deribit_basis_zscore_fear_reversion_long_v2

not live
67
closed trades
51%
win rate
-191.88
total pnl ($)
0.383
weight
7d window — n=33 wr=48% pnl=-141.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:10BTCBuy59731→60095+2.61timeout
06-27 01:57BTCBuy59358→59910+4.17timeout
06-26 17:48BTCBuy59471→60056+4.38timeout
06-26 14:06BTCBuy58884.9→59869+7.86timeout
06-26 02:16BTCBuy59898→58424.9-12.74stop_loss
06-25 13:58BTCBuy59638→58168-12.70stop_loss
06-25 13:48BTCBuy60802→59305.4-12.71stop_loss
06-25 13:48BTCBuy60819→59320.4-12.73stop_loss
06-25 13:44BTCBuy61559.1→60045-12.72stop_loss
06-25 13:42BTCBuy61727.1→60208.9-12.74stop_loss
06-24 15:46BTCBuy61893.1→60368.8-12.76stop_loss
06-24 14:19BTCBuy62426.1→60883.5-12.79stop_loss
06-24 14:19BTCBuy62515.1→60966.5-12.82stop_loss
06-24 14:13BTCBuy62658.1→61115.4-12.76stop_loss
06-24 13:48BTCBuy62779.1→61235.3-12.74stop_loss
06-24 12:41BTCBuy62299.1→62817.9+3.71timeout
06-24 08:41BTCBuy62336.1→62701.9+2.39timeout
06-23 08:24BTCBuy63811.2→62241.7-12.74stop_loss
06-23 08:17BTCBuy63957.2→62382.7-12.78stop_loss
06-23 06:21BTCBuy64136.2→62555.6-12.81stop_loss
06-23 06:08BTCBuy64758.2→63165.2-12.78stop_loss
06-23 03:58BTCBuy63906.2→64022.8+0.46timeout
06-22 23:53BTCBuy63327.2→63971.8+4.64timeout
06-22 19:49BTCBuy64166.2→64315.8+0.67timeout
06-22 11:41BTCBuy64207.2→64587.8+2.37timeout
06-22 07:36BTCBuy64191.2→64286.8+0.27timeout
06-22 03:35BTCBuy64305.2→64205.8-1.30timeout
06-21 21:54BTCBuy63999.2→63811.8-1.91timeout
06-21 17:44BTCBuy63841.2→64083.8+1.54timeout
06-21 09:42BTCBuy63685.2→64118.8+2.83timeout
06-21 05:42BTCBuy63633.2→64299.8+4.78timeout
06-21 01:41BTCBuy63538.2→64193.8+4.66timeout
06-20 21:36BTCBuy63096.2→63926.8+6.14timeout
06-20 12:48BTCBuy62332.1→63577.8+9.50timeout
06-20 08:46BTCBuy62625.1→63413.8+5.73timeout
06-20 05:00BTCBuy62466.1→63556.8+8.29timeout
06-20 00:32BTCBuy63014.2→63615.8+4.27timeout
06-19 20:24BTCBuy63108.2→62966.9-1.61timeout
06-18 15:57BTCBuy63840.2→62269.7-12.73stop_loss
06-18 15:57BTCBuy63869.2→62293.7-12.62stop_loss
06-18 15:55BTCBuy63984.2→62410.7-12.65stop_loss
06-18 15:51BTCBuy64147.2→62569.6-12.48stop_loss
06-18 15:37BTCBuy64561.2→62973.3-12.72stop_loss
06-18 10:07BTCBuy64825.2→64054.8-6.49timeout
06-18 05:03BTCBuy65311.3→63704.9-12.76stop_loss
06-18 05:03BTCBuy65312.3→63704.9-12.77stop_loss
06-17 19:41BTCBuy65754.3→64136.7-12.78stop_loss
06-17 19:40BTCBuy65824.3→64196.7-12.83stop_loss
06-17 17:45BTCBuy65759.3→65869.7+0.30timeout
06-17 13:36BTCBuy66011.3→65051.7-7.75timeout
06-17 08:39BTCBuy66620.3→64982.2-12.76stop_loss
06-17 05:29BTCBuy66053.3→65834.7-2.14timeout
06-16 14:23BTCBuy67126.4→65473-12.84stop_loss
06-16 11:57BTCBuy66216.3→66419.7+1.00timeout
06-16 07:59BTCBuy65636.3→66330.7+4.88timeout
06-16 03:59BTCBuy65879.3→66123.7+1.45timeout
06-15 21:22BTCBuy64664.2→66498.7+13.68timeout
06-15 09:30BTCBuy64333.2→65621.7+9.58timeout
06-15 05:30BTCBuy64283.2→65811.7+11.42timeout
06-15 01:30BTCBuy64590.2→65379.7+5.63timeout
06-14 21:27BTCBuy64225.2→64843.8+4.34timeout
06-14 17:14BTCBuy63945.2→63929.8-0.64timeout
06-14 09:00BTCBuy63795.2→64429.8+4.48timeout
06-14 04:58BTCBuy63488.2→64342.8+6.32timeout
06-14 00:54BTCBuy63569.2→64518.8+7.05timeout
06-13 20:32BTCBuy63533.2→64225.8+4.99timeout
06-13 13:16BTCBuy63439.2→64119.8+4.85timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
51%
win rate
-191.88
total pnl ($)
-57.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6751%-57.0-191.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems