deribit_basis_zscore_mean_reversion_v4

not live
28
closed trades
43%
win rate
-86.76
total pnl ($)
0.962
weight
7d window — n=7 wr=43% pnl=-43.50  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 28 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy60101→58618.7-12.79stop_loss
06-25 13:43BTCBuy61695.1→60176.9-12.74stop_loss
06-24 13:57BTCBuy62752.1→61208.3-12.75stop_loss
06-24 08:26BTCBuy62196.1→62656.9+3.17timeout
06-23 06:21BTCBuy64242.2→62662.5-12.78stop_loss
06-22 08:18BTCBuy64067.2→64230.8+0.76timeout
06-21 08:17BTCBuy63529.2→64060.8+3.63timeout
06-20 07:10BTCBuy62800.1→63628.8+6.14timeout
06-18 15:55BTCBuy63991.2→62417.7-12.63stop_loss
06-17 22:03BTCBuy65566.3→63942.8-12.82stop_loss
06-16 19:08BTCBuy66814.3→65681.7-9.00timeout
06-15 13:00BTCBuy63787.2→66590.7+21.54take_profit
06-14 18:39BTCBuy64233.2→63756.8-4.25timeout
06-13 19:32BTCBuy63655.2→64143.8+3.38timeout
06-12 17:35BTCBuy63258.2→63805.8+3.87timeout
06-11 16:45BTCBuy62161.1→62629.9+3.23timeout
06-10 16:40BTCBuy60862→62283.9+11.14timeout
06-09 13:23BTCBuy63805.2→62232.8-12.75stop_loss
06-08 14:28BTCBuy62041.1→63765.8+13.41timeout
06-07 14:17BTCBuy60876→61877.9+7.76timeout
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 02:30BTCBuy64181.2→62598.6-12.77stop_loss
06-03 23:03BTCBuy66072.3→64441.5-12.79stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 09:02BTCBuy71338.6→69583.7-12.81stop_loss
05-31 16:57BTCBuy73896.7→73495.3-3.22timeout
05-30 14:17BTCBuy72943.6→73913.3+6.09timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
28
closed
43%
win rate
-86.76
total pnl ($)
-61.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2843%-61.4-86.76

Recent bounces (last 20 of 1)

timesymsidereason
06-25 09:02BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems