deribit_basis_zscore_mean_rev_long_v2

not live
69
closed trades
33%
win rate
-349.11
total pnl ($)
0.489
weight
7d window — n=17 wr=18% pnl=-127.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 69 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:52BTCBuy60562→59012.5-13.27stop_loss
06-28 19:47BTCBuy60809→59242.4-13.30stop_loss
06-28 18:32BTCBuy59776→59621-1.70timeout
06-27 16:47BTCBuy59196→60747+12.62timeout
06-27 14:44BTCBuy59469→60608+9.12timeout
06-26 17:55BTCBuy59433→59967+3.86timeout
06-25 13:57BTCBuy59838→58294.9-13.29stop_loss
06-25 13:53BTCBuy60375→58784.7-13.57stop_loss
06-24 16:51BTCBuy61285.1→59705.1-13.32stop_loss
06-24 15:33BTCBuy62231.1→60630.6-13.22stop_loss
06-24 15:28BTCBuy62370.1→60773.6-13.16stop_loss
06-24 13:45BTCBuy62962.1→61348.2-13.26stop_loss
06-23 08:24BTCBuy63828.2→62192.8-13.26stop_loss
06-23 06:22BTCBuy64163.2→62518.6-13.27stop_loss
06-23 06:21BTCBuy64321.2→62675.5-13.26stop_loss
06-23 03:36BTCBuy64290.2→63975.8-2.90timeout
06-23 00:44BTCBuy64290.2→64081.8-2.02timeout
06-22 17:39BTCBuy63832.2→64448.8+4.35timeout
06-20 22:06BTCBuy62909.1→64004.8+8.27timeout
06-20 19:58BTCBuy62952.1→63897.8+7.12timeout
06-20 17:18BTCBuy62510.1→63891.8+10.55timeout
06-18 15:38BTCBuy64481.2→62831.4-13.03stop_loss
06-18 15:17BTCBuy64914.2→63252.2-13.21stop_loss
06-18 15:17BTCBuy64983.2→63319.2-13.21stop_loss
06-17 19:41BTCBuy65832.3→64146.7-13.30stop_loss
06-17 11:05BTCBuy66244.3→64546.5-13.34stop_loss
06-17 08:49BTCBuy66513.3→64808.3-13.29stop_loss
06-16 12:24BTCBuy64475.2→66539.7+15.38timeout
06-16 01:05BTCBuy64522.2→66295.7+13.35timeout
06-15 20:05BTCBuy64241.2→66522.7+17.18timeout
06-14 09:31BTCBuy63771.2→64350.8+3.97timeout
06-14 00:35BTCBuy63656.2→64514.8+6.29timeout
06-13 17:41BTCBuy63336.2→64087.8+5.45timeout
06-12 07:51BTCBuy61658.1→62989.9+10.27timeout
06-11 16:22BTCBuy61000→62644.9+12.80timeout
06-11 14:24BTCBuy61785.1→62934.9+8.65timeout
06-09 14:35BTCBuy63027.2→61413.2-13.27stop_loss
06-09 14:30BTCBuy63044.2→61426.2-13.30stop_loss
06-09 14:11BTCBuy63612.2→61983.9-13.25stop_loss
06-07 22:15BTCBuy61101.1→64150.8+24.53take_profit
06-07 22:14BTCBuy60509→63529.8+24.53take_profit
06-07 22:14BTCBuy60262→63268.8+24.52take_profit
06-06 04:14BTCBuy61594.1→60018-13.25stop_loss
06-05 18:52BTCBuy60762→59206.4-13.26stop_loss
06-05 18:52BTCBuy60782→59226.4-13.25stop_loss
06-05 15:41BTCBuy61599.1→60023-13.23stop_loss
06-05 13:59BTCBuy62259.1→60665.6-13.25stop_loss
06-05 13:49BTCBuy62996.1→61384.2-13.25stop_loss
06-05 06:22BTCBuy62904.1→61292.3-13.26stop_loss
06-05 06:01BTCBuy63754.2→62122.8-13.17stop_loss
06-05 06:01BTCBuy63777.2→62143.8-13.22stop_loss
06-05 03:01BTCBuy64062.2→62417.7-13.26stop_loss
06-04 10:27BTCBuy64222.2→62578.6-13.22stop_loss
06-04 01:22BTCBuy64273.2→62628.5-13.24stop_loss
06-04 00:25BTCBuy65509.3→63832.9-13.24stop_loss
06-03 20:55BTCBuy66668.3→64950.3-13.40stop_loss
06-03 19:54BTCBuy67048.4→65325.1-13.34stop_loss
06-03 16:27BTCBuy67225.4→65504-13.27stop_loss
06-03 03:43BTCBuy67553.4→65816.8-13.31stop_loss
06-02 22:59BTCBuy67990.4→66221.6-13.46stop_loss
06-02 14:21BTCBuy69985.5→68171.5-13.42stop_loss
06-01 22:25BTCBuy73594.7→71106.9-17.55stop_loss
06-01 22:25BTCBuy73979.7→71106.9-20.12stop_loss
06-01 22:25BTCBuy74143.7→71106.9-21.20stop_loss
05-30 23:33BTCBuy73698.7→73781.3-0.12timeout
05-30 18:32BTCBuy73611.7→74002.3+1.98timeout
05-30 15:28BTCBuy72914.6→73907.3+6.07timeout
05-30 13:10BTCBuy73336.7→73752.3+2.25timeout
05-30 10:32BTCBuy73375.7→73613.3+1.06timeout

Paper vs Live

Paper (trades.jsonl)
69
closed
33%
win rate
-349.11
total pnl ($)
-100.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6933%-100.5-349.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems