deribit_basis_zscore_mean_reversion_long_v25

not live
27
closed trades
41%
win rate
-78.83
total pnl ($)
0.984
weight
7d window — n=7 wr=29% pnl=-40.44  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy61048.1→59546.2-12.75stop_loss
06-24 13:44BTCBuy62917.1→61370.2-12.74stop_loss
06-23 08:24BTCBuy63805.2→62232.8-12.72stop_loss
06-23 08:20BTCBuy63889.2→62301.7-12.87stop_loss
06-22 22:53BTCBuy64284.2→63945.8-3.09timeout
06-21 22:53BTCBuy63305.2→63738.8+3.02timeout
06-20 22:59BTCBuy62865.1→64269.8+10.71timeout
06-18 15:40BTCBuy64306.2→62724.5-12.49stop_loss
06-17 19:42BTCBuy65707.3→64089.7-12.78stop_loss
06-17 11:05BTCBuy66248.3→64618.4-12.88stop_loss
06-16 21:59BTCBuy65301.3→65745.7+2.76timeout
06-15 15:47BTCBuy64223.2→67063.6+21.70take_profit
06-14 21:13BTCBuy63599.2→63992.8+2.60timeout
06-13 15:01BTCBuy62643.1→64191.8+11.83timeout
06-11 19:30BTCBuy61189.1→63875.8+21.32take_profit
06-09 15:11BTCBuy61805.1→61615.9-2.03timeout
06-09 00:46BTCBuy64040.2→62465.6-12.75stop_loss
06-07 22:14BTCBuy60583→63242.8+21.52take_profit
06-07 14:28BTCBuy60359→62049.9+13.52timeout
06-05 02:30BTCBuy64155.2→62575.6-12.75stop_loss
06-03 23:03BTCBuy66063.3→64438.5-12.75stop_loss
06-03 03:33BTCBuy67653.4→65989.7-12.75stop_loss
06-02 09:22BTCBuy71163.6→69413.8-12.81stop_loss
06-01 15:25BTCBuy73639.7→71111.9-17.76stop_loss
06-01 15:25BTCBuy73895.7→71111.9-19.58stop_loss
05-31 14:16BTCBuy72989.6→73627.3+3.81timeout
05-30 13:26BTCBuy73090.7→73748.3+3.88timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-78.83
total pnl ($)
-57.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-57.6-78.83

Recent bounces (last 20 of 1)

timesymsidereason
06-27 12:46BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems