deribit_basis_extreme_low_zscore_long

not live
86
closed trades
31%
win rate
-444.72
total pnl ($)
0.290
weight
7d window — n=20 wr=20% pnl=-161.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60332→58844.6-12.94stop_loss
06-28 22:41BTCBuy60576→59085.5-12.93stop_loss
06-28 19:47BTCBuy60755→59260.4-12.72stop_loss
06-28 19:41BTCBuy59903→59406-4.54timeout
06-27 18:32BTCBuy59536→60487+7.57timeout
06-27 16:12BTCBuy59666→60731+8.57timeout
06-27 14:24BTCBuy59305→60598+10.44timeout
06-26 17:39BTCBuy59400→59967+4.13timeout
06-25 13:57BTCBuy59737→58267.9-12.68stop_loss
06-25 13:48BTCBuy60961→59459.3-12.72stop_loss
06-25 13:46BTCBuy61072.1→59557.2-12.80stop_loss
06-24 17:47BTCBuy60648→59154.4-12.75stop_loss
06-24 14:19BTCBuy62447.1→60880.5-12.97stop_loss
06-24 14:19BTCBuy62385.1→60844.5-12.77stop_loss
06-24 14:19BTCBuy62434.1→60880.5-12.86stop_loss
06-24 13:46BTCBuy62865.1→61318.3-12.75stop_loss
06-23 08:17BTCBuy63955.2→62379.7-12.85stop_loss
06-23 06:22BTCBuy64092.2→62503.6-12.90stop_loss
06-23 06:21BTCBuy64241.2→62658.5-12.82stop_loss
06-23 06:10BTCBuy64178.2→63133.8-8.66timeout
06-21 05:02BTCBuy62567.1→64259.8+13.10timeout
06-21 02:39BTCBuy62899.1→64224.8+10.06timeout
06-21 00:35BTCBuy62993.1→64248.8+9.42timeout
06-20 20:23BTCBuy63109.2→63913.8+5.99timeout
06-18 15:57BTCBuy63877.2→62295.7-12.70stop_loss
06-18 15:53BTCBuy64063.2→62482.6-12.62stop_loss
06-18 15:36BTCBuy64649.2→63059.3-12.33stop_loss
06-18 15:17BTCBuy64930.2→63310.2-12.46stop_loss
06-17 19:40BTCBuy65809.3→64190.7-12.75stop_loss
06-17 19:29BTCBuy66081.3→64453.5-12.79stop_loss
06-17 11:02BTCBuy66304.3→64673.4-12.84stop_loss
06-17 08:44BTCBuy66526.3→64888.3-12.82stop_loss
06-17 04:00BTCBuy65865.3→65831.7-0.80timeout
06-16 00:56BTCBuy64532.2→66260.7+12.94timeout
06-15 22:33BTCBuy64503.2→66152.7+12.25timeout
06-15 15:47BTCBuy64175.2→66992.7+21.47take_profit
06-15 01:50BTCBuy63784.2→65564.7+13.44timeout
06-13 23:01BTCBuy63412.2→64435.8+7.57timeout
06-13 20:55BTCBuy63373.2→64260.8+6.51timeout
06-13 17:40BTCBuy63213.2→64076.8+6.35timeout
06-12 14:49BTCBuy61851.1→63448.8+12.31timeout
06-11 18:59BTCBuy61766.1→63426.8+12.74timeout
06-11 16:23BTCBuy60969→62631.9+12.98timeout
06-11 14:26BTCBuy61786.1→62909.9+8.44timeout
06-09 14:46BTCBuy62797.1→61252.3-12.76stop_loss
06-09 14:18BTCBuy63304.2→61747-12.76stop_loss
06-09 14:11BTCBuy63486.2→61923.9-12.75stop_loss
06-09 13:36BTCBuy63700.2→62116.8-12.87stop_loss
06-09 00:48BTCBuy64010.2→62435.6-12.76stop_loss
06-07 22:14BTCBuy60966→63644.8+21.53take_profit
06-07 22:14BTCBuy60714→63379.8+21.52take_profit
06-07 22:14BTCBuy60665→63328.8+21.52take_profit
06-07 22:14BTCBuy60606→63266.8+21.51take_profit
06-06 04:33BTCBuy61128.1→59623.2-12.76stop_loss
06-06 04:31BTCBuy61247.1→59741.1-12.75stop_loss
06-06 04:27BTCBuy61307.1→59799.1-12.75stop_loss
06-06 04:13BTCBuy61629.1→60112.9-12.76stop_loss
06-05 18:52BTCBuy60751→59257.4-12.75stop_loss
06-05 18:52BTCBuy60776→59280.4-12.76stop_loss
06-05 16:10BTCBuy61442.1→59929-12.73stop_loss
06-05 13:56BTCBuy62448.1→60909.5-12.77stop_loss
06-05 13:55BTCBuy62573.1→61034.4-12.75stop_loss
06-05 13:49BTCBuy63007.2→61456.2-12.76stop_loss
06-05 06:19BTCBuy63332.2→61775-12.66stop_loss
06-05 06:18BTCBuy63367.2→61803-12.79stop_loss
06-05 06:01BTCBuy63669.2→62101.8-12.70stop_loss
06-05 03:11BTCBuy63831.2→62261.7-12.71stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 01:22BTCBuy64273.2→62692.5-12.75stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66420.3→64779.4-12.85stop_loss
06-03 20:55BTCBuy66500.3→64865.3-12.80stop_loss
06-03 16:27BTCBuy67201.4→65546.9-12.79stop_loss
06-03 16:24BTCBuy67261.4→65605.9-12.77stop_loss
06-03 03:43BTCBuy67423.4→65764.8-12.75stop_loss
06-03 03:34BTCBuy67597.4→65928.7-12.80stop_loss
06-02 23:00BTCBuy67893.4→66222.6-12.76stop_loss
06-01 22:25BTCBuy73667.7→71211.8-17.30stop_loss
06-01 22:25BTCBuy73565.7→71211.8-16.65stop_loss
06-01 22:25BTCBuy74035.7→71211.8-19.77stop_loss
06-01 22:25BTCBuy74169.7→71211.8-20.65stop_loss
05-31 07:50BTCBuy73373.7→73846.3+2.47timeout
05-30 23:34BTCBuy73677.7→73773.3-0.03timeout
05-30 18:56BTCBuy73690.7→73990.3+1.36timeout
05-30 15:45BTCBuy73016.7→73831.3+4.90timeout
05-30 13:27BTCBuy73164.7→73748.3+3.37timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
31%
win rate
-444.72
total pnl ($)
-102.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8631%-102.8-444.72

Recent bounces (last 20 of 2)

timesymsidereason
06-29 01:51BTCBuycircuit_breaker
06-28 23:43BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems