deribit_basis_zscore_mean_reversion_long_v81

not live
26
closed trades
50%
win rate
-63.13
total pnl ($)
1.088
weight
7d window — n=7 wr=43% pnl=-22.97  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 02:40BTCBuy58728.9→60283+12.76timeout
06-25 13:48BTCBuy60871→59374.3-12.72stop_loss
06-24 13:57BTCBuy62743.1→61198.3-12.76stop_loss
06-23 06:21BTCBuy64164.2→62565.6-12.91stop_loss
06-23 02:10BTCBuy64531.2→64053.8-4.12timeout
06-22 02:08BTCBuy64213.2→64510.8+1.78timeout
06-21 01:59BTCBuy63536.2→64235.8+5.00timeout
06-20 01:47BTCBuy62916.1→63545.8+4.54timeout
06-18 15:37BTCBuy64504.2→62892.4-12.92stop_loss
06-17 19:41BTCBuy65765.3→64146.7-12.79stop_loss
06-16 11:47BTCBuy66159.3→66347.7+0.89timeout
06-15 11:43BTCBuy64597.2→66179.7+11.80timeout
06-14 11:40BTCBuy63893.2→64591.8+5.02timeout
06-13 11:36BTCBuy63672.2→63909.8+1.33timeout
06-12 11:43BTCBuy63114.2→63752.8+4.53timeout
06-11 11:27BTCBuy60964→63096.8+16.91timeout
06-09 15:56BTCBuy62573.1→61024.4-12.83stop_loss
06-09 11:18BTCBuy63442.2→62499.9-7.82timeout
06-08 11:38BTCBuy62649.1→63832.8+8.97timeout
06-07 11:12BTCBuy60656→62485.9+14.66timeout
06-05 13:57BTCBuy62317.1→60784.6-12.75stop_loss
06-05 06:20BTCBuy63176.2→61609.1-12.80stop_loss
06-03 19:55BTCBuy66838.3→65167.1-12.97stop_loss
06-02 15:26BTCBuy69062.5→67362.9-12.76stop_loss
06-02 07:02BTCBuy71539.6→69780.6-12.81stop_loss
05-31 11:19BTCBuy73557.7→73884.3+1.63timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-63.13
total pnl ($)
-48.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2650%-48.1-63.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems