deribit_basis_zscore_low_long_v2

not live
86
closed trades
40%
win rate
-250.30
total pnl ($)
0.786
weight
7d window — n=15 wr=33% pnl=-40.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 15:58BTCBuy58436.9→60116+13.77timeout
07-01 01:10BTCBuy59515→58051.1-12.81stop_loss
06-30 13:02BTCBuy59737→58267.9-12.74stop_loss
06-30 07:09BTCBuy59985→59432-5.04timeout
06-29 22:54BTCBuy58968.9→60391+11.64timeout
06-29 05:22BTCBuy59936→59610-3.19timeout
06-28 20:04BTCBuy60212→59492-6.42timeout
06-28 04:18BTCBuy60399→60182-2.26timeout
06-27 18:49BTCBuy59609→60494+6.99timeout
06-27 02:57BTCBuy58509.9→60275+14.63timeout
06-26 15:21BTCBuy59162→59929+5.92timeout
06-26 02:24BTCBuy59745→58275.9-12.73stop_loss
06-25 15:15BTCBuy60310→58826.6-12.74stop_loss
06-25 13:58BTCBuy59622→58156-12.67stop_loss
06-25 13:57BTCBuy59791→58300.9-12.83stop_loss
06-24 17:20BTCBuy60963→59459.3-12.77stop_loss
06-24 16:51BTCBuy61147.1→59642.2-12.73stop_loss
06-24 14:13BTCBuy62634.1→61093.4-12.75stop_loss
06-24 14:02BTCBuy62698.1→61156.3-12.74stop_loss
06-24 08:24BTCBuy62215.1→62668.9+3.13timeout
06-24 06:54BTCBuy62922.1→62758.9-1.80timeout
06-23 08:17BTCBuy63989.2→62415.7-12.76stop_loss
06-23 06:20BTCBuy64471.2→62885.4-12.76stop_loss
06-22 22:19BTCBuy63663.2→64244.8+4.11timeout
06-22 19:03BTCBuy64211.2→64353.8+0.61timeout
06-21 21:24BTCBuy63927.2→63650.8-2.61timeout
06-21 18:39BTCBuy63843.2→64163.8+2.11timeout
06-20 19:27BTCBuy62952.1→63832.8+6.56timeout
06-20 18:24BTCBuy63107.2→63813.8+5.15timeout
06-19 18:28BTCBuy62872.1→63094.8+1.31timeout
06-19 17:16BTCBuy62488.1→62966.9+3.38timeout
06-18 15:52BTCBuy64077.2→62495.6-12.67stop_loss
06-18 15:38BTCBuy64399.2→62811.4-12.50stop_loss
06-18 05:03BTCBuy65318.3→63710.9-12.78stop_loss
06-17 19:29BTCBuy65873.3→64250.6-12.78stop_loss
06-17 07:01BTCBuy66379.3→65563.7-6.62timeout
06-17 02:16BTCBuy66117.3→65889.7-2.18timeout
06-16 05:24BTCBuy65796.3→66058.7+1.60timeout
06-16 00:53BTCBuy65533.3→66304.7+5.44timeout
06-15 03:00BTCBuy64474.2→65416.7+6.83timeout
06-14 22:34BTCBuy64489.2→65215.7+5.14timeout
06-14 01:49BTCBuy63789.2→64606.8+5.99timeout
06-13 21:34BTCBuy63511.2→64250.8+5.35timeout
06-13 00:08BTCBuy63744.2→63545.8-2.09timeout
06-12 20:53BTCBuy63344.2→63417.8+0.10timeout
06-11 23:01BTCBuy61333.1→63405.8+16.32timeout
06-11 19:21BTCBuy61704.1→63618.8+14.94timeout
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 15:52BTCBuy61355.1→62263.9+6.92timeout
06-10 14:51BTCBuy61253.1→61905.9+4.84timeout
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 14:19BTCBuy63278.2→61717-12.79stop_loss
06-08 22:08BTCBuy61850.1→63427.8+12.27timeout
06-08 17:18BTCBuy62248.1→63397.8+8.69timeout
06-07 21:52BTCBuy60830→61645.9+6.28timeout
06-07 17:01BTCBuy60802→62055.9+9.84timeout
06-06 19:21BTCBuy59389→60621+9.98timeout
06-06 15:40BTCBuy60149→60766+4.68timeout
06-05 18:52BTCBuy60889→59391.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60075.9-12.74stop_loss
06-05 14:29BTCBuy61796.1→60272.8-12.77stop_loss
06-05 12:11BTCBuy62489.1→62154.9-3.16timeout
06-05 06:23BTCBuy62801.1→61252.3-12.72stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:53BTCBuy67091.4→65438-12.80stop_loss
06-03 16:27BTCBuy67193.4→65540.9-12.77stop_loss
06-03 03:43BTCBuy67442.4→65781.8-12.77stop_loss
06-03 03:35BTCBuy67589.4→65926.7-12.76stop_loss
06-02 14:09BTCBuy70213.5→68441.3-13.09stop_loss
06-02 12:30BTCBuy70913.5→69165.9-12.83stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
06-01 02:37BTCBuy73896.7→73484.3-3.32timeout
05-31 14:59BTCBuy73895.7→73609.3-2.42timeout
05-31 10:08BTCBuy73582.7→73811.3+0.96timeout
05-30 18:27BTCBuy73857.7→73937.3-0.02timeout
05-30 16:44BTCBuy74027.7→73918.3-1.30timeout
05-30 14:58BTCBuy73110.7→73888.3+4.72timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 12:20BTCBuy73327.7→73307.3-0.62timeout
05-29 10:07BTCBuy73521.7→73674.3+0.51timeout
05-29 09:00BTCBuy73295.7→73626.3+1.74timeout
05-29 07:54BTCBuy73372.7→73390.3-0.36timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
40%
win rate
-250.30
total pnl ($)
-57.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8640%-57.9-250.30

Recent bounces (last 20 of 1)

timesymsidereason
06-30 03:36BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems