deribit_basis_zscore_mean_reversion_long_v62

not live
27
closed trades
41%
win rate
-63.98
total pnl ($)
0.927
weight
7d window — n=7 wr=14% pnl=-49.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59953→58476.8-12.78stop_loss
06-25 13:44BTCBuy61616.1→60100.9-12.72stop_loss
06-24 13:57BTCBuy62759.1→61211.3-12.78stop_loss
06-23 08:27BTCBuy63631.2→62065.8-12.74stop_loss
06-23 03:43BTCBuy64174.2→63945.8-2.23timeout
06-22 03:33BTCBuy64317.2→64233.8-1.18timeout
06-21 02:05BTCBuy63495.2→64225.8+5.26timeout
06-20 01:44BTCBuy62888.1→63522.8+4.59timeout
06-18 15:37BTCBuy64483.2→62874.4-12.73stop_loss
06-17 19:42BTCBuy65716.3→64097.7-12.78stop_loss
06-16 10:45BTCBuy65742.3→66594.7+5.98timeout
06-15 10:31BTCBuy64578.2→65687.7+8.15timeout
06-14 10:20BTCBuy63756.2→64517.8+5.48timeout
06-13 09:56BTCBuy63814.2→63739.8-1.11timeout
06-12 10:04BTCBuy62830.1→63677.8+6.20timeout
06-11 08:22BTCBuy61577.1→62801.9+9.36timeout
06-09 00:48BTCBuy64038.2→62462.6-12.76stop_loss
06-08 15:20BTCBuy61722.1→64099.8+18.76timeout
06-07 15:07BTCBuy60583→61663.9+8.46timeout
06-06 14:28BTCBuy60359→60839+3.53timeout
06-05 02:30BTCBuy64117.2→62540.6-12.73stop_loss
06-03 23:51BTCBuy65754.3→64133.7-12.77stop_loss
06-03 03:33BTCBuy67653.4→65985.7-12.78stop_loss
06-02 08:56BTCBuy71415.6→69659.7-12.80stop_loss
05-31 16:55BTCBuy73896.7→73521.3-3.05timeout
05-30 14:27BTCBuy72521.6→73948.3+9.26timeout
05-29 13:30BTCBuy73052.7→72964.4-1.07timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-63.98
total pnl ($)
-46.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-46.9-63.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems