deribit_basis_zscore_mean_rev_long_v25

not live
90
closed trades
33%
win rate
-245.55
total pnl ($)
0.781
weight
7d window — n=21 wr=33% pnl=-73.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 90 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:38BTCBuy60346→59642-6.27timeout
06-28 06:56BTCBuy60177→59961-2.24timeout
06-28 00:54BTCBuy60796→60125-5.96timeout
06-27 03:40BTCBuy59939→60283+2.42timeout
06-26 21:01BTCBuy59148→59688+4.09timeout
06-26 13:19BTCBuy60348→58501.8-15.76stop_loss
06-26 08:18BTCBuy59789→60171+2.76timeout
06-26 02:07BTCBuy59630→59351-2.78timeout
06-25 13:48BTCBuy61388.1→59507.3-15.76stop_loss
06-25 13:45BTCBuy61686.1→59799.1-15.72stop_loss
06-25 07:57BTCBuy61076.1→61825.9+5.69timeout
06-25 01:53BTCBuy59337→60918+12.87timeout
06-24 14:19BTCBuy62877.1→60946.5-15.80stop_loss
06-24 14:06BTCBuy62770.1→61369.9-11.60timeout
06-23 20:08BTCBuy62460.1→62448.9-0.54timeout
06-23 13:48BTCBuy63353.2→62403.9-7.91timeout
06-23 03:33BTCBuy64405.2→64035.8-3.32timeout
06-22 21:23BTCBuy65059.3→64249.8-6.67timeout
06-22 15:18BTCBuy64188.2→65007.7+5.91timeout
06-22 09:07BTCBuy63937.2→64187.8+1.48timeout
06-22 03:04BTCBuy64197.2→64087.8-1.33timeout
06-21 21:07BTCBuy64130.2→63749.8-3.42timeout
06-21 14:56BTCBuy64270.2→64108.8-1.69timeout
06-21 08:44BTCBuy64290.2→63928.8-3.31timeout
06-21 00:00BTCBuy64013.2→64282.8+1.62timeout
06-20 13:21BTCBuy63698.2→63487.8-2.12timeout
06-19 21:26BTCBuy62729.1→63168.8+3.04timeout
06-19 15:23BTCBuy62763.1→62998.8+1.46timeout
06-19 09:19BTCBuy63031.2→62402.9-5.38timeout
06-19 03:17BTCBuy62686.1→62376.9-2.89timeout
06-18 15:57BTCBuy64324.2→62355.7-15.77stop_loss
06-18 15:16BTCBuy64144.2→63486.8-5.57timeout
06-18 09:18BTCBuy64642.2→64443.8-2.00timeout
06-18 03:10BTCBuy65112.3→64515.8-5.04timeout
06-17 21:09BTCBuy64984.2→64319.8-5.56timeout
06-17 15:09BTCBuy65583.3→65022.7-4.73timeout
06-17 09:02BTCBuy65762.3→64970.8-6.48timeout
06-17 03:01BTCBuy65803.3→65846.7-0.13timeout
06-16 21:00BTCBuy66397.3→65842.7-4.66timeout
06-16 14:59BTCBuy66411.3→65604.7-6.55timeout
06-16 05:24BTCBuy66526.3→66057.7-3.96timeout
06-15 18:57BTCBuy65835.3→66774.7+6.65timeout
06-15 12:01BTCBuy65876.3→66220.7+2.17timeout
06-15 05:20BTCBuy64769.2→65691.7+6.66timeout
06-14 19:18BTCBuy64528.2→63828.8-5.89timeout
06-14 13:16BTCBuy64348.2→64354.8-0.40timeout
06-14 07:14BTCBuy64435.2→64203.8-2.25timeout
06-14 01:13BTCBuy63957.2→64644.8+4.94timeout
06-13 18:44BTCBuy63852.2→64236.8+2.56timeout
06-13 12:43BTCBuy63593.2→63992.8+2.67timeout
06-13 05:33BTCBuy63555.2→63545.8-0.52timeout
06-12 19:45BTCBuy63795.2→63644.8-1.63timeout
06-12 13:44BTCBuy63372.2→63120.8-2.46timeout
06-12 07:30BTCBuy63371.2→62996.8-3.42timeout
06-12 01:36BTCBuy63113.2→63296.8+0.97timeout
06-11 15:07BTCBuy62632.1→62656.9-0.28timeout
06-10 23:59BTCBuy62608.1→61493.9-9.32timeout
06-10 16:18BTCBuy61682.1→62296.9+4.51timeout
06-09 23:09BTCBuy61633.1→62016.9+2.70timeout
06-09 14:44BTCBuy63197.2→61259.3-15.79stop_loss
06-09 04:26BTCBuy63236.2→62812.9-3.79timeout
06-08 22:24BTCBuy63848.2→63310.8-4.67timeout
06-08 16:13BTCBuy63132.2→63847.8+5.19timeout
06-08 10:07BTCBuy63087.2→63461.8+2.52timeout
06-07 22:14BTCBuy61487.1→63448.8+15.50take_profit
06-07 21:59BTCBuy61719.1→61742.9-0.25timeout
06-07 15:48BTCBuy62223.1→62066.9-1.69timeout
06-07 09:48BTCBuy61440.1→62422.9+7.55timeout
06-07 03:40BTCBuy60547→61537.9+7.72timeout
06-06 21:33BTCBuy60712→60913+1.23timeout
06-06 04:34BTCBuy61414.1→59535.2-15.75stop_loss
06-05 23:19BTCBuy60799→61166.9+2.56timeout
06-05 13:57BTCBuy62742.1→60822.5-15.75stop_loss
06-05 12:09BTCBuy62844.1→62050.9-6.77timeout
06-05 05:18BTCBuy63693.2→63277.8-3.69timeout
06-04 23:47BTCBuy63766.2→63695.8-0.99timeout
06-04 17:43BTCBuy62870.1→62939.9+0.08timeout
06-04 10:29BTCBuy64407.2→62436.6-15.72stop_loss
06-04 00:39BTCBuy64997.2→63009.3-15.74stop_loss
06-03 20:55BTCBuy66912.3→64864.3-15.77stop_loss
06-03 12:40BTCBuy66345.3→66829.7+3.22timeout
06-03 07:32BTCBuy66360.3→67191.6+5.77timeout
06-02 23:56BTCBuy67284.4→66772.7-4.26timeout
06-02 14:23BTCBuy70109.5→67962.6-15.78stop_loss
06-02 11:40BTCBuy70948.5→69496.5-10.73timeout
06-02 04:12BTCBuy71529.6→70715.5-6.19timeout
06-01 04:25BTCBuy73672.7→73396.3-2.34timeout
05-31 19:14BTCBuy73878.7→73562.3-2.61timeout
05-30 23:25BTCBuy73857.7→73811.3-0.80timeout
05-28 22:38BTCBuy72866.6→73533.3+4.07timeout

Paper vs Live

Paper (trades.jsonl)
90
closed
33%
win rate
-245.55
total pnl ($)
-54.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC9033%-54.5-245.55

Recent bounces (last 20 of 1)

timesymsidereason
06-28 15:38BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems