deribit_basis_zscore_discount_long_v11

not live
73
closed trades
37%
win rate
-322.55
total pnl ($)
0.587
weight
7d window — n=16 wr=25% pnl=-105.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:32BTCBuy59830→59686-1.68timeout
06-28 22:53BTCBuy60366→58879.6-12.77stop_loss
06-28 07:48BTCBuy60468→60220-2.51timeout
06-27 21:21BTCBuy59724→60357+4.92timeout
06-27 03:45BTCBuy59493→60280+6.17timeout
06-26 19:49BTCBuy59236→59839+4.53timeout
06-26 02:24BTCBuy59766→58295.9-12.73stop_loss
06-25 13:59BTCBuy59554→58088-12.68stop_loss
06-25 13:53BTCBuy60479→58991.5-12.67stop_loss
06-24 16:51BTCBuy61130.1→59626.2-12.73stop_loss
06-24 15:56BTCBuy61815.1→60293.8-12.75stop_loss
06-24 13:48BTCBuy62778.1→61233.3-12.75stop_loss
06-24 08:20BTCBuy62441.1→62626.9+0.95timeout
06-24 07:31BTCBuy62987.1→62656.9-3.07timeout
06-23 06:21BTCBuy64164.2→62561.6-12.96stop_loss
06-23 06:21BTCBuy64233.2→62648.5-12.81stop_loss
06-22 08:28BTCBuy64024.2→64172.8+0.66timeout
06-22 07:23BTCBuy64197.2→64230.8-0.22timeout
06-21 03:48BTCBuy63434.2→64371.8+6.95timeout
06-21 02:05BTCBuy63472.2→64214.8+5.36timeout
06-19 21:28BTCBuy62942.1→63135.8+1.04timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:51BTCBuy64094.2→62517.6-12.63stop_loss
06-18 15:37BTCBuy64440.2→62845.4-12.54stop_loss
06-17 22:03BTCBuy65495.3→63852.9-12.99stop_loss
06-17 19:34BTCBuy65680.3→64425.8-10.01timeout
06-17 16:20BTCBuy65754.3→65897.7+0.59timeout
06-16 18:06BTCBuy66800.3→66104.7-5.73timeout
06-16 15:41BTCBuy66839.3→65851.7-7.87timeout
06-15 13:29BTCBuy64282.2→66816.7+19.28timeout
06-15 12:24BTCBuy64479.2→66262.7+13.39timeout
06-14 09:34BTCBuy63807.2→64474.8+4.72timeout
06-14 08:33BTCBuy63787.2→64431.8+4.58timeout
06-13 08:27BTCBuy63482.2→63778.8+1.78timeout
06-13 07:27BTCBuy62991.1→63761.8+5.65timeout
06-12 08:17BTCBuy62786.1→63361.8+4.02timeout
06-12 06:48BTCBuy62812.1→62968.9+0.75timeout
06-10 21:58BTCBuy62663.1→61117.4-12.79stop_loss
06-10 16:09BTCBuy60912→62405.9+11.76timeout
06-10 15:08BTCBuy61567.1→61954.9+2.65timeout
06-09 14:46BTCBuy62765.1→61217.3-12.78stop_loss
06-09 14:21BTCBuy63182.2→61626.1-12.77stop_loss
06-09 00:49BTCBuy63962.2→62380.7-12.82stop_loss
06-08 22:59BTCBuy62836.1→63413.8+4.12timeout
06-08 06:32BTCBuy62043.1→63053.8+7.68timeout
06-07 15:37BTCBuy60724→62041.9+10.39timeout
06-07 06:07BTCBuy61034.1→61654.9+4.68timeout
06-06 14:31BTCBuy60414→60793+2.69timeout
06-06 04:27BTCBuy61290.1→59770.1-12.85stop_loss
06-05 18:52BTCBuy60930→59431.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 13:49BTCBuy62754.1→61210.3-12.75stop_loss
06-05 06:23BTCBuy62804.1→61252.3-12.80stop_loss
06-05 06:21BTCBuy63112.2→61560.1-12.74stop_loss
06-05 02:15BTCBuy62150.1→63188.8+7.91timeout
06-04 11:10BTCBuy63760.2→62191.8-12.72stop_loss
06-04 02:03BTCBuy63223.2→61668.1-12.75stop_loss
06-04 00:24BTCBuy65572.3→63958.8-12.75stop_loss
06-03 23:02BTCBuy66270.3→64639.4-12.75stop_loss
06-03 16:25BTCBuy67243.4→65584.9-12.81stop_loss
06-03 03:43BTCBuy67410.4→65731.8-12.90stop_loss
06-02 23:00BTCBuy68041.4→66314.5-13.14stop_loss
06-02 14:26BTCBuy69553.5→67830.7-12.84stop_loss
06-01 22:26BTCBuy73435.7→71297.8-15.13stop_loss
06-01 22:26BTCBuy73973.7→71297.8-18.68stop_loss
05-31 19:18BTCBuy74008.7→73583.3-3.36timeout
05-31 17:01BTCBuy73889.7→73525.3-2.97timeout
05-31 14:59BTCBuy73895.7→73609.3-2.42timeout
05-30 09:55BTCBuy73706.7→73576.3-1.36timeout
05-30 08:43BTCBuy73761.7→73493.3-2.31timeout
05-30 07:47BTCBuy73374.7→73456.3+0.06timeout
05-29 15:47BTCBuy73018.7→73713.3+4.26timeout
05-29 14:37BTCBuy72924.6→72785.4-1.53timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
37%
win rate
-322.55
total pnl ($)
-88.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7337%-88.1-322.55

Recent bounces (last 20 of 2)

timesymsidereason
06-29 08:26BTCBuycircuit_breaker
06-29 07:05BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems