deribit_basis_zscore_extreme_long_v17

not live
25
closed trades
56%
win rate
-50.38
total pnl ($)
1.097
weight
7d window — n=6 wr=50% pnl=-24.01  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:01BTCBuy60535→60783+1.66timeout
06-26 15:11BTCBuy59163→59870+5.45timeout
06-24 16:51BTCBuy61092.1→59584.2-12.78stop_loss
06-24 15:20BTCBuy62254.1→60941-10.92timeout
06-23 05:22BTCBuy65077.3→63477.1-12.76stop_loss
06-22 14:57BTCBuy64100.2→64854.8+5.34timeout
06-21 14:49BTCBuy63861.2→63996.8+0.67timeout
06-20 08:53BTCBuy62606.1→63363.8+5.49timeout
06-18 15:40BTCBuy64304.2→62722.5-12.65stop_loss
06-18 08:52BTCBuy64830.2→64437.8-3.53timeout
06-16 08:53BTCBuy65657.3→66776.7+8.10timeout
06-15 08:26BTCBuy64450.2→65613.7+8.59timeout
06-14 08:28BTCBuy63792.2→64452.8+4.71timeout
06-13 08:25BTCBuy63467.2→63732.8+1.54timeout
06-12 08:22BTCBuy62838.1→63524.8+4.90timeout
06-11 08:15BTCBuy61601.1→62781.9+9.01timeout
06-09 13:36BTCBuy63702.2→62120.8-12.85stop_loss
06-08 21:08BTCBuy61752.1→63703.8+15.31timeout
06-07 21:04BTCBuy60700→61702.9+7.83timeout
06-06 04:13BTCBuy61626.1→60108.9-12.77stop_loss
06-05 06:03BTCBuy63506.2→61935.9-12.79stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 03:50BTCBuy67240.4→65584.9-12.76stop_loss
06-02 12:33BTCBuy70855.5→69113-12.81stop_loss
05-30 07:50BTCBuy73373.7→73501.3+0.38timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
56%
win rate
-50.38
total pnl ($)
-39.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2556%-39.9-50.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems