deribit_basis_zscore_mean_reversion_long_v40

not live
70
closed trades
37%
win rate
-218.77
total pnl ($)
0.818
weight
7d window — n=15 wr=27% pnl=-67.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:53BTCBuy59746→60251+3.83timeout
06-27 18:45BTCBuy59698→60527+6.51timeout
06-26 18:04BTCBuy59640→60071+3.05timeout
06-26 15:46BTCBuy59288→60247+7.54timeout
06-25 13:59BTCBuy59487→58024.1-12.65stop_loss
06-25 13:59BTCBuy59510→58046.1-12.67stop_loss
06-24 17:48BTCBuy60533→59043.5-12.74stop_loss
06-24 16:46BTCBuy61584.1→60067.9-12.74stop_loss
06-24 13:42BTCBuy63069.2→61514.2-12.78stop_loss
06-24 08:01BTCBuy62892.1→62624.9-2.64timeout
06-24 06:33BTCBuy62889.1→62800.9-1.20timeout
06-23 06:21BTCBuy64237.2→62657.5-12.77stop_loss
06-23 05:44BTCBuy64249.2→63412.8-6.99timeout
06-22 06:12BTCBuy64180.2→64198.8-0.32timeout
06-22 03:34BTCBuy64331.2→64227.8-1.31timeout
06-21 04:45BTCBuy63582.2→64459.8+6.46timeout
06-21 02:42BTCBuy63345.2→64216.8+6.41timeout
06-20 00:35BTCBuy62993.1→63715.8+5.26timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:51BTCBuy64129.2→62549.6-12.70stop_loss
06-18 11:58BTCBuy64821.2→63963.8-7.10timeout
06-18 09:51BTCBuy64887.2→64202.8-5.83timeout
06-17 08:31BTCBuy66740.3→65099.2-12.78stop_loss
06-17 07:00BTCBuy66411.3→65587.7-6.68timeout
06-16 06:15BTCBuy65858.3→66132.7+1.71timeout
06-16 04:01BTCBuy65883.3→66139.7+1.54timeout
06-15 05:11BTCBuy64349.2→65646.7+9.62timeout
06-15 03:00BTCBuy64474.2→65414.7+6.81timeout
06-14 04:41BTCBuy63584.2→64402.8+6.04timeout
06-14 01:49BTCBuy63789.2→64606.8+5.99timeout
06-12 23:05BTCBuy63413.2→63439.8-0.28timeout
06-12 20:59BTCBuy63373.2→63435.8+0.01timeout
06-11 19:30BTCBuy61185.1→63873.8+21.41take_profit
06-11 17:33BTCBuy61791.1→63290.8+11.59timeout
06-10 17:00BTCBuy61392.1→62210.9+6.17timeout
06-10 15:01BTCBuy61395.1→62271.9+6.65timeout
06-09 15:56BTCBuy62582.1→61042.4-12.76stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 00:48BTCBuy64007.2→62425.6-12.81stop_loss
06-08 21:54BTCBuy61637.1→63711.8+16.34timeout
06-08 13:44BTCBuy61728.1→63493.8+13.81timeout
06-07 20:47BTCBuy60715→61771.9+8.28timeout
06-07 12:32BTCBuy60711→61918.9+9.48timeout
06-06 18:58BTCBuy59431→60638+9.76timeout
06-06 04:10BTCBuy61834.1→60306.8-12.81stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:37BTCBuy61425.1→59914-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62422.1→60885.5-12.76stop_loss
06-05 06:21BTCBuy63123.2→61570.1-12.75stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-05 02:46BTCBuy63428.2→62800.9-5.36timeout
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 01:22BTCBuy64281.2→62700.5-12.75stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 16:27BTCBuy67164.4→65512.9-12.77stop_loss
06-03 03:28BTCBuy67772.4→66097.6-12.81stop_loss
06-02 22:58BTCBuy67948.4→66276.5-12.76stop_loss
06-02 08:56BTCBuy71420.6→69663.7-12.86stop_loss
06-01 22:26BTCBuy73461.7→71239.8-15.70stop_loss
06-01 05:17BTCBuy74154.7→73438.3-5.32timeout
05-31 18:50BTCBuy73997.7→73581.3-3.34timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-30 14:59BTCBuy73073.7→73887.3+4.97timeout
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout
05-29 23:33BTCBuy73674.7→73314.3-2.91timeout
05-29 18:50BTCBuy73591.7→73518.3-0.99timeout
05-29 15:51BTCBuy72933.6→73775.3+5.26timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout

Paper vs Live

Paper (trades.jsonl)
70
closed
37%
win rate
-218.77
total pnl ($)
-62.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7037%-62.1-218.77

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems