deribit_basis_zscore_mean_reversion_long_v39

not live
27
closed trades
44%
win rate
-61.24
total pnl ($)
1.066
weight
7d window — n=7 wr=57% pnl=-26.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 20:29BTCBuy59618→59741+0.47timeout
06-25 13:51BTCBuy60673→59180.4-12.70stop_loss
06-24 14:19BTCBuy62442.1→60891.5-12.85stop_loss
06-23 06:21BTCBuy64347.2→62762.5-12.78stop_loss
06-22 20:20BTCBuy64055.2→64468.8+2.75timeout
06-21 17:46BTCBuy63817.2→64140.8+2.16timeout
06-20 15:17BTCBuy63126.2→63985.8+6.29timeout
06-19 15:43BTCBuy62674.1→63215.8+3.97timeout
06-18 14:52BTCBuy65197.3→63594-12.73stop_loss
06-17 15:07BTCBuy65792.3→65142.7-5.39timeout
06-16 15:06BTCBuy66630.3→65745.7-7.17timeout
06-15 13:18BTCBuy63969.2→66778.7+21.53take_profit
06-14 12:44BTCBuy63996.2→64330.8+2.17timeout
06-13 13:26BTCBuy63387.2→64210.8+5.98timeout
06-12 12:28BTCBuy62724.1→63471.8+5.44timeout
06-11 08:23BTCBuy61567.1→62841.9+9.77timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-08 22:26BTCBuy62999.1→63297.8+1.88timeout
06-07 22:14BTCBuy60567→63225.8+21.51take_profit
06-06 04:21BTCBuy61415.1→59902-12.77stop_loss
06-05 06:03BTCBuy63516.2→61945.9-12.78stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 03:50BTCBuy67014.4→65364-12.77stop_loss
06-02 12:52BTCBuy70745.5→69004-12.82stop_loss
05-31 14:41BTCBuy74037.7→73635.3-3.18timeout
05-30 08:07BTCBuy73631.7→73511.3-1.31timeout
05-29 07:53BTCBuy73378.7→73390.3-0.41timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-61.24
total pnl ($)
-45.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-45.0-61.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems