deribit_basis_zscore_mean_reversion_long_v29

not live
28
closed trades
46%
win rate
-86.25
total pnl ($)
1.045
weight
7d window — n=7 wr=43% pnl=-30.11  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:57BTCBuy59628→60006+2.70timeout
06-25 13:51BTCBuy60749→59194.4-13.20stop_loss
06-24 13:46BTCBuy62928.1→61317.3-13.25stop_loss
06-23 08:17BTCBuy64007.2→62367.7-13.27stop_loss
06-22 22:21BTCBuy63738.2→64202.8+3.19timeout
06-21 21:55BTCBuy64011.2→63737.8-2.59timeout
06-20 20:27BTCBuy63052.2→63897.8+6.29timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-18 14:52BTCBuy65253.3→63581-13.26stop_loss
06-17 17:12BTCBuy65805.3→65924.7+0.40timeout
06-16 08:28BTCBuy65633.3→66513.7+6.34timeout
06-15 08:27BTCBuy64452.2→65668.7+8.98timeout
06-14 08:26BTCBuy63786.2→64443.8+4.68timeout
06-13 08:26BTCBuy63464.2→63783.8+1.96timeout
06-12 08:28BTCBuy62905.1→63469.8+3.95timeout
06-11 08:16BTCBuy61661.1→62772.9+8.44timeout
06-09 14:04BTCBuy63702.2→62066.8-13.28stop_loss
06-08 21:26BTCBuy61768.1→63733.8+15.43timeout
06-07 21:08BTCBuy60719→61736.9+7.95timeout
06-06 04:14BTCBuy61616.1→60039-13.25stop_loss
06-05 06:16BTCBuy63521.2→61894.9-13.22stop_loss
06-04 00:29BTCBuy65167.3→63499.1-13.25stop_loss
06-03 03:43BTCBuy67532.4→65803.8-13.25stop_loss
06-02 13:15BTCBuy70618.5→68804.1-13.34stop_loss
06-01 22:26BTCBuy73797.7→71242.8-17.90stop_loss
05-31 15:24BTCBuy73856.7→73692.3-1.60timeout
05-30 11:23BTCBuy73653.7→73539.3-1.28timeout
05-29 10:57BTCBuy73416.7→73631.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
-86.25
total pnl ($)
-61.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2846%-61.2-86.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems