deribit_basis_zscore_mean_rev_long_v24

not live
78
closed trades
44%
win rate
-264.38
total pnl ($)
0.462
weight
7d window — n=13 wr=23% pnl=-108.83  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 14:38BTCBuy59507→58620.1-7.93timeout
06-30 12:51BTCBuy60390→58542.8-15.73stop_loss
06-30 08:21BTCBuy59965→59383-5.26timeout
06-28 22:56BTCBuy60178→59059-9.77timeout
06-28 16:53BTCBuy60786→59638-9.87timeout
06-27 19:39BTCBuy59881→60123+1.62timeout
06-27 01:03BTCBuy59657→59962+2.08timeout
06-26 18:59BTCBuy59469→59632+0.81timeout
06-26 13:19BTCBuy60317→58470.8-15.77stop_loss
06-25 18:46BTCBuy59555→59388-1.82timeout
06-25 13:53BTCBuy60884→59021.5-15.71stop_loss
06-25 13:45BTCBuy61746.1→59856.1-15.74stop_loss
06-24 15:08BTCBuy62721.1→60799.5-15.75stop_loss
06-24 14:19BTCBuy62804.1→60878.5-15.78stop_loss
06-24 13:38BTCBuy62310.1→61904.9-3.70timeout
06-24 07:31BTCBuy62940.1→62657.9-2.74timeout
06-23 08:17BTCBuy64401.2→62430.6-15.77stop_loss
06-23 07:15BTCBuy64225.2→62981.9-10.16timeout
06-23 01:13BTCBuy63858.2→64207.8+2.30timeout
06-22 19:08BTCBuy64143.2→64342.8+1.06timeout
06-22 07:00BTCBuy64275.2→63954.8-2.96timeout
06-22 00:42BTCBuy64280.2→63917.8-3.28timeout
06-21 17:43BTCBuy63854.2→64074.8+1.36timeout
06-21 01:28BTCBuy63453.2→64217.8+5.52timeout
06-20 19:27BTCBuy62918.1→63862.8+7.08timeout
06-20 07:23BTCBuy62731.1→63730.8+7.51timeout
06-20 01:20BTCBuy63027.2→63466.8+3.04timeout
06-19 19:18BTCBuy62666.1→63012.8+2.29timeout
06-19 07:19BTCBuy64124.2→62716.9-11.38timeout
06-18 15:18BTCBuy65193.3→63199.2-15.73stop_loss
06-18 13:15BTCBuy65071.3→64360.8-5.92timeout
06-18 05:08BTCBuy65627.3→63620-15.76stop_loss
06-17 19:03BTCBuy65689.3→65489.7-2.05timeout
06-17 13:02BTCBuy66374.3→65026.7-10.66timeout
06-17 07:00BTCBuy66404.3→65587.7-6.63timeout
06-16 11:56BTCBuy66190.3→66376.7+0.87timeout
06-16 05:52BTCBuy65764.3→66099.7+2.15timeout
06-15 21:20BTCBuy64766.2→66494.7+12.83timeout
06-15 07:08BTCBuy64213.2→65774.7+11.69timeout
06-15 01:02BTCBuy64526.2→65455.7+6.72timeout
06-14 18:29BTCBuy64184.2→63697.8-4.34timeout
06-14 04:49BTCBuy63626.2→64350.8+5.28timeout
06-13 21:41BTCBuy63528.2→64498.8+7.16timeout
06-13 13:30BTCBuy63346.2→64194.8+6.19timeout
06-13 00:51BTCBuy63647.2→63550.8-1.29timeout
06-12 19:02BTCBuy63565.2→63696.8+0.57timeout
06-12 12:31BTCBuy62580.1→63462.8+6.53timeout
06-11 16:12BTCBuy62413.1→62727.9+1.97timeout
06-11 09:43BTCBuy61259.1→62892.9+12.75timeout
06-10 15:09BTCBuy61639.1→61977.9+2.25timeout
06-09 14:46BTCBuy63169.2→61237.3-15.75stop_loss
06-09 14:29BTCBuy63496.2→61554.1-15.75stop_loss
06-09 07:21BTCBuy63172.2→63286.8+0.40timeout
06-08 19:43BTCBuy61207.1→63490.8+18.16timeout
06-08 13:24BTCBuy61729.1→63731.8+15.73timeout
06-08 06:42BTCBuy62129.1→62907.9+5.80timeout
06-07 18:25BTCBuy60499→62174.9+13.45timeout
06-07 12:22BTCBuy60899→62066.9+9.12timeout
06-07 05:09BTCBuy59988→61802.9+14.70timeout
06-06 15:41BTCBuy60044→60832+6.12timeout
06-05 13:57BTCBuy62791.1→60869.5-15.75stop_loss
06-05 09:41BTCBuy62805.1→62797.9-0.49timeout
06-05 06:21BTCBuy63427.2→61487.2-15.72stop_loss
06-05 06:19BTCBuy63676.2→61722-15.75stop_loss
06-04 10:30BTCBuy64357.2→62388.7-15.71stop_loss
06-04 00:29BTCBuy65352.3→63353.1-15.74stop_loss
06-03 23:10BTCBuy66380.3→64335.6-15.84stop_loss
06-03 20:55BTCBuy66731.3→64652.4-16.08stop_loss
06-03 15:49BTCBuy67229.4→66211.7-8.10timeout
06-02 14:23BTCBuy70174.5→68022.6-15.80stop_loss
06-02 09:22BTCBuy71558.6→69364.8-15.86stop_loss
06-02 06:47BTCBuy72209.6→69981.5-15.99stop_loss
06-01 22:36BTCBuy73392.7→71147.8-15.86stop_loss
05-31 19:48BTCBuy74040.7→73489.3-4.16timeout
05-30 14:53BTCBuy73053.7→73885.3+5.09timeout
05-30 07:50BTCBuy73372.7→73502.3+0.39timeout
05-29 23:33BTCBuy73692.7→73344.3-2.82timeout
05-29 14:15BTCBuy73288.7→73021.3-2.32timeout

Paper vs Live

Paper (trades.jsonl)
78
closed
44%
win rate
-264.38
total pnl ($)
-67.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7844%-67.4-264.38

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems