deribit_basis_neg_zscore_reversion_long

not live
26
closed trades
54%
win rate
+7.77
total pnl ($)
0.900
weight
7d window — n=23 wr=48% pnl=-21.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 02:47BTCBuy63852.2→64406.8+3.87timeout
06-21 20:15BTCBuy63541.2→64123.8+4.17timeout
06-21 04:49BTCBuy63170.2→64430.8+9.54timeout
06-20 22:17BTCBuy62426.1→64062.8+12.58timeout
06-20 16:45BTCBuy62607.1→63961.8+10.38timeout
06-20 10:19BTCBuy62784.1→63667.8+6.53timeout
06-20 04:46BTCBuy62770.1→63558.8+5.82timeout
06-18 15:57BTCBuy63930.2→62343.7-12.72stop_loss
06-18 15:51BTCBuy64129.2→62548.6-12.72stop_loss
06-18 15:40BTCBuy64329.2→62746.5-12.53stop_loss
06-18 15:17BTCBuy64901.2→63305.2-12.34stop_loss
06-17 19:42BTCBuy65701.3→64085.7-12.73stop_loss
06-17 19:40BTCBuy65801.3→64175.7-12.79stop_loss
06-17 19:29BTCBuy65896.3→64253.6-12.91stop_loss
06-17 19:29BTCBuy65963.3→64340.6-12.75stop_loss
06-17 11:05BTCBuy66173.3→64544.5-12.85stop_loss
06-17 08:45BTCBuy66487.3→64852.3-12.87stop_loss
06-17 02:23BTCBuy66466.3→65985.7-4.13timeout
06-16 19:52BTCBuy65701.3→65563.7-1.63timeout
06-16 13:48BTCBuy65646.3→66093.7+2.83timeout
06-15 15:47BTCBuy64238.2→67070.6+21.51take_profit
06-15 13:00BTCBuy63787.2→66591.7+21.55take_profit
06-15 12:35BTCBuy64527.2→66231.7+12.79timeout
06-15 06:14BTCBuy64058.2→65856.7+13.56timeout
06-14 23:09BTCBuy63862.2→65445.7+11.89timeout
06-14 16:45BTCBuy63597.2→64140.8+3.72timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
54%
win rate
+7.77
total pnl ($)
+6.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2654%+6.0+7.77

Recent bounces (last 20 of 1)

timesymsidereason
06-22 00:03BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems