deribit_basis_zscore_mean_reversion_short_v3

not live
37
closed trades
51%
win rate
+33.75
total pnl ($)
1.325
weight
7d window — n=8 wr=38% pnl=+11.55  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 16:00BTCSell60435→60800-1.75timeout
06-26 14:25BTCSell59354→60082-3.27timeout
06-25 13:55BTCSell61091.9→58407.9+10.73take_profit
06-24 20:31BTCSell59405→60890.5-6.49stop_loss
06-24 16:46BTCSell62837.9→60078+10.70take_profit
06-24 00:37BTCSell63962.8→62892.1+3.97timeout
06-22 18:56BTCSell64141.8→64311.2-0.86timeout
06-21 14:46BTCSell63704.8→64015.2-1.47timeout
06-20 11:09BTCSell62472.9→63596.2-4.70timeout
06-19 10:04BTCSell64138.8→62396.1+6.52timeout
06-18 07:51BTCSell65435.7→64423.2+3.65timeout
06-17 06:58BTCSell66427.7→65595.3+2.92timeout
06-16 05:50BTCSell65746.7→66054.3-1.42timeout
06-14 21:45BTCSell63940.8→65515-6.37stop_loss
06-14 11:52BTCSell63885.8→64602.2-3.03timeout
06-13 09:49BTCSell63805.8→63766.2-0.03timeout
06-12 09:15BTCSell62798.9→63550.2-3.18timeout
06-11 08:14BTCSell61579.9→62796.1-5.09timeout
06-10 01:29BTCSell62769.9→62023.1+2.72timeout
06-08 23:26BTCSell63168.8→63102.2+0.05timeout
06-07 22:14BTCSell61882.9→63466.9-6.63stop_loss
06-07 05:18BTCSell60570→62068.1-6.41stop_loss
06-06 17:13BTCSell61029.9→60708+1.09timeout
06-05 16:10BTCSell62693.9→59939+10.74take_profit
06-05 02:43BTCSell63346.8→62658.1+2.48timeout
06-04 00:24BTCSell66961.7→64021.2+10.75take_profit
06-02 19:32BTCSell69990.5→66698.3+11.54take_profit
06-02 02:04BTCSell73776.3→70534.5+10.83take_profit
05-31 18:51BTCSell73971.3→73566.7+1.17timeout
05-31 14:59BTCSell73888.3→73616.7+0.70timeout
05-30 18:46BTCSell73567.3→74018.7-1.70timeout
05-30 14:59BTCSell73066.3→73894.7-2.99timeout
05-30 09:49BTCSell73718.3→73536.7+0.41timeout
05-30 07:47BTCSell73367.3→73463.7-0.53timeout
05-29 18:52BTCSell73639.3→73203.7+1.25timeout
05-29 15:47BTCSell73011.3→73720.7-2.63timeout
05-29 13:28BTCSell73124.3→73031.7+0.10timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
51%
win rate
+33.75
total pnl ($)
+36.2 bps
avg bps net
Live (dry_run=0)
2
closed
50%
win rate
-3.71
total pnl ($)
-116.9 bps
avg bps net
Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3751%+36.2+33.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems