deribit_basis_zscore_mean_reversion_loose

not live
83
closed trades
45%
win rate
-245.27
total pnl ($)
0.754
weight
7d window — n=17 wr=41% pnl=-82.51  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 19:45BTCBuy60151→59409-6.60timeout
06-28 18:40BTCBuy60525→59580-8.23timeout
06-27 17:31BTCBuy60128→60491+2.57timeout
06-27 16:29BTCBuy60013→60685+5.18timeout
06-26 15:26BTCBuy59196→60281+8.64timeout
06-26 14:46BTCBuy59383→59621+1.50timeout
06-25 13:59BTCBuy59490→58027.1-12.66stop_loss
06-25 13:53BTCBuy60421→58934.6-12.66stop_loss
06-24 17:44BTCBuy60748→59253.4-12.74stop_loss
06-24 14:17BTCBuy62566.1→61017.4-12.82stop_loss
06-24 14:13BTCBuy62644.1→61103.4-12.74stop_loss
06-24 09:15BTCBuy62428.1→62736.9+1.97timeout
06-24 07:28BTCBuy62979.1→62677.9-2.93timeout
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 06:21BTCBuy64349.2→62766.5-12.76stop_loss
06-22 22:27BTCBuy63739.2→64024.8+1.79timeout
06-22 20:20BTCBuy64055.2→64467.8+2.75timeout
06-21 21:49BTCBuy64017.2→63854.8-1.71timeout
06-21 18:45BTCBuy63800.2→64143.8+2.28timeout
06-20 20:50BTCBuy63149.2→63866.8+5.25timeout
06-20 18:27BTCBuy63120.2→63818.8+5.09timeout
06-19 19:57BTCBuy62932.1→63024.8+0.26timeout
06-19 17:32BTCBuy62666.1→62958.9+1.88timeout
06-18 15:40BTCBuy64323.2→62741.5-12.47stop_loss
06-18 15:37BTCBuy64468.2→62874.4-12.61stop_loss
06-17 19:50BTCBuy65607.3→63964.8-12.97stop_loss
06-17 19:33BTCBuy65703.3→64394.8-10.42timeout
06-17 04:37BTCBuy65827.3→65857.7-0.26timeout
06-16 17:54BTCBuy66889.3→65954.7-7.51timeout
06-16 03:54BTCBuy65907.3→66058.7+0.75timeout
06-15 16:10BTCBuy64436.2→67266.6+21.47take_profit
06-14 21:50BTCBuy64474.2→65559.7+7.92timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-13 21:13BTCBuy63581.2→64198.8+4.38timeout
06-13 19:33BTCBuy63636.2→64143.8+3.54timeout
06-12 20:59BTCBuy63372.2→63439.8+0.06timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 19:30BTCBuy61177.1→63865.8+21.41take_profit
06-11 16:03BTCBuy62479.1→62676.9+1.01timeout
06-10 16:02BTCBuy61144.1→62487.9+10.53timeout
06-10 15:04BTCBuy61425.1→62146.9+5.38timeout
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-09 14:16BTCBuy63434.2→61869-12.80stop_loss
06-09 05:59BTCBuy62696.1→63325.8+4.52timeout
06-08 16:31BTCBuy62211.1→63801.8+12.25timeout
06-08 05:31BTCBuy61767.1→62665.9+6.83timeout
06-07 14:38BTCBuy60922→62229.9+10.27timeout
06-07 05:14BTCBuy59960→61917.9+15.90timeout
06-06 14:26BTCBuy60440→60801+2.54timeout
06-06 04:14BTCBuy61591.1→60075.9-12.76stop_loss
06-05 20:50BTCBuy59153→61749.9+21.50take_profit
06-05 18:52BTCBuy60888→59390.3-12.76stop_loss
06-05 14:06BTCBuy61951.1→60427.7-12.74stop_loss
06-05 13:49BTCBuy62936.1→61388.2-12.75stop_loss
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-05 06:21BTCBuy63123.2→61570.1-12.75stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-04 11:11BTCBuy63696.2→62129.8-12.71stop_loss
06-04 09:18BTCBuy64677.2→63086.3-12.75stop_loss
06-04 00:29BTCBuy65015.3→63416.1-12.75stop_loss
06-04 00:29BTCBuy65116.3→63515-12.74stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 19:53BTCBuy67092.4→65442-12.78stop_loss
06-03 03:49BTCBuy67285.4→65630.9-12.75stop_loss
06-03 03:43BTCBuy67479.4→65818.8-12.76stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 01:34BTCBuy72778.6→70988.9-12.85stop_loss
06-01 22:26BTCBuy73508.7→71239.8-16.01stop_loss
06-01 00:34BTCBuy73995.7→73824.3-1.60timeout
05-31 18:43BTCBuy74018.7→73601.3-3.32timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 02:55BTCBuy73752.7→73939.3+0.75timeout
05-30 17:19BTCBuy74217.7→73871.3-2.90timeout
05-30 14:17BTCBuy72943.6→73914.3+6.09timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
05-30 09:55BTCBuy73706.7→73575.3-1.37timeout
05-29 15:24BTCBuy72852.6→73572.3+4.45timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 10:56BTCBuy73417.7→73631.3+0.96timeout
05-29 09:33BTCBuy73371.7→73812.3+2.48timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
45%
win rate
-245.27
total pnl ($)
-58.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8345%-58.8-245.27

Recent bounces (last 20 of 1)

timesymsidereason
06-28 22:11BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems