deribit_basis_zscore_extreme_long_v10

not live
23
closed trades
57%
win rate
-15.18
total pnl ($)
1.050
weight
7d window — n=6 wr=50% pnl=-19.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 20:17BTCBuy64069.2→64483.8+2.73timeout
06-21 20:17BTCBuy63522.2→64096.8+4.09timeout
06-20 19:09BTCBuy62826.1→63818.8+7.47timeout
06-18 15:40BTCBuy64398.2→62750.5-13.12stop_loss
06-17 22:03BTCBuy65563.3→63849.9-13.50stop_loss
06-17 05:05BTCBuy66839.3→65925.7-7.35timeout
06-15 13:19BTCBuy63931.2→66801.7+22.02take_profit
06-15 04:56BTCBuy64023.2→65613.7+11.93timeout
06-14 04:55BTCBuy63898.2→64315.8+2.87timeout
06-13 05:00BTCBuy62532.1→63497.8+7.29timeout
06-12 04:44BTCBuy62216.1→63695.8+11.34timeout
06-11 04:40BTCBuy60856→62639.9+13.98timeout
06-09 14:29BTCBuy63128.2→61511.2-13.27stop_loss
06-09 00:36BTCBuy61823.1→62684.9+6.47timeout
06-07 22:14BTCBuy60861→63593.8+22.02take_profit
06-05 14:04BTCBuy62129.1→60538.7-13.25stop_loss
06-05 06:20BTCBuy63217.2→61599.1-13.20stop_loss
06-03 20:44BTCBuy66837.3→65127.2-13.26stop_loss
06-02 15:30BTCBuy68925.4→67160-13.26stop_loss
06-02 07:03BTCBuy71570.6→69738.6-13.32stop_loss
06-01 15:32BTCBuy73943.7→71299.8-18.50stop_loss
05-31 23:18BTCBuy73563.7→73941.3+2.15timeout
05-30 01:27BTCBuy73171.7→73610.3+2.49timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
57%
win rate
-15.18
total pnl ($)
-12.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2357%-12.8-15.18

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems