deribit_basis_zscore_mean_reversion_long_v72

not live
28
closed trades
36%
win rate
-66.63
total pnl ($)
0.933
weight
7d window — n=7 wr=14% pnl=-48.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60361→58874.6-12.77stop_loss
06-25 13:42BTCBuy61798.1→60266.8-12.82stop_loss
06-24 14:02BTCBuy62700.1→61157.3-12.75stop_loss
06-24 07:22BTCBuy63045.2→62700.9-3.23timeout
06-23 06:48BTCBuy63986.2→62915.9-8.84timeout
06-22 06:36BTCBuy64266.2→63988.8-2.62timeout
06-21 06:26BTCBuy63645.2→64220.8+4.06timeout
06-20 06:04BTCBuy62782.1→63663.8+6.57timeout
06-18 15:57BTCBuy63898.2→62326.7-12.59stop_loss
06-17 19:40BTCBuy65794.3→64176.7-12.76stop_loss
06-16 17:08BTCBuy66851.3→65775.7-8.59timeout
06-15 13:16BTCBuy63918.2→66726.7+21.54take_profit
06-14 16:58BTCBuy64000.2→63918.8-1.15timeout
06-13 17:02BTCBuy63913.2→63978.8+0.06timeout
06-12 17:06BTCBuy62453.1→64035.8+12.18timeout
06-11 16:50BTCBuy61904.1→62558.9+4.78timeout
06-10 16:40BTCBuy60856→62282.9+11.20timeout
06-09 00:48BTCBuy64018.2→62442.6-12.76stop_loss
06-08 16:29BTCBuy62169.1→63866.8+13.11timeout
06-07 16:17BTCBuy60771→62153.9+10.82timeout
06-06 16:12BTCBuy59773→60748+7.73timeout
06-05 06:01BTCBuy63708.2→62141.8-12.71stop_loss
06-04 00:24BTCBuy65528.3→63916.8-12.74stop_loss
06-03 03:49BTCBuy67268.4→65613.9-12.75stop_loss
06-02 13:00BTCBuy70657.5→68896.1-12.98stop_loss
05-31 19:16BTCBuy74016.7→73555.3-3.62timeout
05-30 16:37BTCBuy74050.7→73901.3-1.57timeout
05-29 14:34BTCBuy72948.6→72826.4-1.42timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
36%
win rate
-66.63
total pnl ($)
-47.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2836%-47.0-66.63

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems