deribit_basis_low_zscore_mean_reversion_long_v2

not live
27
closed trades
41%
win rate
-79.11
total pnl ($)
0.972
weight
7d window — n=7 wr=29% pnl=-42.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy59877→58400.9-12.77stop_loss
06-25 13:48BTCBuy60845→59342.3-12.75stop_loss
06-24 14:17BTCBuy62538.1→61000.4-12.73stop_loss
06-23 08:17BTCBuy63983.2→62409.7-12.76stop_loss
06-22 22:16BTCBuy63658.2→64286.8+4.48timeout
06-21 21:55BTCBuy64011.2→63769.8-2.34timeout
06-20 19:39BTCBuy62983.1→63856.8+6.51timeout
06-19 20:23BTCBuy63115.2→62954.9-1.76timeout
06-18 04:11BTCBuy65378.3→63742.9-12.97stop_loss
06-17 04:23BTCBuy66051.3→65825.7-2.19timeout
06-16 03:39BTCBuy65700.3→66022.7+2.05timeout
06-15 02:19BTCBuy64596.2→65678.7+7.89timeout
06-14 01:51BTCBuy63774.2→64608.8+6.11timeout
06-12 17:33BTCBuy63435.2→63780.8+2.25timeout
06-11 16:48BTCBuy61940.1→62621.9+4.98timeout
06-10 16:40BTCBuy60860→62314.9+11.42timeout
06-09 13:19BTCBuy63888.2→62315.7-12.73stop_loss
06-08 14:34BTCBuy62248.1→63868.8+12.53timeout
06-07 14:18BTCBuy60904→61924.9+7.91timeout
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 02:30BTCBuy64181.2→62598.6-12.77stop_loss
06-03 23:48BTCBuy65797.3→64178.7-12.75stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 09:02BTCBuy71338.6→69583.7-12.81stop_loss
05-31 16:57BTCBuy73896.7→73495.3-3.22timeout
05-30 14:17BTCBuy72943.6→73913.3+6.09timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-79.11
total pnl ($)
-58.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-58.3-79.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems