deribit_basis_zscore_mean_reversion_long_v19

not live
40
closed trades
42%
win rate
-124.64
total pnl ($)
0.957
weight
7d window — n=8 wr=25% pnl=-47.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 15:50BTCBuy60380→60738+2.62timeout
06-26 14:46BTCBuy59349→59617+1.76timeout
06-25 13:57BTCBuy59754→58277.9-12.72stop_loss
06-24 16:51BTCBuy61325.1→59814.1-12.74stop_loss
06-24 13:43BTCBuy63056.2→61494.2-12.84stop_loss
06-24 07:39BTCBuy62964.1→62607.9-3.30timeout
06-23 06:40BTCBuy64030.2→62927.9-9.09timeout
06-22 03:33BTCBuy64317.2→64233.8-1.18timeout
06-20 22:27BTCBuy63282.2→64217.8+6.94timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-18 15:40BTCBuy64366.2→62780.5-12.75stop_loss
06-17 19:50BTCBuy65580.3→63964.8-12.78stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 05:49BTCBuy65753.3→66034.7+1.74timeout
06-14 23:02BTCBuy64447.2→65359.7+6.58timeout
06-13 22:24BTCBuy63599.2→64420.8+5.98timeout
06-12 17:39BTCBuy63160.2→63807.8+4.66timeout
06-11 15:52BTCBuy62358.1→62591.9+1.30timeout
06-10 14:25BTCBuy61753.1→62058.9+2.00timeout
06-09 13:36BTCBuy63723.2→62155.8-12.74stop_loss
06-08 21:34BTCBuy61717.1→63657.8+15.24timeout
06-07 16:30BTCBuy60589→62151.9+12.39timeout
06-06 15:49BTCBuy60323→60788+3.41timeout
06-05 15:39BTCBuy61587.1→60070.9-12.74stop_loss
06-05 06:23BTCBuy62752.1→61209.3-12.73stop_loss
06-04 09:30BTCBuy64293.2→62707.5-12.77stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 16:27BTCBuy67172.4→65518.9-12.78stop_loss
06-03 03:33BTCBuy67635.4→65963.7-12.81stop_loss
06-01 22:26BTCBuy73993.7→71242.8-19.19stop_loss
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.57timeout
05-31 12:07BTCBuy73571.7→73864.3+1.40timeout
05-31 07:44BTCBuy73458.7→73825.3+1.90timeout
05-31 05:00BTCBuy73365.7→74167.3+4.95timeout
05-29 18:55BTCBuy73652.7→73290.3-2.95timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:50BTCBuy72915.6→73830.3+5.77timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
42%
win rate
-124.64
total pnl ($)
-61.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4042%-61.7-124.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems