deribit_basis_zscore_mean_reversion_long_v23

not live
26
closed trades
46%
win rate
-67.75
total pnl ($)
1.037
weight
7d window — n=7 wr=43% pnl=-29.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:46BTCBuy61148.1→59643.2-12.75stop_loss
06-24 13:44BTCBuy62902.1→61355.2-12.74stop_loss
06-23 08:17BTCBuy63992.2→62415.7-12.78stop_loss
06-22 23:27BTCBuy63714.2→64011.8+1.93timeout
06-21 22:57BTCBuy64284.2→63756.8-4.53timeout
06-20 22:53BTCBuy63303.2→64277.8+7.24timeout
06-19 22:49BTCBuy62820.1→63344.8+3.68timeout
06-18 15:40BTCBuy64362.2→62779.5-12.85stop_loss
06-17 19:50BTCBuy65671.3→64028.8-12.97stop_loss
06-16 22:44BTCBuy66252.3→65685.7-4.82timeout
06-15 21:59BTCBuy65304.3→66335.7+7.39timeout
06-14 21:17BTCBuy64238.2→64396.8+0.76timeout
06-13 21:11BTCBuy63552.2→64251.8+5.03timeout
06-12 17:44BTCBuy63282.2→63799.8+3.62timeout
06-11 08:22BTCBuy61577.1→62801.9+9.37timeout
06-09 00:46BTCBuy64040.2→62465.6-12.75stop_loss
06-08 15:11BTCBuy61805.1→64063.8+17.78timeout
06-07 15:06BTCBuy60524→61681.9+9.10timeout
06-06 14:26BTCBuy60440→60799+2.53timeout
06-05 03:01BTCBuy64065.2→62489.6-12.72stop_loss
06-03 23:51BTCBuy65758.3→64139.7-12.76stop_loss
06-03 03:29BTCBuy67697.4→66030.7-12.77stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
05-31 16:54BTCBuy73896.7→73495.3-3.22timeout
05-30 14:15BTCBuy73016.7→73907.3+5.54timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
46%
win rate
-67.75
total pnl ($)
-51.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2646%-51.6-67.75

Recent bounces (last 20 of 1)

timesymsidereason
06-24 12:10BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems