deribit_basis_zscore_extreme_long_v1

not live
90
closed trades
47%
win rate
-210.30
total pnl ($)
0.797
weight
7d window — n=24 wr=42% pnl=-71.14  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:14BTCBuy59982→59615-3.50timeout
06-28 08:29BTCBuy60235→60184-0.88timeout
06-28 02:26BTCBuy60596→60055-4.92timeout
06-27 19:48BTCBuy60468→60132-3.20timeout
06-27 00:50BTCBuy59270→60011+5.80timeout
06-26 18:28BTCBuy59928→59863-1.05timeout
06-26 12:11BTCBuy59864→59391-4.43timeout
06-26 05:57BTCBuy59569→59927+2.56timeout
06-25 13:48BTCBuy61233.1→59360.3-15.73stop_loss
06-25 13:46BTCBuy61492.1→59609.2-15.73stop_loss
06-25 11:22BTCBuy60918→61237.9+2.17timeout
06-25 05:20BTCBuy59511→61524.9+16.48timeout
06-24 15:33BTCBuy62573.1→60658.6-15.74stop_loss
06-24 14:19BTCBuy62820.1→60878.5-15.90stop_loss
06-24 12:06BTCBuy62759.1→62886.9+0.57timeout
06-24 05:55BTCBuy62334.1→62849.9+3.66timeout
06-23 23:17BTCBuy62378.1→62519.9+0.68timeout
06-23 17:40BTCBuy63441.2→62567.9-7.33timeout
06-23 08:27BTCBuy63948.2→61990.9-15.72stop_loss
06-23 04:28BTCBuy64658.2→63927.8-6.11timeout
06-22 22:14BTCBuy64189.2→64308.8+0.48timeout
06-22 15:58BTCBuy63929.2→64797.8+6.35timeout
06-22 09:57BTCBuy63754.2→64096.8+2.19timeout
06-22 03:57BTCBuy64193.2→63922.8-2.58timeout
06-21 21:40BTCBuy64201.2→63905.8-2.75timeout
06-21 15:35BTCBuy64332.2→64163.8-1.73timeout
06-21 05:46BTCBuy63805.2→64232.8+2.90timeout
06-20 13:28BTCBuy63415.2→63258.8-1.71timeout
06-20 07:29BTCBuy62974.1→63735.8+5.60timeout
06-20 01:26BTCBuy62729.1→63392.8+4.84timeout
06-19 19:23BTCBuy62762.1→62981.9+1.29timeout
06-19 13:20BTCBuy63025.2→62675.9-3.17timeout
06-19 07:17BTCBuy62680.1→62765.9+0.25timeout
06-18 19:17BTCBuy64154.2→62662.9-11.96timeout
06-18 15:57BTCBuy64316.2→62347.7-15.72stop_loss
06-18 13:18BTCBuy64622.2→64365.8-2.44timeout
06-18 07:17BTCBuy65092.3→64159.8-7.61timeout
06-18 01:10BTCBuy64971.2→64735.8-2.31timeout
06-17 19:08BTCBuy65565.3→65316.7-2.38timeout
06-17 13:02BTCBuy65714.3→65025.7-5.72timeout
06-17 07:01BTCBuy65787.3→65563.7-2.16timeout
06-17 01:00BTCBuy66402.3→65688.7-5.85timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 04:16BTCBuy67193.4→66104.7-8.53timeout
06-15 22:12BTCBuy65716.3→66433.7+4.98timeout
06-15 16:02BTCBuy65853.3→67130.6+9.26timeout
06-15 07:28BTCBuy63787.2→65966.7+16.63timeout
06-14 23:17BTCBuy64528.2→65597.7+7.81timeout
06-14 17:16BTCBuy64342.2→63956.8-3.48timeout
06-14 11:13BTCBuy64426.2→64519.8+0.27timeout
06-14 05:12BTCBuy63952.2→64317.8+2.42timeout
06-13 22:44BTCBuy63859.2→64484.8+4.43timeout
06-13 16:42BTCBuy63593.2→64035.8+3.03timeout
06-13 09:33BTCBuy63555.2→63789.8+1.35timeout
06-12 21:30BTCBuy63758.2→63490.8-2.56timeout
06-12 15:27BTCBuy63383.2→64240.8+6.28timeout
06-12 08:59BTCBuy63372.2→63448.8+0.12timeout
06-12 01:10BTCBuy62887.1→63485.8+4.24timeout
06-11 04:02BTCBuy62493.1→62601.9+0.35timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 03:08BTCBuy61566.1→62016.9+3.27timeout
06-09 14:46BTCBuy63171.2→61238.3-15.75stop_loss
06-09 08:14BTCBuy63219.2→62881.9-3.13timeout
06-09 02:20BTCBuy63803.2→62560.9-10.18timeout
06-08 20:04BTCBuy63132.2→63343.8+1.21timeout
06-08 14:01BTCBuy63172.2→63737.8+4.01timeout
06-08 07:59BTCBuy61275.1→63267.8+15.78timeout
06-08 01:53BTCBuy61762.1→63025.8+9.75timeout
06-07 19:48BTCBuy62223.1→61228.9-8.41timeout
06-07 13:50BTCBuy61405.1→61763.9+2.46timeout
06-07 07:43BTCBuy60575→62178.9+12.81timeout
06-07 01:34BTCBuy60740→61533.9+6.05timeout
06-06 04:33BTCBuy61489.1→59606.2-15.76stop_loss
06-06 03:32BTCBuy60710→60598-1.38timeout
06-05 13:57BTCBuy62688.1→60768.6-15.76stop_loss
06-05 13:51BTCBuy63030.2→61095.4-15.80stop_loss
06-05 06:22BTCBuy63348.2→61403.2-15.78stop_loss
06-05 04:05BTCBuy63708.2→62609.9-9.04timeout
06-04 22:00BTCBuy63108.2→63268.8+0.84timeout
06-04 17:24BTCBuy63801.2→63142.8-5.65timeout
06-04 00:54BTCBuy64958.2→62970.3-15.75stop_loss
06-03 23:02BTCBuy66654.3→64615.4-15.80stop_loss
06-03 16:38BTCBuy66353.3→65836.7-4.37timeout
06-03 11:52BTCBuy66693.3→67061.6+2.25timeout
06-03 04:06BTCBuy67409.4→66439.7-7.65timeout
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 14:09BTCBuy70886.5→68404.4-17.98stop_loss
05-31 03:24BTCBuy73856.7→74144.3+1.47timeout
05-29 19:47BTCBuy73373.7→73651.3+1.42timeout
05-29 02:38BTCBuy72918.6→73434.3+3.01timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
47%
win rate
-210.30
total pnl ($)
-46.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9047%-46.6-210.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems