deribit_basis_zscore_mean_reversion_long_v74

not live
73
closed trades
34%
win rate
-309.15
total pnl ($)
0.807
weight
7d window — n=16 wr=31% pnl=-70.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:42BTCBuy60160→59409-6.68timeout
06-28 18:39BTCBuy60531→59566-8.40timeout
06-27 19:11BTCBuy59956→60558+4.60timeout
06-27 15:44BTCBuy60434→60766+2.31timeout
06-26 18:20BTCBuy59662→60023+2.46timeout
06-26 14:41BTCBuy59532→59587-0.04timeout
06-25 13:53BTCBuy60267→58766.7-12.81stop_loss
06-25 13:45BTCBuy61333.1→59819.1-12.78stop_loss
06-25 07:16BTCBuy59231→61831.9+21.52take_profit
06-24 16:51BTCBuy61055.1→59545.2-12.80stop_loss
06-24 14:13BTCBuy62614.1→61071.4-12.77stop_loss
06-24 13:43BTCBuy63000.1→61445.2-12.79stop_loss
06-24 08:25BTCBuy62296.1→62662.9+2.44timeout
06-24 07:27BTCBuy62973.1→62687.9-2.75timeout
06-23 06:42BTCBuy64023.2→62957.9-8.80timeout
06-23 06:21BTCBuy64198.2→62619.5-12.77stop_loss
06-22 04:37BTCBuy64484.2→63973.8-4.43timeout
06-22 03:33BTCBuy64331.2→64245.8-1.19timeout
06-21 01:58BTCBuy63542.2→64234.8+4.95timeout
06-20 22:16BTCBuy63092.2→64070.8+7.31timeout
06-19 21:31BTCBuy62946.1→63129.8+0.96timeout
06-19 20:24BTCBuy63103.2→62993.9-1.35timeout
06-18 15:40BTCBuy64336.2→62750.5-12.49stop_loss
06-18 15:37BTCBuy64519.2→62931.4-12.57stop_loss
06-17 22:03BTCBuy65533.3→63921.8-12.73stop_loss
06-17 19:40BTCBuy65809.3→64190.7-12.75stop_loss
06-17 17:47BTCBuy65800.3→65812.7-0.46timeout
06-16 23:33BTCBuy66194.3→65710.7-4.16timeout
06-16 15:42BTCBuy66878.3→65843.7-8.28timeout
06-15 21:21BTCBuy64807.2→66505.7+12.60timeout
06-15 12:59BTCBuy64303.2→66549.7+17.04timeout
06-14 21:07BTCBuy64281.2→63993.8-2.71timeout
06-14 12:44BTCBuy64000.2→64319.8+2.05timeout
06-13 19:32BTCBuy63634.2→64142.8+3.54timeout
06-13 09:55BTCBuy63769.2→63739.8-0.76timeout
06-12 17:38BTCBuy63146.2→63871.8+5.28timeout
06-12 09:22BTCBuy62775.1→63657.8+6.50timeout
06-11 16:10BTCBuy62425.1→62693.9+1.57timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-10 14:31BTCBuy61475.1→61997.9+3.77timeout
06-09 16:39BTCBuy62296.1→60759.6-12.80stop_loss
06-09 13:36BTCBuy63762.2→62188.8-12.78stop_loss
06-09 12:30BTCBuy63126.2→62601.9-4.55timeout
06-08 21:33BTCBuy61769.1→63643.8+14.69timeout
06-08 12:23BTCBuy61973.1→62925.9+7.23timeout
06-07 19:47BTCBuy60643→61227.9+4.41timeout
06-07 10:42BTCBuy60403→62318.9+15.43timeout
06-06 19:35BTCBuy59670→60553+7.01timeout
06-06 04:33BTCBuy61131.1→59627.2-12.75stop_loss
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 18:52BTCBuy60920→59421.3-12.76stop_loss
06-05 15:39BTCBuy61570.1→60053-12.76stop_loss
06-05 13:49BTCBuy62742.1→61195.3-12.78stop_loss
06-05 06:21BTCBuy63081.2→61524.1-12.79stop_loss
06-05 06:01BTCBuy63711.2→62142.8-12.72stop_loss
06-05 03:11BTCBuy63850.2→62279.7-12.72stop_loss
06-04 10:48BTCBuy63883.2→62311.7-12.72stop_loss
06-04 09:27BTCBuy64400.2→62796.4-12.89stop_loss
06-04 01:22BTCBuy64290.2→62709.5-12.74stop_loss
06-04 00:27BTCBuy65187.3→63584-12.75stop_loss
06-03 19:54BTCBuy66950.3→65297.1-12.83stop_loss
06-03 19:54BTCBuy67054.4→65404-12.79stop_loss
06-03 03:49BTCBuy67311.4→65655.9-12.75stop_loss
06-02 22:59BTCBuy68022.4→66225.6-13.66stop_loss
06-02 12:17BTCBuy70956.5→69211.9-12.79stop_loss
06-02 12:06BTCBuy71005.6→69249.9-12.87stop_loss
06-01 15:51BTCBuy72937.6→71109.9-13.03stop_loss
06-01 15:32BTCBuy73498.7→71299.8-15.49stop_loss
06-01 00:04BTCBuy73850.7→73843.3-0.47timeout
05-31 19:47BTCBuy74028.7→73494.3-4.08timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-29 16:55BTCBuy73371.7→73964.3+3.55timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
34%
win rate
-309.15
total pnl ($)
-84.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7334%-84.5-309.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems