deribit_basis_zscore_mean_reversion_long_v57

not live
27
closed trades
44%
win rate
-48.43
total pnl ($)
1.127
weight
7d window — n=6 wr=50% pnl=-14.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60894→59396.3-6.34stop_loss
06-24 14:17BTCBuy62590.1→61050.4-6.36stop_loss
06-23 06:21BTCBuy64332.2→62747.5-6.39stop_loss
06-22 21:59BTCBuy63783.2→64278.8+1.72timeout
06-21 15:58BTCBuy64125.2→64191.8+0.04timeout
06-20 12:54BTCBuy62766.1→63535.8+2.82timeout
06-18 15:40BTCBuy64295.2→62712.5-6.36stop_loss
06-18 12:50BTCBuy65004.3→64317.8-2.88timeout
06-17 08:49BTCBuy66461.3→64827.3-6.38stop_loss
06-16 08:29BTCBuy65658.3→66513.7+3.06timeout
06-15 08:27BTCBuy64457.2→65669.7+4.47timeout
06-14 08:25BTCBuy63779.2→64445.8+2.38timeout
06-13 08:26BTCBuy63465.2→63784.8+0.98timeout
06-12 08:33BTCBuy62921.1→63461.8+1.88timeout
06-11 08:15BTCBuy61610.1→62782.9+4.46timeout
06-09 14:21BTCBuy63163.2→61610.1-6.37stop_loss
06-08 21:50BTCBuy61635.1→63747.8+8.33timeout
06-07 21:04BTCBuy60708→61756.9+4.10timeout
06-06 04:14BTCBuy61588.1→60072.9-6.38stop_loss
06-05 06:03BTCBuy63506.2→61934.9-6.40stop_loss
06-04 00:29BTCBuy65084.3→63484.1-6.37stop_loss
06-03 03:28BTCBuy67767.4→66096.6-6.39stop_loss
06-02 12:17BTCBuy70955.5→69209.9-6.40stop_loss
06-01 22:26BTCBuy73817.7→71239.8-9.03stop_loss
05-31 15:24BTCBuy73856.7→73692.3-0.81timeout
05-30 10:45BTCBuy73566.7→73616.3-0.09timeout
05-29 10:33BTCBuy73395.7→73547.3+0.26timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
44%
win rate
-48.43
total pnl ($)
-71.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2744%-71.3-48.43

Recent bounces (last 20 of 1)

timesymsidereason
06-25 22:43BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems