deribit_basis_zscore_mean_reversion_long_v86

not live
50
closed trades
42%
win rate
-147.91
total pnl ($)
0.813
weight
7d window — n=13 wr=31% pnl=-70.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 50 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 17:32BTCBuy60155→60529+2.66timeout
06-26 17:10BTCBuy59294→60253+7.53timeout
06-26 13:19BTCBuy59948→58472.8-12.77stop_loss
06-25 13:57BTCBuy59812→58330.9-12.76stop_loss
06-25 13:44BTCBuy61595.1→60078.9-12.75stop_loss
06-24 14:19BTCBuy62499.1→60953.5-12.80stop_loss
06-24 13:57BTCBuy62732.1→61189.3-12.74stop_loss
06-23 08:27BTCBuy63615.2→62050.9-12.74stop_loss
06-23 06:06BTCBuy64861.2→63266.2-12.77stop_loss
06-23 03:42BTCBuy64177.2→63949.8-2.22timeout
06-22 15:36BTCBuy64164.2→65071.7+6.55timeout
06-22 03:32BTCBuy64308.2→64345.8-0.24timeout
06-21 14:27BTCBuy63330.2→64014.8+5.02timeout
06-20 21:28BTCBuy63143.2→63927.8+5.78timeout
06-20 06:31BTCBuy62848.1→63671.8+6.09timeout
06-19 18:34BTCBuy62765.1→63126.8+2.42timeout
06-18 15:57BTCBuy63900.2→62295.7-12.88stop_loss
06-18 04:11BTCBuy65371.3→63744.9-12.90stop_loss
06-17 19:41BTCBuy65779.3→64158.7-12.79stop_loss
06-16 20:53BTCBuy66527.3→65836.7-5.73timeout
06-16 08:49BTCBuy65744.3→66603.7+6.12timeout
06-15 13:20BTCBuy64031.2→66842.7+21.52take_profit
06-15 08:39BTCBuy64461.2→65690.7+9.08timeout
06-14 20:37BTCBuy64238.2→64037.8-2.05timeout
06-14 08:32BTCBuy63789.2→64430.8+4.55timeout
06-13 20:28BTCBuy63503.2→64225.8+5.23timeout
06-13 08:27BTCBuy63472.2→63779.8+1.87timeout
06-12 20:46BTCBuy63250.2→63496.8+1.49timeout
06-12 08:33BTCBuy62921.1→63461.8+3.76timeout
06-11 20:21BTCBuy61774.1→63480.8+13.23timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-09 14:47BTCBuy62664.1→61118.4-12.79stop_loss
06-09 13:36BTCBuy63769.2→62195.8-12.78stop_loss
06-09 09:36BTCBuy63152.2→62672.9-4.23timeout
06-08 22:17BTCBuy63324.2→63272.8-0.89timeout
06-08 09:49BTCBuy62426.1→63435.8+7.63timeout
06-07 21:28BTCBuy60857→61795.9+7.28timeout
06-07 09:23BTCBuy61129.1→62617.9+11.75timeout
06-06 04:12BTCBuy61727.1→60205.9-12.78stop_loss
06-05 13:52BTCBuy62597.1→61054.4-12.78stop_loss
06-05 06:23BTCBuy62766.1→61213.3-12.76stop_loss
06-05 06:00BTCBuy63735.2→62167.8-12.72stop_loss
06-04 00:29BTCBuy64983.2→63385.1-12.74stop_loss
06-03 19:54BTCBuy66994.3→65324.1-12.97stop_loss
06-03 16:27BTCBuy67204.4→65551.9-12.76stop_loss
06-02 14:27BTCBuy69444.5→67730.7-12.80stop_loss
06-02 12:38BTCBuy70808.5→69067-12.82stop_loss
05-31 15:21BTCBuy73814.7→73665.3-1.49timeout
05-30 07:52BTCBuy73397.7→73485.3+0.10timeout
05-29 20:40BTCBuy73658.7→73653.3-0.53timeout

Paper vs Live

Paper (trades.jsonl)
50
closed
42%
win rate
-147.91
total pnl ($)
-58.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5042%-58.8-147.91

Recent bounces (last 20 of 1)

timesymsidereason
06-28 08:54BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems