deribit_basis_zscore_mean_rev_batch12569_long

not live
89
closed trades
53%
win rate
-190.42
total pnl ($)
0.720
weight
7d window — n=20 wr=50% pnl=-65.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 05:59BTCBuy60399→59623-6.85timeout
06-29 23:37BTCBuy59923→60233+2.15timeout
06-28 07:03BTCBuy60568→60107-4.25timeout
06-27 13:10BTCBuy59933→60388+3.33timeout
06-27 06:27BTCBuy59950→60174+1.42timeout
06-27 00:23BTCBuy59556→60004+3.30timeout
06-26 18:10BTCBuy59739→60066+2.23timeout
06-26 05:23BTCBuy59478→59723+1.61timeout
06-26 02:16BTCBuy60090→58551.8-13.25stop_loss
06-25 13:46BTCBuy61314.1→59744.1-13.24stop_loss
06-25 13:44BTCBuy61624.1→60037-13.30stop_loss
06-25 11:14BTCBuy60846→61322.9+3.46timeout
06-25 05:09BTCBuy59805→61709.9+15.49timeout
06-24 15:30BTCBuy62363.1→60767.6-13.23stop_loss
06-24 13:43BTCBuy63053.2→61439.2-13.25stop_loss
06-24 11:24BTCBuy62595.1→62329.9-2.58timeout
06-24 05:19BTCBuy62543.1→62829.9+1.81timeout
06-23 23:02BTCBuy62379.1→62556.9+0.99timeout
06-23 17:41BTCBuy63426.2→62519.9-7.59timeout
06-23 08:17BTCBuy64028.2→62389.7-13.26stop_loss
06-23 03:37BTCBuy65043.3→63993.8-8.51timeout
06-22 21:24BTCBuy64115.2→64266.8+0.73timeout
06-22 15:12BTCBuy64069.2→65038.7+7.08timeout
06-22 09:01BTCBuy63808.2→64142.8+2.13timeout
06-22 02:35BTCBuy63971.2→64461.8+3.34timeout
06-21 19:44BTCBuy64186.2→64187.8-0.43timeout
06-21 09:52BTCBuy63994.2→64146.8+0.68timeout
06-21 00:44BTCBuy63596.2→64284.8+4.94timeout
06-20 18:45BTCBuy63737.2→63796.8+0.02timeout
06-20 12:42BTCBuy63528.2→63580.8-0.06timeout
06-20 05:25BTCBuy62906.1→63687.8+5.77timeout
06-19 20:33BTCBuy62662.1→63004.8+2.27timeout
06-19 14:42BTCBuy62909.1→63314.8+2.83timeout
06-19 08:24BTCBuy63112.2→62674.9-3.85timeout
06-18 15:53BTCBuy64082.2→62428.6-13.21stop_loss
06-17 22:03BTCBuy65557.3→63853.9-13.44stop_loss
06-17 01:26BTCBuy66086.3→65536.7-4.64timeout
06-16 16:37BTCBuy65834.3→65713.7-1.41timeout
06-16 09:00BTCBuy66487.3→66803.7+1.94timeout
06-16 02:35BTCBuy66506.3→65767.7-6.01timeout
06-15 20:37BTCBuy65707.3→66606.7+6.36timeout
06-15 14:34BTCBuy65593.3→66511.7+6.55timeout
06-15 08:24BTCBuy63890.2→65616.7+13.06timeout
06-15 01:52BTCBuy64279.2→65520.7+9.19timeout
06-14 19:51BTCBuy64398.2→63746.8-5.53timeout
06-14 13:49BTCBuy64618.2→64277.8-3.08timeout
06-14 07:50BTCBuy64304.2→64390.8+0.22timeout
06-14 01:49BTCBuy64161.2→64610.8+3.07timeout
06-13 19:49BTCBuy63826.2→64282.8+3.13timeout
06-13 13:45BTCBuy63768.2→64110.8+2.21timeout
06-13 07:44BTCBuy63622.2→63814.8+1.05timeout
06-12 22:11BTCBuy63724.2→63509.8-2.16timeout
06-12 16:28BTCBuy63785.2→63882.8+0.30timeout
06-12 08:58BTCBuy63383.2→63444.8+0.00timeout
06-12 01:43BTCBuy62795.1→63382.8+4.18timeout
06-11 19:39BTCBuy62631.1→63710.8+8.11timeout
06-11 09:54BTCBuy61240.1→62926.9+13.25timeout
06-11 02:52BTCBuy61892.1→62009.9+0.47timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 07:46BTCBuy61803.1→62016.9+1.34timeout
06-09 16:39BTCBuy62352.1→60753.6-13.28stop_loss
06-09 14:29BTCBuy63169.2→61552.1-13.25stop_loss
06-09 04:05BTCBuy63854.2→62731.9-9.24timeout
06-08 22:02BTCBuy63458.2→63562.8+0.36timeout
06-08 15:21BTCBuy63240.2→64074.8+6.12timeout
06-08 09:29BTCBuy61765.1→63381.8+12.63timeout
06-08 01:54BTCBuy61780.1→62997.8+9.37timeout
06-07 19:15BTCBuy62125.1→61616.9-4.51timeout
06-07 13:24BTCBuy61510.1→61707.9+1.15timeout
06-06 18:07BTCBuy61018.1→60466-4.95timeout
06-06 04:20BTCBuy61492.1→59917-13.26stop_loss
06-05 18:52BTCBuy60895→59336.3-13.26stop_loss
06-05 13:49BTCBuy63072.2→61456.2-13.26stop_loss
06-05 06:22BTCBuy62890.1→61279.3-13.25stop_loss
06-05 06:03BTCBuy63616.2→61979.9-13.28stop_loss
06-05 03:51BTCBuy63799.2→62772.9-8.46timeout
06-04 21:44BTCBuy62874.1→63396.8+3.72timeout
06-04 09:29BTCBuy64407.2→62756.5-13.26stop_loss
06-04 00:29BTCBuy64997.2→63334.1-13.24stop_loss
06-03 20:43BTCBuy66858.3→65147.2-13.26stop_loss
06-03 16:38BTCBuy66353.3→65825.7-4.46timeout
06-03 14:52BTCBuy66742.3→66868.7+0.46timeout
06-03 03:50BTCBuy67285.4→65555.9-13.31stop_loss
06-02 14:27BTCBuy69506.5→67726.7-13.26stop_loss
06-02 12:31BTCBuy70954.5→69139-13.30stop_loss
06-01 02:27BTCBuy73562.7→73480.3-1.05timeout
05-31 07:48BTCBuy74040.7→73850.3-1.81timeout
05-30 02:52BTCBuy73014.7→73705.3+4.26timeout
05-29 19:47BTCBuy73372.7→73638.3+1.33timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
53%
win rate
-190.42
total pnl ($)
-42.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8953%-42.6-190.42

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems