deribit_basis_zscore_discount_contrarian_long

not live
36
closed trades
44%
win rate
-53.24
total pnl ($)
0.790
weight
7d window — n=13 wr=31% pnl=-44.79  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 36 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 09:53BTCBuy64136.2→64100.8-0.81timeout
06-21 21:53BTCBuy63996.2→63811.8-1.89timeout
06-21 08:38BTCBuy63403.2→63942.8+3.67timeout
06-20 20:36BTCBuy63037.2→63831.8+5.88timeout
06-20 08:35BTCBuy62645.1→63443.8+5.85timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 15:53BTCBuy64047.2→62466.6-12.84stop_loss
06-18 14:52BTCBuy65156.3→63539-12.85stop_loss
06-17 22:03BTCBuy65564.3→63931.8-12.89stop_loss
06-17 19:07BTCBuy65651.3→65351.7-2.81timeout
06-17 07:02BTCBuy66339.3→65562.7-6.33timeout
06-16 17:19BTCBuy66887.3→65756.7-9.00timeout
06-16 04:56BTCBuy65634.3→65802.7+0.88timeout
06-15 13:19BTCBuy63991.2→66800.7+21.52take_profit
06-15 04:50BTCBuy64346.2→65646.7+9.63timeout
06-14 13:52BTCBuy64104.2→64272.8+0.86timeout
06-14 01:49BTCBuy63801.2→64612.8+5.94timeout
06-13 12:21BTCBuy63562.2→63908.8+2.20timeout
06-13 00:44BTCBuy63633.2→63576.8-0.98timeout
06-12 12:27BTCBuy62695.1→63457.8+5.56timeout
06-11 19:30BTCBuy61174.1→63864.8+21.43take_profit
06-11 11:06BTCBuy60878→63112.8+17.76timeout
06-09 14:21BTCBuy63166.2→61613.1-12.75stop_loss
06-09 14:17BTCBuy63378.2→61817-12.78stop_loss
06-09 06:34BTCBuy63006.2→63353.8+2.25timeout
06-08 16:58BTCBuy62005.1→63469.8+11.26timeout
06-08 04:17BTCBuy61577.1→63007.8+11.15timeout
06-07 16:15BTCBuy60713→62098.9+10.91timeout
06-06 04:33BTCBuy61126.1→59623.2-12.74stop_loss
06-05 18:44BTCBuy61102.1→59599.2-12.76stop_loss
06-05 06:23BTCBuy62739.1→61178.3-12.88stop_loss
06-05 03:11BTCBuy63842.2→62271.7-12.72stop_loss
06-04 00:29BTCBuy65103.3→63502.1-12.75stop_loss
06-03 20:45BTCBuy66706.3→65054.2-12.88stop_loss
06-03 19:54BTCBuy66992.3→65324.1-12.92stop_loss
06-02 14:27BTCBuy69457.5→67745.7-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
36
closed
44%
win rate
-53.24
total pnl ($)
-28.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3644%-28.9-53.24

Recent bounces (last 20 of 3)

timesymsidereason
06-22 13:50BTCBuystale_intent
06-21 22:19BTCBuystale_intent
06-21 22:19BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems