deribit_basis_zscore_momentum_long_v5

not live
46
closed trades
46%
win rate
-118.91
total pnl ($)
1.152
weight
7d window — n=8 wr=62% pnl=-17.12  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 01:32BTCBuy60161→59298-7.65timeout
06-27 21:16BTCBuy59727→60353+4.86timeout
06-26 19:18BTCBuy59211→59899+5.25timeout
06-25 17:55BTCBuy59431→59555+0.62timeout
06-24 16:51BTCBuy61303.1→59729.1-13.27stop_loss
06-24 12:08BTCBuy62455.1→62815.9+2.43timeout
06-23 08:17BTCBuy63966.2→62386.7-12.81stop_loss
06-22 22:21BTCBuy63705.2→64202.8+3.45timeout
06-21 21:24BTCBuy63926.2→63650.8-2.61timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-19 17:58BTCBuy62571.1→63184.8+4.45timeout
06-18 15:37BTCBuy64440.2→62842.4-12.56stop_loss
06-17 19:39BTCBuy65601.3→64271.8-10.59timeout
06-16 17:15BTCBuy66856.3→65760.7-8.73timeout
06-15 16:10BTCBuy64436.2→67266.6+21.47take_profit
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-13 19:33BTCBuy63636.2→64143.8+3.54timeout
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+2.57timeout
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 22:43BTCBuy63092.2→63265.8+0.90timeout
06-07 21:49BTCBuy60813→61703.9+6.90timeout
06-06 19:33BTCBuy59622→60615+7.93timeout
06-05 18:51BTCBuy60994→59494.3-12.75stop_loss
06-05 14:26BTCBuy61876.1→60354.8-12.74stop_loss
06-05 11:34BTCBuy62492.1→62326.9-1.81timeout
06-04 09:26BTCBuy64436.2→62848.4-12.76stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-03 16:24BTCBuy67293.4→65638.9-12.77stop_loss
06-03 03:43BTCBuy67473.4→65810.8-12.78stop_loss
06-02 14:27BTCBuy69333.5→67628.8-12.75stop_loss
06-02 02:05BTCBuy72242.6→70461.2-12.86stop_loss
06-01 03:39BTCBuy74118.7→73864.3-2.24timeout
05-31 12:07BTCBuy73571.7→73864.3+1.41timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-30 18:30BTCBuy73776.7→73930.3+0.48timeout
05-30 16:45BTCBuy73974.7→73926.3-0.89timeout
05-30 14:59BTCBuy73073.7→73887.3+4.97timeout
05-30 09:55BTCBuy73706.7→73575.3-1.37timeout
05-30 08:42BTCBuy73773.7→73494.3-2.39timeout
05-29 14:19BTCBuy73493.7→72714.4-5.82timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 10:02BTCBuy73512.7→73681.3+0.62timeout
05-29 08:57BTCBuy73282.7→73614.3+1.75timeout
05-29 07:53BTCBuy73364.7→73389.3-0.32timeout

Paper vs Live

Paper (trades.jsonl)
46
closed
46%
win rate
-118.91
total pnl ($)
-51.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4646%-51.1-118.91

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems