deribit_basis_zscore_long_v4

not live
72
closed trades
46%
win rate
-197.65
total pnl ($)
0.959
weight
7d window — n=14 wr=43% pnl=-45.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:58BTCBuy59690→60240+4.22timeout
06-27 18:50BTCBuy59626→60490+6.83timeout
06-26 18:17BTCBuy59424→59997+4.24timeout
06-26 15:21BTCBuy59178→59926+5.77timeout
06-25 13:57BTCBuy59803→58331.9-12.66stop_loss
06-25 13:54BTCBuy60056→58578.8-12.65stop_loss
06-24 17:20BTCBuy60914→59414.3-12.74stop_loss
06-24 13:48BTCBuy62784.1→61240.3-12.74stop_loss
06-24 12:08BTCBuy62445.1→62806.9+2.49timeout
06-24 08:23BTCBuy62403.1→62638.9+1.42timeout
06-23 06:21BTCBuy64118.2→62531.6-12.65stop_loss
06-23 02:57BTCBuy64246.2→64231.8-0.60timeout
06-22 03:34BTCBuy64331.2→64227.8-1.27timeout
06-21 23:15BTCBuy64248.2→63654.8-5.16timeout
06-20 21:28BTCBuy63143.2→63903.8+5.57timeout
06-20 17:18BTCBuy63030.2→63891.8+6.40timeout
06-19 17:57BTCBuy62504.1→63182.8+4.96timeout
06-19 15:56BTCBuy62439.1→63240.8+6.01timeout
06-18 15:38BTCBuy64396.2→62808.4-12.50stop_loss
06-18 11:44BTCBuy64784.2→63892.8-7.38timeout
06-17 19:42BTCBuy65727.3→64108.7-12.77stop_loss
06-17 06:59BTCBuy66412.3→65592.7-6.65timeout
06-17 00:16BTCBuy66388.3→65716.7-5.57timeout
06-16 05:48BTCBuy65740.3→66035.7+1.85timeout
06-15 21:19BTCBuy64774.2→66491.7+12.75timeout
06-15 03:00BTCBuy64474.2→65408.7+6.76timeout
06-14 20:03BTCBuy64251.2→63815.8-3.89timeout
06-14 01:45BTCBuy63774.2→64570.8+5.83timeout
06-13 19:41BTCBuy63719.2→64268.8+3.86timeout
06-12 22:02BTCBuy63518.2→63494.8-0.69timeout
06-12 17:41BTCBuy63320.2→63801.8+3.34timeout
06-11 19:30BTCBuy61172.1→63859.8+21.41take_profit
06-11 16:01BTCBuy62498.1→62731.9+1.30timeout
06-10 16:17BTCBuy60930→62298.9+10.68timeout
06-10 15:16BTCBuy61647.1→61890.9+1.48timeout
06-09 14:39BTCBuy62860.1→61314.3-12.75stop_loss
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 22:55BTCBuy62921.1→63308.8+2.61timeout
06-08 20:47BTCBuy61776.1→63347.8+12.23timeout
06-07 22:00BTCBuy60670→61821.9+9.06timeout
06-07 15:22BTCBuy60551→61796.9+9.82timeout
06-06 19:39BTCBuy59747→60527+6.14timeout
06-06 14:27BTCBuy60394→60769+2.66timeout
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 13:57BTCBuy62308.1→60773.6-12.77stop_loss
06-05 13:49BTCBuy62798.1→61252.3-12.76stop_loss
06-05 06:23BTCBuy62799.1→61254.3-12.74stop_loss
06-05 06:01BTCBuy63671.2→62103.8-12.71stop_loss
06-05 03:02BTCBuy63981.2→62406.7-12.72stop_loss
06-04 09:30BTCBuy64293.2→62709.5-12.76stop_loss
06-04 00:27BTCBuy65184.3→63581-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:55BTCBuy66900.3→65251.1-12.81stop_loss
06-03 19:54BTCBuy66992.3→65324.1-12.93stop_loss
06-03 03:49BTCBuy67279.4→65623.9-12.76stop_loss
06-03 03:28BTCBuy67788.4→66121.6-12.75stop_loss
06-02 15:37BTCBuy68765.4→67074.1-12.75stop_loss
06-02 12:51BTCBuy70753.5→69014-12.80stop_loss
06-02 07:03BTCBuy71441.6→69683.7-12.85stop_loss
06-01 16:08BTCBuy72692.6→70900-12.81stop_loss
06-01 05:58BTCBuy74034.7→73337.3-5.20timeout
06-01 03:36BTCBuy74144.7→73929.3-1.98timeout
05-30 22:11BTCBuy73364.7→73865.3+2.85timeout
05-30 20:20BTCBuy73645.7→73927.3+1.35timeout
05-30 18:33BTCBuy73789.7→74001.3+0.87timeout
05-30 16:48BTCBuy74050.7→73868.3-1.79timeout
05-30 15:01BTCBuy72986.6→73905.3+5.69timeout
05-29 16:35BTCBuy73231.7→74051.3+5.08timeout
05-29 15:27BTCBuy72914.6→73540.3+3.79timeout
05-29 14:17BTCBuy73488.7→72944.4-4.26timeout
05-29 13:08BTCBuy73370.7→73159.3-1.91timeout
05-29 10:31BTCBuy73374.7→73561.3+0.77timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
46%
win rate
-197.65
total pnl ($)
-54.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7246%-54.5-197.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems