deribit_basis_zscore_mean_reversion_long_v64

not live
48
closed trades
44%
win rate
-124.71
total pnl ($)
0.934
weight
7d window — n=12 wr=42% pnl=-48.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 06:11BTCBuy59727→60081+2.53timeout
06-26 18:00BTCBuy59642→60009+2.54timeout
06-25 17:57BTCBuy59400→59558+0.91timeout
06-25 13:44BTCBuy61633.1→60116.9-12.74stop_loss
06-24 14:19BTCBuy62379.1→60841.5-12.76stop_loss
06-24 13:46BTCBuy62865.1→61318.3-12.75stop_loss
06-23 08:28BTCBuy63428.2→61868-12.74stop_loss
06-23 06:06BTCBuy64861.2→63266.2-12.77stop_loss
06-23 03:42BTCBuy64177.2→63949.8-2.22timeout
06-22 15:36BTCBuy64164.2→65071.7+6.55timeout
06-22 03:32BTCBuy64308.2→64345.8-0.24timeout
06-21 14:27BTCBuy63330.2→64014.8+5.02timeout
06-20 13:05BTCBuy62877.1→63587.8+5.16timeout
06-19 22:59BTCBuy62865.1→63296.8+2.94timeout
06-18 15:53BTCBuy64045.2→62467.6-12.80stop_loss
06-18 15:39BTCBuy64377.2→62793.4-12.73stop_loss
06-18 10:47BTCBuy64904.2→64007.8-7.47timeout
06-17 19:50BTCBuy65657.3→64038.8-12.80stop_loss
06-17 08:39BTCBuy66566.3→64929.3-12.74stop_loss
06-16 22:37BTCBuy66245.3→65698.7-4.67timeout
06-16 10:30BTCBuy65693.3→66552.7+6.06timeout
06-15 22:24BTCBuy65232.3→66239.7+7.22timeout
06-15 10:19BTCBuy64530.2→65689.7+8.54timeout
06-14 22:15BTCBuy64393.2→65106.7+5.04timeout
06-14 10:14BTCBuy63758.2→64501.8+5.35timeout
06-13 22:12BTCBuy63469.2→64363.8+6.57timeout
06-13 10:02BTCBuy63710.2→63733.8-0.35timeout
06-12 22:21BTCBuy63598.2→63584.8-0.61timeout
06-12 10:07BTCBuy62943.1→63676.8+5.28timeout
06-11 21:56BTCBuy61258.1→63442.8+17.25timeout
06-11 08:22BTCBuy61577.1→62801.9+9.35timeout
06-10 19:49BTCBuy61806.1→61927.9+0.46timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-09 14:11BTCBuy63527.2→61964.9-12.75stop_loss
06-09 06:12BTCBuy62917.1→63377.8+3.16timeout
06-08 16:11BTCBuy61971.1→63858.8+14.67timeout
06-07 22:15BTCBuy61528.1→64229.8+21.51take_profit
06-06 04:21BTCBuy61414.1→59900-12.78stop_loss
06-05 13:49BTCBuy62839.1→61287.3-12.80stop_loss
06-05 10:43BTCBuy62581.1→62467.9-1.38timeout
06-05 06:19BTCBuy63340.2→61781-12.73stop_loss
06-03 23:54BTCBuy65693.3→64076.7-12.75stop_loss
06-03 20:48BTCBuy66658.3→65019.2-12.79stop_loss
06-03 19:54BTCBuy66959.3→65313.1-12.77stop_loss
06-02 14:27BTCBuy69446.5→67738.7-12.75stop_loss
06-02 12:38BTCBuy70808.5→69067-12.82stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.49timeout
05-30 07:51BTCBuy73399.7→73485.3+0.09timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
44%
win rate
-124.71
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 ($)
BTC4844%-51.3-124.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems