deribit_basis_zscore_mean_reversion_long_v15

not live
26
closed trades
38%
win rate
-74.58
total pnl ($)
0.944
weight
7d window — n=7 wr=29% pnl=-46.30  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:24BTCBuy59763→58292.9-12.74stop_loss
06-25 13:48BTCBuy60878→59376.3-12.73stop_loss
06-24 14:02BTCBuy62689.1→61144.4-12.76stop_loss
06-23 08:17BTCBuy64016.2→62438.6-12.78stop_loss
06-22 21:39BTCBuy63916.2→64182.8+1.63timeout
06-21 21:25BTCBuy63955.2→63623.8-3.04timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 17:18BTCBuy62511.1→63062.8+3.96timeout
06-18 15:12BTCBuy65093.3→63567.8-12.15timeout
06-16 17:10BTCBuy66789.3→65737.7-8.43timeout
06-15 13:16BTCBuy63909.2→66726.7+21.61take_profit
06-14 16:58BTCBuy64002.2→63927.8-1.07timeout
06-13 16:56BTCBuy63868.2→64011.8+0.67timeout
06-12 16:52BTCBuy62586.1→63936.8+10.30timeout
06-11 16:45BTCBuy62148.1→62611.9+3.20timeout
06-10 16:40BTCBuy60819→62317.9+11.78timeout
06-09 13:19BTCBuy63864.2→62283.7-12.80stop_loss
06-08 14:39BTCBuy62143.1→63776.8+12.66timeout
06-07 14:32BTCBuy60924→62210.9+10.09timeout
06-05 18:52BTCBuy60920→59421.3-12.76stop_loss
06-05 05:59BTCBuy63802.2→62215.8-12.84stop_loss
06-03 23:03BTCBuy66071.3→64436.5-12.82stop_loss
06-03 03:34BTCBuy67602.4→65927.7-12.84stop_loss
06-02 09:02BTCBuy71350.6→69594.7-12.81stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.49timeout
05-29 21:48BTCBuy73840.7→73536.3-2.55timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
38%
win rate
-74.58
total pnl ($)
-57.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2638%-57.1-74.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems