deribit_basis_zscore_discount_long_v16

not live
80
closed trades
44%
win rate
-237.25
total pnl ($)
0.893
weight
7d window — n=16 wr=50% pnl=-50.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:03BTCBuy59494→59763+1.87timeout
06-29 23:44BTCBuy59704→60230+3.98timeout
06-28 21:05BTCBuy60323→59623-6.27timeout
06-28 20:04BTCBuy60212→59492-6.42timeout
06-27 20:14BTCBuy59655→60233+4.45timeout
06-27 19:12BTCBuy59946→60567+4.77timeout
06-26 19:22BTCBuy59238→59871+4.77timeout
06-26 14:12BTCBuy59380→59976+4.52timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-25 13:59BTCBuy59512→58041.1-12.75stop_loss
06-24 17:47BTCBuy60620→59128.5-12.74stop_loss
06-24 16:51BTCBuy61281.1→59749.1-12.93stop_loss
06-24 14:13BTCBuy62672.1→61127.4-12.77stop_loss
06-24 13:44BTCBuy62911.1→61361.2-12.77stop_loss
06-24 08:45BTCBuy62306.1→62744.9+2.98timeout
06-24 07:44BTCBuy62903.1→62637.9-2.61timeout
06-23 08:17BTCBuy64007.2→62430.6-12.78stop_loss
06-23 06:42BTCBuy64032.2→62943.9-8.98timeout
06-22 22:22BTCBuy63713.2→64206.8+3.42timeout
06-22 03:32BTCBuy64308.2→64365.8-0.08timeout
06-21 21:23BTCBuy63918.2→63727.8-1.94timeout
06-20 22:16BTCBuy63092.2→64055.8+7.19timeout
06-20 19:14BTCBuy63034.2→63864.8+6.15timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-19 17:17BTCBuy62500.1→63029.8+3.78timeout
06-18 15:57BTCBuy63900.2→62327.7-12.61stop_loss
06-18 15:37BTCBuy64515.2→62927.4-12.74stop_loss
06-18 05:04BTCBuy65303.3→63696.9-12.77stop_loss
06-17 22:03BTCBuy65565.3→63938.8-12.84stop_loss
06-17 08:05BTCBuy66349.3→65439.7-7.26timeout
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 07:54BTCBuy65732.3→66320.7+4.08timeout
06-16 05:50BTCBuy65753.3→66067.7+1.99timeout
06-15 05:38BTCBuy64308.2→65694.7+10.31timeout
06-14 21:52BTCBuy64459.2→65505.7+7.62timeout
06-14 04:42BTCBuy63593.2→64368.8+5.70timeout
06-13 21:13BTCBuy63585.2→64225.8+4.56timeout
06-13 02:20BTCBuy63611.2→63772.8+0.79timeout
06-12 20:55BTCBuy63371.2→63386.8-0.35timeout
06-12 00:05BTCBuy61574.1→63562.8+15.57timeout
06-11 19:30BTCBuy61122.1→63806.8+21.40take_profit
06-10 22:17BTCBuy62611.1→61066.4-12.79stop_loss
06-10 15:19BTCBuy61567.1→61955.9+2.66timeout
06-10 14:21BTCBuy61644.1→61887.9+1.50timeout
06-09 14:21BTCBuy63160.2→61606.1-12.75stop_loss
06-09 13:26BTCBuy63608.2→62258.9-11.03timeout
06-09 01:48BTCBuy63108.2→62787.9-2.98timeout
06-08 12:36BTCBuy61813.1→63410.8+12.47timeout
06-08 01:23BTCBuy61570.1→63031.8+11.33timeout
06-07 10:44BTCBuy60389→62332.9+15.66timeout
06-06 19:55BTCBuy60143→60597+3.39timeout
06-06 04:13BTCBuy61622.1→60105.9-12.76stop_loss
06-05 21:04BTCBuy59328→61932.9+21.50take_profit
06-05 18:52BTCBuy60744→59250.4-12.75stop_loss
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62749.1→61204.3-12.76stop_loss
06-05 06:01BTCBuy63692.2→62125.8-12.70stop_loss
06-05 06:00BTCBuy63748.2→62180.8-12.70stop_loss
06-04 10:30BTCBuy63945.2→62370.7-12.74stop_loss
06-04 09:27BTCBuy64414.2→62830.4-12.74stop_loss
06-04 01:22BTCBuy64267.2→62686.5-12.75stop_loss
06-04 00:29BTCBuy65101.3→63500.1-12.75stop_loss
06-03 19:54BTCBuy67009.4→65361-12.78stop_loss
06-03 19:54BTCBuy67054.4→65405-12.78stop_loss
06-02 23:03BTCBuy67825.4→66150.6-12.80stop_loss
06-02 19:33BTCBuy68005.4→66331.5-12.76stop_loss
06-01 22:26BTCBuy73421.7→71292.8-15.08stop_loss
06-01 22:26BTCBuy73941.7→71292.8-18.51stop_loss
05-31 19:18BTCBuy74008.7→73583.3-3.34timeout
05-31 17:01BTCBuy73889.7→73525.3-2.97timeout
05-31 15:00BTCBuy73908.7→73584.3-2.68timeout
05-31 04:58BTCBuy73341.7→74182.3+5.22timeout
05-31 00:03BTCBuy73418.7→73834.3+2.28timeout
05-30 12:22BTCBuy73321.7→73635.3+1.65timeout
05-29 16:56BTCBuy73379.7→73939.3+3.28timeout
05-29 15:47BTCBuy73018.7→73713.3+4.26timeout
05-29 14:37BTCBuy72924.6→72785.4-1.53timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout
05-29 10:57BTCBuy73423.7→73636.3+0.95timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
44%
win rate
-237.25
total pnl ($)
-59.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8044%-59.0-237.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems