deribit_basis_zscore_mean_reversion_long_v13

not live
25
closed trades
44%
win rate
-86.68
total pnl ($)
0.940
weight
7d window — n=7 wr=14% pnl=-47.83  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59932→58455.8-12.78stop_loss
06-25 13:44BTCBuy61669.1→60151.9-12.74stop_loss
06-24 13:57BTCBuy62753.1→61208.3-12.76stop_loss
06-23 08:27BTCBuy63629.2→62053.9-12.82stop_loss
06-23 03:37BTCBuy64153.2→63971.8-1.86timeout
06-22 03:32BTCBuy64309.2→64359.8-0.14timeout
06-21 02:09BTCBuy63472.2→64202.8+5.27timeout
06-20 01:47BTCBuy62916.1→63545.8+4.54timeout
06-18 15:37BTCBuy64504.2→62901.4-12.86stop_loss
06-17 19:41BTCBuy65786.3→64168.7-12.77stop_loss
06-16 08:27BTCBuy65675.3→66497.7+5.89timeout
06-15 08:26BTCBuy64451.2→65613.7+8.56timeout
06-14 08:25BTCBuy63739.2→64454.8+5.14timeout
06-13 08:25BTCBuy63467.2→63732.8+1.54timeout
06-12 08:33BTCBuy62922.1→63461.8+3.75timeout
06-11 08:15BTCBuy61610.1→62782.9+8.93timeout
06-09 13:36BTCBuy63719.2→62144.8-12.79stop_loss
06-08 21:08BTCBuy61743.1→63699.8+15.36timeout
06-07 21:03BTCBuy60707→61744.9+8.12timeout
06-06 04:13BTCBuy61646.1→60124.9-12.79stop_loss
06-05 06:03BTCBuy63505.2→61936.9-12.77stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 03:43BTCBuy67543.4→65882.7-12.75stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
44%
win rate
-86.68
total pnl ($)
-68.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2544%-68.9-86.68

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems