deribit_basis_zscore_mean_rev_fear

not live
53
closed trades
42%
win rate
-193.50
total pnl ($)
0.594
weight
7d window — n=14 wr=21% pnl=-110.22  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 53 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:53BTCBuy60380→58875.6-12.92stop_loss
06-28 18:51BTCBuy60506→59493-8.79timeout
06-27 21:54BTCBuy59951→60162+1.38timeout
06-26 20:03BTCBuy59603→59837+1.38timeout
06-26 13:18BTCBuy60226→58744.7-12.76stop_loss
06-25 13:55BTCBuy59919→58445.8-12.69stop_loss
06-25 13:41BTCBuy61859.1→60332.8-12.78stop_loss
06-24 14:19BTCBuy62377.1→60841.5-12.74stop_loss
06-24 14:13BTCBuy62648.1→61106.4-12.75stop_loss
06-24 07:52BTCBuy62898.1→62612.9-2.87timeout
06-23 06:21BTCBuy64188.2→62609.5-12.78stop_loss
06-23 06:18BTCBuy64629.2→63039.3-12.77stop_loss
06-22 19:51BTCBuy64189.2→64387.8+1.05timeout
06-22 07:48BTCBuy64193.2→64230.8-0.18timeout
06-21 14:49BTCBuy63857.2→63996.8+0.70timeout
06-21 02:41BTCBuy63362.2→64220.8+6.31timeout
06-20 14:36BTCBuy63335.2→63425.8+0.20timeout
06-20 01:42BTCBuy62859.1→63512.8+4.74timeout
06-18 15:56BTCBuy63968.2→62394.7-12.73stop_loss
06-18 15:37BTCBuy64521.2→62933.4-12.59stop_loss
06-18 12:28BTCBuy64680.2→64130.8-4.69timeout
06-17 19:44BTCBuy65692.3→64076.7-12.73stop_loss
06-16 23:35BTCBuy66168.3→65745.7-3.70timeout
06-16 11:09BTCBuy65958.3→66453.7+3.22timeout
06-15 22:59BTCBuy65330.3→66187.7+6.11timeout
06-15 10:48BTCBuy64538.2→65729.7+8.78timeout
06-14 22:33BTCBuy64504.2→65186.7+4.80timeout
06-14 10:20BTCBuy63756.2→64516.8+5.50timeout
06-13 22:10BTCBuy63515.2→64388.8+6.40timeout
06-13 10:09BTCBuy63721.2→63747.8-0.33timeout
06-12 22:14BTCBuy63604.2→63482.8-1.45timeout
06-12 10:05BTCBuy62832.1→63665.8+6.09timeout
06-11 21:59BTCBuy61265.1→63445.8+17.21timeout
06-11 08:16BTCBuy61651.1→62767.9+8.48timeout
06-10 19:49BTCBuy61807.1→61945.9+0.60timeout
06-09 14:21BTCBuy63163.2→61609.1-12.75stop_loss
06-09 10:07BTCBuy63467.2→62623.9-7.07timeout
06-08 22:01BTCBuy61745.1→63489.8+13.64timeout
06-08 10:01BTCBuy62403.1→63447.8+7.91timeout
06-07 22:00BTCBuy60682→61834.9+9.07timeout
06-06 04:21BTCBuy61414.1→59900-12.78stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 06:21BTCBuy63038.2→61487.2-12.69stop_loss
06-05 06:03BTCBuy63618.2→62050.9-12.74stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 23:02BTCBuy66272.3→64639.4-12.76stop_loss
06-03 19:54BTCBuy67012.4→65364-12.78stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 12:06BTCBuy70974.5→69228.9-12.84stop_loss
06-01 15:33BTCBuy73170.7→71307.8-13.24stop_loss
06-01 00:30BTCBuy73928.7→73984.3-0.06timeout
05-31 12:08BTCBuy73570.7→73875.3+1.48timeout
05-30 03:20BTCBuy73406.7→73723.3+1.66timeout

Paper vs Live

Paper (trades.jsonl)
53
closed
42%
win rate
-193.50
total pnl ($)
-72.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5342%-72.6-193.50

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:44BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems