deribit_basis_zscore_mean_revert_long

not live
43
closed trades
53%
win rate
-109.41
total pnl ($)
1.061
weight
7d window — n=9 wr=56% pnl=-29.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:09BTCBuy59865→60566+5.44timeout
06-26 15:26BTCBuy59196→60281+8.64timeout
06-25 13:57BTCBuy59832→58300.9-13.16stop_loss
06-24 17:20BTCBuy61034.1→59472.3-13.23stop_loss
06-24 13:43BTCBuy63069.2→61455.2-13.24stop_loss
06-24 09:18BTCBuy62437.1→62705.9+1.64timeout
06-23 08:20BTCBuy63953.2→62296.7-13.39stop_loss
06-22 21:11BTCBuy63527.2→64368.8+6.17timeout
06-21 18:44BTCBuy63814.2→64131.8+2.08timeout
06-20 18:27BTCBuy63120.2→63818.8+5.09timeout
06-19 17:16BTCBuy62488.1→62966.9+3.39timeout
06-18 15:39BTCBuy64440.2→62790.4-12.97stop_loss
06-17 19:40BTCBuy65863.3→64175.7-13.27stop_loss
06-17 03:22BTCBuy65651.3→65737.7+0.16timeout
06-15 21:18BTCBuy64436.2→66480.7+15.36timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-13 19:41BTCBuy63719.2→64268.8+3.86timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 15:09BTCBuy61588.1→61964.9+2.56timeout
06-09 14:20BTCBuy63302.2→61676.1-13.31stop_loss
06-08 21:32BTCBuy61783.1→63605.8+14.26timeout
06-07 19:56BTCBuy60636→61279.9+4.90timeout
06-06 19:35BTCBuy59727→60547+6.47timeout
06-05 18:52BTCBuy60887→59327.4-13.26stop_loss
06-05 16:10BTCBuy61471.1→59895-13.24stop_loss
06-05 06:21BTCBuy63123.2→61508.2-13.24stop_loss
06-05 03:04BTCBuy63696.2→62531.9-9.53timeout
06-04 00:25BTCBuy65522.3→63845.9-13.24stop_loss
06-03 19:55BTCBuy66943.3→65229.1-13.29stop_loss
06-02 22:58BTCBuy68003.4→66263.5-13.25stop_loss
06-01 22:26BTCBuy73883.7→71239.8-18.49stop_loss
05-31 16:55BTCBuy73896.7→73521.3-3.04timeout
05-31 14:58BTCBuy73894.7→73583.3-2.59timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-31 05:09BTCBuy73502.7→74161.3+3.97timeout
05-31 03:06BTCBuy73752.7→74061.3+1.58timeout
05-30 12:21BTCBuy73316.7→73635.3+1.68timeout
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
05-29 10:57BTCBuy73416.7→73631.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
53%
win rate
-109.41
total pnl ($)
-50.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4353%-50.5-109.41

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems