deribit_basis_zscore_long_1440

not live
76
closed trades
36%
win rate
-312.15
total pnl ($)
0.741
weight
7d window — n=16 wr=31% pnl=-72.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 08:26BTCBuy59813→59384-3.99timeout
06-30 07:06BTCBuy60015→59533-4.44timeout
06-29 07:49BTCBuy60213→60043-1.85timeout
06-28 18:51BTCBuy60506→59493-8.79timeout
06-28 07:01BTCBuy60365→60045-3.09timeout
06-27 15:42BTCBuy60431→60770+2.37timeout
06-26 19:49BTCBuy59184→59832+4.90timeout
06-26 14:15BTCBuy59333→59941+4.63timeout
06-25 18:04BTCBuy59436→59607+1.02timeout
06-25 13:54BTCBuy60004→58522.8-12.74stop_loss
06-24 17:20BTCBuy60975→59472.3-12.76stop_loss
06-24 16:51BTCBuy61269.1→59732.1-12.97stop_loss
06-24 14:17BTCBuy62589.1→61048.4-12.76stop_loss
06-24 13:44BTCBuy62910.1→61360.2-12.77stop_loss
06-24 08:52BTCBuy62375.1→62756.9+2.54timeout
06-24 06:50BTCBuy62911.1→62715.9-2.06timeout
06-23 08:24BTCBuy63791.2→62221.8-12.75stop_loss
06-23 06:27BTCBuy64069.2→62647.9-11.58timeout
06-23 03:51BTCBuy64073.2→64038.8-0.72timeout
06-22 06:11BTCBuy64183.2→64235.8-0.06timeout
06-22 03:37BTCBuy64360.2→64180.8-1.92timeout
06-21 05:23BTCBuy63701.2→64232.8+3.73timeout
06-20 22:26BTCBuy63281.2→64147.8+6.40timeout
06-19 21:24BTCBuy63012.2→63203.8+1.02timeout
06-19 20:22BTCBuy63114.2→62968.9-1.64timeout
06-18 15:57BTCBuy63917.2→62341.7-12.64stop_loss
06-18 15:51BTCBuy64151.2→62573.6-12.66stop_loss
06-18 09:22BTCBuy64911.2→64428.8-4.20timeout
06-18 04:11BTCBuy65359.3→63744.9-12.81stop_loss
06-17 16:29BTCBuy65748.3→66327.7+4.00timeout
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 15:43BTCBuy66838.3→65810.7-8.21timeout
06-16 05:50BTCBuy65752.3→66066.7+1.99timeout
06-15 11:04BTCBuy64465.2→65927.7+10.89timeout
06-15 03:35BTCBuy64514.2→65705.7+8.75timeout
06-14 07:48BTCBuy63824.2→64400.8+4.06timeout
06-14 01:51BTCBuy63784.2→64608.8+6.04timeout
06-13 07:26BTCBuy62996.1→63743.8+5.47timeout
06-12 17:41BTCBuy63306.2→63809.8+3.51timeout
06-12 06:47BTCBuy62827.1→62959.9+0.56timeout
06-11 16:09BTCBuy62429.1→62708.9+1.64timeout
06-10 16:45BTCBuy61343.1→62141.9+5.99timeout
06-10 14:56BTCBuy61368.1→61845.9+3.40timeout
06-09 15:56BTCBuy62562.1→60998.4-12.96stop_loss
06-09 14:21BTCBuy63169.2→61615.1-12.76stop_loss
06-09 12:30BTCBuy63145.2→62603.9-4.70timeout
06-08 22:06BTCBuy61764.1→63511.8+13.66timeout
06-08 06:19BTCBuy61798.1→63104.8+10.11timeout
06-07 15:27BTCBuy60632→61802.9+9.19timeout
06-07 05:58BTCBuy60869→61733.9+6.70timeout
06-06 14:31BTCBuy60414→60793+2.69timeout
06-06 04:32BTCBuy61186.1→59681.2-12.75stop_loss
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 15:39BTCBuy61591.1→60070.9-12.78stop_loss
06-05 13:51BTCBuy62698.1→61152.3-12.78stop_loss
06-05 06:24BTCBuy62602.1→61061.4-12.74stop_loss
06-05 06:23BTCBuy62804.1→61246.3-12.85stop_loss
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 01:22BTCBuy64281.2→62700.5-12.75stop_loss
06-04 00:26BTCBuy65344.3→63736.9-12.75stop_loss
06-03 20:55BTCBuy66295.3→64652.4-12.88stop_loss
06-03 16:24BTCBuy67321.4→65665.9-12.77stop_loss
06-03 03:50BTCBuy67219.4→65563.9-12.77stop_loss
06-03 03:50BTCBuy67212.4→65555.9-12.78stop_loss
06-02 14:27BTCBuy69473.5→67763.7-12.76stop_loss
06-02 14:21BTCBuy69915.5→68192.5-12.79stop_loss
06-01 22:26BTCBuy73435.7→71240.8-15.52stop_loss
06-01 22:26BTCBuy73980.7→71240.8-19.11stop_loss
05-31 18:51BTCBuy73976.7→73558.3-3.34timeout
05-31 16:55BTCBuy73896.7→73521.3-3.05timeout
05-31 14:58BTCBuy73894.7→73583.3-2.58timeout
05-29 18:55BTCBuy73652.7→73290.3-2.95timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:51BTCBuy72933.6→73775.3+5.26timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
36%
win rate
-312.15
total pnl ($)
-81.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7636%-81.8-312.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems