deribit_basis_zscore_mean_reversion_long_v94

not live
42
closed trades
36%
win rate
-167.02
total pnl ($)
0.986
weight
7d window — n=9 wr=33% pnl=-41.71  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 42 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:35BTCBuy59967→60192+1.47timeout
06-26 18:39BTCBuy59399→59735+2.26timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-24 16:51BTCBuy61125.1→59582.2-13.05stop_loss
06-24 13:57BTCBuy62763.1→61219.3-12.75stop_loss
06-24 07:05BTCBuy62922.1→62772.9-1.69timeout
06-23 06:21BTCBuy64178.2→62598.6-12.76stop_loss
06-23 01:37BTCBuy64412.2→63996.8-3.64timeout
06-22 00:47BTCBuy64245.2→63947.8-2.78timeout
06-20 22:36BTCBuy63239.2→64275.8+7.74timeout
06-19 17:24BTCBuy62357.1→62947.9+4.29timeout
06-18 15:55BTCBuy63976.2→62400.7-12.70stop_loss
06-18 08:41BTCBuy65044.3→64511.8-4.65timeout
06-17 07:01BTCBuy66384.3→65562.7-6.62timeout
06-16 04:01BTCBuy65863.3→66138.7+1.69timeout
06-15 02:54BTCBuy64461.2→65411.7+6.89timeout
06-14 01:51BTCBuy63774.2→64608.8+6.11timeout
06-13 00:10BTCBuy63716.2→63563.8-1.78timeout
06-11 23:24BTCBuy61433.1→63359.8+15.10timeout
06-10 22:16BTCBuy62622.1→61082.4-12.75stop_loss
06-10 15:12BTCBuy61538.1→61898.9+2.44timeout
06-09 14:21BTCBuy63198.2→61643.1-12.76stop_loss
06-09 00:46BTCBuy64056.2→62480.6-12.76stop_loss
06-08 14:00BTCBuy61718.1→63740.8+15.89timeout
06-07 13:33BTCBuy60711→61811.9+8.60timeout
06-06 04:20BTCBuy61466.1→59951-12.78stop_loss
06-05 18:51BTCBuy61031.1→59530.2-12.75stop_loss
06-05 15:39BTCBuy61584.1→60067.9-12.75stop_loss
06-05 06:24BTCBuy62673.1→61126.4-12.78stop_loss
06-05 02:46BTCBuy63428.2→62800.9-5.36timeout
06-04 00:25BTCBuy65509.3→63897.8-12.75stop_loss
06-03 20:55BTCBuy66386.3→64748.4-12.83stop_loss
06-03 03:43BTCBuy67411.4→65733.8-12.90stop_loss
06-02 14:10BTCBuy69983.5→68252.4-12.83stop_loss
06-01 22:26BTCBuy73471.7→71239.8-15.76stop_loss
05-31 19:46BTCBuy74029.7→73498.3-4.03timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-30 12:13BTCBuy73323.7→73560.3+1.12timeout
05-30 11:06BTCBuy73634.7→73607.3-0.70timeout
05-30 09:54BTCBuy73704.7→73575.3-1.35timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
42
closed
36%
win rate
-167.02
total pnl ($)
-79.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4236%-79.1-167.02

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems