deribit_basis_low_z_mean_rev_long

not live
76
closed trades
53%
win rate
-71.38
total pnl ($)
1.225
weight
7d window — n=5 wr=60% pnl=-1.37  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-16 14:44BTCBuy66495.3→65647.7-6.91timeout
06-16 13:44BTCBuy66515.3→66093.7-3.70timeout
06-16 12:40BTCBuy66308.3→66589.7+1.59timeout
06-16 11:33BTCBuy66169.3→66392.7+1.17timeout
06-16 10:28BTCBuy65702.3→66616.7+6.48timeout
06-15 13:12BTCBuy64334.2→66598.7+17.17timeout
06-15 13:06BTCBuy63803.2→66604.7+21.52take_profit
06-15 12:08BTCBuy64466.2→66192.7+12.95timeout
06-15 11:03BTCBuy64464.2→65879.7+10.53timeout
06-15 10:00BTCBuy64566.2→65555.7+7.22timeout
06-14 19:09BTCBuy64134.2→63746.8-3.55timeout
06-14 12:48BTCBuy64096.2→64294.8+1.10timeout
06-14 11:45BTCBuy63883.2→64580.8+5.01timeout
06-14 10:41BTCBuy63806.2→64585.8+5.64timeout
06-14 09:38BTCBuy63778.2→64434.8+4.64timeout
06-13 18:51BTCBuy63801.2→64061.8+1.59timeout
06-13 12:03BTCBuy63736.2→63926.8+0.97timeout
06-13 11:02BTCBuy63770.2→63814.8-0.20timeout
06-13 09:54BTCBuy63776.2→63720.8-0.97timeout
06-13 08:52BTCBuy63428.2→63784.8+2.28timeout
06-12 17:59BTCBuy63499.2→63833.8+2.18timeout
06-12 11:53BTCBuy63151.2→63792.8+4.55timeout
06-12 10:43BTCBuy62910.1→63643.8+5.30timeout
06-12 09:36BTCBuy62904.1→63877.8+7.20timeout
06-12 08:35BTCBuy62919.1→63448.8+3.67timeout
06-11 17:03BTCBuy62292.1→62510.9+1.24timeout
06-11 11:21BTCBuy61150.1→63077.8+15.18timeout
06-11 10:19BTCBuy61171.1→62789.9+12.65timeout
06-11 09:16BTCBuy61034.1→62767.9+13.64timeout
06-11 08:15BTCBuy61610.1→62782.9+8.95timeout
06-10 16:39BTCBuy60818→62258.9+11.30timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 14:18BTCBuy63308.2→61750-12.76stop_loss
06-09 14:16BTCBuy63464.2→61900.9-12.77stop_loss
06-09 14:11BTCBuy63518.2→61954.9-12.76stop_loss
06-09 14:11BTCBuy63555.2→61991.9-12.75stop_loss
06-09 07:18BTCBuy63030.2→63326.8+1.85timeout
06-08 18:46BTCBuy62211.1→63466.8+9.58timeout
06-08 17:45BTCBuy62218.1→63372.8+8.72timeout
06-08 16:45BTCBuy62153.1→63618.8+11.26timeout
06-08 15:46BTCBuy61993.1→63785.8+13.95timeout
06-08 06:25BTCBuy61820.1→62974.9+8.88timeout
06-07 18:39BTCBuy60633→62171.9+12.29timeout
06-07 17:25BTCBuy60596→62221.9+12.96timeout
06-07 16:11BTCBuy60712→61999.9+10.05timeout
06-07 15:05BTCBuy60563→61689.9+8.84timeout
06-07 06:06BTCBuy61042.1→61618.9+4.32timeout
06-06 16:06BTCBuy60164→60836+5.16timeout
06-06 15:15BTCBuy60496→60547-0.03timeout
06-06 04:27BTCBuy61396.1→59869.1-12.89stop_loss
06-05 21:04BTCBuy59256→61857.9+21.50take_profit
06-05 18:52BTCBuy60757→59261.4-12.76stop_loss
06-05 18:52BTCBuy60763→59268.4-12.76stop_loss
06-05 18:43BTCBuy61288.1→59781.1-12.75stop_loss
06-05 14:06BTCBuy61951.1→60426.7-12.75stop_loss
06-05 14:01BTCBuy62149.1→60619.6-12.76stop_loss
06-05 13:56BTCBuy62492.1→60954.5-12.75stop_loss
06-05 13:49BTCBuy62897.1→61349.2-12.76stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 11:09BTCBuy62378.1→62309.9-1.04timeout
06-05 06:24BTCBuy62684.1→61139.4-12.76stop_loss
06-05 06:16BTCBuy63427.2→61867-12.69stop_loss
06-05 06:03BTCBuy63607.2→62041.9-12.70stop_loss
06-05 05:59BTCBuy63819.2→62247.7-12.72stop_loss
06-05 02:23BTCBuy62771.1→62836.9+0.08timeout
06-04 10:48BTCBuy63888.2→62316.7-12.73stop_loss
06-04 10:28BTCBuy64080.2→62503.6-12.73stop_loss
06-04 09:26BTCBuy64485.2→62896.4-12.76stop_loss
06-04 02:02BTCBuy63357.2→61799-12.75stop_loss
06-04 01:16BTCBuy64469.2→62883.4-12.75stop_loss
06-04 00:25BTCBuy65444.3→63834.9-12.74stop_loss
06-03 19:55BTCBuy66843.3→65166.1-13.03stop_loss
06-03 19:55BTCBuy66891.3→65244.1-12.78stop_loss
06-03 19:54BTCBuy67014.4→65364-12.78stop_loss
06-03 16:27BTCBuy67186.4→65533.9-12.77stop_loss
06-03 16:24BTCBuy67261.4→65606.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
76
closed
53%
win rate
-71.38
total pnl ($)
-18.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7653%-18.2-71.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems