deribit_basis_zscore_mean_reversion_long_v1

not live
24
closed trades
38%
win rate
-97.15
total pnl ($)
0.937
weight
7d window — n=8 wr=38% pnl=-47.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59939→58459.8-12.81stop_loss
06-25 13:48BTCBuy60813→59315.4-12.75stop_loss
06-24 14:17BTCBuy62572.1→61033.4-12.74stop_loss
06-23 08:17BTCBuy63948.2→62374.7-12.76stop_loss
06-23 01:03BTCBuy64007.2→64165.8+0.81timeout
06-22 01:00BTCBuy64264.2→63901.8-3.31timeout
06-21 00:42BTCBuy63528.2→64278.8+5.40timeout
06-19 21:33BTCBuy62959.1→63115.8+0.74timeout
06-18 15:40BTCBuy64346.2→62758.5-12.77stop_loss
06-17 19:42BTCBuy65703.3→64086.7-12.79stop_loss
06-16 21:21BTCBuy66510.3→65710.7-6.55timeout
06-15 13:00BTCBuy63788.2→66591.7+21.54take_profit
06-14 19:21BTCBuy64151.2→63787.8-3.35timeout
06-13 19:32BTCBuy63634.2→64142.8+3.54timeout
06-12 16:05BTCBuy62649.1→63645.8+7.44timeout
06-10 21:50BTCBuy62694.1→61152.3-12.75stop_loss
06-10 15:52BTCBuy61369.1→62277.9+6.97timeout
06-09 13:36BTCBuy63737.2→62165.8-12.76stop_loss
06-08 13:56BTCBuy61766.1→63705.8+15.21timeout
06-07 13:53BTCBuy60776→61761.9+7.64timeout
06-05 14:06BTCBuy61993.1→60466.7-12.76stop_loss
06-05 06:20BTCBuy63220.2→61662.1-12.72stop_loss
06-03 20:55BTCBuy66387.3→64739.4-12.88stop_loss
06-02 15:37BTCBuy68776.4→67085.1-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
38%
win rate
-97.15
total pnl ($)
-80.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2438%-80.7-97.15

Recent bounces (last 20 of 1)

timesymsidereason
06-25 04:36BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems