deribit_basis_zscore_discount_long_v7

not live
68
closed trades
40%
win rate
-271.63
total pnl ($)
0.793
weight
7d window — n=15 wr=40% pnl=-65.36  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 03:21BTCBuy60017→59961-0.85timeout
06-30 01:09BTCBuy59529→59773+1.66timeout
06-28 20:49BTCBuy60256→59649-5.48timeout
06-28 18:46BTCBuy60520→59570-8.28timeout
06-27 19:43BTCBuy59904→60166+1.78timeout
06-27 15:41BTCBuy60415→60793+2.69timeout
06-26 16:47BTCBuy59213→60062+6.62timeout
06-26 14:44BTCBuy59488→59552+0.04timeout
06-25 13:59BTCBuy59475→58010.1-12.70stop_loss
06-25 13:53BTCBuy60270→58778.7-12.76stop_loss
06-24 16:51BTCBuy61192.1→59667.2-12.89stop_loss
06-24 15:45BTCBuy61996.1→60470.7-12.75stop_loss
06-24 13:44BTCBuy62930.1→61380.2-12.76stop_loss
06-24 08:53BTCBuy62403.1→62777.9+2.48timeout
06-24 06:50BTCBuy62922.1→62710.9-2.18timeout
06-23 08:24BTCBuy63697.2→62123.8-12.79stop_loss
06-23 06:27BTCBuy64068.2→62642.9-11.61timeout
06-23 03:52BTCBuy64083.2→64038.8-0.80timeout
06-22 05:06BTCBuy64224.2→64083.8-1.56timeout
06-22 03:33BTCBuy64317.2→64234.8-1.17timeout
06-21 03:47BTCBuy63439.2→64390.8+7.06timeout
06-21 02:40BTCBuy63359.2→64203.8+6.20timeout
06-19 21:27BTCBuy62923.1→63148.8+1.29timeout
06-19 20:25BTCBuy63104.2→63016.8-1.18timeout
06-18 15:57BTCBuy63921.2→62348.7-12.63stop_loss
06-18 15:51BTCBuy64159.2→62580.6-12.79stop_loss
06-18 09:22BTCBuy64923.2→64427.8-4.30timeout
06-18 04:11BTCBuy65391.3→63744.9-13.05stop_loss
06-17 16:27BTCBuy65717.3→66214.7+3.37timeout
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-16 15:43BTCBuy66847.3→65819.7-8.21timeout
06-16 05:49BTCBuy65753.3→66034.7+1.74timeout
06-15 11:05BTCBuy64453.2→65915.7+10.90timeout
06-15 03:00BTCBuy64474.2→65408.7+6.76timeout
06-14 07:59BTCBuy63809.2→64405.8+4.13timeout
06-14 01:50BTCBuy63778.2→64611.8+6.12timeout
06-13 07:25BTCBuy62984.1→63704.8+5.26timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-12 06:47BTCBuy62845.1→62957.9+0.40timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-10 16:13BTCBuy61058.1→62352.9+10.10timeout
06-10 15:12BTCBuy61543.1→61898.9+2.40timeout
06-09 14:44BTCBuy62816.1→61268.3-12.77stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 23:10BTCBuy62851.1→63469.8+4.45timeout
06-08 22:07BTCBuy61769.1→63467.8+13.26timeout
06-07 21:04BTCBuy60693→61708.9+7.94timeout
06-07 14:38BTCBuy60896→62230.9+10.49timeout
06-06 20:11BTCBuy60703→60544-1.69timeout
06-06 14:33BTCBuy60402→60912+3.78timeout
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61584.1→60066.9-12.75stop_loss
06-05 13:49BTCBuy62761.1→61217.3-12.75stop_loss
06-05 06:24BTCBuy62611.1→61070.4-12.74stop_loss
06-05 06:22BTCBuy62834.1→61284.3-12.78stop_loss
06-05 02:30BTCBuy64144.2→62566.6-12.74stop_loss
06-04 10:49BTCBuy63821.2→62251.7-12.72stop_loss
06-04 09:30BTCBuy64252.2→62671.5-12.74stop_loss
06-04 01:22BTCBuy64199.2→62620.5-12.75stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:55BTCBuy66900.3→65253.1-12.79stop_loss
06-03 16:27BTCBuy67172.4→65518.9-12.78stop_loss
06-03 03:50BTCBuy67106.4→65452-12.78stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 12:34BTCBuy70850.5→69108-12.81stop_loss
06-02 12:17BTCBuy70952.5→69205.9-12.81stop_loss
05-29 18:51BTCBuy73617.7→73464.3-1.53timeout
05-29 16:55BTCBuy73371.7→73964.3+3.55timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
40%
win rate
-271.63
total pnl ($)
-79.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6840%-79.7-271.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems