deribit_basis_zscore_mean_reversion_v2

not live
43
closed trades
42%
win rate
-140.62
total pnl ($)
0.976
weight
7d window — n=9 wr=33% pnl=-46.83  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:40BTCBuy60525→59580-8.23timeout
06-27 16:47BTCBuy60096→60747+4.95timeout
06-26 15:26BTCBuy59196→60281+8.64timeout
06-25 13:58BTCBuy59631→58164-12.66stop_loss
06-24 16:51BTCBuy61034.1→59533.2-12.73stop_loss
06-24 13:42BTCBuy63069.2→61514.2-12.78stop_loss
06-24 09:15BTCBuy62428.1→62736.9+1.97timeout
06-23 08:17BTCBuy63967.2→62386.7-12.81stop_loss
06-23 02:40BTCBuy64515.2→64162.8-3.18timeout
06-22 00:42BTCBuy64285.2→63894.8-3.54timeout
06-20 22:27BTCBuy63282.2→64218.8+6.95timeout
06-19 20:23BTCBuy63109.2→62945.9-1.78timeout
06-18 15:53BTCBuy64023.2→62447.6-12.63stop_loss
06-18 05:03BTCBuy65318.3→63711.9-12.77stop_loss
06-17 07:00BTCBuy66411.3→65587.7-6.68timeout
06-16 05:53BTCBuy65806.3→66077.7+1.68timeout
06-14 21:50BTCBuy64474.2→65559.7+7.92timeout
06-13 21:40BTCBuy63540.2→64325.8+5.71timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 15:01BTCBuy61403.1→62388.9+7.54timeout
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 21:32BTCBuy61783.1→63605.8+14.26timeout
06-07 20:47BTCBuy60715→61771.9+8.28timeout
06-06 19:51BTCBuy60258→60608+2.51timeout
06-05 18:52BTCBuy60923→59424.3-12.76stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 05:59BTCBuy63768.2→62199.8-12.70stop_loss
06-04 09:27BTCBuy64409.2→62825.4-12.74stop_loss
06-04 00:29BTCBuy65130.3→63528-12.75stop_loss
06-03 20:45BTCBuy66723.3→65060.2-12.96stop_loss
06-02 19:33BTCBuy68003.4→66331.5-12.75stop_loss
06-01 22:26BTCBuy74028.7→71239.8-19.43stop_loss
05-31 16:47BTCBuy73898.7→73451.3-3.53timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 07:44BTCBuy73458.7→73825.3+1.90timeout
05-31 05:00BTCBuy73365.7→74167.3+4.95timeout
05-29 18:55BTCBuy73652.7→73290.3-2.95timeout
05-29 16:55BTCBuy73395.7→73970.3+3.38timeout
05-29 15:50BTCBuy72915.6→73830.3+5.77timeout
05-29 14:39BTCBuy72919.6→72723.4-1.92timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
42%
win rate
-140.62
total pnl ($)
-64.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4342%-64.9-140.62

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:42BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems