deribit_basis_zscore_mean_rev_chop_long_v2

not live
11
closed trades
55%
win rate
-8.70
total pnl ($)
1.197
weight
7d window — n=10 wr=60% pnl=-5.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 16:12ETHBuy1579.36→1570.04-3.52timeout
06-30 12:59ETHBuy1592.06→1552.57-12.84stop_loss
06-30 07:03ETHBuy1578.06→1594.54+4.83timeout
06-30 01:00ETHBuy1572.46→1594.04+6.44timeout
06-29 23:46ETHBuy1573.66→1611.44+11.57timeout
06-29 14:15ETHBuy1595.56→1556.17-12.79stop_loss
06-29 06:43ETHBuy1567.06→1579.94+3.63timeout
06-29 05:43ETHBuy1568.36→1574.24+1.42timeout
06-29 04:37ETHBuy1571.66→1578.64+1.75timeout
06-28 20:49ETHBuy1580.76→1572.84-2.83timeout
06-28 19:49ETHBuy1577.56→1558.54-6.35timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
55%
win rate
-8.70
total pnl ($)
-16.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH1155%-16.1-8.70

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems