deribit_basis_zscore_mean_reversion_long_v66

not live
71
closed trades
45%
win rate
-102.33
total pnl ($)
1.085
weight
7d window — n=16 wr=50% pnl=-22.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:52BTCBuy59309→60168+3.35timeout
06-26 14:21BTCBuy59517→59942+1.54timeout
06-25 13:59BTCBuy59554→58088-6.34stop_loss
06-25 13:53BTCBuy60465→58976.5-6.34stop_loss
06-24 16:51BTCBuy61153.1→59648.2-6.37stop_loss
06-24 15:44BTCBuy62028.1→60502.7-6.37stop_loss
06-24 13:12BTCBuy62060.1→61955.9-0.65timeout
06-24 12:11BTCBuy62404.1→62791.9+1.33timeout
06-23 08:17BTCBuy63997.2→62417.7-6.40stop_loss
06-23 06:20BTCBuy64479.2→62886.4-6.41stop_loss
06-22 22:21BTCBuy63723.2→64202.8+1.65timeout
06-22 18:10BTCBuy63964.2→64648.8+2.43timeout
06-21 21:55BTCBuy64011.2→63769.8-1.17timeout
06-21 17:46BTCBuy63810.2→64140.8+1.11timeout
06-20 20:59BTCBuy63235.2→63879.8+2.33timeout
06-20 17:16BTCBuy62976.1→63880.8+3.35timeout
06-19 19:59BTCBuy62953.1→62978.9-0.14timeout
06-19 15:54BTCBuy62483.1→63199.8+2.65timeout
06-18 15:51BTCBuy64087.2→62509.6-6.35stop_loss
06-18 10:36BTCBuy64912.2→63999.8-3.77timeout
06-18 08:41BTCBuy65044.3→64511.8-2.32timeout
06-17 08:31BTCBuy66732.3→65088.2-6.42stop_loss
06-17 07:01BTCBuy66384.3→65562.7-3.31timeout
06-16 07:48BTCBuy65701.3→66287.7+2.02timeout
06-16 05:24BTCBuy65806.3→66058.7+0.77timeout
06-15 04:49BTCBuy64355.2→65664.7+4.85timeout
06-15 03:00BTCBuy64474.2→65435.7+3.49timeout
06-14 01:51BTCBuy63774.2→64608.8+3.05timeout
06-13 22:18BTCBuy63489.2→64370.8+3.23timeout
06-13 00:36BTCBuy63654.2→63547.8-0.68timeout
06-12 22:01BTCBuy63537.2→63518.8-0.32timeout
06-12 00:04BTCBuy61582.1→63548.8+7.71timeout
06-11 19:30BTCBuy61108.1→63796.8+10.72take_profit
06-10 22:16BTCBuy62622.1→61082.4-6.37stop_loss
06-10 15:19BTCBuy61563.1→61936.9+1.27timeout
06-10 14:25BTCBuy61753.1→62058.9+1.00timeout
06-09 14:21BTCBuy63198.2→61643.1-6.38stop_loss
06-09 14:11BTCBuy63500.2→61938.9-6.37stop_loss
06-08 22:49BTCBuy63194.2→63269.8+0.06timeout
06-08 18:14BTCBuy62243.1→63563.8+5.04timeout
06-07 22:01BTCBuy60747→61696.9+3.69timeout
06-07 15:22BTCBuy60533→61814.9+5.06timeout
06-06 19:39BTCBuy59747→60527+3.07timeout
06-06 14:25BTCBuy60442→60778+1.17timeout
06-05 18:52BTCBuy60924→59425.3-6.38stop_loss
06-05 15:39BTCBuy61584.1→60067.9-6.37stop_loss
06-05 13:49BTCBuy62761.1→61217.3-6.38stop_loss
06-05 06:24BTCBuy62673.1→61126.4-6.39stop_loss
06-05 06:03BTCBuy63636.2→62068.8-6.36stop_loss
06-05 02:30BTCBuy64190.2→62611.5-6.37stop_loss
06-04 09:27BTCBuy64376.2→62792.4-6.37stop_loss
06-04 00:29BTCBuy65155.3→63553-6.37stop_loss
06-04 00:27BTCBuy65168.3→63566-6.37stop_loss
06-03 19:54BTCBuy66957.3→65296.1-6.45stop_loss
06-03 19:54BTCBuy67010.4→65362-6.39stop_loss
06-03 03:28BTCBuy67780.4→66113.6-6.38stop_loss
06-02 22:59BTCBuy67942.4→66240.5-6.49stop_loss
06-02 12:52BTCBuy70748.5→69009-6.40stop_loss
06-02 12:17BTCBuy70963.5→69217.9-6.40stop_loss
06-01 04:37BTCBuy74164.7→73425.3-2.73timeout
05-31 19:45BTCBuy73987.7→73503.3-1.86timeout
05-30 22:10BTCBuy73373.7→73870.3+1.41timeout
05-30 20:19BTCBuy73598.7→73928.3+0.84timeout
05-30 18:32BTCBuy73798.7→74001.3+0.41timeout
05-30 16:47BTCBuy74026.7→73891.3-0.74timeout
05-30 14:59BTCBuy73072.7→73887.3+2.49timeout
05-29 15:28BTCBuy72903.6→73689.3+2.45timeout
05-29 14:17BTCBuy73468.7→72935.4-2.09timeout
05-29 13:07BTCBuy73373.7→73204.3-0.81timeout
05-29 11:31BTCBuy73298.7→73486.3+0.39timeout
05-29 10:29BTCBuy73395.7→73573.3+0.35timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
45%
win rate
-102.33
total pnl ($)
-57.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7145%-57.2-102.33

Recent bounces (last 20 of 6)

timesymsidereason
06-26 19:28BTCBuystale_intent
06-26 15:59BTCBuystale_intent
06-25 15:59BTCBuybelow_min_notional_skip
06-24 16:43BTCBuybelow_min_notional_skip
06-24 15:00BTCBuystale_intent
06-24 13:48BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems