deribit_basis_zscore_mean_reversion_v5

not live
83
closed trades
27%
win rate
-482.29
total pnl ($)
0.527
weight
7d window — n=15 wr=27% pnl=-119.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 83 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 04:00BTCBuy59856→59994+0.63timeout
06-28 19:49BTCBuy59187→59294+0.51timeout
06-28 15:18BTCBuy58995.9→60086+8.68timeout
06-27 17:41BTCBuy59416→60576+9.31timeout
06-26 02:16BTCBuy59954→58478.8-12.74stop_loss
06-25 13:58BTCBuy59651→58184-12.65stop_loss
06-25 13:57BTCBuy59753→58283.9-12.64stop_loss
06-25 13:53BTCBuy60365→58880.6-12.64stop_loss
06-24 15:30BTCBuy62293.1→60756.6-12.56stop_loss
06-24 15:08BTCBuy62337.1→60797.5-12.57stop_loss
06-24 14:19BTCBuy62443.1→60880.5-12.67stop_loss
06-24 13:22BTCBuy63290.2→61713-12.71stop_loss
06-23 08:20BTCBuy63874.2→62300.7-12.49stop_loss
06-23 08:17BTCBuy63913.2→62337.7-12.52stop_loss
06-23 06:21BTCBuy64152.2→62555.6-12.62stop_loss
06-22 00:14BTCBuy62837.1→63469.8+4.34timeout
06-21 21:24BTCBuy62995.1→63685.8+5.02timeout
06-21 20:23BTCBuy63115.2→64082.8+7.29timeout
06-21 17:17BTCBuy62524.1→64140.8+12.52timeout
06-18 15:57BTCBuy63937.2→62362.7-12.65stop_loss
06-18 15:57BTCBuy63917.2→62344.7-12.62stop_loss
06-18 15:18BTCBuy64751.2→63157.2-12.38stop_loss
06-18 15:17BTCBuy64932.2→63305.2-12.59stop_loss
06-17 21:21BTCBuy64659.2→64278.8-3.34timeout
06-17 19:29BTCBuy65871.3→64242.6-12.80stop_loss
06-17 08:45BTCBuy66481.3→64846.3-12.90stop_loss
06-17 08:39BTCBuy66630.3→64989.2-12.90stop_loss
06-16 03:21BTCBuy67223.4→65569.9-12.73stop_loss
06-15 13:06BTCBuy63803.2→66604.7+21.55take_profit
06-15 12:40BTCBuy63570.2→66360.7+21.55take_profit
06-15 11:19BTCBuy63466.2→66252.7+21.53take_profit
06-14 19:03BTCBuy63545.2→63781.8+1.23timeout
06-12 18:19BTCBuy61915.1→63716.8+14.07timeout
06-12 15:11BTCBuy61624.1→64240.8+20.54timeout
06-12 14:12BTCBuy62099.1→63395.8+9.79timeout
06-11 18:01BTCBuy61058.1→63738.8+21.30take_profit
06-09 15:56BTCBuy62576.1→61024.4-12.90stop_loss
06-09 14:29BTCBuy63096.2→61542.1-12.78stop_loss
06-09 14:20BTCBuy63257.2→61701-12.76stop_loss
06-09 14:11BTCBuy63578.2→62013.9-12.75stop_loss
06-07 22:14BTCBuy60715→63380.8+21.52take_profit
06-07 22:14BTCBuy60752→63418.8+21.52take_profit
06-07 22:14BTCBuy60540→63197.8+21.52take_profit
06-07 08:36BTCBuy59955→62587.9+21.54take_profit
06-06 04:27BTCBuy61308.1→59799.1-12.76stop_loss
06-06 04:12BTCBuy61738.1→60219.9-12.75stop_loss
06-05 18:52BTCBuy60776→59280.4-12.76stop_loss
06-05 18:52BTCBuy60784→59289.4-12.75stop_loss
06-05 18:52BTCBuy60915→59417.3-12.75stop_loss
06-05 15:39BTCBuy61570.1→60054-12.75stop_loss
06-05 14:26BTCBuy61842.1→60318.8-12.76stop_loss
06-05 13:56BTCBuy62504.1→60966.5-12.76stop_loss
06-05 13:49BTCBuy62742.1→61195.3-12.78stop_loss
06-05 12:04BTCBuy63148.2→61595.1-12.75stop_loss
06-05 06:21BTCBuy63081.2→61522.1-12.80stop_loss
06-05 06:19BTCBuy63341.2→61783-12.67stop_loss
06-05 06:01BTCBuy63670.2→62100.8-12.73stop_loss
06-05 03:11BTCBuy63850.2→62279.7-12.72stop_loss
06-04 10:48BTCBuy63888.2→62316.7-12.73stop_loss
06-04 10:28BTCBuy64080.2→62502.6-12.73stop_loss
06-04 09:26BTCBuy64485.2→62895.4-12.77stop_loss
06-04 02:03BTCBuy63191.2→61637.1-12.75stop_loss
06-04 01:16BTCBuy64404.2→62820.4-12.74stop_loss
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-04 00:25BTCBuy65501.3→63890.8-12.74stop_loss
06-03 20:55BTCBuy66442.3→64808.3-12.79stop_loss
06-03 19:55BTCBuy66880.3→65231.1-12.85stop_loss
06-03 16:27BTCBuy67172.4→65518.9-12.78stop_loss
06-03 16:24BTCBuy67332.4→65676.9-12.77stop_loss
06-03 03:49BTCBuy67278.4→65621.9-12.77stop_loss
06-03 03:43BTCBuy67377.4→65720.8-12.75stop_loss
06-03 03:43BTCBuy67474.4→65814.8-12.75stop_loss
06-02 14:27BTCBuy69388.5→67670.8-12.83stop_loss
06-02 14:27BTCBuy69482.5→67764.7-12.82stop_loss
06-02 14:10BTCBuy70039.5→68314.4-12.78stop_loss
06-02 12:31BTCBuy70898.5→69151.9-12.83stop_loss
06-01 22:25BTCBuy73594.7→71210.8-16.78stop_loss
06-01 22:25BTCBuy73618.7→71210.8-16.96stop_loss
06-01 22:25BTCBuy73495.7→71210.8-16.16stop_loss
05-31 21:44BTCBuy73883.7→73708.3-1.64timeout
05-31 18:57BTCBuy73686.7→73582.3-1.34timeout
05-31 15:47BTCBuy73057.7→73621.3+3.25timeout
05-31 14:37BTCBuy72947.6→73709.3+4.73timeout

Paper vs Live

Paper (trades.jsonl)
83
closed
27%
win rate
-482.29
total pnl ($)
-116.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8327%-116.4-482.29

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems