deribit_basis_zscore_discount_long_v9

not live
68
closed trades
35%
win rate
-316.10
total pnl ($)
0.615
weight
7d window — n=13 wr=23% pnl=-81.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 20:55BTCBuy60254→60269-0.63timeout
06-28 22:44BTCBuy60506→59017.5-12.77stop_loss
06-28 18:48BTCBuy59628→59552-1.03timeout
06-27 18:19BTCBuy59642→60486+6.66timeout
06-27 15:04BTCBuy59131→60538+11.45timeout
06-26 17:55BTCBuy59448→59967+3.74timeout
06-25 13:57BTCBuy59838→58330.9-12.99stop_loss
06-25 13:53BTCBuy60384→58896.6-12.71stop_loss
06-24 16:51BTCBuy61319.1→59803.1-12.79stop_loss
06-24 15:30BTCBuy62272.1→60740.6-12.66stop_loss
06-24 15:28BTCBuy62310.1→60777.6-12.66stop_loss
06-24 13:44BTCBuy62914.1→61367.2-12.74stop_loss
06-23 08:24BTCBuy63818.2→62245.7-12.76stop_loss
06-23 06:21BTCBuy64218.2→62638.5-12.76stop_loss
06-23 06:10BTCBuy64178.2→63134.8-8.65timeout
06-23 03:37BTCBuy64291.2→63998.8-2.72timeout
06-22 20:16BTCBuy63939.2→64483.8+3.75timeout
06-21 00:35BTCBuy62992.1→64235.8+9.34timeout
06-20 22:03BTCBuy62911.1→63981.8+8.07timeout
06-20 19:57BTCBuy62931.1→63896.8+7.29timeout
06-18 15:37BTCBuy64546.2→62941.4-12.86stop_loss
06-18 15:17BTCBuy64873.2→63278.2-12.72stop_loss
06-18 15:17BTCBuy64954.2→63356.1-12.73stop_loss
06-17 19:50BTCBuy65619.3→64005.8-12.79stop_loss
06-17 08:52BTCBuy66422.3→64787.3-12.77stop_loss
06-17 08:31BTCBuy66770.3→65128.2-12.74stop_loss
06-16 01:06BTCBuy64591.2→66321.7+13.00timeout
06-15 21:51BTCBuy64455.2→66398.7+14.51timeout
06-15 16:10BTCBuy64447.2→67277.6+21.51take_profit
06-14 09:28BTCBuy63742.2→64318.8+3.96timeout
06-13 21:00BTCBuy63378.2→64259.8+6.46timeout
06-13 17:40BTCBuy63214.2→64082.8+6.38timeout
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-11 16:23BTCBuy61050.1→62632.9+12.36timeout
06-11 14:26BTCBuy61786.1→62910.9+8.45timeout
06-09 14:47BTCBuy62716.1→61171.3-12.79stop_loss
06-09 14:35BTCBuy62951.1→61396.2-12.82stop_loss
06-09 14:16BTCBuy63455.2→61890.9-12.78stop_loss
06-07 22:15BTCBuy61331.1→64023.8+21.52take_profit
06-07 22:14BTCBuy61056.1→63736.8+21.52take_profit
06-07 22:14BTCBuy60420→63073.8+21.53take_profit
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-06 04:12BTCBuy61661.1→60140.9-12.78stop_loss
06-05 18:52BTCBuy60825→59329.4-12.75stop_loss
06-05 18:51BTCBuy60985→59485.3-12.75stop_loss
06-05 15:39BTCBuy61594.1→60069.9-12.81stop_loss
06-05 13:52BTCBuy62587.1→61047.4-12.75stop_loss
06-05 13:49BTCBuy62721.1→61175.3-12.78stop_loss
06-05 06:24BTCBuy62644.1→61103.4-12.66stop_loss
06-05 06:01BTCBuy63701.2→62133.8-12.72stop_loss
06-05 05:59BTCBuy63813.2→62230.8-12.81stop_loss
06-04 10:28BTCBuy64062.2→62483.6-12.75stop_loss
06-04 09:27BTCBuy64412.2→62824.4-12.77stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-03 20:48BTCBuy66658.3→65019.2-12.81stop_loss
06-03 16:27BTCBuy67186.4→65533.9-12.77stop_loss
06-03 16:24BTCBuy67308.4→65652.9-12.76stop_loss
06-03 03:43BTCBuy67499.4→65838.8-12.76stop_loss
06-02 22:59BTCBuy67913.4→66243.5-12.75stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-01 22:25BTCBuy73888.7→71199.8-18.87stop_loss
06-01 22:25BTCBuy74034.7→71199.8-19.85stop_loss
06-01 22:25BTCBuy74133.7→71199.8-20.51stop_loss
05-31 07:46BTCBuy73367.7→73851.3+2.55timeout
05-30 18:55BTCBuy73652.7→73989.3+1.61timeout
05-30 15:50BTCBuy72915.6→73876.3+5.87timeout
05-30 13:27BTCBuy73164.7→73749.3+3.38timeout
05-30 10:57BTCBuy73416.7→73599.3+0.67timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
35%
win rate
-316.10
total pnl ($)
-92.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6835%-92.2-316.10

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems