deribit_basis_zscore_mean_reversion_long_v88

not live
79
closed trades
43%
win rate
-232.94
total pnl ($)
0.777
weight
7d window — n=17 wr=35% pnl=-80.07  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 20:38BTCBuy60231→59678-5.01timeout
06-28 19:37BTCBuy60074→59472-5.44timeout
06-27 19:55BTCBuy59843→60125+1.96timeout
06-27 18:51BTCBuy59645→60499+6.73timeout
06-26 16:02BTCBuy59515→60338+6.35timeout
06-26 14:45BTCBuy59474→59536-0.01timeout
06-25 13:58BTCBuy59629→58162-12.66stop_loss
06-25 13:53BTCBuy60282→58798.6-12.66stop_loss
06-24 17:20BTCBuy60904→59406.3-12.73stop_loss
06-24 13:57BTCBuy62752.1→61194.3-12.85stop_loss
06-24 13:44BTCBuy62902.1→61355.2-12.74stop_loss
06-24 10:02BTCBuy62490.1→62581.9+0.25timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 08:17BTCBuy63966.2→62386.7-12.81stop_loss
06-23 06:21BTCBuy64178.2→62595.6-12.79stop_loss
06-22 21:27BTCBuy63681.2→64286.8+4.30timeout
06-22 20:19BTCBuy64034.2→64477.8+2.99timeout
06-21 20:12BTCBuy63945.2→64123.8+0.94timeout
06-21 18:44BTCBuy63814.2→64131.8+2.08timeout
06-20 19:21BTCBuy62993.1→63880.8+6.62timeout
06-20 18:19BTCBuy63112.2→63826.8+5.21timeout
06-19 18:28BTCBuy62894.1→63095.8+1.14timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-18 15:40BTCBuy64271.2→62676.5-12.97stop_loss
06-18 15:37BTCBuy64436.2→62843.4-12.93stop_loss
06-17 19:50BTCBuy65636.3→64017.8-12.79stop_loss
06-17 19:41BTCBuy65790.3→64172.7-12.76stop_loss
06-17 02:32BTCBuy65862.3→65968.7+0.34timeout
06-16 23:31BTCBuy66161.3→65690.7-4.09timeout
06-16 02:17BTCBuy65700.3→66084.7+2.47timeout
06-15 21:30BTCBuy64760.2→66364.7+11.88timeout
06-14 23:01BTCBuy64435.2→65360.7+6.69timeout
06-14 20:43BTCBuy64222.2→64017.8-2.08timeout
06-13 21:51BTCBuy63453.2→64441.8+7.31timeout
06-13 19:13BTCBuy63688.2→64143.8+3.13timeout
06-12 20:55BTCBuy63373.2→63404.8-0.22timeout
06-12 17:40BTCBuy63211.2→63763.8+3.91timeout
06-11 18:55BTCBuy61794.1→63464.8+12.94timeout
06-11 16:02BTCBuy62490.1→62710.9+1.18timeout
06-10 15:59BTCBuy61121.1→62607.9+11.71timeout
06-10 14:56BTCBuy61380.1→61857.9+3.40timeout
06-09 14:21BTCBuy63168.2→61615.1-12.74stop_loss
06-09 14:18BTCBuy63330.2→61773-12.75stop_loss
06-08 22:48BTCBuy63191.2→63214.8-0.29timeout
06-08 17:07BTCBuy62247.1→63531.8+9.77timeout
06-07 21:48BTCBuy60818→61679.9+6.66timeout
06-07 16:56BTCBuy60693→61965.9+10.01timeout
06-06 19:23BTCBuy59521→60592+8.60timeout
06-06 15:43BTCBuy60423→60812+2.77timeout
06-05 18:52BTCBuy60857→59359.3-12.76stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 15:39BTCBuy61591.1→60069.9-12.79stop_loss
06-05 11:16BTCBuy62354.1→62295.9-0.96timeout
06-05 06:24BTCBuy62605.1→61062.4-12.76stop_loss
06-05 02:31BTCBuy63076.2→62688.9-3.50timeout
06-04 09:25BTCBuy64508.2→62921.4-12.74stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-04 00:25BTCBuy65498.3→63886.8-12.75stop_loss
06-03 19:52BTCBuy67144.4→65490-12.81stop_loss
06-03 16:24BTCBuy67249.4→65595.9-12.77stop_loss
06-03 03:44BTCBuy67330.4→65674.9-12.75stop_loss
06-03 03:43BTCBuy67427.4→65765.8-12.78stop_loss
06-02 14:10BTCBuy69993.5→68272.4-12.76stop_loss
06-02 14:08BTCBuy70213.5→68486.3-12.77stop_loss
06-01 22:25BTCBuy73953.7→71201.8-19.20stop_loss
06-01 03:37BTCBuy74143.7→73944.3-1.87timeout
05-31 16:45BTCBuy73930.7→73451.3-3.75timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-31 09:56BTCBuy73575.7→73850.3+1.27timeout
05-30 16:43BTCBuy74032.7→73918.3-1.34timeout
05-30 14:57BTCBuy73112.7→73893.3+4.74timeout
05-30 12:51BTCBuy73272.7→73642.3+2.02timeout
05-30 09:53BTCBuy73711.7→73572.3-1.43timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-29 12:19BTCBuy73326.7→73361.3-0.25timeout
05-29 11:08BTCBuy73344.7→73619.3+1.38timeout
05-29 10:03BTCBuy73496.7→73661.3+0.59timeout
05-29 08:55BTCBuy73312.7→73628.3+1.66timeout
05-29 07:49BTCBuy73389.7→73370.3-0.59timeout

Paper vs Live

Paper (trades.jsonl)
79
closed
43%
win rate
-232.94
total pnl ($)
-58.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7943%-58.4-232.94

Recent bounces (last 20 of 1)

timesymsidereason
06-28 20:50BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems