deribit_basis_zscore_momentum_long_v3

not live
40
closed trades
40%
win rate
-158.92
total pnl ($)
0.973
weight
7d window — n=8 wr=38% pnl=-38.23  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 40 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 12:03BTCBuy60490→59000.5-12.75stop_loss
06-29 18:21BTCBuy59615→60422+6.17timeout
06-28 16:51BTCBuy60799→59627-10.06timeout
06-27 15:41BTCBuy60415→60793+2.69timeout
06-26 14:40BTCBuy59671→59571-1.34timeout
06-25 13:53BTCBuy60472→58967.6-12.82stop_loss
06-24 15:58BTCBuy61745.1→60225.9-12.77stop_loss
06-24 12:11BTCBuy62404.1→62791.9+2.65timeout
06-23 08:17BTCBuy63994.2→62418.7-12.77stop_loss
06-22 22:21BTCBuy63707.2→64202.8+3.44timeout
06-21 21:23BTCBuy63918.2→63727.8-1.94timeout
06-20 19:18BTCBuy63035.2→63845.8+5.99timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:37BTCBuy64446.2→62861.4-12.72stop_loss
06-17 19:42BTCBuy65732.3→64108.7-12.83stop_loss
06-16 18:05BTCBuy66781.3→66091.7-5.69timeout
06-15 15:52BTCBuy64375.2→67203.6+21.53take_profit
06-14 21:11BTCBuy64258.2→63991.8-2.55timeout
06-13 19:28BTCBuy63724.2→64135.8+2.78timeout
06-12 17:41BTCBuy63321.2→63812.8+3.42timeout
06-11 16:00BTCBuy62568.1→62756.9+0.92timeout
06-10 14:30BTCBuy61578.1→62043.9+3.30timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-08 22:07BTCBuy61769.1→63467.8+13.26timeout
06-07 22:00BTCBuy60726→61745.9+7.97timeout
06-06 19:39BTCBuy59758→60527+6.04timeout
06-05 18:52BTCBuy60866→59369.3-12.75stop_loss
06-05 15:39BTCBuy61584.1→60066.9-12.75stop_loss
06-05 06:23BTCBuy62729.1→61175.3-12.83stop_loss
06-05 02:30BTCBuy64190.2→62611.5-12.74stop_loss
06-04 09:30BTCBuy64252.2→62671.5-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:54BTCBuy66991.3→65325.1-12.92stop_loss
06-03 03:43BTCBuy67403.4→65738.8-12.80stop_loss
06-02 14:10BTCBuy69983.5→68252.4-12.83stop_loss
06-01 22:26BTCBuy73592.7→71239.8-16.57stop_loss
05-31 16:32BTCBuy73881.7→73531.3-2.88timeout
05-31 14:42BTCBuy74032.7→73623.3-3.23timeout
05-29 16:36BTCBuy73187.7→74030.3+5.26timeout
05-29 10:34BTCBuy73394.7→73566.3+0.67timeout

Paper vs Live

Paper (trades.jsonl)
40
closed
40%
win rate
-158.92
total pnl ($)
-79.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4040%-79.1-158.92

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems