deribit_basis_zscore_mean_reversion_long_v80

not live
26
closed trades
42%
win rate
-67.23
total pnl ($)
1.009
weight
7d window — n=7 wr=29% pnl=-35.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61551.1→60037-12.71stop_loss
06-24 13:44BTCBuy62912.1→61359.2-12.78stop_loss
06-23 08:24BTCBuy63701.2→62133.8-12.74stop_loss
06-23 08:24BTCBuy63836.2→62265.7-12.67stop_loss
06-23 03:34BTCBuy64331.2→64004.8-2.98timeout
06-22 02:05BTCBuy63479.2→64535.8+7.69timeout
06-21 01:47BTCBuy62916.1→64289.8+10.36timeout
06-18 15:37BTCBuy64542.2→62955.4-12.73stop_loss
06-17 19:40BTCBuy65804.3→64184.7-12.79stop_loss
06-17 08:28BTCBuy65632.3→65313.7-2.87timeout
06-16 08:27BTCBuy64452.2→66494.7+15.56timeout
06-15 08:26BTCBuy63786.2→65617.7+13.89timeout
06-14 08:26BTCBuy63466.2→64444.8+7.22timeout
06-13 08:22BTCBuy62838.1→63756.8+6.70timeout
06-12 08:16BTCBuy61658.1→63349.8+13.05timeout
06-09 21:12BTCBuy61837.1→62016.9+1.26timeout
06-09 13:36BTCBuy63720.2→62152.8-12.74stop_loss
06-07 22:14BTCBuy60711→63377.8+21.52take_profit
06-06 04:14BTCBuy61588.1→60072.9-12.76stop_loss
06-05 06:03BTCBuy63519.2→61956.9-12.72stop_loss
06-04 00:27BTCBuy65178.3→63575-12.75stop_loss
06-03 20:48BTCBuy66657.3→65018.2-12.81stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 22:26BTCBuy73562.7→71239.8-16.43stop_loss
05-31 14:27BTCBuy72521.6→73555.3+6.65timeout
05-30 13:30BTCBuy73052.7→73750.3+4.15timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-67.23
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-51.2-67.23

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems