deribit_basis_zscore_long_v21

not live
44
closed trades
45%
win rate
-139.57
total pnl ($)
0.976
weight
7d window — n=8 wr=38% pnl=-38.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:20BTCBuy60414→58928.6-12.73stop_loss
06-29 18:04BTCBuy59621→60385+5.81timeout
06-28 16:47BTCBuy60748→59608-9.81timeout
06-27 15:39BTCBuy60420→60874+3.32timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:53BTCBuy60267→58772.7-12.76stop_loss
06-24 14:02BTCBuy62713.1→61160.3-12.83stop_loss
06-24 08:20BTCBuy62465.1→62638.9+0.87timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-22 22:22BTCBuy63721.2→64202.8+3.32timeout
06-21 21:25BTCBuy63955.2→63623.8-3.04timeout
06-20 18:25BTCBuy63120.2→63833.8+5.21timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:40BTCBuy64310.2→62726.5-12.73stop_loss
06-17 19:29BTCBuy65862.3→64242.6-12.75stop_loss
06-17 16:02BTCBuy65898.3→65796.7-1.16timeout
06-16 13:10BTCBuy66572.3→66142.7-3.75timeout
06-15 13:00BTCBuy63788.2→66593.7+21.55take_profit
06-14 18:27BTCBuy64148.2→63691.8-4.11timeout
06-13 16:08BTCBuy63721.2→64025.8+1.94timeout
06-12 15:46BTCBuy62628.1→63890.8+9.48timeout
06-11 14:50BTCBuy61870.1→62848.9+7.36timeout
06-10 14:21BTCBuy61704.1→61835.9+0.59timeout
06-09 13:36BTCBuy63761.2→62187.8-12.79stop_loss
06-08 20:49BTCBuy61775.1→63386.8+12.55timeout
06-07 15:22BTCBuy60551→61796.9+9.82timeout
06-06 14:27BTCBuy60394→60769+2.66timeout
06-05 13:49BTCBuy62798.1→61252.3-12.76stop_loss
06-05 06:03BTCBuy63612.2→62046.9-12.70stop_loss
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 16:27BTCBuy67203.4→65549.9-12.78stop_loss
06-03 03:49BTCBuy67279.4→65621.9-12.77stop_loss
06-02 15:37BTCBuy68747.4→67053.1-12.78stop_loss
06-02 09:02BTCBuy71340.6→69584.7-12.80stop_loss
06-01 15:25BTCBuy73850.7→71111.9-19.10stop_loss
05-31 13:24BTCBuy73774.7→73959.3+0.70timeout
05-31 11:28BTCBuy73568.7→73935.3+1.90timeout
05-31 09:45BTCBuy73539.7→73938.3+2.11timeout
05-30 11:41BTCBuy73474.7→73594.3+0.31timeout
05-30 08:42BTCBuy73772.7→73494.3-2.38timeout
05-29 10:00BTCBuy73516.7→73693.3+0.67timeout
05-29 08:54BTCBuy73312.7→73656.3+1.85timeout
05-29 07:49BTCBuy73388.7→73375.3-0.57timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
45%
win rate
-139.57
total pnl ($)
-62.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4445%-62.8-139.57

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems