deribit_basis_zscore_compression_mr_long

not live
14
closed trades
36%
win rate
-18.82
total pnl ($)
0.797
weight
7d window — n=13 wr=31% pnl=-29.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 15:17BTCBuy64837.2→63241.2-12.71stop_loss
06-18 04:11BTCBuy65390.3→63746.9-13.02stop_loss
06-17 19:41BTCBuy65762.3→64127.7-12.90stop_loss
06-17 19:29BTCBuy65908.3→64250.6-13.07stop_loss
06-17 19:29BTCBuy66071.3→64446.5-12.81stop_loss
06-17 11:05BTCBuy66176.3→64545.5-12.90stop_loss
06-17 10:02BTCBuy65597.3→64944.8-5.57timeout
06-17 03:57BTCBuy65927.3→65782.7-1.64timeout
06-16 14:23BTCBuy67121.4→65471-12.82stop_loss
06-16 00:35BTCBuy64523.2→66302.7+13.40timeout
06-15 15:47BTCBuy64200.2→67027.6+21.61take_profit
06-15 11:32BTCBuy63894.2→66146.7+17.18timeout
06-15 04:51BTCBuy63624.2→65643.7+15.36timeout
06-14 22:09BTCBuy63483.2→64958.8+11.08timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
36%
win rate
-18.82
total pnl ($)
-26.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1436%-26.0-18.82

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems