deribit_basis_zscore_mean_reversion_gated

not live
28
closed trades
39%
win rate
-98.56
total pnl ($)
1.031
weight
7d window — n=7 wr=29% pnl=-31.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 05:40BTCBuy59918→60191+1.83timeout
06-25 13:44BTCBuy61572.1→60058-12.71stop_loss
06-24 13:45BTCBuy62887.1→61337.2-12.77stop_loss
06-23 08:24BTCBuy63683.2→62116.8-12.74stop_loss
06-23 03:51BTCBuy64072.2→64038.8-0.71timeout
06-22 03:37BTCBuy64288.2→64179.8-1.36timeout
06-20 22:25BTCBuy63272.2→64158.8+6.55timeout
06-19 20:22BTCBuy63130.2→62971.9-1.74timeout
06-18 15:37BTCBuy64454.2→62841.4-12.67stop_loss
06-17 19:40BTCBuy65818.3→64199.7-12.76stop_loss
06-16 08:36BTCBuy65708.3→66558.7+6.05timeout
06-15 08:06BTCBuy64390.2→65713.7+9.82timeout
06-14 08:08BTCBuy63771.2→64409.8+4.48timeout
06-13 08:00BTCBuy63098.2→63789.8+4.91timeout
06-12 08:00BTCBuy62693.1→63064.8+2.59timeout
06-11 07:51BTCBuy61658.1→62688.9+7.76timeout
06-09 14:17BTCBuy63386.2→61826-12.76stop_loss
06-08 20:46BTCBuy61755.1→63366.8+12.56timeout
06-07 20:48BTCBuy60650→61787.9+8.96timeout
06-06 04:31BTCBuy61213.1→59707.1-12.75stop_loss
06-05 06:03BTCBuy63579.2→62009.9-12.76stop_loss
06-04 00:26BTCBuy65284.3→63679-12.74stop_loss
06-03 03:49BTCBuy67287.4→65629.9-12.77stop_loss
06-02 13:01BTCBuy70607.5→68865.1-12.83stop_loss
06-01 22:23BTCBuy73792.7→71132.9-18.62stop_loss
05-31 15:23BTCBuy73890.7→73693.3-1.82timeout
05-30 11:04BTCBuy73603.7→73610.3-0.46timeout
05-29 11:00BTCBuy73359.7→73567.3+0.92timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
39%
win rate
-98.56
total pnl ($)
-70.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2839%-70.1-98.56

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:56BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems