deribit_basis_zscore_mean_reversion_long_v91

not live
25
closed trades
36%
win rate
-86.36
total pnl ($)
1.049
weight
7d window — n=6 wr=33% pnl=-27.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 15:33BTCBuy62262.1→60668.6-13.18stop_loss
06-23 08:24BTCBuy63805.2→62169.8-13.10stop_loss
06-23 08:17BTCBuy63977.2→62339.7-13.30stop_loss
06-23 06:20BTCBuy64572.2→62915.4-13.30stop_loss
06-22 17:25BTCBuy62925.1→64516.8+12.06timeout
06-21 17:17BTCBuy62502.1→64141.8+12.92timeout
06-18 15:17BTCBuy65061.3→63393.1-13.25stop_loss
06-17 22:03BTCBuy65635.3→63942.8-13.29stop_loss
06-17 19:29BTCBuy66097.3→64373.6-13.54stop_loss
06-17 08:27BTCBuy64452.2→65351.7+6.54timeout
06-15 13:00BTCBuy63786.2→66593.7+21.60take_profit
06-15 08:26BTCBuy63462.2→65654.7+16.80timeout
06-14 08:24BTCBuy62872.1→64466.8+12.16timeout
06-12 15:13BTCBuy61657.1→64363.8+21.31take_profit
06-10 21:15BTCBuy61970.1→61557.9-3.85timeout
06-09 14:06BTCBuy63695.2→62061.8-13.28stop_loss
06-07 22:14BTCBuy60713→63378.8+21.51take_profit
06-06 04:14BTCBuy61595.1→60019-13.25stop_loss
06-05 06:16BTCBuy63521.2→61894.9-13.22stop_loss
06-04 00:29BTCBuy65167.3→63499.1-13.25stop_loss
06-03 20:54BTCBuy66694.3→64987.2-13.31stop_loss
06-02 12:34BTCBuy70917.5→69102-13.32stop_loss
06-01 15:25BTCBuy73629.7→71111.9-17.70stop_loss
06-01 15:25BTCBuy73814.7→71111.9-19.06stop_loss
05-31 10:34BTCBuy73394.7→73800.3+1.92timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
36%
win rate
-86.36
total pnl ($)
-68.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2536%-68.3-86.36

Recent bounces (last 20 of 2)

timesymsidereason
06-26 23:49BTCBuystale_intent
06-25 18:28BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems