deribit_basis_zscore_mean_rev_long_v21

not live
27
closed trades
41%
win rate
-92.94
total pnl ($)
1.000
weight
7d window — n=7 wr=43% pnl=-37.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:21BTCBuy59826→58341.9-12.85stop_loss
06-25 13:48BTCBuy60897→59399.3-12.72stop_loss
06-24 13:57BTCBuy62743.1→61200.3-12.74stop_loss
06-23 06:21BTCBuy64257.2→62675.5-12.77stop_loss
06-22 21:10BTCBuy63617.2→64373.8+5.48timeout
06-21 16:34BTCBuy63908.2→64030.8+0.54timeout
06-20 15:39BTCBuy63096.2→64091.8+7.37timeout
06-18 15:57BTCBuy63893.2→62315.7-12.73stop_loss
06-18 11:19BTCBuy64574.2→63987.8-5.07timeout
06-17 08:44BTCBuy66514.3→64876.3-12.77stop_loss
06-16 11:15BTCBuy65964.3→66476.7+3.37timeout
06-15 11:11BTCBuy64529.2→65976.7+10.76timeout
06-14 11:06BTCBuy63848.2→64448.8+4.25timeout
06-13 10:58BTCBuy63676.2→63808.8+0.49timeout
06-12 10:50BTCBuy62935.1→63678.8+5.38timeout
06-11 08:23BTCBuy61559.1→62841.9+9.84timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 22:26BTCBuy63046.2→63297.8+1.51timeout
06-07 22:14BTCBuy60583→63242.8+21.51take_profit
06-06 04:20BTCBuy61439.1→59921-12.81stop_loss
06-05 06:03BTCBuy63519.2→61956.9-12.72stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 03:44BTCBuy67343.4→65682.9-12.78stop_loss
06-02 12:34BTCBuy70842.5→69100-12.81stop_loss
05-31 14:40BTCBuy74016.7→73642.3-2.99timeout
05-30 08:09BTCBuy73700.7→73503.3-1.83timeout
05-29 07:53BTCBuy73373.7→73390.3-0.38timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-92.94
total pnl ($)
-68.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-68.4-92.94

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems