deribit_basis_zscore_mean_reversion_long_v27

not live
29
closed trades
41%
win rate
-86.88
total pnl ($)
0.920
weight
7d window — n=7 wr=14% pnl=-51.28  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 00:09BTCBuy60104→60101-0.44timeout
06-26 02:16BTCBuy59942→58467.8-12.73stop_loss
06-25 13:48BTCBuy60836→59340.3-12.67stop_loss
06-24 14:17BTCBuy62594.1→61053.4-12.61stop_loss
06-23 08:17BTCBuy64007.2→62432.6-12.67stop_loss
06-22 23:47BTCBuy63291.2→63961.8+4.86timeout
06-21 23:14BTCBuy64244.2→63668.8-5.02timeout
06-20 21:01BTCBuy63192.2→63920.8+5.30timeout
06-19 17:49BTCBuy62602.1→63170.8+4.07timeout
06-17 19:29BTCBuy65861.3→64241.6-12.75stop_loss
06-17 17:50BTCBuy65945.3→65811.7-1.55timeout
06-16 17:43BTCBuy66865.3→65701.7-9.24timeout
06-15 13:06BTCBuy63835.2→66639.7+21.53take_profit
06-14 17:37BTCBuy64087.2→63799.8-2.77timeout
06-13 17:37BTCBuy63858.2→64084.8+1.31timeout
06-12 15:18BTCBuy62656.1→64306.8+12.64timeout
06-11 14:49BTCBuy61854.1→62890.9+7.83timeout
06-09 16:40BTCBuy62278.1→60734.6-12.86stop_loss
06-09 13:18BTCBuy63655.2→62452.9-9.86timeout
06-08 13:15BTCBuy61721.1→63761.8+16.05timeout
06-07 13:11BTCBuy61038.1→61734.9+5.24timeout
06-05 14:06BTCBuy61953.1→60427.7-12.76stop_loss
06-05 05:59BTCBuy63809.2→62215.8-12.89stop_loss
06-03 20:55BTCBuy66388.3→64742.4-12.86stop_loss
06-02 15:37BTCBuy68747.4→67053.1-12.78stop_loss
06-02 07:01BTCBuy71587.6→69825.6-12.83stop_loss
05-31 09:45BTCBuy73540.7→73943.3+2.14timeout
05-30 07:46BTCBuy73367.7→73456.3+0.11timeout
05-29 07:31BTCBuy73292.7→73564.3+1.33timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
41%
win rate
-86.88
total pnl ($)
-59.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2941%-59.5-86.88

Recent bounces (last 20 of 1)

timesymsidereason
06-28 01:31BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems