deribit_basis_zscore_extreme_long_v15

not live
83
closed trades
43%
win rate
-225.04
total pnl ($)
0.871
weight
7d window — n=15 wr=47% pnl=-41.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:16BTCBuy59644→60350+5.32timeout
06-29 20:06BTCBuy59500→60447+7.36timeout
06-28 20:04BTCBuy60213→59486-6.46timeout
06-28 19:02BTCBuy60563→59564-8.68timeout
06-27 19:55BTCBuy59843→60125+1.96timeout
06-27 18:51BTCBuy59645→60499+6.73timeout
06-26 16:50BTCBuy59314→60074+5.87timeout
06-26 15:38BTCBuy59312→60339+8.13timeout
06-25 13:59BTCBuy59524→58060.1-12.66stop_loss
06-25 13:53BTCBuy60473→58985.5-12.65stop_loss
06-24 17:47BTCBuy60628→59130.5-12.79stop_loss
06-24 13:09BTCBuy62104.1→62153.9-0.04timeout
06-24 12:08BTCBuy62455.1→62815.9+2.43timeout
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 08:17BTCBuy63966.2→62386.7-12.81stop_loss
06-22 23:33BTCBuy63361.2→63947.8+4.24timeout
06-22 22:21BTCBuy63705.2→64202.8+3.45timeout
06-21 22:26BTCBuy64155.2→63691.8-4.04timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-20 22:01BTCBuy63063.2→63961.8+6.68timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-19 19:57BTCBuy62932.1→63000.8+0.07timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-18 15:37BTCBuy64445.2→62843.4-12.61stop_loss
06-18 15:37BTCBuy64483.2→62891.4-12.60stop_loss
06-17 22:03BTCBuy65523.3→63911.8-12.73stop_loss
06-17 19:50BTCBuy65669.3→64052.8-12.77stop_loss
06-17 06:58BTCBuy66431.3→65591.7-6.80timeout
06-17 00:26BTCBuy66255.3→65684.7-4.83timeout
06-16 03:09BTCBuy65571.3→65739.7+0.83timeout
06-15 21:18BTCBuy64485.2→66481.7+14.97timeout
06-15 02:59BTCBuy64474.2→65442.7+7.02timeout
06-14 21:07BTCBuy64288.2→63993.8-2.76timeout
06-14 01:16BTCBuy63664.2→64692.8+7.68timeout
06-13 19:28BTCBuy63726.2→64129.8+2.71timeout
06-13 00:39BTCBuy63701.2→63571.8-1.55timeout
06-12 17:41BTCBuy63292.2→63808.8+3.62timeout
06-12 00:04BTCBuy61563.1→63567.8+15.70timeout
06-11 14:50BTCBuy61887.1→62864.9+7.35timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 15:12BTCBuy61541.1→61889.9+2.34timeout
06-10 14:13BTCBuy62003.1→62094.9+0.26timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 14:11BTCBuy63582.2→62010.9-12.80stop_loss
06-09 06:12BTCBuy62917.1→63377.8+3.16timeout
06-08 17:06BTCBuy62208.1→63511.8+9.94timeout
06-08 05:25BTCBuy61875.1→62614.9+5.53timeout
06-07 15:22BTCBuy60550→61801.9+9.87timeout
06-07 05:10BTCBuy60171→61774.9+12.90timeout
06-06 14:26BTCBuy60440→60801+2.54timeout
06-06 04:11BTCBuy61763.1→60241.9-12.77stop_loss
06-05 21:04BTCBuy59353→61958.9+21.50take_profit
06-05 18:52BTCBuy60887→59389.3-12.76stop_loss
06-05 13:58BTCBuy62264.1→60732.6-12.75stop_loss
06-05 13:49BTCBuy62796.1→61251.3-12.75stop_loss
06-05 11:34BTCBuy62492.1→62326.9-1.81timeout
06-05 06:24BTCBuy62677.1→61121.4-12.85stop_loss
06-05 02:33BTCBuy63390.2→62760.9-5.39timeout
06-04 09:26BTCBuy64445.2→62855.4-12.78stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-04 00:25BTCBuy65509.3→63897.8-12.75stop_loss
06-03 19:54BTCBuy66996.3→65324.1-12.96stop_loss
06-03 19:54BTCBuy66965.3→65318.1-12.79stop_loss
06-03 03:43BTCBuy67382.4→65723.8-12.76stop_loss
06-03 03:43BTCBuy67473.4→65813.8-12.75stop_loss
06-02 15:37BTCBuy68766.4→67075.1-12.75stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 02:05BTCBuy72242.6→70461.2-12.86stop_loss
06-01 22:26BTCBuy73817.7→71239.8-18.06stop_loss
06-01 03:39BTCBuy74118.7→73864.3-2.24timeout
05-31 16:55BTCBuy73896.7→73521.3-3.04timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-30 16:44BTCBuy74036.7→73918.3-1.36timeout
05-30 14:59BTCBuy73073.7→73887.3+4.97timeout
05-30 12:52BTCBuy73319.7→73631.3+1.62timeout
05-30 11:42BTCBuy73460.7→73594.3+0.41timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 10:03BTCBuy73496.7→73661.3+0.59timeout
05-29 08:56BTCBuy73304.7→73615.3+1.63timeout
05-29 07:50BTCBuy73388.7→73366.3-0.64timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
43%
win rate
-225.04
total pnl ($)
-53.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8343%-53.9-225.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems