deribit_basis_zscore_mean_reversion_long_v96

not live
29
closed trades
45%
win rate
-68.52
total pnl ($)
0.883
weight
7d window — n=7 wr=29% pnl=-58.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59949→58473.8-12.77stop_loss
06-25 13:44BTCBuy61621.1→60105.9-12.72stop_loss
06-24 13:47BTCBuy62825.1→61277.3-12.77stop_loss
06-24 13:22BTCBuy63421.2→61861-12.76stop_loss
06-23 06:21BTCBuy64233.2→62651.5-12.79stop_loss
06-22 17:21BTCBuy64204.2→64577.8+2.41timeout
06-21 17:22BTCBuy63693.2→64115.8+2.99timeout
06-20 17:31BTCBuy62644.1→63970.8+10.12timeout
06-18 15:57BTCBuy63875.2→62298.7-12.64stop_loss
06-17 19:40BTCBuy65824.3→64201.7-12.78stop_loss
06-17 05:31BTCBuy66750.3→65828.7-7.39timeout
06-15 13:16BTCBuy63900.2→66713.7+21.58take_profit
06-15 04:57BTCBuy64002.2→65625.7+12.20timeout
06-14 05:04BTCBuy63973.2→64342.8+2.49timeout
06-13 04:46BTCBuy62616.1→63592.8+7.36timeout
06-12 04:45BTCBuy62163.1→63703.8+11.84timeout
06-11 04:40BTCBuy60856→62638.9+13.97timeout
06-09 13:36BTCBuy63751.2→62175.8-12.79stop_loss
06-09 02:04BTCBuy61763.1→62817.9+8.11timeout
06-07 22:14BTCBuy60791→63459.8+21.52take_profit
06-05 18:52BTCBuy60703→59210.4-12.76stop_loss
06-05 03:11BTCBuy63850.2→62279.7-12.72stop_loss
06-03 23:03BTCBuy66121.3→64493.5-12.76stop_loss
06-02 23:01BTCBuy67834.4→66166.6-12.75stop_loss
06-02 09:02BTCBuy71338.6→69583.7-12.81stop_loss
06-01 22:25BTCBuy73601.7→71210.8-16.88stop_loss
06-01 04:48BTCBuy73875.7→73412.3-3.63timeout
05-31 02:16BTCBuy72989.6→74170.3+7.54timeout
05-30 01:26BTCBuy73090.7→73610.3+3.05timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
45%
win rate
-68.52
total pnl ($)
-46.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2945%-46.9-68.52

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems