deribit_basis_zscore_mean_revert_long_v3

not live
23
closed trades
43%
win rate
-76.62
total pnl ($)
0.926
weight
7d window — n=7 wr=14% pnl=-48.60  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59973→58495.8-12.78stop_loss
06-25 13:44BTCBuy61514.1→59997-12.76stop_loss
06-24 13:57BTCBuy62761.1→61217.3-12.75stop_loss
06-23 08:27BTCBuy63638.2→62071.8-12.75stop_loss
06-23 03:46BTCBuy64116.2→63989.8-1.44timeout
06-22 03:37BTCBuy64291.2→64180.8-1.38timeout
06-21 02:09BTCBuy63472.2→64202.8+5.27timeout
06-20 01:50BTCBuy62911.1→63522.8+4.40timeout
06-18 15:37BTCBuy64485.2→62897.4-12.74stop_loss
06-17 19:41BTCBuy65774.3→64146.7-12.85stop_loss
06-16 08:40BTCBuy65704.3→66514.7+5.78timeout
06-15 08:38BTCBuy64477.2→65701.7+9.03timeout
06-14 08:36BTCBuy63863.2→64472.8+4.29timeout
06-13 08:31BTCBuy63474.2→63811.8+2.11timeout
06-12 08:27BTCBuy62901.1→63495.8+4.17timeout
06-11 07:51BTCBuy61657.1→62672.9+7.64timeout
06-09 14:21BTCBuy63166.2→61613.1-12.75stop_loss
06-08 22:24BTCBuy62930.1→63300.8+2.46timeout
06-07 22:14BTCBuy60717→63382.8+21.51take_profit
06-06 04:14BTCBuy61589.1→60069.9-12.79stop_loss
06-05 06:00BTCBuy63739.2→62163.8-12.78stop_loss
06-04 00:29BTCBuy64924.2→63326.2-12.75stop_loss
06-03 03:49BTCBuy67279.4→65622.9-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
43%
win rate
-76.62
total pnl ($)
-66.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2343%-66.2-76.62

Recent bounces (last 20 of 1)

timesymsidereason
06-25 05:09BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems