deribit_basis_zscore_momentum_long_v2

not live
80
closed trades
45%
win rate
-216.85
total pnl ($)
0.761
weight
7d window — n=16 wr=50% pnl=-68.53  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 80 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 00:57BTCBuy59545→59797+1.73timeout
06-29 23:46BTCBuy59701→60241+4.10timeout
06-28 21:02BTCBuy60318→59620-6.24timeout
06-28 20:00BTCBuy60191→59467-6.44timeout
06-27 19:53BTCBuy59855→60166+2.20timeout
06-27 18:52BTCBuy59613→60491+6.94timeout
06-26 18:19BTCBuy59647→59977+2.20timeout
06-26 14:47BTCBuy59420→59630+1.27timeout
06-25 17:49BTCBuy59358→59462+0.46timeout
06-25 13:54BTCBuy60071→58540.8-13.11stop_loss
06-24 17:48BTCBuy60540→59050.5-12.74stop_loss
06-24 14:02BTCBuy62729.1→61184.3-12.76stop_loss
06-24 13:48BTCBuy62786.1→61241.3-12.75stop_loss
06-24 09:37BTCBuy62452.1→62633.9+0.94timeout
06-24 08:35BTCBuy62297.1→62728.9+2.95timeout
06-23 08:17BTCBuy63977.2→62403.7-12.76stop_loss
06-23 08:17BTCBuy63980.2→62403.7-12.79stop_loss
06-22 23:33BTCBuy63391.2→63945.8+3.98timeout
06-22 22:22BTCBuy63725.2→64240.8+3.59timeout
06-21 23:15BTCBuy64241.2→63700.8-4.63timeout
06-21 21:54BTCBuy64004.2→63800.8-2.04timeout
06-20 21:28BTCBuy63146.2→63926.8+5.74timeout
06-20 19:15BTCBuy63039.2→63865.8+6.12timeout
06-19 19:57BTCBuy62932.1→63024.8+0.25timeout
06-19 17:16BTCBuy62488.1→62966.9+3.38timeout
06-18 15:40BTCBuy64280.2→62699.5-12.47stop_loss
06-18 15:37BTCBuy64437.2→62842.4-12.53stop_loss
06-17 19:41BTCBuy65756.3→64138.7-12.76stop_loss
06-17 19:40BTCBuy65804.3→64185.7-12.75stop_loss
06-17 03:08BTCBuy65735.3→65845.7+0.35timeout
06-16 23:27BTCBuy66208.3→65687.7-4.47timeout
06-16 00:52BTCBuy65550.3→66288.7+5.18timeout
06-15 21:52BTCBuy65504.3→66396.7+6.31timeout
06-15 00:09BTCBuy64414.2→65738.7+9.81timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-13 23:08BTCBuy63469.2→64437.8+7.16timeout
06-13 19:33BTCBuy63636.2→64143.8+3.54timeout
06-12 22:02BTCBuy63533.2→63485.8-0.87timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 19:30BTCBuy61183.1→63873.8+21.43take_profit
06-11 16:03BTCBuy62479.1→62676.9+1.00timeout
06-10 16:09BTCBuy60909→62438.9+12.06timeout
06-10 15:09BTCBuy61588.1→61964.9+2.57timeout
06-09 14:36BTCBuy62900.1→61352.2-12.76stop_loss
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 22:04BTCBuy61807.1→63480.8+13.05timeout
06-08 20:52BTCBuy61908.1→63376.8+11.37timeout
06-07 21:50BTCBuy60837→61657.9+6.32timeout
06-07 15:16BTCBuy60546→61853.9+10.34timeout
06-06 19:32BTCBuy59472→60585+8.96timeout
06-06 14:32BTCBuy60329→60894+4.24timeout
06-05 18:52BTCBuy60912→59414.3-12.75stop_loss
06-05 15:39BTCBuy61601.1→60067.9-12.89stop_loss
06-05 13:49BTCBuy62894.1→61345.2-12.77stop_loss
06-05 12:11BTCBuy62435.1→62213.9-2.26timeout
06-05 06:23BTCBuy62810.1→61263.3-12.70stop_loss
06-04 09:26BTCBuy64436.2→62847.4-12.77stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 19:54BTCBuy67014.4→65364-12.79stop_loss
06-03 03:44BTCBuy67330.4→65673.9-12.76stop_loss
06-03 03:43BTCBuy67427.4→65768.8-12.75stop_loss
06-02 15:31BTCBuy68802.4→67107.1-12.77stop_loss
06-02 14:27BTCBuy69392.5→67685.8-12.76stop_loss
06-02 01:34BTCBuy72688.6→70897-12.86stop_loss
06-01 22:26BTCBuy73916.7→71242.8-18.67stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 16:59BTCBuy73896.7→73501.3-3.18timeout
05-31 14:58BTCBuy73895.7→73594.3-2.51timeout
05-30 18:27BTCBuy73857.7→73937.3-0.02timeout
05-30 16:43BTCBuy74040.7→73918.3-1.39timeout
05-30 14:58BTCBuy73110.7→73888.3+4.72timeout
05-30 09:54BTCBuy73704.7→73573.3-1.37timeout
05-30 08:42BTCBuy73783.7→73493.3-2.46timeout
05-29 14:17BTCBuy73452.7→72908.4-4.20timeout
05-29 13:07BTCBuy73361.7→73205.3-1.54timeout
05-29 10:19BTCBuy73453.7→73616.3+0.58timeout
05-29 09:11BTCBuy73247.7→73783.3+3.13timeout
05-29 08:04BTCBuy73345.7→73658.3+1.64timeout

Paper vs Live

Paper (trades.jsonl)
80
closed
45%
win rate
-216.85
total pnl ($)
-53.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8045%-53.9-216.85

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems