deribit_basis_zscore_contrarian_long_v12

not live
27
closed trades
41%
win rate
-71.21
total pnl ($)
1.006
weight
7d window — n=7 wr=43% pnl=-36.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:21BTCBuy59806→58324.9-12.82stop_loss
06-25 13:48BTCBuy61006.1→59505.3-12.70stop_loss
06-24 14:17BTCBuy62603.1→61062.4-12.74stop_loss
06-23 06:21BTCBuy64251.2→62665.5-12.80stop_loss
06-22 21:11BTCBuy63572.2→64367.8+5.80timeout
06-21 17:44BTCBuy63842.2→64084.8+1.53timeout
06-20 15:18BTCBuy63121.2→64072.8+7.02timeout
06-19 16:08BTCBuy62618.1→63131.8+3.67timeout
06-17 19:41BTCBuy65789.3→64171.7-12.74stop_loss
06-17 15:35BTCBuy65845.3→65367.7-4.04timeout
06-16 15:21BTCBuy66668.3→65739.7-7.49timeout
06-15 13:16BTCBuy63899.2→66704.7+21.52take_profit
06-14 12:44BTCBuy63997.2→64321.8+2.09timeout
06-13 12:38BTCBuy63450.2→63984.8+3.68timeout
06-12 11:36BTCBuy63140.2→63684.8+3.79timeout
06-11 11:07BTCBuy61040.1→63094.8+16.24timeout
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 22:04BTCBuy61807.1→63480.8+13.05timeout
06-07 21:50BTCBuy60837→61657.9+6.32timeout
06-05 18:52BTCBuy60736→59241.4-12.76stop_loss
06-05 06:16BTCBuy63431.2→61871-12.71stop_loss
06-04 00:25BTCBuy65504.3→63892.8-12.75stop_loss
06-03 03:49BTCBuy67267.4→65612.9-12.75stop_loss
06-02 12:38BTCBuy70785.5→69044-12.81stop_loss
05-31 14:58BTCBuy73895.7→73594.3-2.51timeout
05-30 08:06BTCBuy73602.7→73501.3-1.18timeout
05-29 07:54BTCBuy73372.7→73390.3-0.37timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-71.21
total pnl ($)
-52.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-52.5-71.21

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems