deribit_basis_zscore_mean_reversion_long_v26

not live
29
closed trades
41%
win rate
-83.01
total pnl ($)
0.930
weight
7d window — n=7 wr=14% pnl=-52.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:07BTCBuy60003→59571-4.07timeout
06-28 00:08BTCBuy60105→60090-0.51timeout
06-26 02:21BTCBuy59834→58356.9-12.78stop_loss
06-25 13:48BTCBuy60807→59310.4-12.69stop_loss
06-24 14:17BTCBuy62540.1→61002.4-12.71stop_loss
06-23 06:22BTCBuy64088.2→62508.6-12.78stop_loss
06-22 21:54BTCBuy63818.2→64219.8+2.70timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-20 19:58BTCBuy63005.2→63897.8+6.67timeout
06-19 19:57BTCBuy62932.1→63024.8+0.26timeout
06-18 15:40BTCBuy64237.2→62656.5-12.46stop_loss
06-17 19:39BTCBuy65601.3→64271.8-10.59timeout
06-16 08:55BTCBuy65694.3→66936.7+9.00timeout
06-15 08:27BTCBuy64457.2→65668.7+8.96timeout
06-14 08:26BTCBuy63786.2→64444.8+4.69timeout
06-13 08:27BTCBuy63472.2→63779.8+1.87timeout
06-12 08:25BTCBuy62872.1→63460.8+4.14timeout
06-11 08:17BTCBuy61659.1→62766.9+8.41timeout
06-09 13:19BTCBuy63894.2→62322.7-12.74stop_loss
06-08 15:23BTCBuy61800.1→64063.8+17.81timeout
06-07 15:07BTCBuy60581→61662.9+8.47timeout
06-05 18:54BTCBuy60610→59119.5-12.75stop_loss
06-05 03:05BTCBuy63941.2→62366.7-12.73stop_loss
06-03 23:18BTCBuy65949.3→64326.6-12.76stop_loss
06-03 03:43BTCBuy67473.4→65813.8-12.75stop_loss
06-02 09:02BTCBuy71331.6→69577.7-12.80stop_loss
05-31 16:55BTCBuy73896.7→73521.3-3.04timeout
05-30 14:17BTCBuy72943.6→73914.3+6.09timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
41%
win rate
-83.01
total pnl ($)
-57.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2941%-57.1-83.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems