deribit_basis_zscore_mean_reversion_long_v87

not live
25
closed trades
36%
win rate
-56.82
total pnl ($)
1.064
weight
7d window — n=7 wr=29% pnl=-27.67  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 08:27BTCBuy63566.2→62002.9-12.74stop_loss
06-23 03:47BTCBuy64089.2→63962.8-1.43timeout
06-22 03:34BTCBuy64332.2→64228.8-1.33timeout
06-21 00:29BTCBuy63596.2→64230.8+4.51timeout
06-20 00:33BTCBuy63010.2→63616.8+4.34timeout
06-18 15:36BTCBuy64604.2→63015.3-12.56stop_loss
06-17 19:44BTCBuy65691.3→64074.7-12.77stop_loss
06-16 17:10BTCBuy66789.3→65737.7-8.43timeout
06-15 13:16BTCBuy63909.2→66723.7+21.59take_profit
06-14 16:58BTCBuy64002.2→63927.8-1.07timeout
06-13 17:04BTCBuy63968.2→63962.8-0.50timeout
06-12 16:47BTCBuy62601.1→63827.8+9.30timeout
06-11 16:46BTCBuy62169.1→62608.9+2.99timeout
06-10 16:41BTCBuy60986→62284.9+10.11timeout
06-09 13:19BTCBuy63845.2→62274.7-12.72stop_loss
06-08 14:26BTCBuy62107.1→63726.8+12.55timeout
06-07 14:18BTCBuy60909→61916.9+7.80timeout
06-05 18:52BTCBuy60874→59377.3-12.75stop_loss
06-05 02:30BTCBuy64167.2→62580.6-12.80stop_loss
06-03 23:38BTCBuy65876.3→64256.6-12.75stop_loss
06-03 03:29BTCBuy67703.4→66038.7-12.75stop_loss
06-02 09:02BTCBuy71343.6→69587.7-12.82stop_loss
05-31 14:59BTCBuy73894.7→73569.3-2.67timeout
05-30 10:53BTCBuy73610.7→73617.3-0.46timeout
05-29 10:34BTCBuy73394.7→73546.3+0.53timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
36%
win rate
-56.82
total pnl ($)
-45.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2536%-45.0-56.82

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:16BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems