deribit_basis_zscore_mean_rev_long_vix_gate

not live
89
closed trades
45%
win rate
-200.82
total pnl ($)
0.985
weight
7d window — n=22 wr=41% pnl=-44.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 89 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 10:14BTCBuy59649→60190+4.01timeout
06-29 01:19BTCBuy60069→59218-7.55timeout
06-28 17:20BTCBuy59975→59636-3.26timeout
06-28 08:29BTCBuy60243→60181-0.96timeout
06-28 02:26BTCBuy60610→60055-5.03timeout
06-27 20:17BTCBuy60463→60251-2.18timeout
06-27 07:35BTCBuy59961→60408+3.25timeout
06-26 13:38BTCBuy59254→59197-0.95timeout
06-26 07:23BTCBuy59274→60497+9.79timeout
06-26 01:58BTCBuy58249.9→59344+8.95timeout
06-25 13:44BTCBuy61903.1→60010-15.72stop_loss
06-25 13:15BTCBuy60723→61260.9+4.00timeout
06-25 07:03BTCBuy59670→61681.9+16.43timeout
06-24 15:56BTCBuy62158.1→60256.8-15.73stop_loss
06-24 15:08BTCBuy62713.1→60793.5-15.74stop_loss
06-24 13:00BTCBuy62998.1→62589.9-3.69timeout
06-24 06:50BTCBuy62186.1→62715.9+3.78timeout
06-24 00:31BTCBuy62429.1→62800.9+2.53timeout
06-23 18:39BTCBuy62857.1→62231.9-5.43timeout
06-23 08:27BTCBuy63986.2→62027.9-15.73stop_loss
06-23 00:50BTCBuy65152.3→64089.8-8.60timeout
06-22 18:43BTCBuy64011.2→64510.8+3.43timeout
06-22 10:34BTCBuy63599.2→64131.8+3.69timeout
06-21 21:57BTCBuy64191.2→63753.8-3.86timeout
06-21 15:34BTCBuy64331.2→64163.8-1.72timeout
06-21 05:42BTCBuy63857.2→64310.8+3.10timeout
06-20 13:46BTCBuy63534.2→63444.8-1.18timeout
06-20 07:40BTCBuy62959.1→63726.8+5.65timeout
06-20 01:40BTCBuy62949.1→63576.8+4.53timeout
06-19 19:33BTCBuy62711.1→62955.9+1.49timeout
06-19 13:27BTCBuy62974.1→62721.9-2.41timeout
06-19 07:22BTCBuy62718.1→62750.9-0.17timeout
06-18 19:16BTCBuy64144.2→62662.9-11.89timeout
06-18 15:55BTCBuy64383.2→62410.7-15.78stop_loss
06-18 13:18BTCBuy64642.2→64357.8-2.66timeout
06-18 07:10BTCBuy65112.3→63996.8-9.02timeout
06-18 01:09BTCBuy64984.2→64690.8-2.76timeout
06-17 19:09BTCBuy65583.3→65276.7-2.83timeout
06-17 13:02BTCBuy65762.3→65026.7-6.07timeout
06-17 07:01BTCBuy65803.3→65562.7-2.29timeout
06-17 01:00BTCBuy66397.3→65688.7-5.82timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 09:24BTCBuy66526.3→66619.7+0.25timeout
06-15 22:57BTCBuy65835.3→66166.7+2.04timeout
06-15 16:01BTCBuy65876.3→67165.6+9.34timeout
06-15 09:20BTCBuy64769.2→65730.7+6.98timeout
06-14 19:52BTCBuy64394.2→63740.8-5.55timeout
06-14 13:50BTCBuy64619.2→64276.8-3.10timeout
06-14 07:50BTCBuy64304.2→64390.8+0.22timeout
06-14 01:49BTCBuy64157.2→64603.8+3.04timeout
06-13 19:43BTCBuy63799.2→64241.8+3.02timeout
06-13 13:51BTCBuy63780.2→64098.8+2.02timeout
06-13 07:40BTCBuy63715.2→63793.8+0.16timeout
06-12 21:31BTCBuy63764.2→63526.8-2.33timeout
06-12 15:26BTCBuy63378.2→64244.8+6.35timeout
06-12 08:55BTCBuy63372.2→63427.8-0.05timeout
06-12 01:52BTCBuy63142.2→63404.8+1.58timeout
06-11 18:44BTCBuy62899.1→63504.8+4.30timeout
06-11 10:19BTCBuy61130.1→62803.9+13.17timeout
06-11 02:52BTCBuy61881.1→62016.9+0.62timeout
06-10 20:18BTCBuy61682.1→61771.9+0.25timeout
06-10 07:27BTCBuy61756.1→62016.9+1.72timeout
06-10 01:52BTCBuy62472.1→62016.9-4.04timeout
06-09 14:44BTCBuy63197.2→61259.3-15.79stop_loss
06-09 06:58BTCBuy63431.2→63260.8-1.82timeout
06-09 00:53BTCBuy63555.2→62503.9-8.71timeout
06-08 18:53BTCBuy62962.1→63403.8+3.03timeout
06-08 10:45BTCBuy63141.2→63197.8+0.00timeout
06-08 04:48BTCBuy62158.1→62800.9+4.72timeout
06-07 22:46BTCBuy62333.1→63189.8+6.42timeout
06-07 16:28BTCBuy61541.1→62162.9+4.56timeout
06-07 10:24BTCBuy60532→62521.9+15.99timeout
06-06 18:42BTCBuy60907→60572-3.18timeout
06-05 18:55BTCBuy60941→59076.5-15.75stop_loss
06-05 14:04BTCBuy62496.1→60583.7-15.75stop_loss
06-05 06:22BTCBuy63230.2→61296.3-15.74stop_loss
06-05 06:17BTCBuy63772.2→61817-15.76stop_loss
06-05 04:29BTCBuy63623.2→63176.8-3.93timeout
06-04 21:43BTCBuy62870.1→63362.8+3.48timeout
06-04 10:30BTCBuy64363.2→62394.7-15.71stop_loss
06-04 00:53BTCBuy64982.2→62994.3-15.74stop_loss
06-03 20:55BTCBuy66837.3→64783.4-15.83stop_loss
06-03 16:40BTCBuy66335.3→65859.7-4.06timeout
06-03 11:32BTCBuy66360.3→67230.6+6.04timeout
06-03 03:56BTCBuy67284.4→65913.7-10.64timeout
06-02 14:23BTCBuy70109.5→67962.6-15.78stop_loss
06-02 13:15BTCBuy70998.5→68805.1-15.90stop_loss
05-29 19:48BTCBuy73375.7→73618.3+1.18timeout
05-29 02:38BTCBuy72866.6→73421.3+3.28timeout

Paper vs Live

Paper (trades.jsonl)
89
closed
45%
win rate
-200.82
total pnl ($)
-45.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8945%-45.0-200.82

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems