deribit_basis_zscore_mean_reversion_long_v12

not live
27
closed trades
41%
win rate
-71.58
total pnl ($)
0.969
weight
7d window — n=7 wr=29% pnl=-42.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:21BTCBuy59824→58341.9-12.83stop_loss
06-25 13:48BTCBuy60856→59359.3-12.72stop_loss
06-24 14:17BTCBuy62553.1→61014.4-12.74stop_loss
06-23 08:17BTCBuy63927.2→62341.7-12.87stop_loss
06-22 21:59BTCBuy63782.2→64278.8+3.44timeout
06-21 21:53BTCBuy63996.2→63811.8-1.89timeout
06-20 20:26BTCBuy63023.2→63914.8+6.66timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-18 15:16BTCBuy65046.3→63446.1-12.72stop_loss
06-17 02:04BTCBuy66302.3→65879.7-3.68timeout
06-16 01:56BTCBuy65483.3→66306.7+5.85timeout
06-15 01:55BTCBuy64609.2→65480.7+6.27timeout
06-14 01:51BTCBuy63784.2→64608.8+6.04timeout
06-12 17:41BTCBuy63306.2→63809.8+3.51timeout
06-11 17:39BTCBuy61761.1→63183.8+10.98timeout
06-10 17:08BTCBuy61433.1→62149.9+5.33timeout
06-09 13:19BTCBuy63882.2→62307.7-12.76stop_loss
06-08 14:46BTCBuy61842.1→63876.8+15.96timeout
06-07 14:32BTCBuy60901→62238.9+10.51timeout
06-05 18:52BTCBuy60959→59460.3-12.75stop_loss
06-05 03:06BTCBuy63901.2→62320.7-12.79stop_loss
06-03 23:08BTCBuy66021.3→64397.6-12.75stop_loss
06-03 03:43BTCBuy67451.4→65791.8-12.76stop_loss
06-02 09:02BTCBuy71331.6→69577.7-12.80stop_loss
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-30 14:17BTCBuy72954.6→73899.3+5.90timeout
05-29 13:28BTCBuy73131.7→73024.3-1.21timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-71.58
total pnl ($)
-52.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-52.7-71.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems