deribit_basis_zscore_extreme_mean_reversion

not live
31
closed trades
39%
win rate
-91.85
total pnl ($)
0.908
weight
7d window — n=6 wr=0% pnl=-48.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 31 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 05:35BTCBuy59773→59366-3.80timeout
06-29 04:43BTCBuy60143→59761-3.63timeout
06-28 04:36BTCBuy60377→60090-2.84timeout
06-26 02:24BTCBuy59786→58315.9-12.74stop_loss
06-25 13:48BTCBuy61025.1→59524.2-12.72stop_loss
06-24 13:46BTCBuy62849.1→61303.3-12.75stop_loss
06-23 06:21BTCBuy64341.2→62755.5-12.79stop_loss
06-22 21:17BTCBuy63598.2→64313.8+5.17timeout
06-21 21:14BTCBuy63981.2→63554.8-3.78timeout
06-20 21:12BTCBuy63235.2→63919.8+4.97timeout
06-19 21:10BTCBuy63056.2→63199.8+0.64timeout
06-18 15:40BTCBuy64308.2→62725.5-12.45stop_loss
06-17 19:40BTCBuy65821.3→64202.7-12.77stop_loss
06-16 21:04BTCBuy66480.3→65826.7-5.46timeout
06-15 13:20BTCBuy64030.2→66841.7+21.52take_profit
06-14 20:32BTCBuy64227.2→63895.8-3.07timeout
06-13 20:29BTCBuy63513.2→64225.8+5.15timeout
06-12 17:35BTCBuy63190.2→63807.8+4.42timeout
06-11 17:34BTCBuy61852.1→63186.8+10.25timeout
06-10 16:34BTCBuy61116.1→62245.9+8.69timeout
06-09 13:37BTCBuy63671.2→62104.8-12.73stop_loss
06-08 17:01BTCBuy62062.1→63417.8+10.38timeout
06-07 16:21BTCBuy60674→62231.9+12.36timeout
06-05 18:52BTCBuy60943→59444.3-12.76stop_loss
06-05 03:02BTCBuy63981.2→62405.7-12.74stop_loss
06-04 00:24BTCBuy65631.3→64016.8-12.75stop_loss
06-02 23:00BTCBuy68107.4→66314.5-13.62stop_loss
06-02 12:18BTCBuy70939.5→69191.9-12.86stop_loss
05-31 10:18BTCBuy73630.7→73781.3+0.44timeout
05-30 08:43BTCBuy73761.7→73493.3-2.31timeout
05-29 08:24BTCBuy73285.7→73752.3+2.72timeout

Paper vs Live

Paper (trades.jsonl)
31
closed
39%
win rate
-91.85
total pnl ($)
-59.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3139%-59.0-91.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems