deribit_basis_zscore_mean_rev_long_v20

not live
23
closed trades
48%
win rate
-46.08
total pnl ($)
1.068
weight
7d window — n=7 wr=43% pnl=-17.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 21:59BTCBuy63782.2→64278.8+3.44timeout
06-21 21:53BTCBuy63996.2→63811.8-1.89timeout
06-20 17:15BTCBuy62979.1→63917.8+6.97timeout
06-18 15:51BTCBuy64160.2→62574.6-12.77stop_loss
06-18 13:01BTCBuy65015.3→64298.8-5.96timeout
06-17 10:56BTCBuy66362.3→64729.4-12.83stop_loss
06-16 08:27BTCBuy65676.3→66495.7+5.87timeout
06-15 08:26BTCBuy64452.2→65645.7+8.79timeout
06-14 08:25BTCBuy63769.2→64445.8+4.83timeout
06-13 08:25BTCBuy63467.2→63732.8+1.54timeout
06-12 08:24BTCBuy62878.1→63486.8+4.29timeout
06-11 08:15BTCBuy61601.1→62781.9+9.01timeout
06-09 14:21BTCBuy63161.2→61607.1-12.75stop_loss
06-08 21:18BTCBuy61898.1→63597.8+13.24timeout
06-07 21:04BTCBuy60693→61708.9+7.94timeout
06-06 04:13BTCBuy61624.1→60107.9-12.76stop_loss
06-05 06:03BTCBuy63506.2→61937.9-12.77stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 03:50BTCBuy67134.4→65476-12.81stop_loss
06-02 12:31BTCBuy70886.5→69142-12.82stop_loss
05-31 15:20BTCBuy73908.7→73660.3-2.16timeout
05-30 10:48BTCBuy73579.7→73614.3-0.28timeout
05-29 10:33BTCBuy73392.7→73546.3+0.54timeout

Paper vs Live

Paper (trades.jsonl)
23
closed
48%
win rate
-46.08
total pnl ($)
-39.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2348%-39.6-46.08

Recent bounces (last 20 of 1)

timesymsidereason
06-22 22:52BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems