0.13timeout
06-12 20:55BTCBuy63371.2→63386.8-0.35timeout
06-12 11:03BTCBuy63178.2→63772.8+4.18timeout
06-11 21:57BTCBuy61250.1→63437.8+17.27timeout
06-11 16:24BTCBuy62237.1→62588.9+2.28timeout
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-10 19:49BTCBuy61807.1→61946.9+0.61timeout
06-10 15:48BTCBuy61235.1→62286.9+8.08timeout
06-09 14:47BTCBuy62675.1→61130.4-12.78stop_loss
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 11:45BTCBuy63632.2→62604.9-8.47timeout
06-09 07:21BTCBuy63130.2→63288.8+0.75timeout
06-09 03:22BTCBuy63320.2→62786.9-4.65timeout
06-08 09:38BTCBuy62526.1→63271.8+5.49timeout
06-08 05:29BTCBuy61726.1→62672.9+7.22timeout
06-07 22:15BTCBuy61505.1→64205.8+21.51take_profit
06-07 07:01BTCBuy60714→61986.9+10.08timeout
06-07 02:22BTCBuy60826→61250.9+2.96timeout
06-06 14:26BTCBuy60440→60799+2.53timeout
06-06 04:14BTCBuy61584.1→60067.9-12.76stop_loss
06-05 18:54BTCBuy60585→59095.5-12.74stop_loss
06-05 14:28BTCBuy61827.1→60291.8-12.86stop_loss
06-05 13:49BTCBuy62733.1→61189.3-12.76stop_loss
06-05 06:22BTCBuy62845.1→61298.3-12.70stop_loss
06-05 06:01BTCBuy63657.2→62090.8-12.69stop_loss
06-05 02:20BTCBuy62505.1→63010.8+3.60timeout
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 20:55BTCBuy66421.3→64784.4-12.81stop_loss
06-03 19:54BTCBuy66999.3→65352-12.80stop_loss
06-03 19:37BTCBuy66702.3→65726.7-7.83timeout
06-02 22:59BTCBuy67965.4→66241.5-13.14stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-02 09:29BTCBuy71025.6→69271.9-12.84stop_loss
06-01 22:25BTCBuy73687.7→71201.8-17.46stop_loss
05-31 15:23BTCBuy73868.7→73693.3-1.68timeout
05-31 04:55BTCBuy73328.7→74167.3+5.21timeout
05-30 16:33BTCBuy73947.7→73886.3-0.98timeout
05-30 11:01BTCBuy73581.7→73604.3-0.36timeout
05-30 06:35BTCBuy73678.7→73654.3-0.65timeout
05-29 23:34BTCBuy73677.7→73326.3-2.85timeout
05-29 18:50BTCBuy73616.7→73544.3-0.91timeout
05-29 13:27BTCBuy73164.7→73005.3-1.56timeout

Paper vs Live

Paper (trades.jsonl)
87
closed
41%
win rate
-248.88
total pnl ($)
-57.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8741%-57.0-248.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems