deribit_basis_zscore_mean_reversion_long_v89

not live
26
closed trades
42%
win rate
-61.89
total pnl ($)
1.060
weight
7d window — n=7 wr=43% pnl=-27.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 10:55BTCBuy59393→60359+7.64timeout
06-25 13:44BTCBuy61539.1→60025-12.74stop_loss
06-24 14:17BTCBuy62600.1→61059.4-12.75stop_loss
06-24 09:37BTCBuy62444.1→62633.9+1.00timeout
06-23 06:21BTCBuy64114.2→62534.6-12.79stop_loss
06-22 09:41BTCBuy64134.2→64046.8-1.22timeout
06-21 09:36BTCBuy63612.2→64135.8+3.55timeout
06-20 06:37BTCBuy62736.1→63688.8+7.13timeout
06-18 15:53BTCBuy64033.2→62456.6-12.63stop_loss
06-17 19:50BTCBuy65671.3→64043.8-12.86stop_loss
06-16 17:06BTCBuy66890.3→65722.7-9.28timeout
06-15 13:16BTCBuy63895.2→66702.7+21.54take_profit
06-14 16:58BTCBuy63981.2→63919.8-0.99timeout
06-13 17:05BTCBuy64015.2→63932.8-1.10timeout
06-12 16:39BTCBuy62683.1→63959.8+9.69timeout
06-11 16:38BTCBuy62340.1→62716.9+2.47timeout
06-10 16:39BTCBuy60868→62271.9+10.99timeout
06-09 12:37BTCBuy63449.2→62556.9-7.45timeout
06-08 12:36BTCBuy61833.1→63360.8+11.89timeout
06-07 12:24BTCBuy60847→61929.9+8.44timeout
06-05 13:57BTCBuy62326.1→60784.6-12.82stop_loss
06-05 06:00BTCBuy63732.2→62164.8-12.70stop_loss
06-03 19:55BTCBuy66836.3→65168.1-12.94stop_loss
06-02 15:30BTCBuy68928.4→67233-12.75stop_loss
06-02 07:03BTCBuy71495.6→69733.6-12.84stop_loss
05-31 11:19BTCBuy73557.7→73884.3+1.63timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-61.89
total pnl ($)
-47.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-47.0-61.89

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems