deribit_basis_zscore_mean_reversion_short_v15

not live
21
closed trades
29%
win rate
-9.17
total pnl ($)
1.316
weight
7d window — n=5 wr=80% pnl=+10.34  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 21 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 17:20BTCSell59979→59637+1.91timeout
06-26 19:47BTCSell60517→59890+3.83timeout
06-26 09:57BTCSell60113→59727+2.23timeout
06-23 00:53BTCSell65169.7→64094.2+6.24timeout
06-22 10:34BTCSell63577.8→64141.2-3.86timeout
06-21 19:44BTCSell64179.8→64194.2-0.46timeout
06-21 05:46BTCSell63785.8→64242.2-3.22timeout
06-19 14:34BTCSell62982.9→63221.2-1.91timeout
06-17 02:18BTCSell65730.7→65874.3-1.22timeout
06-16 20:06BTCSell66342.7→65597.3+4.18timeout
06-15 09:20BTCSell64756.8→65729.3-6.37timeout
06-14 23:27BTCSell64076.8→65731.1-10.68stop_loss
06-14 09:41BTCSell64546.8→64559.2-0.42timeout
06-12 19:28BTCSell62972.9→63724.2-5.13timeout
06-12 08:59BTCSell63365.8→63455.2-0.90timeout
06-12 00:31BTCSell62586.9→63573.2-6.61timeout
06-06 14:16BTCSell60857→60904-0.67timeout
06-06 08:10BTCSell60843→61034.1-1.57timeout
06-02 14:27BTCSell70950.5→67831.4+17.24take_profit
06-01 02:26BTCSell73554.3→73498.7-0.03timeout
05-29 19:49BTCSell73370.3→73626.7-1.74timeout

Paper vs Live

Paper (trades.jsonl)
21
closed
29%
win rate
-9.17
total pnl ($)
-11.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2129%-11.3-9.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems