deribit_basis_zscore_mean_reversion_long_v53

not live
27
closed trades
41%
win rate
-79.88
total pnl ($)
0.960
weight
7d window — n=7 wr=29% pnl=-44.40  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:42BTCBuy61718.1→60199.9-12.71stop_loss
06-24 13:48BTCBuy62796.1→61248.3-12.75stop_loss
06-24 13:44BTCBuy62946.1→61392.2-12.99stop_loss
06-23 08:17BTCBuy64032.2→62450.6-12.57stop_loss
06-23 06:10BTCBuy64182.2→63164.8-8.06timeout
06-22 03:50BTCBuy63452.2→64107.8+4.68timeout
06-21 01:44BTCBuy62888.1→64198.8+9.99timeout
06-18 15:37BTCBuy64483.2→62874.4-12.73stop_loss
06-17 19:42BTCBuy65716.3→64097.7-12.78stop_loss
06-17 10:44BTCBuy65747.3→64896.8-7.09timeout
06-16 10:31BTCBuy64578.2→66589.7+15.04timeout
06-15 10:20BTCBuy63756.2→65685.7+14.69timeout
06-14 09:56BTCBuy63814.2→64588.8+5.53timeout
06-13 10:04BTCBuy62830.1→63705.8+6.35timeout
06-12 08:22BTCBuy61577.1→63521.8+15.12timeout
06-09 15:20BTCBuy61722.1→61601.9-1.47timeout
06-09 00:48BTCBuy64038.2→62462.6-12.76stop_loss
06-07 22:14BTCBuy60582→63241.8+21.52take_profit
06-07 14:29BTCBuy60333→62039.9+13.66timeout
06-05 02:30BTCBuy64117.2→62539.6-12.74stop_loss
06-03 23:38BTCBuy65891.3→64268.6-12.77stop_loss
06-03 03:43BTCBuy67559.4→65896.7-12.76stop_loss
06-02 09:22BTCBuy71163.6→69411.8-12.82stop_loss
06-01 15:25BTCBuy73626.7→71111.9-17.67stop_loss
06-01 15:25BTCBuy73896.7→71111.9-19.58stop_loss
05-31 14:17BTCBuy72943.6→73669.3+4.42timeout
05-30 13:27BTCBuy73164.7→73749.3+3.37timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-79.88
total pnl ($)
-58.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-58.4-79.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems