deribit_basis_zscore_long_v16

not live
26
closed trades
38%
win rate
-73.02
total pnl ($)
1.050
weight
7d window — n=6 wr=50% pnl=-27.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:46BTCBuy61140.1→59626.2-12.77stop_loss
06-24 14:17BTCBuy62562.1→61017.4-12.78stop_loss
06-23 06:20BTCBuy64367.2→62784.5-12.75stop_loss
06-22 20:22BTCBuy64069.2→64451.8+2.51timeout
06-21 17:43BTCBuy63842.2→64085.8+1.54timeout
06-20 15:17BTCBuy63117.2→63979.8+6.32timeout
06-19 15:16BTCBuy63489.2→63141.8-3.08timeout
06-18 15:10BTCBuy65039.3→63648.8-11.13timeout
06-17 15:07BTCBuy65793.3→65141.7-5.41timeout
06-16 15:05BTCBuy66629.3→65679.7-7.66timeout
06-15 13:18BTCBuy63965.2→66773.7+21.52take_profit
06-14 12:43BTCBuy64001.2→64312.8+1.99timeout
06-13 12:36BTCBuy63475.2→63995.8+3.57timeout
06-12 11:30BTCBuy63137.2→63764.8+4.44timeout
06-11 11:07BTCBuy60984→63085.8+16.64timeout
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-08 22:12BTCBuy62150.1→63363.8+9.28timeout
06-07 21:51BTCBuy60817→61629.9+6.25timeout
06-05 18:52BTCBuy60747→59253.4-12.75stop_loss
06-05 06:03BTCBuy63553.2→61980.9-12.78stop_loss
06-04 00:25BTCBuy65453.3→63843.9-12.74stop_loss
06-03 03:50BTCBuy67236.4→65579.9-12.77stop_loss
06-02 12:40BTCBuy70779.5→69034-12.84stop_loss
05-31 14:42BTCBuy74032.7→73623.3-3.23timeout
05-30 08:07BTCBuy73632.7→73511.3-1.31timeout
05-29 07:52BTCBuy73364.7→73389.3-0.32timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
38%
win rate
-73.02
total pnl ($)
-55.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2638%-55.9-73.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems