deribit_basis_zscore_fade_long_v5

not live
48
closed trades
46%
win rate
-113.99
total pnl ($)
0.836
weight
7d window — n=13 wr=38% pnl=-65.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 21:42BTCBuy59986→60246+1.79timeout
06-26 18:12BTCBuy59544→60107+4.19timeout
06-26 13:19BTCBuy60009→58532.8-12.76stop_loss
06-25 18:04BTCBuy59436→59607+1.02timeout
06-25 13:44BTCBuy61657.1→60140.9-12.74stop_loss
06-24 15:30BTCBuy62297.1→60764.6-12.69stop_loss
06-24 13:57BTCBuy62761.1→61217.3-12.75stop_loss
06-24 06:00BTCBuy63364.2→62855.9-4.52timeout
06-23 06:18BTCBuy64590.2→62997.3-12.80stop_loss
06-23 05:52BTCBuy64158.2→63392.8-6.45timeout
06-22 17:46BTCBuy64129.2→64458.8+2.09timeout
06-22 05:40BTCBuy64338.2→64224.8-1.35timeout
06-21 17:39BTCBuy63833.2→64037.8+1.24timeout
06-21 05:11BTCBuy63796.2→64223.8+2.91timeout
06-20 14:49BTCBuy63276.2→63844.8+3.98timeout
06-20 02:45BTCBuy62872.1→63371.8+3.53timeout
06-18 15:57BTCBuy63912.2→62315.7-12.94stop_loss
06-18 15:18BTCBuy64714.2→63122.3-12.74stop_loss
06-18 14:38BTCBuy65141.3→63957.8-9.53timeout
06-17 19:29BTCBuy65858.3→64238.7-12.78stop_loss
06-17 14:34BTCBuy65528.3→65149.7-3.35timeout
06-17 02:32BTCBuy65870.3→65960.7+0.21timeout
06-16 10:34BTCBuy65697.3→66600.7+6.39timeout
06-15 22:28BTCBuy65191.3→66144.7+6.81timeout
06-15 10:24BTCBuy64601.2→65701.7+8.07timeout
06-14 22:19BTCBuy64382.2→65126.7+5.28timeout
06-14 10:18BTCBuy63751.2→64523.8+5.57timeout
06-13 22:26BTCBuy63594.2→64499.8+6.64timeout
06-13 10:08BTCBuy63720.2→63747.8-0.32timeout
06-12 22:13BTCBuy63578.2→63484.8-1.24timeout
06-12 10:03BTCBuy62857.1→63677.8+5.98timeout
06-11 21:57BTCBuy61262.1→63428.8+17.09timeout
06-11 08:15BTCBuy61601.1→62781.9+9.01timeout
06-10 19:49BTCBuy61805.1→61925.9+0.45timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 13:17BTCBuy63723.2→62510.9-9.93timeout
06-09 01:10BTCBuy63214.2→62645.9-4.93timeout
06-08 13:08BTCBuy61751.1→63792.8+16.06timeout
06-07 22:14BTCBuy60898→63571.8+21.51take_profit
06-07 12:56BTCBuy61060.1→61808.9+5.66timeout
06-06 04:27BTCBuy61291.1→59781.1-12.77stop_loss
06-05 13:56BTCBuy62503.1→60966.5-12.74stop_loss
06-05 12:08BTCBuy62453.1→62068.9-3.56timeout
06-05 06:17BTCBuy63412.2→61853-12.72stop_loss
06-04 01:16BTCBuy64445.2→62860.4-12.74stop_loss
06-03 23:24BTCBuy65929.3→64303.6-12.78stop_loss
06-03 19:55BTCBuy66938.3→65285.1-12.82stop_loss
06-02 14:27BTCBuy69388.5→67674.8-12.80stop_loss

Paper vs Live

Paper (trades.jsonl)
48
closed
46%
win rate
-113.99
total pnl ($)
-47.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4846%-47.1-113.99

Recent bounces (last 20 of 1)

timesymsidereason
06-27 22:54BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems