deribit_basis_zscore_mean_reversion_long_v97

not live
76
closed trades
36%
win rate
-314.67
total pnl ($)
0.792
weight
7d window — n=17 wr=41% pnl=-71.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 16:36BTCBuy60667→59627-9.04timeout
06-27 22:07BTCBuy59799→60092+2.06timeout
06-27 16:01BTCBuy60419→60774+2.52timeout
06-26 19:22BTCBuy59245→59872+4.72timeout
06-26 14:25BTCBuy59360→60076+5.53timeout
06-25 17:39BTCBuy59400→59672+1.87timeout
06-25 13:57BTCBuy59737→58267.9-12.68stop_loss
06-24 17:47BTCBuy60648→59154.4-12.75stop_loss
06-24 14:02BTCBuy62688.1→61142.4-12.78stop_loss
06-24 13:44BTCBuy62941.1→61393.2-12.75stop_loss
06-24 10:22BTCBuy62385.1→62505.9+0.47timeout
06-24 08:21BTCBuy62464.1→62626.9+0.80timeout
06-23 08:24BTCBuy63828.2→62257.7-12.74stop_loss
06-23 06:22BTCBuy64083.2→62507.6-12.77stop_loss
06-23 02:58BTCBuy64238.2→64223.8-0.56timeout
06-22 03:34BTCBuy64332.2→64245.8-1.20timeout
06-22 00:38BTCBuy64275.2→63991.8-2.67timeout
06-21 02:05BTCBuy63491.2→64226.8+5.30timeout
06-20 22:28BTCBuy63282.2→64221.8+6.97timeout
06-20 00:32BTCBuy63014.2→63616.8+4.30timeout
06-19 20:23BTCBuy63085.2→62968.9-1.41timeout
06-18 15:55BTCBuy63976.2→62400.7-12.71stop_loss
06-18 15:37BTCBuy64546.2→62958.4-12.54stop_loss
06-18 11:12BTCBuy64665.2→63986.8-5.76timeout
06-17 19:40BTCBuy65807.3→64186.7-12.77stop_loss
06-17 17:20BTCBuy65781.3→65905.7+0.43timeout
06-17 11:05BTCBuy66154.3→64525.5-12.84stop_loss
06-16 15:20BTCBuy66685.3→65740.7-7.61timeout
06-16 12:57BTCBuy66545.3→66406.7-1.57timeout
06-15 13:35BTCBuy64228.2→66843.7+19.93timeout
06-15 11:05BTCBuy64453.2→65934.7+11.04timeout
06-14 12:45BTCBuy63995.2→64277.8+1.76timeout
06-14 08:20BTCBuy63795.2→64481.8+4.90timeout
06-13 10:10BTCBuy63776.2→63727.8-0.91timeout
06-13 08:06BTCBuy63172.2→63754.8+4.04timeout
06-12 09:02BTCBuy62918.1→63476.8+3.92timeout
06-12 06:50BTCBuy62774.1→62951.9+0.92timeout
06-11 08:17BTCBuy61659.1→62766.9+8.39timeout
06-10 22:18BTCBuy62595.1→61055.4-12.75stop_loss
06-10 15:31BTCBuy61296.1→62321.9+7.86timeout
06-09 14:46BTCBuy62784.1→61240.3-12.75stop_loss
06-09 14:17BTCBuy63357.2→61799-12.75stop_loss
06-09 00:49BTCBuy63981.2→62407.7-12.76stop_loss
06-08 13:45BTCBuy61743.1→63464.8+13.45timeout
06-08 11:38BTCBuy62626.1→63778.8+8.73timeout
06-07 12:46BTCBuy60763→61727.9+7.47timeout
06-07 10:45BTCBuy60380→62343.9+15.83timeout
06-06 04:31BTCBuy61220.1→59714.1-12.75stop_loss
06-06 04:12BTCBuy61718.1→60197.9-12.77stop_loss
06-05 18:52BTCBuy60694→59201.4-12.75stop_loss
06-05 18:52BTCBuy60751→59257.4-12.75stop_loss
06-05 15:39BTCBuy61664.1→60146.9-12.74stop_loss
06-05 13:49BTCBuy63031.2→61478.2-12.77stop_loss
06-05 06:22BTCBuy62833.1→61286.3-12.75stop_loss
06-05 06:00BTCBuy63728.2→62159.8-12.71stop_loss
06-05 02:58BTCBuy63231.2→62597.9-5.41timeout
06-04 10:28BTCBuy64094.2→62515.6-12.74stop_loss
06-04 01:21BTCBuy64311.2→62729.5-12.75stop_loss
06-04 00:24BTCBuy65572.3→63958.8-12.75stop_loss
06-03 23:02BTCBuy66270.3→64639.4-12.75stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.31timeout
06-03 03:43BTCBuy67478.4→65818.8-12.75stop_loss
06-02 14:27BTCBuy69451.5→67743.7-12.75stop_loss
06-02 14:10BTCBuy69997.5→68276.4-12.76stop_loss
06-02 09:12BTCBuy71196.6→69445.8-12.82stop_loss
06-01 22:26BTCBuy73534.7→71291.8-15.83stop_loss
06-01 05:18BTCBuy74154.7→73432.3-5.36timeout
05-31 18:51BTCBuy73978.7→73559.3-3.34timeout
05-31 15:00BTCBuy73908.7→73584.3-2.67timeout
05-30 21:09BTCBuy73682.7→73945.3+1.22timeout
05-30 17:19BTCBuy74189.7→73870.3-2.71timeout
05-30 09:51BTCBuy73717.7→73560.3-1.55timeout
05-30 07:49BTCBuy73378.7→73479.3+0.19timeout
05-29 18:54BTCBuy73651.7→73291.3-2.88timeout
05-29 15:47BTCBuy73017.7→73710.3+4.24timeout
05-29 13:29BTCBuy73122.7→72993.4-1.36timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
36%
win rate
-314.67
total pnl ($)
-82.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7636%-82.4-314.67

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems