deribit_basis_zcompression_chop_mean_rev_long

not live
28
closed trades
61%
win rate
+28.92
total pnl ($)
1.043
weight
7d window — n=22 wr=55% pnl=-5.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 21:54BTCBuy64002.2→63812.8-2.12timeout
06-21 13:55BTCBuy63360.2→64084.8+5.88timeout
06-21 07:57BTCBuy63658.2→64133.8+3.55timeout
06-21 01:52BTCBuy63557.2→64260.8+5.54timeout
06-20 19:48BTCBuy63019.2→63893.8+7.17timeout
06-20 13:47BTCBuy63201.2→63439.8+1.53timeout
06-20 07:41BTCBuy62500.1→63737.8+10.39timeout
06-20 00:42BTCBuy63018.2→63528.8+3.96timeout
06-19 18:16BTCBuy62692.1→63127.8+3.32timeout
06-18 15:51BTCBuy64124.2→62547.6-13.94stop_loss
06-18 11:49BTCBuy64833.2→63891.8-8.54timeout
06-17 19:50BTCBuy65633.3→64015.8-14.05stop_loss
06-17 19:41BTCBuy65766.3→64148.7-14.03stop_loss
06-17 19:29BTCBuy66041.3→64414.6-14.04stop_loss
06-17 17:52BTCBuy65974.3→65943.7-0.87timeout
06-17 10:56BTCBuy66366.3→64734.4-14.11stop_loss
06-17 05:26BTCBuy66071.3→65801.7-2.77timeout
06-16 14:23BTCBuy67159.4→65507-14.11stop_loss
06-16 10:22BTCBuy65692.3→66658.7+7.53timeout
06-16 03:57BTCBuy65937.3→66092.7+0.85timeout
06-15 13:09BTCBuy64334.2→66657.7+19.39timeout
06-15 13:00BTCBuy63788.2→66591.7+23.70take_profit
06-15 06:38BTCBuy64238.2→65794.7+12.81timeout
06-15 00:34BTCBuy64523.2→65592.7+8.60timeout
06-14 18:26BTCBuy64135.2→63696.8-4.36timeout
06-14 11:32BTCBuy63895.2→64584.8+5.44timeout
06-14 04:51BTCBuy63608.2→64329.8+5.79timeout
06-13 22:21BTCBuy63624.2→64427.8+6.42timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
61%
win rate
+28.92
total pnl ($)
+19.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2861%+19.1+28.92

Recent bounces (last 20 of 2)

timesymsidereason
06-22 03:46BTCBuystale_intent
06-22 03:45BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems