deribit_basis_zscore_contrarian_long_v9

not live
17
closed trades
53%
win rate
-41.03
total pnl ($)
1.082
weight
7d window — n=3 wr=33% pnl=-22.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:42BTCBuy61737.1→60216.9-12.75stop_loss
06-24 14:13BTCBuy62606.1→61066.4-12.74stop_loss
06-24 08:24BTCBuy62203.1→62665.9+3.22timeout
06-18 05:03BTCBuy65316.3→63704.9-12.80stop_loss
06-16 08:28BTCBuy65633.3→66514.7+6.35timeout
06-15 08:27BTCBuy64452.2→65668.7+8.98timeout
06-14 08:26BTCBuy63785.2→64444.8+4.70timeout
06-13 08:30BTCBuy63467.2→63772.8+1.86timeout
06-12 08:23BTCBuy62889.1→63471.8+4.10timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-09 14:18BTCBuy63324.2→61766-12.76stop_loss
06-08 22:26BTCBuy62999.1→63297.8+1.88timeout
06-07 22:14BTCBuy60576→63235.8+21.51take_profit
06-06 04:27BTCBuy61378.1→59869.1-12.75stop_loss
06-05 05:59BTCBuy63801.2→62226.8-12.76stop_loss
06-04 00:29BTCBuy65001.2→63403.1-12.74stop_loss
06-03 03:49BTCBuy67268.4→65613.9-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
17
closed
53%
win rate
-41.03
total pnl ($)
-47.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1753%-47.9-41.03

Recent bounces (last 20 of 1)

timesymsidereason
06-26 10:59BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems