deribit_basis_zscore_mean_reversion_long_v37

not live
38
closed trades
42%
win rate
-109.10
total pnl ($)
1.080
weight
7d window — n=9 wr=44% pnl=-27.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 38 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 03:32BTCBuy60275→60213-0.96timeout
06-27 01:43BTCBuy59281→59952+5.18timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-24 16:51BTCBuy61081.1→59579.2-12.72stop_loss
06-24 14:02BTCBuy62698.1→61156.3-12.74stop_loss
06-24 08:41BTCBuy62337.1→62701.9+2.42timeout
06-23 08:17BTCBuy64007.2→62431.6-12.77stop_loss
06-22 21:28BTCBuy63676.2→64285.8+4.33timeout
06-21 21:23BTCBuy63918.2→63741.8-1.83timeout
06-20 20:54BTCBuy63165.2→63893.8+5.34timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-18 15:51BTCBuy64137.2→62549.6-12.76stop_loss
06-17 19:50BTCBuy65580.3→63964.8-12.78stop_loss
06-17 06:58BTCBuy66434.3→65587.7-6.85timeout
06-16 05:49BTCBuy65753.3→66034.7+1.74timeout
06-15 02:18BTCBuy64592.2→65704.7+8.12timeout
06-14 01:51BTCBuy63774.2→64608.8+6.12timeout
06-12 15:02BTCBuy62591.1→64135.8+11.81timeout
06-11 14:49BTCBuy61891.1→62884.9+7.48timeout
06-10 14:25BTCBuy61753.1→62058.9+2.00timeout
06-09 14:11BTCBuy63507.2→61941.9-12.78stop_loss
06-08 17:54BTCBuy62144.1→63472.8+10.14timeout
06-07 17:14BTCBuy60693→62245.9+12.34timeout
06-06 16:05BTCBuy60197→60829+4.82timeout
06-05 15:39BTCBuy61604.1→60070.9-12.88stop_loss
06-05 06:16BTCBuy63488.2→61923.9-12.77stop_loss
06-05 02:44BTCBuy63384.2→62730.9-5.57timeout
06-04 00:25BTCBuy65498.3→63886.8-12.75stop_loss
06-03 20:55BTCBuy66359.3→64655.4-13.33stop_loss
06-03 03:28BTCBuy67776.4→66106.6-12.77stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-01 22:26BTCBuy73411.7→71242.8-15.35stop_loss
05-31 19:16BTCBuy74016.7→73555.3-3.62timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-30 09:56BTCBuy73700.7→73567.3-1.38timeout
05-30 08:42BTCBuy73773.7→73494.3-2.39timeout
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout

Paper vs Live

Paper (trades.jsonl)
38
closed
42%
win rate
-109.10
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 ($)
BTC3842%-57.1-109.10

Recent bounces (last 20 of 1)

timesymsidereason
06-28 05:14BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems