deribit_basis_zscore_mean_reversion_long_v47

not live
28
closed trades
43%
win rate
-78.58
total pnl ($)
1.037
weight
7d window — n=6 wr=50% pnl=-31.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:50BTCBuy59538→59723+1.01timeout
06-24 17:44BTCBuy60726→59232.4-12.73stop_loss
06-24 14:19BTCBuy62497.1→60952.5-12.57stop_loss
06-23 05:25BTCBuy64947.2→63350.1-12.78stop_loss
06-22 15:47BTCBuy64248.2→65006.7+5.43timeout
06-21 14:48BTCBuy63920.2→63996.8+0.22timeout
06-20 06:31BTCBuy62837.1→63677.8+6.16timeout
06-18 15:51BTCBuy64085.2→62509.6-12.64stop_loss
06-17 22:03BTCBuy65566.3→63942.8-12.83stop_loss
06-16 18:05BTCBuy66774.3→66084.7-5.70timeout
06-15 12:50BTCBuy63743.2→66547.7+21.57take_profit
06-14 17:17BTCBuy63945.2→63947.8-0.51timeout
06-13 17:19BTCBuy63847.2→64013.8+0.85timeout
06-12 17:19BTCBuy62377.1→63814.8+11.05timeout
06-11 16:46BTCBuy62170.1→62608.9+3.02timeout
06-10 16:40BTCBuy60819→62317.9+11.78timeout
06-09 13:23BTCBuy63805.2→62235.8-12.72stop_loss
06-08 14:37BTCBuy62252.1→63845.8+12.31timeout
06-07 14:27BTCBuy60771→62063.9+10.17timeout
06-05 18:51BTCBuy61035.1→59534.2-12.76stop_loss
06-05 03:05BTCBuy63975.2→62399.7-12.73stop_loss
06-03 23:51BTCBuy65743.3→64114.7-12.84stop_loss
06-03 03:43BTCBuy67426.4→65767.8-12.75stop_loss
06-02 09:02BTCBuy71384.6→69627.7-12.82stop_loss
06-01 15:32BTCBuy73675.7→71299.8-16.72stop_loss
05-31 16:56BTCBuy73895.7→73495.3-3.22timeout
05-30 14:15BTCBuy73016.7→73907.3+5.54timeout
05-29 13:26BTCBuy73090.7→72957.4-1.38timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-78.58
total pnl ($)
-55.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-55.8-78.58

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems