deribit_basis_zscore_discount_long_v19

not live
74
closed trades
43%
win rate
-203.77
total pnl ($)
1.032
weight
7d window — n=14 wr=57% pnl=-29.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:51BTCBuy59439→59874+3.28timeout
06-29 23:41BTCBuy59766→60231+3.47timeout
06-28 21:11BTCBuy60332→59646-6.14timeout
06-28 19:08BTCBuy60547→59496-9.11timeout
06-27 20:52BTCBuy59748→60259+3.89timeout
06-27 16:39BTCBuy60186→60745+4.19timeout
06-26 18:41BTCBuy59413→59747+2.24timeout
06-26 14:31BTCBuy59264→59953+5.31timeout
06-25 17:41BTCBuy59400→59577+1.07timeout
06-25 13:53BTCBuy60480→58992.5-12.66stop_loss
06-24 16:51BTCBuy61315.1→59803.1-12.75stop_loss
06-24 13:43BTCBuy63000.1→61444.2-12.80stop_loss
06-24 08:20BTCBuy62465.1→62638.9+0.87timeout
06-24 06:36BTCBuy62843.1→62835.9-0.56timeout
06-23 07:02BTCBuy63972.2→62915.9-8.73timeout
06-23 04:56BTCBuy64055.2→63621.8-3.86timeout
06-22 06:10BTCBuy64178.2→64258.8+0.16timeout
06-22 03:35BTCBuy64332.2→64233.8-1.29timeout
06-21 04:50BTCBuy63563.2→64389.8+6.07timeout
06-21 02:41BTCBuy63368.2→64219.8+6.26timeout
06-20 00:35BTCBuy62993.1→63743.8+5.48timeout
06-19 20:24BTCBuy63103.2→62993.9-1.35timeout
06-18 15:55BTCBuy63977.2→62398.7-12.73stop_loss
06-18 11:44BTCBuy64778.2→63921.8-7.12timeout
06-18 09:39BTCBuy64969.2→64251.8-6.08timeout
06-17 07:54BTCBuy66823.3→65179.1-12.77stop_loss
06-17 06:58BTCBuy66411.3→65576.7-6.67timeout
06-16 06:10BTCBuy65842.3→66112.7+1.68timeout
06-16 04:00BTCBuy65866.3→66136.7+1.65timeout
06-15 05:00BTCBuy64354.2→65599.7+9.20timeout
06-15 02:56BTCBuy64474.2→65432.7+6.95timeout
06-14 04:41BTCBuy63584.2→64402.8+6.04timeout
06-14 01:50BTCBuy63776.2→64611.8+6.13timeout
06-13 01:22BTCBuy63420.2→63619.8+1.03timeout
06-12 20:55BTCBuy63373.2→63398.8-0.27timeout
06-12 01:11BTCBuy61944.1→63498.8+11.97timeout
06-11 19:30BTCBuy61173.1→63858.8+21.39take_profit
06-10 18:59BTCBuy61768.1→61843.9+0.11timeout
06-10 15:11BTCBuy61628.1→61855.9+1.35timeout
06-09 15:55BTCBuy62625.1→61084.4-12.75stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 12:30BTCBuy63177.2→62600.9-4.96timeout
06-09 00:48BTCBuy64013.2→62438.6-12.76stop_loss
06-08 09:30BTCBuy62618.1→63361.8+5.47timeout
06-08 07:26BTCBuy62225.1→63163.8+7.06timeout
06-07 07:23BTCBuy60881→62121.9+9.78timeout
06-07 05:21BTCBuy60368→61776.9+11.25timeout
06-06 04:32BTCBuy61195.1→59690.2-12.75stop_loss
06-06 04:12BTCBuy61724.1→60203.9-12.77stop_loss
06-05 21:04BTCBuy59299→61903.9+21.51take_profit
06-05 18:52BTCBuy60970→59470.3-12.76stop_loss
06-05 18:51BTCBuy60995→59495.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60053-12.76stop_loss
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 06:17BTCBuy63415.2→61855-12.75stop_loss
06-05 02:21BTCBuy62610.1→62889.9+1.79timeout
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 00:54BTCBuy64565.2→62977.3-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66432.3→64797.3-12.80stop_loss
06-03 19:55BTCBuy66821.3→65168.1-12.87stop_loss
06-03 03:28BTCBuy67725.4→66057.6-12.77stop_loss
06-02 19:33BTCBuy68016.4→66342.5-12.76stop_loss
06-02 09:22BTCBuy71112.6→69361.8-12.87stop_loss
06-01 22:25BTCBuy73471.7→71210.8-15.96stop_loss
06-01 05:15BTCBuy74153.7→73476.3-5.05timeout
05-31 18:57BTCBuy74005.7→73583.3-3.36timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-30 14:58BTCBuy73096.7→73888.3+4.82timeout
05-30 07:46BTCBuy73367.7→73456.3+0.12timeout
05-29 23:32BTCBuy73666.7→73334.3-2.72timeout
05-29 18:50BTCBuy73591.7→73518.3-0.93timeout
05-29 15:50BTCBuy72915.6→73830.3+5.76timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
43%
win rate
-203.77
total pnl ($)
-54.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7443%-54.8-203.77

Recent bounces (last 20 of 1)

timesymsidereason
06-30 04:22BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems