deribit_basis_zscore_mean_reversion_long_v24

not live
26
closed trades
42%
win rate
-39.63
total pnl ($)
0.914
weight
7d window — n=7 wr=29% pnl=-53.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 02:16BTCBuy60042→58555.8-12.82stop_loss
06-25 13:48BTCBuy60839→59342.3-12.72stop_loss
06-24 14:17BTCBuy62555.1→61016.4-12.74stop_loss
06-23 08:24BTCBuy63782.2→62196.8-12.82stop_loss
06-23 08:17BTCBuy63948.2→62372.7-12.78stop_loss
06-22 21:54BTCBuy64012.2→64220.8+1.16timeout
06-21 19:38BTCBuy62952.1→64166.8+9.24timeout
06-20 20:23BTCBuy63115.2→63913.8+5.94timeout
06-18 04:11BTCBuy65378.3→63738.9-13.00stop_loss
06-17 07:53BTCBuy66896.3→65246.1-12.83stop_loss
06-15 13:18BTCBuy63970.2→66778.7+21.53take_profit
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 16:54BTCBuy63932.2→63961.8-0.35timeout
06-13 16:56BTCBuy62589.1→63998.8+10.80timeout
06-12 16:51BTCBuy61952.1→63896.8+15.16timeout
06-11 16:41BTCBuy60883→62666.9+14.03timeout
06-09 14:31BTCBuy62230.1→61532.9-6.07timeout
06-09 13:19BTCBuy63871.2→62300.7-12.72stop_loss
06-07 22:14BTCBuy60813→63485.8+21.54take_profit
06-07 14:34BTCBuy60539→62211.9+13.33timeout
06-05 03:05BTCBuy63959.2→62380.7-12.76stop_loss
06-03 23:48BTCBuy65809.3→64189.7-12.76stop_loss
06-03 03:43BTCBuy67503.4→65843.8-12.75stop_loss
06-02 07:02BTCBuy71542.6→69782.6-12.80stop_loss
06-01 15:33BTCBuy73601.7→71307.8-16.18stop_loss
05-31 07:51BTCBuy73399.7→73835.3+2.22timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-39.63
total pnl ($)
-29.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-29.9-39.63

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:25BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems