deribit_basis_zscore_mean_reversion_long_v98

not live
28
closed trades
46%
win rate
-22.17
total pnl ($)
1.170
weight
7d window — n=7 wr=43% pnl=-13.16  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 22:16SOLBuy72.0698→70.2823-12.85stop_loss
06-26 06:59SOLBuy66.962→69.8995+21.43take_profit
06-25 13:44SOLBuy68.1222→66.4078-13.04stop_loss
06-24 15:42SOLBuy69.5174→67.7809-12.96stop_loss
06-23 05:25SOLBuy72.7649→70.9599-12.78stop_loss
06-22 21:11SOLBuy72.5219→72.7361+1.20timeout
06-21 16:34SOLBuy71.4807→73.8309+15.84timeout
06-20 05:11SOLBuy69.2484→72.2782+21.40take_profit
06-18 15:40SOLBuy70.9636→69.197-12.89stop_loss
06-18 12:09SOLBuy72.2158→70.9424-9.22timeout
06-16 14:23SOLBuy74.7262→72.8736-12.85stop_loss
06-15 15:41SOLBuy71.5017→74.6328+21.44take_profit
06-14 23:59SOLBuy68.3102→71.2953+21.42take_profit
06-14 08:39SOLBuy67.4341→68.2778+5.89timeout
06-13 08:33SOLBuy66.925→67.2999+2.43timeout
06-12 08:29SOLBuy65.4898→66.888+10.12timeout
06-10 21:11SOLBuy64.1886→62.5943-12.75stop_loss
06-09 14:16SOLBuy66.836→65.1706-12.89stop_loss
06-08 22:26SOLBuy66.1359→67.0429+6.48timeout
06-07 05:18SOLBuy61.7333→64.4403+21.53take_profit
06-05 23:33SOLBuy64.3927→62.7942-12.86stop_loss
06-05 04:01SOLBuy68.5493→66.8485-12.73stop_loss
06-04 01:16SOLBuy71.4937→69.7117-12.84stop_loss
06-02 22:51SOLBuy75.6533→73.769-12.88stop_loss
06-02 14:10SOLBuy80.3591→78.365-12.77stop_loss
05-31 15:24SOLBuy82.6234→82.1567-3.21timeout
05-30 10:40SOLBuy82.1423→82.3676+0.87timeout
05-29 10:28SOLBuy80.9311→82.2097+7.30timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
46%
win rate
-22.17
total pnl ($)
-16.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
SOL2846%-16.2-22.17

Recent bounces (last 20 of 1)

timesymsidereason
06-28 04:08SOLBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems