deribit_basis_zscore_mean_reversion_long_v10

not live
27
closed trades
41%
win rate
-94.63
total pnl ($)
0.971
weight
7d window — n=7 wr=29% pnl=-41.93  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:21BTCBuy59799→58324.9-12.77stop_loss
06-25 13:48BTCBuy60896→59397.3-12.70stop_loss
06-24 14:17BTCBuy62590.1→61050.4-12.74stop_loss
06-23 06:22BTCBuy64083.2→62506.6-12.76stop_loss
06-22 21:27BTCBuy63675.2→64286.8+4.35timeout
06-21 21:22BTCBuy63917.2→63660.8-2.46timeout
06-20 15:38BTCBuy63127.2→64095.8+7.15timeout
06-18 15:40BTCBuy64220.2→62639.5-12.71stop_loss
06-18 12:04BTCBuy64802.2→63964.8-6.98timeout
06-17 08:49BTCBuy66464.3→64827.3-12.78stop_loss
06-16 08:28BTCBuy65624.3→66514.7+6.41timeout
06-15 08:26BTCBuy64451.2→65647.7+8.82timeout
06-14 08:25BTCBuy63740.2→64453.8+5.12timeout
06-13 08:25BTCBuy63458.2→63760.8+1.83timeout
06-12 08:35BTCBuy62916.1→63414.8+3.43timeout
06-11 08:15BTCBuy61610.1→62782.9+8.92timeout
06-09 14:10BTCBuy63610.2→62045.9-12.75stop_loss
06-08 18:04BTCBuy62168.1→63561.8+10.66timeout
06-07 18:00BTCBuy60583→62135.9+12.40timeout
06-05 18:52BTCBuy60873→59376.3-12.75stop_loss
06-05 02:22BTCBuy64278.2→62693.5-12.77stop_loss
06-03 23:08BTCBuy66029.3→64405.6-12.75stop_loss
06-03 03:43BTCBuy67479.4→65817.8-12.77stop_loss
06-02 09:12BTCBuy71187.6→69436.8-12.80stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.51timeout
05-30 10:39BTCBuy73664.7→73602.3-0.93timeout
05-29 10:28BTCBuy73341.7→73595.3+1.21timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-94.63
total pnl ($)
-69.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-69.6-94.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems