deribit_basis_zscore_mean_reversion_long_v20

not live
50
closed trades
46%
win rate
-134.87
total pnl ($)
0.941
weight
7d window — n=12 wr=42% pnl=-48.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 50 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 07:52BTCBuy60472→60180-2.88timeout
06-27 19:35BTCBuy59967→60192+1.47timeout
06-26 18:13BTCBuy59390→60072+5.19timeout
06-26 13:19BTCBuy60044→58557.8-12.84stop_loss
06-25 18:04BTCBuy59437→59607+1.01timeout
06-25 13:44BTCBuy61648.1→60130.9-12.73stop_loss
06-24 14:03BTCBuy62537.1→61313.9-10.22timeout
06-24 13:57BTCBuy62771.1→61223.3-12.78stop_loss
06-23 04:56BTCBuy65198.3→63594-12.76stop_loss
06-23 02:09BTCBuy64503.2→64051.8-3.92timeout
06-22 14:08BTCBuy64071.2→65360.7+9.46timeout
06-22 02:03BTCBuy64209.2→64547.8+2.11timeout
06-21 13:56BTCBuy63385.2→64057.8+4.92timeout
06-21 01:37BTCBuy63552.2→64211.8+4.68timeout
06-20 13:37BTCBuy62831.1→63412.8+4.13timeout
06-20 01:35BTCBuy62834.1→63551.8+5.25timeout
06-18 15:57BTCBuy63940.2→62365.7-12.73stop_loss
06-18 15:18BTCBuy64702.2→63111.3-12.73stop_loss
06-18 13:30BTCBuy64855.2→64331.8-4.49timeout
06-17 22:03BTCBuy65516.3→63903.8-12.74stop_loss
06-17 11:05BTCBuy66218.3→64587.5-12.84stop_loss
06-17 01:16BTCBuy66252.3→65642.7-5.09timeout
06-16 13:17BTCBuy66703.3→66219.7-4.15timeout
06-16 01:04BTCBuy65407.3→66290.7+6.33timeout
06-15 13:03BTCBuy64335.2→66481.7+16.25timeout
06-15 00:55BTCBuy64533.2→65550.7+7.41timeout
06-14 12:49BTCBuy64055.2→64299.8+1.46timeout
06-14 01:45BTCBuy63772.2→64571.8+5.85timeout
06-13 11:00BTCBuy63687.2→63806.8+0.39timeout
06-12 22:31BTCBuy63607.2→63590.8-0.63timeout
06-12 10:30BTCBuy62838.1→63586.8+5.43timeout
06-11 19:32BTCBuy61213.1→63901.8+21.40take_profit
06-11 08:23BTCBuy61567.1→62841.9+9.77timeout
06-10 19:49BTCBuy61796.1→61945.9+0.69timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 14:11BTCBuy63527.2→61958.9-12.79stop_loss
06-09 06:12BTCBuy62928.1→63379.8+3.09timeout
06-08 16:10BTCBuy62000.1→63796.8+13.93timeout
06-08 01:28BTCBuy61554.1→62873.9+10.18timeout
06-06 04:20BTCBuy61466.1→59951-12.78stop_loss
06-05 13:49BTCBuy62795.1→61250.3-12.75stop_loss
06-05 06:24BTCBuy62684.1→61139.4-12.71stop_loss
06-05 06:20BTCBuy63213.2→61658.1-12.73stop_loss
06-03 23:42BTCBuy65825.3→64204.7-12.76stop_loss
06-03 20:45BTCBuy66735.3→65094.2-12.79stop_loss
06-03 19:53BTCBuy67096.4→65445-12.78stop_loss
06-02 14:26BTCBuy69506.5→67796.7-12.76stop_loss
06-02 12:06BTCBuy70978.5→69224.9-12.86stop_loss
05-31 15:25BTCBuy73860.7→73722.3-1.43timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
50
closed
46%
win rate
-134.87
total pnl ($)
-53.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5046%-53.4-134.87

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems