deribit_basis_zscore_mean_rev_long_v12

not live
77
closed trades
38%
win rate
-305.65
total pnl ($)
0.357
weight
7d window — n=20 wr=30% pnl=-140.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 04:14BTCBuy59877→60168+1.97timeout
06-28 01:07BTCBuy59510→59963+3.37timeout
06-27 18:55BTCBuy59496→60541+8.38timeout
06-27 15:52BTCBuy59310→60740+11.63timeout
06-26 02:13BTCBuy60128→58649.7-12.74stop_loss
06-25 13:58BTCBuy59645→58168-12.77stop_loss
06-25 13:48BTCBuy60744→59250.4-12.73stop_loss
06-25 13:48BTCBuy60844→59338.3-12.79stop_loss
06-25 13:48BTCBuy60870→59373.3-12.72stop_loss
06-24 17:44BTCBuy60737→59243.4-12.73stop_loss
06-24 15:30BTCBuy62301.1→60768.6-12.66stop_loss
06-24 15:28BTCBuy62310.1→60777.6-12.68stop_loss
06-24 15:08BTCBuy62329.1→60789.5-12.75stop_loss
06-24 14:19BTCBuy62404.1→60869.5-12.73stop_loss
06-23 08:24BTCBuy63844.2→62265.7-12.80stop_loss
06-23 08:17BTCBuy63954.2→62379.7-12.85stop_loss
06-23 06:20BTCBuy64399.2→62815.4-12.76stop_loss
06-23 06:11BTCBuy64183.2→63188.8-8.27timeout
06-22 21:22BTCBuy63917.2→64290.8+2.45timeout
06-22 17:53BTCBuy63799.2→64564.8+5.49timeout
06-21 01:55BTCBuy62992.1→64247.8+9.41timeout
06-20 22:52BTCBuy62858.1→64279.8+10.84timeout
06-20 19:48BTCBuy62953.1→63906.8+7.18timeout
06-20 16:45BTCBuy62750.1→63940.8+8.89timeout
06-18 15:40BTCBuy64295.2→62710.5-12.75stop_loss
06-18 15:40BTCBuy64368.2→62781.5-12.75stop_loss
06-18 15:17BTCBuy64923.2→63314.2-12.83stop_loss
06-18 15:17BTCBuy64920.2→63314.2-12.80stop_loss
06-17 22:03BTCBuy65516.3→63904.8-12.73stop_loss
06-17 19:29BTCBuy66080.3→64448.5-12.80stop_loss
06-17 11:02BTCBuy66334.3→64703.4-12.82stop_loss
06-17 09:56BTCBuy66412.3→64779.4-12.82stop_loss
06-17 08:45BTCBuy66482.3→64847.3-12.75stop_loss
06-16 22:17BTCBuy65108.3→65814.7+4.79timeout
06-16 11:37BTCBuy64621.2→66336.7+12.68timeout
06-15 16:10BTCBuy64438.2→67268.6+21.51take_profit
06-15 15:47BTCBuy64223.2→67071.6+21.76take_profit
06-14 19:43BTCBuy63641.2→63734.8+0.18timeout
06-14 08:54BTCBuy63427.2→64427.8+7.35timeout
06-14 06:14BTCBuy63261.2→64431.8+8.82timeout
06-13 17:40BTCBuy63214.2→64082.8+6.38timeout
06-12 16:10BTCBuy62376.1→63685.8+9.87timeout
06-12 08:22BTCBuy61577.1→63521.8+15.12timeout
06-11 17:59BTCBuy60940→63615.8+21.36take_profit
06-11 14:26BTCBuy61818.1→62885.9+7.99timeout
06-09 14:30BTCBuy63010.2→61460.2-12.76stop_loss
06-09 14:30BTCBuy63017.2→61466.2-12.77stop_loss
06-09 14:20BTCBuy63240.2→61684.1-12.76stop_loss
06-09 14:17BTCBuy63373.2→61805-12.82stop_loss
06-07 22:14BTCBuy60705→63369.8+21.51take_profit
06-07 22:14BTCBuy60765→63432.8+21.51take_profit
06-07 22:14BTCBuy60657→63319.8+21.51take_profit
06-07 22:14BTCBuy60552→63211.8+21.52take_profit
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 18:54BTCBuy60595→59104.5-12.76stop_loss
06-05 18:44BTCBuy61261.1→59754.1-12.75stop_loss
06-05 13:59BTCBuy62212.1→60679.6-12.78stop_loss
06-05 13:57BTCBuy62304.1→60771.6-12.75stop_loss
06-05 13:49BTCBuy62836.1→61287.3-12.78stop_loss
06-05 06:17BTCBuy63425.2→61865-12.75stop_loss
06-05 06:16BTCBuy63489.2→61923.9-12.75stop_loss
06-05 06:03BTCBuy63531.2→61965.9-12.73stop_loss
06-05 03:06BTCBuy63919.2→62344.7-12.73stop_loss
06-04 11:10BTCBuy63777.2→62208.8-12.73stop_loss
06-04 09:30BTCBuy64304.2→62721.5-12.75stop_loss
06-04 02:03BTCBuy63190.2→61635.1-12.75stop_loss
06-04 00:29BTCBuy65099.3→63498.1-12.74stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 20:48BTCBuy66657.3→65018.2-12.79stop_loss
06-03 19:55BTCBuy66892.3→65247.1-12.81stop_loss
06-03 19:54BTCBuy67044.4→65396-12.77stop_loss
06-03 03:49BTCBuy67245.4→65591.9-12.75stop_loss
06-02 23:04BTCBuy67811.4→66142.6-12.76stop_loss
06-02 12:17BTCBuy70952.5→69207.9-12.80stop_loss
05-31 14:49BTCBuy72746.6→73663.3+5.82timeout
05-31 11:04BTCBuy73603.7→73882.3+1.16timeout
05-31 07:47BTCBuy73372.7→73857.3+2.55timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
38%
win rate
-305.65
total pnl ($)
-78.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7738%-78.9-305.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems