deribit_basis_zscore_mean_reversion_long_v70

not live
26
closed trades
42%
win rate
-63.91
total pnl ($)
1.081
weight
7d window — n=7 wr=57% pnl=-22.31  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:02BTCBuy59201→59649+3.28timeout
06-24 17:20BTCBuy60865→59368.3-12.73stop_loss
06-24 14:19BTCBuy62432.1→60889.5-12.79stop_loss
06-23 05:23BTCBuy64988.2→63390.1-12.76stop_loss
06-22 14:54BTCBuy64056.2→64887.8+5.93timeout
06-21 14:49BTCBuy63852.2→63996.8+0.74timeout
06-20 06:31BTCBuy62854.1→63666.8+6.01timeout
06-18 15:37BTCBuy64449.2→62841.4-12.83stop_loss
06-17 22:03BTCBuy65554.3→63940.8-12.75stop_loss
06-16 17:54BTCBuy66896.3→65945.7-7.63timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 17:05BTCBuy63970.2→63977.8-0.46timeout
06-13 16:54BTCBuy63932.2→63952.8-0.29timeout
06-12 16:54BTCBuy62633.1→63917.8+9.76timeout
06-11 16:47BTCBuy62025.1→62599.9+4.11timeout
06-10 16:40BTCBuy60860→62314.9+11.42timeout
06-09 13:36BTCBuy63682.2→62115.8-12.73stop_loss
06-08 14:14BTCBuy61823.1→63799.8+15.50timeout
06-07 13:59BTCBuy60782→61699.9+7.08timeout
06-05 18:52BTCBuy60959→59460.3-12.75stop_loss
06-05 03:06BTCBuy63896.2→62315.7-12.79stop_loss
06-03 23:38BTCBuy65854.3→64234.7-12.75stop_loss
06-03 03:50BTCBuy67190.4→65535.9-12.77stop_loss
06-02 07:03BTCBuy71456.6→69699.6-12.79stop_loss
05-30 21:05BTCBuy73681.7→73945.3+1.23timeout
05-29 14:37BTCBuy72931.6→72775.4-1.65timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-63.91
total pnl ($)
-48.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-48.7-63.91

Recent bounces (last 20 of 2)

timesymsidereason
06-25 15:15BTCBuybelow_min_notional_skip
06-24 15:23BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems