deribit_basis_zscore_mean_reversion_long_v52

not live
68
closed trades
47%
win rate
-248.86
total pnl ($)
0.903
weight
7d window — n=16 wr=50% pnl=-54.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 18:49BTCBuy59611→60490+6.94timeout
06-27 16:53BTCBuy59982→60780+6.18timeout
06-26 18:19BTCBuy59642→59988+2.35timeout
06-26 15:04BTCBuy59131→59624+3.67timeout
06-25 17:50BTCBuy59353→59499+0.82timeout
06-25 13:53BTCBuy60446→58954.6-12.73stop_loss
06-24 16:51BTCBuy61315.1→59803.1-12.75stop_loss
06-24 14:02BTCBuy62687.1→61145.4-12.75stop_loss
06-24 13:43BTCBuy63050.2→61495.2-12.78stop_loss
06-24 10:40BTCBuy62272.1→62567.9+1.87timeout
06-24 08:38BTCBuy62310.1→62688.9+2.49timeout
06-23 08:24BTCBuy63818.2→62245.7-12.76stop_loss
06-23 06:41BTCBuy64028.2→62939.9-8.98timeout
06-23 02:43BTCBuy64494.2→64188.8-2.82timeout
06-22 06:10BTCBuy64178.2→64257.8+0.15timeout
06-22 00:46BTCBuy64255.2→63885.8-3.34timeout
06-21 05:24BTCBuy63695.2→64240.8+3.84timeout
06-20 22:26BTCBuy63281.2→64146.8+6.39timeout
06-19 22:03BTCBuy62917.1→63026.8+0.38timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-18 15:40BTCBuy64353.2→62767.5-12.75stop_loss
06-18 15:37BTCBuy64496.2→62909.4-12.73stop_loss
06-17 19:50BTCBuy65634.3→64016.8-12.79stop_loss
06-17 19:29BTCBuy65872.3→64252.6-12.74stop_loss
06-17 17:18BTCBuy65803.3→65873.7+0.02timeout
06-17 03:23BTCBuy65717.3→65720.7-0.45timeout
06-16 15:44BTCBuy66892.3→65806.7-8.64timeout
06-15 23:02BTCBuy65345.3→66190.7+5.97timeout
06-15 13:18BTCBuy64370.2→66750.7+18.06timeout
06-14 21:51BTCBuy64449.2→65477.7+7.49timeout
06-14 12:44BTCBuy63995.2→64330.8+2.18timeout
06-13 19:43BTCBuy63685.2→64240.8+3.91timeout
06-13 10:44BTCBuy63645.2→63842.8+1.01timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-12 08:50BTCBuy62956.1→63387.8+2.89timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-10 15:25BTCBuy61421.1→62300.9+6.66timeout
06-09 16:40BTCBuy62278.1→60734.6-12.86stop_loss
06-09 12:30BTCBuy63176.2→62599.9-4.96timeout
06-09 05:52BTCBuy62648.1→63352.8+5.14timeout
06-08 12:22BTCBuy61967.1→62885.9+6.96timeout
06-08 05:42BTCBuy61783.1→62379.9+4.38timeout
06-07 06:09BTCBuy61056.1→61670.9+4.63timeout
06-07 04:09BTCBuy60368→61571.9+9.51timeout
06-06 04:21BTCBuy61414.1→59900-12.78stop_loss
06-05 18:52BTCBuy60784→59289.4-12.75stop_loss
06-05 18:52BTCBuy60788→59293.4-12.75stop_loss
06-05 15:39BTCBuy61604.1→60070.9-12.88stop_loss
06-05 13:49BTCBuy63030.2→61480.2-12.75stop_loss
06-05 06:23BTCBuy62806.1→61261.3-12.74stop_loss
06-05 06:17BTCBuy63420.2→61853-12.80stop_loss
06-05 03:06BTCBuy63889.2→62314.7-12.74stop_loss
06-05 01:24BTCBuy62757.1→63227.8+3.34timeout
06-04 09:29BTCBuy64354.2→62771.5-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 19:36BTCBuy66658.3→65688.7-7.79timeout
06-03 16:27BTCBuy67200.4→65546.9-12.78stop_loss
06-03 03:39BTCBuy67587.4→65920.7-12.78stop_loss
06-02 14:27BTCBuy69446.5→67738.7-12.75stop_loss
06-02 12:18BTCBuy70942.5→69191.9-12.84stop_loss
06-02 07:03BTCBuy71455.6→69698.6-12.84stop_loss
06-01 15:33BTCBuy73502.7→71307.8-15.46stop_loss
06-01 06:07BTCBuy73971.7→73269.3-5.25timeout
05-31 19:48BTCBuy74040.7→73489.3-4.19timeout
05-30 06:36BTCBuy73674.7→73672.3-0.51timeout
05-30 03:20BTCBuy73406.7→73723.3+1.66timeout
05-29 10:59BTCBuy73385.7→73621.3+1.11timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
47%
win rate
-248.86
total pnl ($)
-72.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6847%-72.8-248.86

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems