deribit_basis_zscore_extreme_reversion_long_v2

not live
51
closed trades
35%
win rate
-219.75
total pnl ($)
0.687
weight
7d window — n=9 wr=33% pnl=-64.47  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 51 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 08:37BTCBuy60250→59190-9.21timeout
06-29 14:08BTCBuy60685→59192.4-12.76stop_loss
06-28 22:43BTCBuy60525→59031.5-12.81stop_loss
06-28 06:02BTCBuy59792→59982+1.15timeout
06-27 17:59BTCBuy59623→60545+7.31timeout
06-26 17:57BTCBuy59401→59936+3.88timeout
06-25 13:44BTCBuy61583.1→60066.9-12.75stop_loss
06-24 15:08BTCBuy62334.1→60799.5-12.71stop_loss
06-24 13:46BTCBuy62857.1→61311.3-12.75stop_loss
06-24 13:22BTCBuy63362.2→61768-13.04stop_loss
06-23 06:21BTCBuy64157.2→62565.6-12.89stop_loss
06-23 06:21BTCBuy64229.2→62645.5-12.84stop_loss
06-23 05:22BTCBuy65033.3→63434.1-12.76stop_loss
06-23 03:36BTCBuy64290.2→63977.8-2.88timeout
06-22 14:31BTCBuy63325.2→64860.8+11.41timeout
06-21 12:57BTCBuy62739.1→64165.8+11.05timeout
06-20 23:04BTCBuy62870.1→64261.8+10.60timeout
06-18 15:55BTCBuy63986.2→62410.7-12.69stop_loss
06-18 15:40BTCBuy64297.2→62715.5-12.50stop_loss
06-18 15:17BTCBuy64892.2→63296.2-12.70stop_loss
06-17 19:42BTCBuy65703.3→64085.7-12.78stop_loss
06-17 11:05BTCBuy66137.3→64497.5-12.98stop_loss
06-17 10:28BTCBuy65702.3→64910.8-6.66timeout
06-17 08:39BTCBuy66602.3→64964.3-12.75stop_loss
06-16 22:22BTCBuy65212.3→65763.7+3.60timeout
06-16 10:18BTCBuy64530.2→66586.7+15.46timeout
06-15 10:13BTCBuy63749.2→65724.7+15.05timeout
06-14 22:11BTCBuy63515.2→65071.7+11.71timeout
06-14 10:01BTCBuy63690.2→64563.8+6.32timeout
06-13 22:17BTCBuy63638.2→64366.8+5.21timeout
06-13 10:11BTCBuy62881.1→63726.8+6.11timeout
06-12 14:55BTCBuy61250.1→63945.8+21.42take_profit
06-12 08:22BTCBuy61577.1→63509.8+15.02timeout
06-11 19:45BTCBuy61863.1→63652.8+13.76timeout
06-09 16:10BTCBuy62035.1→60936-9.61timeout
06-09 14:36BTCBuy62898.1→61351.2-12.78stop_loss
06-09 14:21BTCBuy63159.2→61606.1-12.75stop_loss
06-09 14:04BTCBuy63659.2→62092.8-12.76stop_loss
06-07 22:15BTCBuy61505.1→64205.8+21.51take_profit
06-06 04:13BTCBuy61624.1→60107.9-12.76stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:21BTCBuy63042.2→61488.2-12.71stop_loss
06-05 06:03BTCBuy63568.2→62004.9-12.72stop_loss
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 20:55BTCBuy66406.3→64767.4-12.85stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-02 09:04BTCBuy71299.6→69542.7-12.83stop_loss
06-01 22:34BTCBuy72975.6→71178.8-12.86stop_loss
06-01 22:25BTCBuy73561.7→71201.8-16.69stop_loss
05-31 07:50BTCBuy73373.7→73846.3+2.47timeout

Paper vs Live

Paper (trades.jsonl)
51
closed
35%
win rate
-219.75
total pnl ($)
-85.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5135%-85.2-219.75

Recent bounces (last 20 of 1)

timesymsidereason
06-30 01:05BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems