deribit_basis_zscore_mean_reversion_long_v33

not live
27
closed trades
41%
win rate
-102.65
total pnl ($)
0.860
weight
7d window — n=7 wr=14% pnl=-62.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60335→58850.6-12.76stop_loss
06-25 13:44BTCBuy61661.1→60144.9-12.71stop_loss
06-24 13:46BTCBuy62873.1→61325.3-12.75stop_loss
06-24 13:22BTCBuy63399.2→61836-12.76stop_loss
06-23 06:18BTCBuy64628.2→63039.3-12.77stop_loss
06-23 01:09BTCBuy64252.2→64227.8-0.59timeout
06-22 00:46BTCBuy63543.2→63835.8+1.72timeout
06-20 20:23BTCBuy63109.2→63913.8+5.99timeout
06-18 15:40BTCBuy64237.2→62656.5-12.46stop_loss
06-17 19:50BTCBuy65601.3→63964.8-12.92stop_loss
06-17 08:55BTCBuy65694.3→64910.8-6.50timeout
06-16 08:27BTCBuy64457.2→66510.7+15.53timeout
06-15 08:26BTCBuy63786.2→65647.7+14.17timeout
06-14 08:27BTCBuy63472.2→64445.8+7.18timeout
06-13 08:25BTCBuy62872.1→63732.8+6.18timeout
06-12 08:17BTCBuy61659.1→63361.8+13.12timeout
06-09 21:19BTCBuy61835.1→62016.9+1.27timeout
06-09 14:04BTCBuy63663.2→62097.8-12.75stop_loss
06-07 22:14BTCBuy60711→63377.8+21.52take_profit
06-06 04:14BTCBuy61588.1→60072.9-12.76stop_loss
06-05 06:03BTCBuy63519.2→61956.9-12.72stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 03:28BTCBuy67767.4→66100.6-12.75stop_loss
06-02 12:30BTCBuy70918.5→69163.9-12.87stop_loss
06-01 22:26BTCBuy73817.7→71239.8-18.06stop_loss
05-31 10:53BTCBuy73609.7→73818.3+0.69timeout
05-30 10:34BTCBuy73395.7→73602.3+0.85timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-102.65
total pnl ($)
-75.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-75.7-102.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems