deribit_basis_zscore_extreme_long_v16

not live
72
closed trades
39%
win rate
-277.98
total pnl ($)
0.356
weight
7d window — n=17 wr=18% pnl=-140.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:59BTCBuy59373→60307+7.32timeout
06-27 14:49BTCBuy59477→60630+9.24timeout
06-26 13:19BTCBuy59965→58488.8-12.77stop_loss
06-26 02:13BTCBuy60096→58617.7-12.74stop_loss
06-25 13:48BTCBuy60739→59244.4-12.72stop_loss
06-25 13:48BTCBuy60920→59413.3-12.76stop_loss
06-25 13:42BTCBuy61725.1→60201.9-12.78stop_loss
06-24 16:51BTCBuy61130.1→59626.2-12.73stop_loss
06-24 15:31BTCBuy62244.1→60699.6-12.79stop_loss
06-24 14:20BTCBuy62359.1→60825.5-12.72stop_loss
06-24 14:19BTCBuy62505.1→60966.5-12.75stop_loss
06-24 13:46BTCBuy62865.1→61318.3-12.74stop_loss
06-23 08:24BTCBuy63790.2→62219.8-12.66stop_loss
06-23 08:17BTCBuy64003.2→62416.7-12.92stop_loss
06-23 06:21BTCBuy64169.2→62588.6-12.82stop_loss
06-23 01:09BTCBuy64265.2→64207.8-0.83timeout
06-21 17:26BTCBuy62894.1→64121.8+9.48timeout
06-21 08:39BTCBuy62752.1→63916.8+8.55timeout
06-21 02:43BTCBuy62915.1→64216.8+9.86timeout
06-20 20:35BTCBuy63116.2→63838.8+5.33timeout
06-18 15:40BTCBuy64362.2→62775.5-12.68stop_loss
06-18 15:37BTCBuy64503.2→62874.4-12.78stop_loss
06-18 15:18BTCBuy64714.2→63122.3-12.55stop_loss
06-18 15:17BTCBuy64885.2→63285.2-12.37stop_loss
06-17 19:41BTCBuy65748.3→64131.7-12.75stop_loss
06-17 19:41BTCBuy65787.3→64169.7-12.75stop_loss
06-17 11:05BTCBuy66270.3→64638.4-12.88stop_loss
06-17 09:56BTCBuy66411.3→64778.4-12.85stop_loss
06-16 21:52BTCBuy65504.3→65746.7+1.22timeout
06-16 14:23BTCBuy67112.4→65457-12.86stop_loss
06-16 01:43BTCBuy64592.2→66335.7+13.04timeout
06-15 15:54BTCBuy64409.2→67246.6+21.58take_profit
06-15 13:19BTCBuy63993.2→66802.7+21.52take_profit
06-14 19:33BTCBuy63636.2→63784.8+0.62timeout
06-14 10:38BTCBuy63710.2→64616.8+6.61timeout
06-14 04:33BTCBuy63755.2→64437.8+5.00timeout
06-13 20:59BTCBuy63372.2→64260.8+6.52timeout
06-12 14:57BTCBuy61857.1→63886.8+15.79timeout
06-11 19:30BTCBuy61204.1→63890.8+21.32take_profit
06-11 19:30BTCBuy61177.1→63865.8+21.41take_profit
06-11 17:22BTCBuy61726.1→62335.9+4.31timeout
06-09 21:25BTCBuy61784.1→62016.9+1.69timeout
06-09 14:29BTCBuy63117.2→61562.1-12.80stop_loss
06-09 14:21BTCBuy63155.2→61602.1-12.77stop_loss
06-09 14:16BTCBuy63429.2→61869-12.76stop_loss
06-07 22:14BTCBuy61070.1→63750.8+21.51take_profit
06-07 22:14BTCBuy60866→63537.8+21.51take_profit
06-07 22:14BTCBuy60725→63390.8+21.51take_profit
06-07 19:18BTCBuy62811.1→61266.3-12.72stop_loss
06-07 05:18BTCBuy59410→62018.9+21.54take_profit
06-06 04:33BTCBuy61121.1→59618.2-12.75stop_loss
06-05 15:39BTCBuy61587.1→60070.9-12.74stop_loss
06-05 14:04BTCBuy62058.1→60531.7-12.75stop_loss
06-05 06:21BTCBuy63105.2→61553.1-12.70stop_loss
06-05 06:19BTCBuy63291.2→61731-12.76stop_loss
06-05 06:19BTCBuy63305.2→61743-12.75stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 00:29BTCBuy64983.2→63385.1-12.74stop_loss
06-03 20:55BTCBuy66292.3→64655.4-12.85stop_loss
06-03 20:55BTCBuy66364.3→64732.4-12.79stop_loss
06-03 19:54BTCBuy66960.3→65314.1-12.76stop_loss
06-03 03:50BTCBuy67099.4→65447-12.77stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-01 22:26BTCBuy73511.7→71242.8-16.02stop_loss
06-01 22:26BTCBuy73553.7→71242.8-16.36stop_loss
06-01 22:26BTCBuy73984.7→71242.8-19.23stop_loss
06-01 22:26BTCBuy73995.7→71242.8-19.34stop_loss
05-31 14:47BTCBuy72732.6→73666.3+5.94timeout
05-31 07:47BTCBuy73373.7→73858.3+2.55timeout
05-30 20:48BTCBuy73664.7→73888.3+0.84timeout
05-30 14:01BTCBuy72954.6→73790.3+5.09timeout
05-30 07:49BTCBuy73388.7→73490.3+0.16timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
39%
win rate
-277.98
total pnl ($)
-76.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7239%-76.8-277.98

Recent bounces (last 20 of 2)

timesymsidereason
06-28 16:56BTCBuycircuit_breaker
06-28 16:56BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems