deribit_basis_zscore_compression_fade_long

not live
60
closed trades
53%
win rate
+17.77
total pnl ($)
0.474
weight
7d window — n=39 wr=33% pnl=-87.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 60 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:05BTCBuy64156.2→64340.8+1.09timeout
06-22 18:26BTCBuy64106.2→64587.8+3.60timeout
06-22 12:49BTCBuy63827.2→65144.7+10.78timeout
06-22 11:47BTCBuy63313.2→64597.8+10.58timeout
06-22 10:29BTCBuy63711.2→64147.8+3.22timeout
06-22 09:26BTCBuy63680.2→64087.8+2.98timeout
06-22 03:39BTCBuy64239.2→64209.8-0.78timeout
06-21 21:33BTCBuy64059.2→63739.8-3.24timeout
06-21 20:31BTCBuy64024.2→64070.8-0.10timeout
06-21 19:26BTCBuy64168.2→64191.8-0.28timeout
06-21 18:09BTCBuy64177.2→63976.8-2.17timeout
06-21 15:35BTCBuy64305.2→64157.8-1.73timeout
06-21 09:22BTCBuy63914.2→63981.8+0.00timeout
06-21 08:14BTCBuy63942.2→64085.8+0.70timeout
06-21 06:43BTCBuy63814.2→64280.8+3.52timeout
06-21 05:41BTCBuy63809.2→64298.8+3.72timeout
06-18 15:57BTCBuy63940.2→62365.7-13.98stop_loss
06-18 15:53BTCBuy64019.2→62443.6-14.09stop_loss
06-18 15:40BTCBuy64305.2→62720.5-14.04stop_loss
06-18 09:13BTCBuy64312.2→64340.8-0.27timeout
06-17 22:50BTCBuy64870.2→64357.8-4.83timeout
06-17 21:51BTCBuy64906.2→64218.8-6.31timeout
06-17 19:42BTCBuy65519.3→64168.8-11.85timeout
06-17 16:01BTCBuy65839.3→65765.7-1.06timeout
06-17 13:58BTCBuy65911.3→65233.7-6.17timeout
06-17 10:43BTCBuy65702.3→64884.8-7.39timeout
06-17 09:41BTCBuy65664.3→64936.8-6.61timeout
06-17 07:37BTCBuy65648.3→65524.7-1.54timeout
06-17 03:29BTCBuy65757.3→65745.7-0.61timeout
06-17 01:22BTCBuy66145.3→65489.7-5.97timeout
06-16 22:13BTCBuy66510.3→65850.7-6.00timeout
06-16 21:10BTCBuy66731.3→65886.7-7.51timeout
06-16 19:01BTCBuy66393.3→65765.7-5.73timeout
06-16 15:26BTCBuy65882.3→65789.7-1.31timeout
06-16 12:26BTCBuy66255.3→66557.7+1.97timeout
06-16 09:21BTCBuy66510.3→66602.7+0.28timeout
06-16 08:20BTCBuy66513.3→66407.7-1.33timeout
06-16 06:03BTCBuy66840.3→66116.7-6.42timeout
06-16 00:18BTCBuy66194.3→66341.7+0.77timeout
06-15 23:06BTCBuy65949.3→66237.7+1.88timeout
06-15 21:13BTCBuy65664.3→66449.7+6.05timeout
06-15 19:50BTCBuy65678.3→66578.7+7.00timeout
06-15 17:53BTCBuy65802.3→66838.7+8.10timeout
06-15 07:12BTCBuy63806.2→65809.7+16.77timeout
06-15 05:04BTCBuy63991.2→65594.7+13.27timeout
06-15 03:50BTCBuy64021.2→65955.7+16.11timeout
06-15 02:48BTCBuy63922.2→65458.7+12.70timeout
06-15 01:43BTCBuy64356.2→65627.7+10.36timeout
06-14 18:58BTCBuy64266.2→63784.8-4.66timeout
06-14 14:09BTCBuy64590.2→64283.8-3.10timeout
06-14 09:49BTCBuy64479.2→64541.8+0.01timeout
06-14 07:32BTCBuy64149.2→64295.8+0.76timeout
06-14 06:30BTCBuy64187.2→64339.8+0.82timeout
06-14 05:02BTCBuy63965.2→64350.8+2.84timeout
06-14 02:09BTCBuy64128.2→64595.8+3.53timeout
06-13 20:42BTCBuy63897.2→64219.8+2.27timeout
06-13 19:32BTCBuy63762.2→64138.8+2.75timeout
06-13 18:08BTCBuy63569.2→64034.8+3.52timeout
06-13 16:38BTCBuy63578.2→63995.8+3.13timeout
06-13 13:53BTCBuy63809.2→64074.8+1.77timeout

Paper vs Live

Paper (trades.jsonl)
60
closed
53%
win rate
+17.77
total pnl ($)
+5.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6053%+5.7+17.77

Recent bounces (last 20 of 11)

timesymsidereason
06-22 20:45BTCBuystale_intent
06-22 12:57BTCBuystale_intent
06-22 12:57BTCBuystale_intent
06-22 11:25BTCBuystale_intent
06-22 10:24BTCBuystale_intent
06-22 06:42BTCBuystale_intent
06-22 01:02BTCBuytrigger_already_opened
06-22 00:03BTCBuystale_intent
06-22 00:03BTCBuystale_intent
06-21 22:44BTCBuystale_intent
06-21 21:41BTCBuytrigger_already_opened

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems