deribit_basis_zscore_extreme_reversion_long

not live
24
closed trades
46%
win rate
-57.85
total pnl ($)
1.020
weight
7d window — n=6 wr=50% pnl=-23.27  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 22:34BTCBuy63615.2→64085.8+3.24timeout
06-21 17:44BTCBuy63842.2→64084.8+1.53timeout
06-20 00:39BTCBuy62981.1→63548.8+4.04timeout
06-18 15:53BTCBuy64040.2→62465.6-12.73stop_loss
06-17 19:42BTCBuy65732.3→64113.7-12.79stop_loss
06-16 21:23BTCBuy66511.3→65711.7-6.55timeout
06-15 07:01BTCBuy64255.2→65691.7+10.71timeout
06-12 15:02BTCBuy62593.1→64135.8+11.79timeout
06-10 15:08BTCBuy61567.1→61954.9+2.66timeout
06-08 22:59BTCBuy62836.1→63413.8+4.12timeout
06-07 17:50BTCBuy60595→62195.9+12.79timeout
06-05 20:50BTCBuy59185→61784.9+21.51take_profit
06-05 18:52BTCBuy60776→59280.4-12.76stop_loss
06-05 14:26BTCBuy61879.1→60356.8-12.75stop_loss
06-05 06:17BTCBuy63415.2→61854-12.76stop_loss
06-04 02:01BTCBuy63436.2→61871-12.79stop_loss
06-03 19:52BTCBuy67115.4→65465-12.78stop_loss
06-03 03:33BTCBuy67635.4→65963.7-12.81stop_loss
06-01 22:26BTCBuy73944.7→71242.8-18.86stop_loss
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 11:08BTCBuy73626.7→73605.3-0.65timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
46%
win rate
-57.85
total pnl ($)
-47.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2446%-47.7-57.85

Recent bounces (last 20 of 2)

timesymsidereason
06-23 00:52BTCBuystale_intent
06-21 22:49BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems