deribit_basis_zscore_discount_long_88759

not live
91
closed trades
48%
win rate
-191.95
total pnl ($)
0.824
weight
7d window — n=24 wr=38% pnl=-66.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 91 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 08:29BTCBuy60239→60184-0.91timeout
06-28 02:26BTCBuy60571→60053-4.73timeout
06-27 19:48BTCBuy60454→60138-3.04timeout
06-27 00:56BTCBuy59250→60009+5.95timeout
06-26 18:37BTCBuy60096→59771-3.21timeout
06-26 12:34BTCBuy59739→59816+0.16timeout
06-26 06:30BTCBuy59649→59966+2.21timeout
06-25 13:46BTCBuy61629.1→59744.1-15.74stop_loss
06-25 13:46BTCBuy61662.1→59776.1-15.73stop_loss
06-25 12:24BTCBuy60996→61179.9+1.05timeout
06-25 06:19BTCBuy59695→61705.9+16.41timeout
06-24 14:19BTCBuy62786.1→60845.5-15.90stop_loss
06-24 14:19BTCBuy62784.1→60845.5-15.88stop_loss
06-24 12:15BTCBuy62865.1→62794.9-1.01timeout
06-24 06:14BTCBuy62366.1→62800.9+3.01timeout
06-24 00:07BTCBuy62442.1→62781.9+2.28timeout
06-23 17:51BTCBuy63400.2→62463.9-7.83timeout
06-23 07:33BTCBuy64420.2→62894.9-12.30timeout
06-23 01:16BTCBuy65078.3→64196.8-7.22timeout
06-22 19:14BTCBuy64183.2→64392.8+1.16timeout
06-22 13:12BTCBuy63858.2→65117.7+9.34timeout
06-22 07:06BTCBuy64143.2→64071.8-1.02timeout
06-22 01:06BTCBuy64136.2→63916.8-2.19timeout
06-21 19:00BTCBuy64275.2→64185.8-1.12timeout
06-21 12:46BTCBuy64255.2→64022.8-2.23timeout
06-21 05:42BTCBuy63828.2→64300.8+3.25timeout
06-20 13:01BTCBuy63513.2→63591.8+0.15timeout
06-20 06:57BTCBuy63042.2→63722.8+4.94timeout
06-20 00:52BTCBuy62723.1→63486.8+5.65timeout
06-19 18:49BTCBuy62767.1→63023.8+1.58timeout
06-19 13:05BTCBuy63068.2→62899.9-1.74timeout
06-19 07:01BTCBuy62688.1→62872.9+1.04timeout
06-19 01:53BTCBuy64064.2→62950.9-9.09timeout
06-18 15:57BTCBuy64231.2→62264.7-15.65stop_loss
06-18 13:19BTCBuy64639.2→64341.8-2.75timeout
06-18 07:34BTCBuy64422.2→64242.8-1.84timeout
06-18 01:31BTCBuy64932.2→64701.8-2.26timeout
06-17 19:13BTCBuy65662.3→65345.7-2.87timeout
06-17 13:05BTCBuy65773.3→65005.7-6.30timeout
06-17 07:02BTCBuy65683.3→65593.7-1.15timeout
06-17 00:58BTCBuy66404.3→65720.7-5.63timeout
06-16 19:02BTCBuy66377.3→65717.7-5.46timeout
06-16 04:08BTCBuy67076.4→66157.7-7.27timeout
06-15 22:12BTCBuy65731.3→66417.7+4.75timeout
06-15 16:03BTCBuy65829.3→67119.6+9.33timeout
06-15 07:28BTCBuy63769.2→65971.7+16.81timeout
06-14 23:17BTCBuy64529.2→65574.7+7.63timeout
06-14 17:19BTCBuy64330.2→63939.8-3.52timeout
06-14 11:15BTCBuy64430.2→64542.8+0.42timeout
06-14 05:13BTCBuy63944.2→64314.8+2.46timeout
06-13 22:44BTCBuy63852.2→64478.8+4.44timeout
06-13 16:43BTCBuy63594.2→64031.8+2.99timeout
06-13 09:33BTCBuy63535.2→63790.8+1.52timeout
06-12 23:46BTCBuy63810.2→63512.8-2.80timeout
06-12 17:51BTCBuy63297.2→63790.8+3.44timeout
06-12 11:40BTCBuy63594.2→63679.8+0.18timeout
06-12 05:39BTCBuy63209.2→63324.8+0.44timeout
06-11 19:05BTCBuy62642.1→63466.8+6.06timeout
06-11 04:01BTCBuy62538.1→62611.9+0.07timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 03:10BTCBuy61678.1→62016.9+2.35timeout
06-09 14:46BTCBuy63172.2→61239.3-15.76stop_loss
06-09 08:28BTCBuy63223.2→62891.9-3.07timeout
06-09 02:26BTCBuy63726.2→62660.9-8.80timeout
06-08 20:05BTCBuy63124.2→63349.8+1.32timeout
06-08 14:01BTCBuy63136.2→63734.8+4.27timeout
06-08 08:04BTCBuy61469.1→63136.8+13.11timeout
06-08 02:00BTCBuy61732.1→63202.8+11.43timeout
06-07 19:48BTCBuy62227.1→61197.9-8.70timeout
06-07 13:48BTCBuy61488.1→61725.9+1.47timeout
06-07 07:39BTCBuy60556→62220.9+13.31timeout
06-07 01:33BTCBuy60711→61500.9+6.02timeout
06-06 04:33BTCBuy61466.1→59585.2-15.75stop_loss
06-06 03:15BTCBuy60497→60889+2.78timeout
06-05 13:59BTCBuy62588.1→60672.6-15.76stop_loss
06-05 13:52BTCBuy63004.2→61075.4-15.76stop_loss
06-05 06:18BTCBuy63741.2→61791-15.72stop_loss
06-05 03:45BTCBuy63784.2→62655.9-9.27timeout
06-04 21:39BTCBuy62821.1→63293.8+3.32timeout
06-04 10:30BTCBuy64324.2→62353.7-15.74stop_loss
06-04 00:39BTCBuy64998.2→63010.3-15.74stop_loss
06-03 20:46BTCBuy67092.4→65025.2-15.87stop_loss
06-03 16:38BTCBuy66354.3→65846.7-4.30timeout
06-03 11:32BTCBuy66360.3→67230.6+6.04timeout
06-03 03:56BTCBuy67284.4→65913.7-10.64timeout
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 13:15BTCBuy70998.5→68803.1-15.91stop_loss
05-31 03:24BTCBuy73856.7→74144.3+1.47timeout
05-29 19:48BTCBuy73376.7→73614.3+1.15timeout
05-29 11:33BTCBuy73675.7→73498.3-1.67timeout
05-29 02:13BTCBuy72992.6→73596.3+3.61timeout

Paper vs Live

Paper (trades.jsonl)
91
closed
48%
win rate
-191.95
total pnl ($)
-42.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9148%-42.0-191.95

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems