deribit_basis_zscore_mean_reversion_long_v77

not live
74
closed trades
39%
win rate
-288.20
total pnl ($)
0.789
weight
7d window — n=17 wr=35% pnl=-78.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:53BTCBuy60173→59305-7.65timeout
06-28 16:15BTCBuy60728→59769-8.42timeout
06-27 19:11BTCBuy59936→60570+4.87timeout
06-27 15:35BTCBuy60174→60771+4.52timeout
06-26 18:17BTCBuy59469→59982+3.77timeout
06-26 14:39BTCBuy59732→59620-1.44timeout
06-25 18:04BTCBuy59436→59607+1.02timeout
06-25 13:53BTCBuy60292→58802.6-12.73stop_loss
06-24 17:20BTCBuy60924→59419.3-12.78stop_loss
06-24 14:17BTCBuy62596.1→61052.4-12.78stop_loss
06-24 14:02BTCBuy62687.1→61142.4-12.77stop_loss
06-24 08:52BTCBuy62375.1→62756.9+2.54timeout
06-24 06:50BTCBuy62922.1→62710.9-2.18timeout
06-23 08:15BTCBuy64066.2→62490.6-12.76stop_loss
06-23 06:20BTCBuy64478.2→62888.4-12.79stop_loss
06-23 01:36BTCBuy64386.2→64012.8-3.31timeout
06-22 18:10BTCBuy63976.2→64645.8+4.73timeout
06-22 00:41BTCBuy64270.2→63954.8-2.93timeout
06-21 17:40BTCBuy63796.2→64045.8+1.59timeout
06-20 22:26BTCBuy63281.2→64147.8+6.40timeout
06-20 17:14BTCBuy62963.1→63917.8+7.10timeout
06-19 19:57BTCBuy62931.1→62993.9+0.02timeout
06-19 15:56BTCBuy62428.1→63240.8+5.91timeout
06-18 15:37BTCBuy64484.2→62893.4-12.78stop_loss
06-18 15:37BTCBuy64504.2→62899.4-12.87stop_loss
06-18 08:40BTCBuy64957.2→64523.8-3.80timeout
06-17 22:03BTCBuy65492.3→63845.9-13.01stop_loss
06-17 07:54BTCBuy66823.3→65179.1-12.74stop_loss
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-16 08:06BTCBuy65720.3→66312.7+4.10timeout
06-16 06:10BTCBuy65849.3→66142.7+1.83timeout
06-15 05:37BTCBuy64285.2→65712.7+10.64timeout
06-15 03:34BTCBuy64507.2→65696.7+8.73timeout
06-14 01:50BTCBuy63781.2→64611.8+6.09timeout
06-14 00:30BTCBuy63501.2→64438.8+6.91timeout
06-13 00:32BTCBuy63611.2→63540.8-1.10timeout
06-12 22:23BTCBuy63554.2→63594.8-0.18timeout
06-12 00:07BTCBuy61649.1→63769.8+16.63timeout
06-11 21:57BTCBuy61244.1→63428.8+17.25timeout
06-10 22:17BTCBuy62600.1→61060.4-12.75stop_loss
06-10 14:59BTCBuy61467.1→62072.9+4.44timeout
06-10 14:08BTCBuy62122.1→62187.9+0.06timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 13:36BTCBuy63783.2→62213.8-12.75stop_loss
06-09 06:00BTCBuy62865.1→63296.8+2.94timeout
06-08 21:20BTCBuy61777.1→63697.8+15.06timeout
06-08 05:15BTCBuy61791.1→62580.9+5.94timeout
06-07 20:46BTCBuy60719→61745.9+8.03timeout
06-07 04:29BTCBuy59927→61512.9+12.78timeout
06-06 20:11BTCBuy60703→60544-1.69timeout
06-06 04:12BTCBuy61738.1→60218.9-12.76stop_loss
06-05 18:54BTCBuy60613→59122.5-12.76stop_loss
06-05 18:52BTCBuy60805→59309.4-12.76stop_loss
06-05 14:06BTCBuy61976.1→60437.7-12.86stop_loss
06-05 13:49BTCBuy62947.1→61399.2-12.75stop_loss
06-05 06:03BTCBuy63640.2→62068.8-12.75stop_loss
06-05 06:00BTCBuy63740.2→62172.8-12.71stop_loss
06-04 10:49BTCBuy63812.2→62242.7-12.72stop_loss
06-04 09:27BTCBuy64412.2→62828.4-12.74stop_loss
06-04 01:19BTCBuy64334.2→62752.5-12.74stop_loss
06-04 00:26BTCBuy65314.3→63707.9-12.74stop_loss
06-03 20:55BTCBuy66421.3→64784.4-12.81stop_loss
06-03 16:27BTCBuy67155.4→65504-12.77stop_loss
06-03 03:50BTCBuy67120.4→65469-12.76stop_loss
06-03 03:28BTCBuy67745.4→66075.6-12.78stop_loss
06-02 12:30BTCBuy70917.5→69161.9-12.90stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 15:25BTCBuy73013.7→71111.9-13.53stop_loss
06-01 15:25BTCBuy73504.7→71111.9-16.81stop_loss
05-31 23:45BTCBuy73781.7→73545.3-2.02timeout
05-31 18:50BTCBuy73997.7→73582.3-3.32timeout
05-30 12:11BTCBuy73339.7→73564.3+1.02timeout
05-29 16:39BTCBuy73260.7→73944.3+4.18timeout
05-29 10:58BTCBuy73379.7→73639.3+1.28timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
39%
win rate
-288.20
total pnl ($)
-77.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7439%-77.6-288.20

Recent bounces (last 20 of 2)

timesymsidereason
06-29 00:51BTCBuycircuit_breaker
06-28 23:43BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems