deribit_basis_zscore_long_v15

not live
80
closed trades
41%
win rate
-282.88
total pnl ($)
0.843
weight
7d window — n=17 wr=41% pnl=-45.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:54BTCBuy59452→59854+2.99timeout
06-29 23:45BTCBuy59717→60230+3.87timeout
06-28 19:45BTCBuy60171→59376-7.03timeout
06-28 18:40BTCBuy60525→59580-8.23timeout
06-27 17:26BTCBuy60113→60517+2.91timeout
06-27 16:28BTCBuy60068→60682+4.69timeout
06-26 15:43BTCBuy59111→60447+10.77timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:53BTCBuy60267→58772.7-12.76stop_loss
06-25 13:42BTCBuy61712.1→60193.9-12.73stop_loss
06-25 07:16BTCBuy59231→61831.9+21.52take_profit
06-24 16:51BTCBuy61055.1→59545.2-12.80stop_loss
06-24 14:13BTCBuy62644.1→61099.4-12.78stop_loss
06-24 13:57BTCBuy62758.1→61211.3-12.77stop_loss
06-24 08:25BTCBuy62296.1→62662.9+2.44timeout
06-24 07:27BTCBuy62973.1→62687.9-2.75timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-23 06:21BTCBuy64260.2→62677.5-12.78stop_loss
06-22 22:33BTCBuy63624.2→64024.8+2.69timeout
06-22 20:20BTCBuy64055.2→64468.8+2.76timeout
06-21 21:40BTCBuy63939.2→63863.8-1.04timeout
06-21 18:41BTCBuy63815.2→64154.8+2.25timeout
06-20 20:49BTCBuy63156.2→63868.8+5.21timeout
06-20 18:25BTCBuy63120.2→63833.8+5.21timeout
06-19 19:58BTCBuy62968.1→62974.9-0.43timeout
06-19 17:35BTCBuy62629.1→62999.8+2.50timeout
06-18 15:51BTCBuy64148.2→62570.6-12.66stop_loss
06-18 15:40BTCBuy64313.2→62730.5-12.49stop_loss
06-18 08:39BTCBuy65037.3→64529.8-4.39timeout
06-17 19:44BTCBuy65696.3→64080.7-12.75stop_loss
06-17 06:51BTCBuy66491.3→65619.7-6.99timeout
06-17 00:30BTCBuy66214.3→65709.7-4.30timeout
06-16 05:26BTCBuy65804.3→66026.7+1.30timeout
06-15 23:01BTCBuy65367.3→66174.7+5.68timeout
06-15 04:30BTCBuy64442.2→65674.7+9.08timeout
06-14 21:48BTCBuy64481.2→65331.7+6.10timeout
06-14 03:28BTCBuy63449.2→64510.8+7.94timeout
06-13 21:12BTCBuy63550.2→64250.8+5.04timeout
06-13 01:23BTCBuy63376.2→63611.8+1.36timeout
06-12 20:07BTCBuy63577.2→63660.8+0.19timeout
06-12 00:05BTCBuy61601.1→63583.8+15.53timeout
06-11 19:30BTCBuy61190.1→63878.8+21.40take_profit
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 17:00BTCBuy61392.1→62210.9+6.17timeout
06-10 14:56BTCBuy61312.1→61820.9+3.66timeout
06-09 16:39BTCBuy62297.1→60764.6-12.76stop_loss
06-09 14:18BTCBuy63298.2→61741-12.75stop_loss
06-09 13:36BTCBuy63741.2→62173.8-12.74stop_loss
06-08 22:26BTCBuy63046.2→63296.8+1.50timeout
06-08 21:21BTCBuy61714.1→63679.8+15.44timeout
06-07 22:15BTCBuy61494.1→64195.8+21.52take_profit
06-07 21:05BTCBuy60713→61731.9+7.96timeout
06-07 04:18BTCBuy60162→61598.9+11.49timeout
06-06 20:01BTCBuy60371→60585+1.39timeout
06-06 04:10BTCBuy61821.1→60300.8-12.75stop_loss
06-05 18:54BTCBuy60591→59100.5-12.76stop_loss
06-05 18:52BTCBuy60799→59303.4-12.76stop_loss
06-05 14:06BTCBuy61975.1→60450.7-12.75stop_loss
06-05 13:49BTCBuy62959.1→61408.2-12.77stop_loss
06-05 06:21BTCBuy63124.2→61567.1-12.78stop_loss
06-05 06:00BTCBuy63753.2→62181.8-12.73stop_loss
06-05 03:01BTCBuy63988.2→62414.7-12.72stop_loss
06-04 09:30BTCBuy64252.2→62671.5-12.74stop_loss
06-04 09:29BTCBuy64336.2→62753.5-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:54BTCBuy66991.3→65325.1-12.92stop_loss
06-03 19:53BTCBuy67102.4→65451-12.79stop_loss
06-03 03:43BTCBuy67377.4→65720.8-12.75stop_loss
06-03 03:43BTCBuy67449.4→65790.8-12.75stop_loss
06-02 14:27BTCBuy69455.5→67745.7-12.76stop_loss
06-02 14:08BTCBuy70222.5→68495.3-12.78stop_loss
06-02 09:04BTCBuy71263.6→69507.8-12.82stop_loss
06-01 15:25BTCBuy73677.7→71111.9-17.96stop_loss
06-01 15:25BTCBuy73910.7→71111.9-19.49stop_loss
05-31 18:51BTCBuy73975.7→73559.3-3.33timeout
05-31 16:55BTCBuy73896.7→73517.3-3.08timeout
05-30 11:06BTCBuy73633.7→73607.3-0.69timeout
05-29 16:39BTCBuy73260.7→73944.3+4.17timeout
05-29 10:35BTCBuy73390.7→73607.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
41%
win rate
-282.88
total pnl ($)
-70.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8041%-70.6-282.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems