deribit_basis_zscore_mean_rev_long_batch31113

not live
71
closed trades
38%
win rate
-259.74
total pnl ($)
0.814
weight
7d window — n=16 wr=38% pnl=-70.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:39BTCBuy59679→60228+4.21timeout
06-27 16:25BTCBuy60015→60689+5.20timeout
06-26 19:22BTCBuy59245→59872+4.72timeout
06-26 14:58BTCBuy59429→59589+0.85timeout
06-25 17:44BTCBuy59348→59552+1.30timeout
06-25 13:59BTCBuy59558→58089-12.71stop_loss
06-24 17:47BTCBuy60602→59111.5-12.73stop_loss
06-24 16:51BTCBuy61161.1→59657.2-12.73stop_loss
06-24 13:48BTCBuy62778.1→61233.3-12.75stop_loss
06-24 13:44BTCBuy62941.1→61393.2-12.75stop_loss
06-24 08:24BTCBuy62203.1→62665.9+3.22timeout
06-24 07:24BTCBuy62998.1→62692.9-2.96timeout
06-23 06:43BTCBuy64012.2→62923.9-8.98timeout
06-23 06:21BTCBuy64259.2→62677.5-12.78stop_loss
06-22 06:11BTCBuy64183.2→64215.8-0.21timeout
06-22 03:34BTCBuy64332.2→64245.8-1.20timeout
06-21 02:05BTCBuy63491.2→64226.8+5.30timeout
06-20 22:28BTCBuy63282.2→64221.8+6.97timeout
06-19 21:30BTCBuy62948.1→63136.8+1.00timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:55BTCBuy63987.2→62413.7-12.69stop_loss
06-18 15:51BTCBuy64129.2→62550.6-12.68stop_loss
06-18 11:12BTCBuy64665.2→63986.8-5.76timeout
06-18 09:23BTCBuy64947.2→64413.8-4.64timeout
06-17 08:39BTCBuy66562.3→64922.3-12.78stop_loss
06-17 06:58BTCBuy66434.3→65588.7-6.84timeout
06-16 09:17BTCBuy65692.3→66662.7+6.94timeout
06-16 05:50BTCBuy65753.3→66047.7+1.84timeout
06-15 08:08BTCBuy64417.2→65671.7+9.29timeout
06-15 03:35BTCBuy64514.2→65705.7+8.75timeout
06-14 07:47BTCBuy63837.2→64400.8+3.96timeout
06-14 01:52BTCBuy63779.2→64598.8+6.01timeout
06-13 06:15BTCBuy63222.2→63536.8+2.03timeout
06-12 23:40BTCBuy63671.2→63552.8-1.42timeout
06-12 00:04BTCBuy61563.1→63567.8+15.71timeout
06-11 22:21BTCBuy61262.1→63590.8+18.43timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 19:00BTCBuy61734.1→61849.9+0.43timeout
06-10 14:21BTCBuy61658.1→61900.9+1.49timeout
06-09 16:39BTCBuy62318.1→60784.6-12.77stop_loss
06-09 13:23BTCBuy63811.2→62241.7-12.73stop_loss
06-09 12:25BTCBuy62964.1→62714.9-2.37timeout
06-08 21:29BTCBuy61753.1→63694.8+15.23timeout
06-08 06:20BTCBuy61780.1→63044.8+9.78timeout
06-07 16:31BTCBuy60613→62222.9+12.75timeout
06-07 05:58BTCBuy60912→61753.9+6.51timeout
06-06 15:49BTCBuy60322→60788+3.42timeout
06-06 04:31BTCBuy61220.1→59714.1-12.75stop_loss
06-05 18:52BTCBuy60846→59349.3-12.76stop_loss
06-05 15:39BTCBuy61587.1→60070.9-12.74stop_loss
06-05 13:49BTCBuy62750.1→61207.3-12.75stop_loss
06-05 06:24BTCBuy62700.1→61153.3-12.78stop_loss
06-05 06:21BTCBuy63116.2→61564.1-12.74stop_loss
06-04 11:10BTCBuy63760.2→62191.8-12.72stop_loss
06-04 01:21BTCBuy64311.2→62729.5-12.75stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:45BTCBuy66734.3→65092.2-12.81stop_loss
06-03 19:54BTCBuy66993.3→65328.1-12.91stop_loss
06-03 03:29BTCBuy67698.4→66031.7-12.76stop_loss
06-02 19:33BTCBuy68161.4→66327.5-13.91stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-01 22:26BTCBuy73534.7→71291.8-15.83stop_loss
06-01 22:26BTCBuy74138.7→71291.8-19.80stop_loss
05-31 19:18BTCBuy74008.7→73583.3-3.36timeout
05-31 17:01BTCBuy73889.7→73525.3-2.97timeout
05-31 15:00BTCBuy73908.7→73584.3-2.67timeout
05-30 07:47BTCBuy73374.7→73456.3+0.06timeout
05-29 18:52BTCBuy73646.7→73196.3-3.49timeout
05-29 15:47BTCBuy73018.7→73713.3+4.26timeout
05-29 14:37BTCBuy72924.6→72785.4-1.53timeout
05-29 13:28BTCBuy73131.7→73024.3-1.20timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
38%
win rate
-259.74
total pnl ($)
-72.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7138%-72.8-259.74

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:10BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems