deribit_basis_zscore_long_mev

not live
85
closed trades
42%
win rate
-258.19
total pnl ($)
0.468
weight
7d window — n=18 wr=28% pnl=-123.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 85 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 14:53BTCBuy60594→60019-5.23timeout
06-27 21:30BTCBuy59870→60446+4.43timeout
06-27 19:18BTCBuy59962→60501+4.08timeout
06-26 19:24BTCBuy59166→59861+5.33timeout
06-26 13:19BTCBuy60075→58552.8-13.13stop_loss
06-26 13:18BTCBuy60334→58850.6-12.76stop_loss
06-26 02:13BTCBuy60182→58701.7-12.73stop_loss
06-25 13:58BTCBuy59639→58172-12.66stop_loss
06-25 13:58BTCBuy59653→58186-12.65stop_loss
06-25 13:53BTCBuy60459→58972.5-12.64stop_loss
06-24 14:19BTCBuy62416.1→60880.5-12.54stop_loss
06-24 14:03BTCBuy62488.1→61328.9-9.53timeout
06-24 08:47BTCBuy62321.1→62765.9+3.11timeout
06-23 08:17BTCBuy63994.2→62418.7-12.69stop_loss
06-23 06:05BTCBuy64867.2→63271.2-12.67stop_loss
06-23 04:59BTCBuy65167.3→63565-12.76stop_loss
06-22 17:28BTCBuy64081.2→64567.8+3.30timeout
06-22 03:37BTCBuy64288.2→64171.8-1.37timeout
06-21 10:49BTCBuy63633.2→64345.8+5.22timeout
06-21 08:17BTCBuy63529.2→64060.8+3.70timeout
06-20 21:51BTCBuy63098.2→64047.8+7.04timeout
06-20 00:38BTCBuy62994.1→63592.8+4.31timeout
06-19 20:23BTCBuy63115.2→62953.9-1.78timeout
06-19 15:54BTCBuy62483.1→63199.8+5.33timeout
06-18 15:53BTCBuy64024.2→62449.6-12.64stop_loss
06-18 15:40BTCBuy64319.2→62736.5-12.52stop_loss
06-18 11:54BTCBuy64838.2→63924.8-7.49timeout
06-18 05:04BTCBuy65277.3→63672-12.76stop_loss
06-17 19:40BTCBuy65794.3→64175.7-12.74stop_loss
06-17 08:49BTCBuy66438.3→64802.3-12.84stop_loss
06-17 04:41BTCBuy65871.3→65894.7-0.30timeout
06-16 21:23BTCBuy66511.3→65710.7-6.56timeout
06-16 08:16BTCBuy65718.3→66466.7+5.24timeout
06-15 13:20BTCBuy64014.2→66824.7+21.52take_profit
06-15 12:31BTCBuy64445.2→66252.7+13.59timeout
06-15 07:25BTCBuy64347.2→65957.7+12.03timeout
06-14 12:43BTCBuy63999.2→64319.8+2.05timeout
06-14 04:41BTCBuy63583.2→64402.8+6.03timeout
06-14 01:50BTCBuy63803.2→64612.8+5.91timeout
06-13 00:36BTCBuy63655.2→63550.8-1.36timeout
06-12 15:48BTCBuy62663.1→63751.8+8.14timeout
06-12 12:29BTCBuy62683.1→63427.8+5.42timeout
06-11 19:30BTCBuy61199.1→63885.8+21.39take_profit
06-11 10:19BTCBuy61172.1→62790.9+12.63timeout
06-11 08:15BTCBuy61610.1→62782.9+8.93timeout
06-10 16:40BTCBuy60819→62317.9+11.78timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 12:29BTCBuy63065.2→62638.9-3.78timeout
06-09 06:09BTCBuy62932.1→63316.8+2.56timeout
06-08 21:33BTCBuy61749.1→63664.8+15.03timeout
06-08 12:28BTCBuy62015.1→62988.9+7.39timeout
06-08 05:40BTCBuy61807.1→62440.9+4.68timeout
06-07 10:43BTCBuy60399→62317.9+15.45timeout
06-07 06:09BTCBuy61067.1→61665.9+4.50timeout
06-07 04:08BTCBuy60419→61580.9+9.15timeout
06-06 04:27BTCBuy61371.1→59860.1-12.76stop_loss
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 13:49BTCBuy62980.1→61429.2-12.77stop_loss
06-05 06:24BTCBuy62641.1→61098.4-12.76stop_loss
06-05 06:01BTCBuy63705.2→62136.8-12.72stop_loss
06-05 05:59BTCBuy63784.2→62214.8-12.71stop_loss
06-05 01:21BTCBuy62814.1→63289.8+3.38timeout
06-04 09:26BTCBuy64436.2→62845.4-12.79stop_loss
06-04 00:29BTCBuy65012.3→63413.1-12.75stop_loss
06-03 19:54BTCBuy66969.3→65321.1-12.79stop_loss
06-03 19:53BTCBuy67064.4→65410-12.80stop_loss
06-03 16:27BTCBuy67188.4→65534.9-12.77stop_loss
06-03 03:49BTCBuy67254.4→65599.9-12.75stop_loss
06-03 03:43BTCBuy67426.4→65767.8-12.75stop_loss
06-02 19:36BTCBuy68484.4→66620.3-14.05stop_loss
06-02 13:00BTCBuy70670.5→68928.1-12.82stop_loss
06-02 12:06BTCBuy71005.6→69249.9-12.87stop_loss
06-02 01:34BTCBuy72777.6→70987.9-12.85stop_loss
06-01 15:32BTCBuy73498.7→71299.8-15.49stop_loss
06-01 15:32BTCBuy73631.7→71299.8-16.42stop_loss
05-31 18:52BTCBuy73970.7→73576.3-3.18timeout
05-31 14:58BTCBuy73895.7→73587.3-2.55timeout
05-31 04:58BTCBuy73341.7→74183.3+5.22timeout
05-30 12:11BTCBuy73340.7→73564.3+1.03timeout
05-30 09:53BTCBuy73703.7→73575.3-1.35timeout
05-30 07:51BTCBuy73380.7→73501.3+0.33timeout
05-29 15:46BTCBuy73040.7→73754.3+4.38timeout
05-29 13:26BTCBuy73090.7→72957.4-1.38timeout
05-29 10:32BTCBuy73384.7→73553.3+0.65timeout

Paper vs Live

Paper (trades.jsonl)
85
closed
42%
win rate
-258.19
total pnl ($)
-60.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8542%-60.6-258.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems