deribit_basis_zscore_mean_rev_long_v5

not live
25
closed trades
36%
win rate
-84.03
total pnl ($)
0.952
weight
7d window — n=7 wr=29% pnl=-45.70  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60889→59330.4-13.19stop_loss
06-24 14:13BTCBuy62696.1→61089.4-13.25stop_loss
06-23 08:24BTCBuy63916.2→62280.7-13.15stop_loss
06-23 08:24BTCBuy63920.2→62280.7-13.11stop_loss
06-23 08:20BTCBuy63935.2→62297.7-13.24stop_loss
06-22 19:39BTCBuy62960.1→64428.8+11.09timeout
06-21 19:58BTCBuy62968.1→64174.8+9.16timeout
06-18 15:40BTCBuy64321.2→62668.5-13.01stop_loss
06-17 19:50BTCBuy65657.3→63964.8-13.34stop_loss
06-17 19:42BTCBuy65785.3→64100.7-13.26stop_loss
06-17 08:29BTCBuy64459.2→65312.7+6.08timeout
06-15 13:26BTCBuy63753.2→66934.7+24.54take_profit
06-15 08:24BTCBuy63483.2→65621.7+16.39timeout
06-14 08:22BTCBuy62807.1→64473.8+12.72timeout
06-13 08:15BTCBuy61601.1→63785.8+17.07timeout
06-10 21:13BTCBuy61971.1→61485.9-4.44timeout
06-09 14:04BTCBuy63715.2→62083.8-13.25stop_loss
06-07 22:14BTCBuy60696→63724.8+24.51take_profit
06-06 04:14BTCBuy61622.1→60043-13.27stop_loss
06-05 06:16BTCBuy63504.2→61877-13.23stop_loss
06-04 00:29BTCBuy65108.3→63442.1-13.24stop_loss
06-03 03:50BTCBuy67307.4→65582.9-13.26stop_loss
06-02 12:35BTCBuy70886.5→69069-13.34stop_loss
06-01 15:32BTCBuy73908.7→71299.8-18.40stop_loss
05-31 10:58BTCBuy73379.7→73858.3+2.41timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
36%
win rate
-84.03
total pnl ($)
-66.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2536%-66.7-84.03

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems