deribit_basis_zscore_depression_long

not live
38
closed trades
55%
win rate
-36.66
total pnl ($)
0.594
weight
7d window — n=33 wr=55% pnl=-50.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 00:30BTCBuy64243.2→63688.8-5.75timeout
06-21 20:26BTCBuy63921.2→64066.8+0.83timeout
06-21 16:27BTCBuy63975.2→64173.8+1.32timeout
06-21 08:21BTCBuy63531.2→64032.8+4.07timeout
06-21 04:16BTCBuy63396.2→64384.8+8.83timeout
06-21 00:16BTCBuy63523.2→64218.8+5.94timeout
06-20 20:11BTCBuy63046.2→63935.8+7.97timeout
06-20 16:05BTCBuy63165.2→63994.8+7.20timeout
06-20 07:56BTCBuy62599.1→63679.8+9.82timeout
06-20 03:56BTCBuy62735.1→63403.8+5.88timeout
06-19 23:55BTCBuy62968.1→63356.8+2.98timeout
06-19 19:54BTCBuy62954.1→63060.8+0.44timeout
06-19 16:00BTCBuy62441.1→63181.8+6.66timeout
06-18 15:56BTCBuy63955.2→62381.7-15.24stop_loss
06-18 15:40BTCBuy64236.2→62656.5-15.28stop_loss
06-18 15:40BTCBuy64300.2→62718.5-15.27stop_loss
06-18 15:38BTCBuy64415.2→62831.4-15.27stop_loss
06-18 15:37BTCBuy64434.2→62843.4-15.34stop_loss
06-18 11:28BTCBuy64709.2→64027.8-6.95timeout
06-18 05:05BTCBuy65251.3→63646-15.31stop_loss
06-17 22:03BTCBuy65517.3→63905.8-15.28stop_loss
06-17 19:42BTCBuy65734.3→64111.7-15.38stop_loss
06-17 19:12BTCBuy65697.3→65068.7-6.38timeout
06-17 15:05BTCBuy65653.3→65151.7-5.13timeout
06-17 08:39BTCBuy66606.3→64967.2-15.28stop_loss
06-17 07:01BTCBuy66393.3→65564.7-8.06timeout
06-16 14:23BTCBuy67112.4→65457-15.43stop_loss
06-16 12:04BTCBuy66131.3→66402.7+1.82timeout
06-16 04:03BTCBuy65829.3→66174.7+2.66timeout
06-15 21:22BTCBuy64688.2→66494.7+16.14timeout
06-15 15:46BTCBuy64136.2→66954.7+25.85take_profit
06-15 12:17BTCBuy64476.2→66176.7+15.30timeout
06-15 08:12BTCBuy64419.2→65684.7+11.25timeout
06-14 23:59BTCBuy64424.2→65729.7+11.64timeout
06-14 19:58BTCBuy64294.2→63772.8-5.46timeout
06-14 15:55BTCBuy64297.2→64054.8-2.98timeout
06-14 11:55BTCBuy63885.2→64572.8+5.93timeout
06-14 07:51BTCBuy63840.2→64391.8+4.63timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
55%
win rate
-36.66
total pnl ($)
-15.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3855%-15.7-36.66

Recent bounces (last 20 of 1)

timesymsidereason
06-22 00:58BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems