deribit_basis_zscore_long_v2036931

not live
23
closed trades
43%
win rate
-77.54
total pnl ($)
0.931
weight
7d window — n=7 wr=14% pnl=-49.26  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59972→58495.8-12.77stop_loss
06-25 13:48BTCBuy60856→59359.3-12.72stop_loss
06-24 13:57BTCBuy62770.1→61226.3-12.74stop_loss
06-23 08:17BTCBuy63972.2→62369.7-12.99stop_loss
06-23 03:46BTCBuy64122.2→63984.8-1.52timeout
06-22 03:36BTCBuy64290.2→64179.8-1.39timeout
06-21 01:58BTCBuy63543.2→64225.8+4.87timeout
06-20 01:54BTCBuy62959.1→63544.8+4.19timeout
06-18 15:37BTCBuy64502.2→62909.4-12.88stop_loss
06-17 19:41BTCBuy65784.3→64165.7-12.77stop_loss
06-16 08:28BTCBuy65632.3→66514.7+6.35timeout
06-15 08:26BTCBuy64452.2→65596.7+8.42timeout
06-14 08:24BTCBuy63742.2→64465.8+5.20timeout
06-13 08:24BTCBuy63478.2→63736.8+1.48timeout
06-12 08:26BTCBuy62882.1→63445.8+3.94timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-09 13:36BTCBuy63687.2→62106.8-12.84stop_loss
06-08 21:25BTCBuy61796.1→63666.8+14.65timeout
06-07 21:03BTCBuy60710→61745.9+8.10timeout
06-06 04:12BTCBuy61654.1→60136.9-12.76stop_loss
06-05 06:03BTCBuy63505.2→61936.9-12.77stop_loss
06-04 00:29BTCBuy65115.3→63514-12.74stop_loss
06-03 03:49BTCBuy67324.4→65663.9-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-77.54
total pnl ($)
-67.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-67.0-77.54

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems