deribit_basis_zscore_mean_rev_gap_long

not live
11
closed trades
27%
win rate
-25.58
total pnl ($)
1.061
weight
7d window — n=11 wr=27% pnl=-25.58  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 11 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:06BTCBuy60422→58930.6-6.39stop_loss
06-30 12:06BTCBuy60438→58951.6-6.36stop_loss
06-30 07:04BTCBuy59952→59599-1.69timeout
06-29 21:04BTCBuy59636→60255+2.29timeout
06-29 19:55BTCBuy59412→60475+4.17timeout
06-29 18:47BTCBuy59596→60233+2.37timeout
06-28 21:06BTCBuy60328→59637-3.09timeout
06-28 20:04BTCBuy60213→59487-3.23timeout
06-28 19:01BTCBuy60560→59559-4.35timeout
06-28 17:56BTCBuy60574→59578-4.32timeout
06-28 16:52BTCBuy60795→59629-5.00timeout

Paper vs Live

Paper (trades.jsonl)
11
closed
27%
win rate
-25.58
total pnl ($)
-92.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1127%-92.5-25.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems