deribit_basis_low_zscore_long

not live
22
closed trades
50%
win rate
-45.99
total pnl ($)
0.975
weight
7d window — n=5 wr=40% pnl=-27.74  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 22:26BTCBuy63274.2→63692.8+2.88timeout
06-20 19:51BTCBuy62929.1→63905.8+7.36timeout
06-18 15:40BTCBuy64345.2→62760.5-12.46stop_loss
06-17 22:03BTCBuy65570.3→63956.8-12.73stop_loss
06-17 08:38BTCBuy66661.3→65016.2-12.80stop_loss
06-15 15:47BTCBuy64242.2→67063.6+21.54take_profit
06-15 13:00BTCBuy63787.2→66591.7+21.55take_profit
06-14 19:31BTCBuy63637.2→63781.8+0.57timeout
06-13 13:43BTCBuy62833.1→64154.8+9.96timeout
06-12 13:02BTCBuy61485.1→63383.8+14.84timeout
06-09 16:39BTCBuy62322.1→60786.6-12.78stop_loss
06-09 14:19BTCBuy63273.2→61717-12.77stop_loss
06-09 09:26BTCBuy62603.1→62840.9+1.50timeout
06-07 22:15BTCBuy61198.1→63884.8+21.52take_profit
06-05 13:59BTCBuy62222.1→60691.6-12.75stop_loss
06-05 06:01BTCBuy63669.2→62101.8-12.70stop_loss
06-03 19:54BTCBuy67013.4→65364-12.79stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-01 15:25BTCBuy73326.7→71111.9-15.61stop_loss
06-01 15:25BTCBuy73837.7→71111.9-19.15stop_loss
05-31 10:46BTCBuy73575.7→73773.3+0.64timeout
05-30 10:29BTCBuy73395.7→73618.3+0.95timeout

Paper vs Live

Paper (trades.jsonl)
22
closed
50%
win rate
-45.99
total pnl ($)
-41.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2250%-41.3-45.99

Recent bounces (last 20 of 1)

timesymsidereason
06-22 01:26BTCBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems