deribit_basis_zscore_mean_reversion_gated_long

not live
77
closed trades
32%
win rate
-327.15
total pnl ($)
0.884
weight
7d window — n=12 wr=33% pnl=-44.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 09:57BTCBuy60047→59344-6.29timeout
06-30 07:04BTCBuy60021→59588-4.04timeout
06-29 07:50BTCBuy60231→60065-1.83timeout
06-28 20:51BTCBuy60264→59625-5.75timeout
06-28 07:24BTCBuy60392→60106-2.80timeout
06-27 19:44BTCBuy59904→60165+1.78timeout
06-26 19:49BTCBuy59214→59840+4.74timeout
06-26 15:18BTCBuy58941.9→59898+7.56timeout
06-25 17:55BTCBuy59431→59555+0.62timeout
06-25 13:54BTCBuy59947→58471.8-12.66stop_loss
06-24 16:51BTCBuy61097.1→59594.2-12.74stop_loss
06-24 16:06BTCBuy61675.1→60151.9-12.78stop_loss
06-24 13:44BTCBuy62934.1→61386.2-12.75stop_loss
06-24 09:15BTCBuy62428.1→62736.9+1.97timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 08:17BTCBuy63967.2→62386.7-12.81stop_loss
06-23 06:21BTCBuy64247.2→62665.5-12.78stop_loss
06-23 02:40BTCBuy64515.2→64162.8-3.18timeout
06-22 06:12BTCBuy64180.2→64198.8-0.32timeout
06-22 00:42BTCBuy64285.2→63894.8-3.54timeout
06-21 05:21BTCBuy63695.2→64197.8+3.50timeout
06-20 22:27BTCBuy63282.2→64218.8+6.95timeout
06-19 21:27BTCBuy62924.1→63139.8+1.21timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:56BTCBuy63955.2→62381.7-12.70stop_loss
06-18 15:17BTCBuy64883.2→63285.2-12.43stop_loss
06-18 10:19BTCBuy64898.2→63941.8-7.90timeout
06-17 11:05BTCBuy66155.3→64525.5-12.84stop_loss
06-17 08:35BTCBuy66712.3→65070.2-12.79stop_loss
06-16 11:36BTCBuy66131.3→66333.7+0.99timeout
06-16 07:49BTCBuy65678.3→66287.7+4.25timeout
06-15 11:04BTCBuy64453.2→65882.7+10.64timeout
06-15 07:02BTCBuy64261.2→65678.7+10.56timeout
06-14 07:37BTCBuy63798.2→64301.8+3.49timeout
06-14 01:49BTCBuy63789.2→64606.8+5.99timeout
06-13 07:26BTCBuy62995.1→63737.8+5.43timeout
06-12 20:59BTCBuy63373.2→63435.8+0.01timeout
06-12 06:44BTCBuy62899.1→62904.9-0.45timeout
06-11 19:30BTCBuy61185.1→63873.8+21.41take_profit
06-10 22:17BTCBuy62601.1→61060.4-12.76stop_loss
06-10 15:59BTCBuy61148.1→62592.9+11.31timeout
06-10 14:56BTCBuy61312.1→61820.9+3.66timeout
06-09 15:55BTCBuy62615.1→61075.4-12.75stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 12:26BTCBuy63003.2→62726.9-2.59timeout
06-08 22:08BTCBuy61850.1→63427.8+12.27timeout
06-08 06:19BTCBuy61796.1→63075.8+9.89timeout
06-07 15:26BTCBuy60621→61852.9+9.70timeout
06-07 05:58BTCBuy60898→61747.9+6.57timeout
06-06 14:31BTCBuy60401→60798+2.84timeout
06-06 04:31BTCBuy61212.1→59706.1-12.75stop_loss
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62749.1→61206.3-12.75stop_loss
06-05 06:23BTCBuy62751.1→61208.3-12.73stop_loss
06-05 06:22BTCBuy62826.1→61281.3-12.74stop_loss
06-05 02:30BTCBuy64132.2→62554.6-12.74stop_loss
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 09:26BTCBuy64445.2→62858.4-12.75stop_loss
06-04 02:04BTCBuy62943.1→61395.2-12.75stop_loss
06-04 01:22BTCBuy64281.2→62700.5-12.75stop_loss
06-03 19:54BTCBuy67040.4→65387-12.82stop_loss
06-03 19:53BTCBuy67073.4→65408-12.90stop_loss
06-03 03:49BTCBuy67285.4→65630.9-12.75stop_loss
06-03 03:43BTCBuy67479.4→65816.8-12.77stop_loss
06-02 14:27BTCBuy69474.5→67762.7-12.78stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-01 22:26BTCBuy73508.7→71239.8-16.01stop_loss
06-01 22:26BTCBuy73938.7→71239.8-18.85stop_loss
05-31 18:51BTCBuy73976.7→73558.3-3.35timeout
05-31 16:55BTCBuy73896.7→73521.3-3.04timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-29 23:34BTCBuy73686.7→73328.3-2.89timeout
05-29 18:55BTCBuy73652.7→73272.3-3.07timeout
05-29 15:48BTCBuy73038.7→73746.3+4.34timeout
05-29 14:43BTCBuy72818.6→72616.4-1.99timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
32%
win rate
-327.15
total pnl ($)
-84.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7732%-84.7-327.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems