deribit_basis_undervalued_zscore_long

not live
67
closed trades
36%
win rate
-258.39
total pnl ($)
0.706
weight
7d window — n=15 wr=27% pnl=-67.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 03:22BTCBuy60052→59921-1.47timeout
06-30 01:30BTCBuy59275→60006+5.78timeout
06-28 19:43BTCBuy60174→59409-6.79timeout
06-28 18:41BTCBuy60525→59599-8.08timeout
06-27 16:36BTCBuy60266→60657+2.81timeout
06-27 15:29BTCBuy60145→60795+4.96timeout
06-26 16:07BTCBuy59561→60293+5.60timeout
06-26 14:40BTCBuy59651→59577-1.12timeout
06-25 13:58BTCBuy59655→58172-12.81stop_loss
06-25 13:53BTCBuy60455→58967.6-12.69stop_loss
06-24 16:51BTCBuy61276.1→59731.1-13.04stop_loss
06-24 16:06BTCBuy61685.1→60166.9-12.75stop_loss
06-24 13:45BTCBuy62887.1→61340.2-12.75stop_loss
06-24 07:44BTCBuy62903.1→62647.9-2.53timeout
06-24 06:48BTCBuy62947.1→62716.9-2.34timeout
06-23 06:43BTCBuy64007.2→62847.9-9.54timeout
06-23 06:21BTCBuy64203.2→62624.5-12.78stop_loss
06-22 07:23BTCBuy64197.2→64221.8-0.28timeout
06-22 03:43BTCBuy64387.2→64167.8-2.22timeout
06-21 03:48BTCBuy63435.2→64372.8+6.95timeout
06-21 02:05BTCBuy63464.2→64212.8+5.40timeout
06-19 21:24BTCBuy63009.2→63203.8+1.04timeout
06-19 20:22BTCBuy63130.2→62971.9-1.74timeout
06-18 15:55BTCBuy63992.2→62417.7-12.71stop_loss
06-18 15:51BTCBuy64157.2→62575.6-12.81stop_loss
06-18 11:10BTCBuy64649.2→64048.8-5.18timeout
06-18 09:23BTCBuy64935.2→64423.8-4.42timeout
06-17 08:31BTCBuy66789.3→65146.2-12.75stop_loss
06-17 06:58BTCBuy66412.3→65592.7-6.65timeout
06-16 08:08BTCBuy65678.3→66332.7+4.57timeout
06-16 05:50BTCBuy65753.3→66067.7+1.99timeout
06-15 07:07BTCBuy64215.2→65774.7+11.68timeout
06-15 03:36BTCBuy64492.2→65682.7+8.74timeout
06-14 06:12BTCBuy63575.2→64446.8+6.42timeout
06-14 01:45BTCBuy63774.2→64570.8+5.83timeout
06-13 05:17BTCBuy63481.2→63520.8-0.12timeout
06-12 17:38BTCBuy63193.2→63815.8+4.47timeout
06-12 02:01BTCBuy62209.1→63436.8+9.31timeout
06-11 16:02BTCBuy62493.1→62712.9+1.16timeout
06-10 16:58BTCBuy61407.1→62150.9+5.54timeout
06-10 15:02BTCBuy61315.1→62280.9+7.38timeout
06-09 15:55BTCBuy62646.1→61105.4-12.76stop_loss
06-09 14:19BTCBuy63285.2→61729-12.76stop_loss
06-09 12:25BTCBuy62963.1→62714.9-2.38timeout
06-08 22:07BTCBuy61809.1→63483.8+13.06timeout
06-08 06:20BTCBuy61780.1→63044.8+9.78timeout
06-07 15:27BTCBuy60634→61838.9+9.47timeout
06-07 05:58BTCBuy60896→61747.9+6.59timeout
06-06 14:30BTCBuy60391→60834+3.22timeout
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-05 18:51BTCBuy61001→59501.3-12.75stop_loss
06-05 15:39BTCBuy61594.1→60070.9-12.80stop_loss
06-05 13:55BTCBuy62568.1→61027.4-12.77stop_loss
06-05 06:20BTCBuy63263.2→61706-12.72stop_loss
06-05 02:30BTCBuy64132.2→62554.6-12.74stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 09:31BTCBuy64229.2→62645.5-12.77stop_loss
06-04 01:22BTCBuy64285.2→62704.5-12.74stop_loss
06-04 00:26BTCBuy65204.3→63601-12.74stop_loss
06-03 19:53BTCBuy67089.4→65439-12.78stop_loss
06-03 19:52BTCBuy67122.4→65471-12.79stop_loss
06-03 03:49BTCBuy67300.4→65642.9-12.77stop_loss
06-02 22:59BTCBuy67898.4→66226.6-12.76stop_loss
06-02 12:33BTCBuy70858.5→69113-12.83stop_loss
06-02 12:06BTCBuy70983.5→69232.9-12.84stop_loss
05-29 18:52BTCBuy73645.7→73156.3-3.82timeout
05-29 16:52BTCBuy73368.7→73942.3+3.41timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
36%
win rate
-258.39
total pnl ($)
-76.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6736%-76.9-258.39

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems