deribit_basis_zscore_long_v20

not live
42
closed trades
43%
win rate
-47.15
total pnl ($)
0.889
weight
7d window — n=13 wr=46% pnl=-38.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 19:51BTCBuy64194.2→64379.8+0.95timeout
06-22 07:47BTCBuy64199.2→64231.8-0.22timeout
06-21 17:46BTCBuy63810.2→64140.8+2.22timeout
06-21 03:47BTCBuy63440.2→64390.8+7.05timeout
06-20 15:39BTCBuy63130.2→64078.8+6.99timeout
06-20 00:45BTCBuy63042.2→63575.8+3.78timeout
06-18 15:40BTCBuy64297.2→62708.5-12.76stop_loss
06-18 15:37BTCBuy64487.2→62879.4-12.70stop_loss
06-18 09:37BTCBuy64949.2→64226.8-6.07timeout
06-17 19:42BTCBuy65704.3→64086.7-12.78stop_loss
06-17 08:35BTCBuy66719.3→65078.2-12.76stop_loss
06-16 21:24BTCBuy66525.3→65725.7-6.55timeout
06-16 07:48BTCBuy65701.3→66312.7+4.27timeout
06-15 13:00BTCBuy63787.2→66587.7+21.51take_profit
06-15 02:47BTCBuy64449.2→65465.7+7.40timeout
06-14 14:43BTCBuy64160.2→63888.8-2.57timeout
06-14 02:38BTCBuy63697.2→64527.8+6.09timeout
06-13 14:39BTCBuy63701.2→64194.8+3.38timeout
06-13 00:34BTCBuy63608.2→63542.8-1.04timeout
06-12 12:28BTCBuy62713.1→63461.8+5.45timeout
06-11 19:30BTCBuy61172.1→63859.8+21.41take_profit
06-11 11:07BTCBuy61042.1→63091.8+16.20timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 10:06BTCBuy63458.2→62752.9-5.98timeout
06-08 22:04BTCBuy61786.1→63480.8+13.23timeout
06-08 09:56BTCBuy62526.1→63428.8+6.76timeout
06-07 21:50BTCBuy60837→61656.9+6.31timeout
06-07 05:10BTCBuy60095→61770.9+13.52timeout
06-05 18:44BTCBuy61258.1→59751.1-12.75stop_loss
06-05 06:17BTCBuy63370.2→61810-12.76stop_loss
06-05 03:06BTCBuy63901.2→62321.7-12.78stop_loss
06-04 01:16BTCBuy64404.2→62820.4-12.74stop_loss
06-03 20:55BTCBuy66395.3→64739.4-12.97stop_loss
06-03 19:53BTCBuy67091.4→65441-12.78stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 12:34BTCBuy70842.5→69100-12.81stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-31 07:58BTCBuy73514.7→73846.3+1.66timeout
05-30 08:52BTCBuy73678.7→73491.3-1.76timeout
05-29 20:48BTCBuy73664.7→73711.3-0.16timeout
05-29 07:52BTCBuy73358.7→73390.3-0.27timeout

Paper vs Live

Paper (trades.jsonl)
42
closed
43%
win rate
-47.15
total pnl ($)
-22.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4243%-22.0-47.15

Recent bounces (last 20 of 1)

timesymsidereason
06-22 22:51BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems