deribit_basis_zscore_extreme_mean_reversion_long

not live
28
closed trades
46%
win rate
-72.77
total pnl ($)
1.066
weight
7d window — n=7 wr=43% pnl=-28.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 11:40BTCBuy59421→60187+5.97timeout
06-25 13:46BTCBuy61205.1→59700.1-12.74stop_loss
06-24 13:57BTCBuy62739.1→61195.3-12.75stop_loss
06-23 06:21BTCBuy64219.2→62638.5-12.72stop_loss
06-23 02:05BTCBuy64542.2→64129.8-3.67timeout
06-22 01:30BTCBuy64224.2→64642.8+2.78timeout
06-21 00:16BTCBuy63523.2→64218.8+5.01timeout
06-19 22:55BTCBuy62831.1→63317.8+3.41timeout
06-18 15:39BTCBuy64377.2→62793.4-12.73stop_loss
06-17 19:50BTCBuy65658.3→64043.8-12.77stop_loss
06-16 22:44BTCBuy66252.3→65685.7-4.82timeout
06-15 21:19BTCBuy64703.2→66491.7+13.31timeout
06-14 21:16BTCBuy64244.2→64421.8+0.91timeout
06-13 21:11BTCBuy63552.2→64251.8+5.03timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 08:22BTCBuy61571.1→62786.9+9.30timeout
06-09 13:19BTCBuy63917.2→62345.7-12.72stop_loss
06-08 15:12BTCBuy61806.1→64084.8+17.94timeout
06-07 15:07BTCBuy60582→61666.9+8.49timeout
06-06 14:29BTCBuy60333→60840+3.76timeout
06-05 02:30BTCBuy64117.2→62539.6-12.74stop_loss
06-03 23:38BTCBuy65876.3→64256.6-12.75stop_loss
06-03 03:43BTCBuy67559.4→65892.7-12.79stop_loss
06-02 09:22BTCBuy71163.6→69411.8-12.82stop_loss
06-01 15:25BTCBuy73626.7→71111.9-17.67stop_loss
05-31 16:57BTCBuy73896.7→73495.3-3.23timeout
05-30 14:17BTCBuy72943.6→73913.3+6.09timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
-72.77
total pnl ($)
-51.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2846%-51.4-72.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems