deribit_basis_zscore_mean_rev_24h_long

not live
77
closed trades
43%
win rate
-240.89
total pnl ($)
0.800
weight
7d window — n=13 wr=38% pnl=-56.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 01:12BTCBuy59345→57835.2-13.23stop_loss
07-01 01:10BTCBuy59506→58042.1-12.81stop_loss
06-30 04:37BTCBuy59857→59611-2.43timeout
06-29 21:11BTCBuy59666→60299+4.70timeout
06-28 21:06BTCBuy60328→59637-6.17timeout
06-28 20:05BTCBuy60237→59506-6.50timeout
06-27 20:17BTCBuy59744→60237+3.73timeout
06-27 19:12BTCBuy59969→60569+4.58timeout
06-26 18:20BTCBuy59675→60010+2.23timeout
06-26 15:18BTCBuy58995.9→59884+6.99timeout
06-25 13:57BTCBuy59682→58214-12.65stop_loss
06-25 13:53BTCBuy60370→58885.6-12.64stop_loss
06-24 16:51BTCBuy61344.1→59833.1-12.74stop_loss
06-24 12:08BTCBuy62445.1→62806.9+2.49timeout
06-24 10:03BTCBuy62547.1→62585.9-0.15timeout
06-23 06:21BTCBuy64218.2→62638.5-12.57stop_loss
06-23 06:21BTCBuy64308.2→62725.5-12.60stop_loss
06-22 03:37BTCBuy64288.2→64171.8-1.37timeout
06-22 02:08BTCBuy64213.2→64510.8+1.85timeout
06-21 00:49BTCBuy63540.2→64236.8+5.03timeout
06-20 21:51BTCBuy63098.2→64047.8+7.04timeout
06-19 21:00BTCBuy63071.2→63200.8+0.53timeout
06-19 19:59BTCBuy62953.1→62978.9-0.30timeout
06-18 15:51BTCBuy64133.2→62555.6-12.69stop_loss
06-18 15:37BTCBuy64481.2→62876.4-12.72stop_loss
06-18 08:40BTCBuy64973.2→64516.8-4.07timeout
06-17 19:29BTCBuy65868.3→64242.6-12.78stop_loss
06-17 07:00BTCBuy66414.3→65587.7-6.66timeout
06-17 00:16BTCBuy66375.3→65727.7-5.39timeout
06-16 04:00BTCBuy65876.3→66123.7+1.47timeout
06-15 22:25BTCBuy65127.3→66186.7+7.64timeout
06-14 23:03BTCBuy64444.2→65334.7+6.42timeout
06-14 21:34BTCBuy64258.2→64866.8+4.24timeout
06-13 22:36BTCBuy63507.2→64535.8+7.62timeout
06-13 20:31BTCBuy63508.2→64221.8+5.15timeout
06-12 22:02BTCBuy63547.2→63487.8-0.96timeout
06-12 17:39BTCBuy63203.2→63826.8+4.47timeout
06-11 19:30BTCBuy61199.1→63885.8+21.39take_profit
06-11 16:09BTCBuy62446.1→62720.9+1.65timeout
06-10 15:28BTCBuy61343.1→62318.9+7.45timeout
06-10 14:31BTCBuy61491.1→61969.9+3.41timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 13:25BTCBuy63683.2→62262.9-11.57timeout
06-08 22:07BTCBuy61751.1→63458.8+13.34timeout
06-08 12:28BTCBuy62015.1→62988.9+7.39timeout
06-07 21:58BTCBuy60738→61718.9+7.65timeout
06-07 06:06BTCBuy61043.1→61618.9+4.31timeout
06-06 19:38BTCBuy59726→60595+6.88timeout
06-06 04:32BTCBuy61192.1→59687.2-12.75stop_loss
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 18:52BTCBuy60920→59421.3-12.76stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 14:01BTCBuy62147.1→60617.6-12.76stop_loss
06-05 11:16BTCBuy62406.1→62307.9-1.28timeout
06-05 06:24BTCBuy62641.1→61098.4-12.76stop_loss
06-05 03:02BTCBuy63476.2→62453.9-8.45timeout
06-04 09:27BTCBuy64390.2→62796.4-12.82stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 19:54BTCBuy66944.3→65297.1-12.79stop_loss
06-03 19:53BTCBuy67072.4→65408-12.89stop_loss
06-03 03:33BTCBuy67648.4→65981.7-12.77stop_loss
06-02 23:03BTCBuy67829.4→66159.6-12.76stop_loss
06-02 12:51BTCBuy70754.5→69014-12.81stop_loss
06-02 12:06BTCBuy70970.5→69222.9-12.81stop_loss
06-01 05:56BTCBuy74035.7→73374.3-4.96timeout
06-01 04:36BTCBuy74174.7→73419.3-5.59timeout
05-30 22:08BTCBuy73349.7→73823.3+2.67timeout
05-30 20:17BTCBuy73567.7→73930.3+1.90timeout
05-30 18:30BTCBuy73777.7→73930.3+0.47timeout
05-30 16:44BTCBuy74060.7→73918.3-1.52timeout
05-30 14:57BTCBuy73116.7→73893.3+4.71timeout
05-29 15:27BTCBuy72918.6→73517.3+3.61timeout
05-29 14:17BTCBuy73468.7→72937.4-4.13timeout
05-29 13:06BTCBuy73434.7→73211.3-1.99timeout
05-29 11:30BTCBuy73349.7→73529.3+0.73timeout
05-29 10:29BTCBuy73395.7→73573.3+0.70timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
43%
win rate
-240.89
total pnl ($)
-62.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7743%-62.2-240.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems