deribit_basis_zscore_mean_reversion_long_v50

not live
73
closed trades
38%
win rate
-252.30
total pnl ($)
0.588
weight
7d window — n=16 wr=31% pnl=-86.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:13BTCBuy59436→59783+2.53timeout
06-28 20:24BTCBuy60247→59671-5.21timeout
06-28 19:51BTCBuy60164→59345-7.24timeout
06-27 20:12BTCBuy59699→60248+4.20timeout
06-27 19:37BTCBuy59902→60055+0.88timeout
06-26 15:36BTCBuy59372→60258+6.93timeout
06-26 14:50BTCBuy59492→59769+1.83timeout
06-25 13:58BTCBuy59624→58158-12.65stop_loss
06-25 13:57BTCBuy59825→58353.9-12.66stop_loss
06-24 16:51BTCBuy61047.1→59533.2-12.83stop_loss
06-24 16:51BTCBuy61097.1→59587.2-12.80stop_loss
06-24 13:47BTCBuy62824.1→61279.3-12.74stop_loss
06-24 13:46BTCBuy62855.1→61307.3-12.76stop_loss
06-24 07:43BTCBuy62924.1→62644.9-2.72timeout
06-24 07:02BTCBuy62903.1→62721.9-1.96timeout
06-23 06:43BTCBuy64012.2→62916.9-9.03timeout
06-23 06:21BTCBuy64204.2→62622.5-12.79stop_loss
06-22 06:11BTCBuy64179.2→64215.8-0.18timeout
06-22 03:43BTCBuy64387.2→64166.8-2.20timeout
06-21 02:09BTCBuy63472.2→64202.8+5.27timeout
06-20 22:26BTCBuy63280.2→64145.8+6.39timeout
06-19 20:54BTCBuy63098.2→63159.8-0.01timeout
06-19 20:22BTCBuy63110.2→62968.9-1.61timeout
06-18 15:56BTCBuy63959.2→62386.7-12.55stop_loss
06-18 15:53BTCBuy64061.2→62483.6-12.68stop_loss
06-18 08:51BTCBuy64933.2→64452.8-4.18timeout
06-17 22:03BTCBuy65563.3→63942.8-12.79stop_loss
06-17 08:31BTCBuy66736.3→65091.2-12.75stop_loss
06-17 04:41BTCBuy65857.3→65900.7-0.17timeout
06-16 08:28BTCBuy65625.3→66514.7+6.38timeout
06-16 04:13BTCBuy65688.3→66113.7+2.83timeout
06-15 08:09BTCBuy64416.2→65671.7+9.31timeout
06-15 03:35BTCBuy64518.2→65698.7+8.66timeout
06-14 08:05BTCBuy63788.2→64374.8+4.02timeout
06-14 01:50BTCBuy63778.2→64611.8+6.12timeout
06-13 06:51BTCBuy62906.1→63668.8+5.60timeout
06-12 17:40BTCBuy63213.2→63763.8+3.89timeout
06-12 06:45BTCBuy62876.1→62933.9-0.04timeout
06-11 16:01BTCBuy62538.1→62755.9+1.14timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-10 14:20BTCBuy61777.1→61884.9+0.39timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 13:36BTCBuy63718.2→62143.8-12.80stop_loss
06-08 22:06BTCBuy61728.1→63471.8+13.64timeout
06-08 21:33BTCBuy61782.1→63647.8+14.61timeout
06-07 19:55BTCBuy60606→61307.9+5.39timeout
06-07 14:47BTCBuy60899→61787.9+6.83timeout
06-06 19:34BTCBuy59616→60564+7.56timeout
06-06 14:26BTCBuy60440→60799+2.53timeout
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62853.1→61299.3-12.81stop_loss
06-05 06:23BTCBuy62767.1→61213.3-12.82stop_loss
06-05 06:23BTCBuy62803.1→61249.3-12.81stop_loss
06-04 10:27BTCBuy64222.2→62641.5-12.73stop_loss
06-04 09:30BTCBuy64252.2→62672.5-12.74stop_loss
06-04 03:16BTCBuy61355.1→64049.8+21.51take_profit
06-04 01:22BTCBuy64273.2→62692.5-12.75stop_loss
06-04 00:29BTCBuy65103.3→63502.1-12.75stop_loss
06-03 19:54BTCBuy67002.3→65354-12.78stop_loss
06-03 19:51BTCBuy67148.4→65495-12.80stop_loss
06-03 03:43BTCBuy67416.4→65757.8-12.76stop_loss
06-02 22:59BTCBuy67965.4→66241.5-13.14stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss
06-01 22:25BTCBuy73505.7→71201.8-16.25stop_loss
06-01 22:25BTCBuy73894.7→71201.8-18.82stop_loss
05-31 19:49BTCBuy74029.7→73488.3-4.10timeout
05-31 17:02BTCBuy73907.7→73524.3-3.10timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-29 16:01BTCBuy72886.6→73806.3+5.82timeout
05-29 15:28BTCBuy72914.6→73542.3+3.81timeout
05-29 14:51BTCBuy72878.6→72917.4-0.33timeout
05-29 14:09BTCBuy72769.6→72929.4+0.61timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
38%
win rate
-252.30
total pnl ($)
-68.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7338%-68.9-252.30

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems