deribit_basis_zscore_contrarian_long_v11

not live
26
closed trades
46%
win rate
-105.67
total pnl ($)
0.973
weight
7d window — n=7 wr=43% pnl=-41.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy60002→58524.8-12.74stop_loss
06-25 13:53BTCBuy60355→58867.6-12.69stop_loss
06-24 14:13BTCBuy62632.1→61091.4-12.73stop_loss
06-23 06:08BTCBuy64698.2→63069.3-13.06stop_loss
06-22 16:05BTCBuy64181.2→64696.8+3.58timeout
06-21 15:50BTCBuy64119.2→64214.8+0.32timeout
06-20 06:59BTCBuy62886.1→63720.8+6.18timeout
06-18 15:38BTCBuy64396.2→62811.4-12.64stop_loss
06-17 22:03BTCBuy65484.3→63854.9-12.88stop_loss
06-16 08:54BTCBuy65636.3→66828.7+8.64timeout
06-15 08:30BTCBuy64459.2→65634.7+8.68timeout
06-14 08:27BTCBuy63786.2→64445.8+4.69timeout
06-13 08:26BTCBuy63471.2→63779.8+1.88timeout
06-12 08:42BTCBuy62903.1→63362.8+3.13timeout
06-11 08:16BTCBuy61661.1→62769.9+8.40timeout
06-09 14:04BTCBuy63643.2→62072.8-12.79stop_loss
06-08 21:15BTCBuy61977.1→63703.8+13.44timeout
06-07 21:05BTCBuy60713→61731.9+7.96timeout
06-06 04:14BTCBuy61595.1→60075.9-12.79stop_loss
06-05 06:03BTCBuy63521.2→61950.9-12.78stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-03 03:43BTCBuy67406.4→65733.8-12.86stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 15:25BTCBuy73629.7→71111.9-17.70stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.49timeout
05-30 07:51BTCBuy73399.7→73488.3+0.11timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-105.67
total pnl ($)
-81.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-81.0-105.67

Recent bounces (last 20 of 2)

timesymsidereason
06-26 17:12BTCBuystale_intent
06-24 16:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems