deribit_basis_zscore_mean_reversion_long_v54

not live
52
closed trades
46%
win rate
-134.79
total pnl ($)
0.899
weight
7d window — n=12 wr=42% pnl=-54.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 52 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:37BTCBuy59045→60511+11.95timeout
06-27 01:15BTCBuy59551→59933+2.72timeout
06-25 13:48BTCBuy60840→59337.3-12.75stop_loss
06-25 13:46BTCBuy61222.1→59714.1-12.76stop_loss
06-24 14:17BTCBuy62570.1→61017.4-12.86stop_loss
06-24 13:48BTCBuy62803.1→61257.3-12.75stop_loss
06-24 12:32BTCBuy62378.1→62790.9+2.85timeout
06-23 08:17BTCBuy63991.2→62415.7-12.77stop_loss
06-23 06:21BTCBuy64204.2→62622.5-12.80stop_loss
06-22 20:23BTCBuy64090.2→64447.8+2.32timeout
06-22 07:48BTCBuy64193.2→64231.8-0.13timeout
06-21 17:47BTCBuy63792.2→64146.8+2.41timeout
06-21 03:47BTCBuy63439.2→64392.8+7.07timeout
06-20 15:40BTCBuy63087.2→64075.8+7.32timeout
06-20 02:37BTCBuy62901.1→63353.8+3.16timeout
06-18 15:57BTCBuy63932.2→62352.7-12.81stop_loss
06-18 15:37BTCBuy64542.2→62955.4-12.73stop_loss
06-18 12:46BTCBuy64973.2→64262.8-5.97timeout
06-17 19:40BTCBuy65804.3→64184.7-12.79stop_loss
06-16 22:37BTCBuy66245.3→65698.7-4.67timeout
06-16 10:36BTCBuy65700.3→66609.7+6.43timeout
06-15 22:37BTCBuy65385.3→66222.7+5.91timeout
06-15 10:30BTCBuy64574.2→65690.7+8.20timeout
06-14 22:26BTCBuy64506.2→65121.7+4.27timeout
06-14 10:26BTCBuy63757.2→64592.8+6.07timeout
06-13 22:24BTCBuy63615.2→64415.8+5.81timeout
06-13 10:09BTCBuy63721.2→63747.8-0.32timeout
06-12 22:06BTCBuy63575.2→63518.8-0.94timeout
06-12 10:04BTCBuy62843.1→63678.8+6.10timeout
06-11 21:59BTCBuy61265.1→63448.8+17.23timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-10 19:49BTCBuy61797.1→61946.9+0.69timeout
06-09 14:21BTCBuy63163.2→61609.1-12.75stop_loss
06-09 09:54BTCBuy63404.2→62667.9-6.23timeout
06-08 21:57BTCBuy61726.1→63734.8+15.78timeout
06-08 09:57BTCBuy62522.1→63445.8+6.93timeout
06-07 21:56BTCBuy60765→61685.9+7.15timeout
06-06 04:27BTCBuy61385.1→59873.1-12.77stop_loss
06-05 13:57BTCBuy62379.1→60843.5-12.76stop_loss
06-05 06:21BTCBuy63038.2→61487.2-12.69stop_loss
06-05 06:03BTCBuy63618.2→62050.9-12.74stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 23:02BTCBuy66272.3→64639.4-12.76stop_loss
06-03 19:54BTCBuy67033.4→65384-12.78stop_loss
06-02 14:10BTCBuy69983.5→68262.4-12.76stop_loss
06-02 12:06BTCBuy70974.5→69228.9-12.84stop_loss
06-01 15:33BTCBuy73170.7→71307.8-13.24stop_loss
06-01 00:34BTCBuy73995.7→73840.3-1.49timeout
05-31 12:07BTCBuy73570.7→73864.3+1.41timeout
05-30 15:54BTCBuy73765.7→73921.3+0.49timeout
05-30 03:29BTCBuy73367.7→73643.3+1.39timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
52
closed
46%
win rate
-134.79
total pnl ($)
-51.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5246%-51.3-134.79

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems