deribit_basis_zscore_mean_reversion_long_v48

not live
88
closed trades
42%
win rate
-282.01
total pnl ($)
0.844
weight
7d window — n=13 wr=54% pnl=-36.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
07-01 14:35BTCBuy58970.9→59672+5.34timeout
06-30 12:22BTCBuy60361→58876.6-12.73stop_loss
06-30 12:06BTCBuy60442→58953.6-12.75stop_loss
06-29 18:11BTCBuy59636→60453+6.25timeout
06-29 17:02BTCBuy59638→59967+2.16timeout
06-28 17:28BTCBuy60552→59580-8.45timeout
06-28 16:23BTCBuy60702→59765-8.18timeout
06-27 16:37BTCBuy60267→60657+2.80timeout
06-27 15:37BTCBuy60318→60811+3.65timeout
06-26 15:38BTCBuy59340→60363+8.14timeout
06-26 14:21BTCBuy59517→59942+3.07timeout
06-25 13:55BTCBuy59869→58393.9-12.70stop_loss
06-25 13:53BTCBuy60280→58775.7-12.85stop_loss
06-24 16:51BTCBuy61075.1→59560.2-12.83stop_loss
06-24 14:13BTCBuy62672.1→61130.4-12.75stop_loss
06-24 13:57BTCBuy62752.1→61208.3-12.75stop_loss
06-24 07:52BTCBuy62899.1→62608.9-2.81timeout
06-24 06:51BTCBuy62896.1→62728.9-1.84timeout
06-23 06:21BTCBuy64314.2→62727.5-12.80stop_loss
06-23 06:20BTCBuy64479.2→62886.4-12.82stop_loss
06-22 21:27BTCBuy63680.2→64286.8+4.30timeout
06-22 20:20BTCBuy64036.2→64476.8+2.96timeout
06-21 21:23BTCBuy63918.2→63741.8-1.83timeout
06-21 20:17BTCBuy63940.2→64090.8+0.74timeout
06-20 20:59BTCBuy63235.2→63879.8+4.66timeout
06-20 19:38BTCBuy62956.1→63859.8+6.75timeout
06-19 18:43BTCBuy62700.1→63029.8+2.16timeout
06-19 17:18BTCBuy62511.1→63062.8+3.96timeout
06-18 15:40BTCBuy64195.2→62615.5-12.50stop_loss
06-18 15:38BTCBuy64392.2→62808.4-12.48stop_loss
06-17 19:50BTCBuy65611.3→63967.8-12.98stop_loss
06-17 19:40BTCBuy65823.3→64201.7-12.78stop_loss
06-17 17:01BTCBuy65758.3→65821.7-0.03timeout
06-17 03:22BTCBuy65651.3→65736.7+0.17timeout
06-16 14:10BTCBuy66339.3→66123.7-2.16timeout
06-16 00:49BTCBuy65563.3→66369.7+5.74timeout
06-15 13:00BTCBuy63787.2→66587.7+21.51take_profit
06-14 22:21BTCBuy64443.2→65160.7+5.07timeout
06-14 18:47BTCBuy64224.2→63774.8-4.04timeout
06-13 21:10BTCBuy63552.2→64247.8+5.00timeout
06-13 18:00BTCBuy63855.2→63955.8+0.32timeout
06-12 20:45BTCBuy63252.2→63485.8+1.38timeout
06-12 17:37BTCBuy63162.2→63852.8+5.00timeout
06-11 17:33BTCBuy61781.1→63345.8+12.12timeout
06-11 16:01BTCBuy62546.1→62756.9+1.08timeout
06-10 16:09BTCBuy60912→62402.9+11.74timeout
06-10 15:08BTCBuy61567.1→61954.9+2.66timeout
06-09 14:46BTCBuy62774.1→61226.3-12.78stop_loss
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 05:58BTCBuy62675.1→63331.8+4.75timeout
06-08 22:04BTCBuy61786.1→63480.8+13.23timeout
06-08 05:24BTCBuy61890.1→62583.9+5.15timeout
06-07 21:50BTCBuy60837→61656.9+6.31timeout
06-07 04:41BTCBuy59722→61743.9+16.49timeout
06-06 19:33BTCBuy59598→60608+8.08timeout
06-06 04:34BTCBuy60956→59457.3-12.75stop_loss
06-05 18:52BTCBuy60767→59272.4-12.76stop_loss
06-05 18:52BTCBuy60932→59433.3-12.75stop_loss
06-05 15:39BTCBuy61584.1→60067.9-12.75stop_loss
06-05 14:26BTCBuy61927.1→60402.8-12.76stop_loss
06-05 11:17BTCBuy62407.1→62313.9-1.24timeout
06-05 06:23BTCBuy62746.1→61175.3-12.96stop_loss
06-05 02:30BTCBuy64190.2→62611.5-12.74stop_loss
06-04 10:29BTCBuy64010.2→62433.6-12.74stop_loss
06-04 09:30BTCBuy64252.2→62671.5-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 19:54BTCBuy66997.3→65325.1-12.97stop_loss
06-03 19:54BTCBuy67048.4→65399-12.78stop_loss
06-03 03:49BTCBuy67250.4→65596.9-12.75stop_loss
06-03 03:43BTCBuy67524.4→65863.8-12.75stop_loss
06-02 14:10BTCBuy69983.5→68252.4-12.83stop_loss
06-02 14:08BTCBuy70248.5→68517.3-12.80stop_loss
06-01 22:26BTCBuy73744.7→71239.8-17.57stop_loss
06-01 04:19BTCBuy74111.7→73470.3-4.82timeout
05-31 16:32BTCBuy73881.7→73531.3-2.88timeout
05-31 14:41BTCBuy74037.7→73621.3-3.28timeout
05-31 10:05BTCBuy73578.7→73814.3+1.00timeout
05-30 16:46BTCBuy73982.7→73924.3-0.96timeout
05-30 14:58BTCBuy73097.7→73888.3+4.81timeout
05-30 12:52BTCBuy73306.7→73631.3+1.71timeout
05-30 09:53BTCBuy73712.7→73571.3-1.44timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 13:07BTCBuy73379.7→73206.3-1.65timeout
05-29 12:18BTCBuy73316.7→73362.3-0.17timeout
05-29 10:09BTCBuy73504.7→73669.3+0.59timeout
05-29 08:59BTCBuy73301.7→73611.3+1.60timeout
05-29 07:51BTCBuy73357.7→73406.3-0.13timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
42%
win rate
-282.01
total pnl ($)
-63.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8842%-63.7-282.01

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems