deribit_basis_zscore_compression_mean_rev_long

not live
67
closed trades
49%
win rate
-169.70
total pnl ($)
0.435
weight
7d window — n=33 wr=45% pnl=-132.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:05BTCBuy59722→60163+3.20timeout
06-27 03:53BTCBuy59853→60253+2.90timeout
06-27 01:39BTCBuy59247→59918+5.20timeout
06-26 18:45BTCBuy59383→59704+2.14timeout
06-26 16:39BTCBuy59304→60176+6.81timeout
06-25 13:59BTCBuy59511→58047.1-12.66stop_loss
06-25 13:55BTCBuy59863→58390.9-12.65stop_loss
06-25 13:48BTCBuy60749→59255.4-12.66stop_loss
06-25 13:48BTCBuy60823→59327.4-12.69stop_loss
06-25 13:48BTCBuy60858→59361.3-12.68stop_loss
06-24 17:44BTCBuy60738→59243.4-12.74stop_loss
06-24 16:51BTCBuy61344.1→59832.1-12.75stop_loss
06-24 14:13BTCBuy62627.1→61084.4-12.54stop_loss
06-24 14:12BTCBuy62514.1→61262.9-10.21timeout
06-24 13:57BTCBuy62763.1→61219.3-12.74stop_loss
06-24 12:05BTCBuy62453.1→62868.9+2.92timeout
06-24 10:07BTCBuy62492.1→62594.9+0.37timeout
06-24 08:52BTCBuy62378.1→62756.9+2.58timeout
06-23 06:22BTCBuy64083.2→62506.6-12.59stop_loss
06-23 06:21BTCBuy64275.2→62694.5-12.60stop_loss
06-23 06:21BTCBuy64308.2→62726.5-12.57stop_loss
06-23 06:20BTCBuy64478.2→62886.4-12.72stop_loss
06-23 05:22BTCBuy65037.3→63437.1-12.80stop_loss
06-22 12:08BTCBuy64167.2→64733.8+3.82timeout
06-22 10:09BTCBuy64203.2→64223.8-0.44timeout
06-22 08:10BTCBuy64086.2→64214.8+0.45timeout
06-22 06:09BTCBuy64178.2→64206.8-0.32timeout
06-22 03:04BTCBuy64228.2→64074.8-1.66timeout
06-21 07:00BTCBuy63717.2→64263.8+3.71timeout
06-21 04:54BTCBuy63573.2→64296.8+5.25timeout
06-21 02:48BTCBuy63402.2→64221.8+6.02timeout
06-21 00:42BTCBuy63535.2→64272.8+5.35timeout
06-20 19:42BTCBuy62983.1→63919.8+7.00timeout
06-20 03:44BTCBuy62666.1→63441.8+5.75timeout
06-20 01:29BTCBuy62905.1→63446.8+3.86timeout
06-19 23:24BTCBuy62796.1→63274.8+3.37timeout
06-19 20:23BTCBuy63115.2→62953.9-1.78timeout
06-19 17:17BTCBuy62524.1→63004.8+3.39timeout
06-18 15:57BTCBuy63855.2→62274.7-12.81stop_loss
06-18 15:56BTCBuy63953.2→62379.7-12.70stop_loss
06-18 15:40BTCBuy64210.2→62631.5-12.67stop_loss
06-18 15:40BTCBuy64251.2→62665.5-12.68stop_loss
06-18 14:01BTCBuy65218.3→63890.8-10.59timeout
06-18 11:52BTCBuy64837.2→63906.8-7.63timeout
06-18 09:51BTCBuy64913.2→64216.8-5.89timeout
06-18 05:05BTCBuy65265.3→63659-12.76stop_loss
06-18 05:04BTCBuy65296.3→63682-12.83stop_loss
06-17 14:54BTCBuy65660.3→65234.7-3.66timeout
06-17 10:56BTCBuy66366.3→64734.4-12.82stop_loss
06-17 08:39BTCBuy66541.3→64902.3-12.83stop_loss
06-17 06:45BTCBuy66371.3→65613.7-6.14timeout
06-17 04:39BTCBuy65831.3→65886.7-0.06timeout
06-16 12:45BTCBuy66416.3→66427.7-0.45timeout
06-16 10:23BTCBuy65692.3→66676.7+6.98timeout
06-16 08:07BTCBuy65722.3→66331.7+4.20timeout
06-16 03:57BTCBuy65926.3→66092.7+0.86timeout
06-16 00:18BTCBuy65697.3→66340.7+4.46timeout
06-15 10:50BTCBuy64517.2→65731.7+8.96timeout
06-15 08:49BTCBuy64455.2→65738.7+9.52timeout
06-15 06:46BTCBuy64238.2→65798.7+11.68timeout
06-15 02:33BTCBuy64538.2→65586.7+7.64timeout
06-14 22:19BTCBuy64387.2→65085.7+4.93timeout
06-14 09:36BTCBuy63793.2→64434.8+4.54timeout
06-14 07:32BTCBuy63762.2→64307.8+3.75timeout
06-14 04:38BTCBuy63574.2→64406.8+6.13timeout
06-14 01:48BTCBuy63790.2→64598.8+5.90timeout
06-13 21:10BTCBuy63552.2→64246.8+5.00timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
49%
win rate
-169.70
total pnl ($)
-50.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6749%-50.8-169.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems