deribit_basis_zscore_momentum_long_v6

not live
67
closed trades
45%
win rate
-178.13
total pnl ($)
0.821
weight
7d window — n=14 wr=50% pnl=-48.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 67 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 03:47BTCBuy59935→59597-3.20timeout
06-29 23:32BTCBuy59633→60224+4.54timeout
06-29 02:25BTCBuy60054→59290-6.84timeout
06-28 22:19BTCBuy59942→59260-6.15timeout
06-27 21:59BTCBuy59898→60170+1.89timeout
06-27 17:59BTCBuy60034→60545+3.82timeout
06-26 20:03BTCBuy59603→59849+1.48timeout
06-26 14:43BTCBuy59427→59570+0.70timeout
06-25 13:57BTCBuy59821→58340.9-12.77stop_loss
06-25 13:53BTCBuy60472→58961.6-12.88stop_loss
06-24 13:44BTCBuy62911.1→61364.2-12.74stop_loss
06-24 12:36BTCBuy62361.1→62777.9+2.89timeout
06-24 08:35BTCBuy62286.1→62737.9+3.08timeout
06-23 08:24BTCBuy63837.2→62265.7-12.75stop_loss
06-23 06:08BTCBuy64659.2→63068.3-12.78stop_loss
06-23 01:11BTCBuy63902.2→64233.8+2.15timeout
06-22 04:46BTCBuy64462.2→63985.8-4.17timeout
06-22 00:45BTCBuy64265.2→63879.8-3.46timeout
06-21 00:00BTCBuy63579.2→64282.8+5.07timeout
06-20 19:18BTCBuy63026.2→63845.8+6.06timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-19 15:50BTCBuy62738.1→63178.8+3.15timeout
06-18 15:37BTCBuy64514.2→62927.4-12.50stop_loss
06-18 09:29BTCBuy65027.3→64215.8-6.77timeout
06-17 19:40BTCBuy65803.3→64184.7-12.77stop_loss
06-17 08:49BTCBuy66466.3→64831.3-12.76stop_loss
06-17 04:37BTCBuy65827.3→65855.7-0.28timeout
06-16 11:57BTCBuy66218.3→66420.7+0.99timeout
06-15 21:53BTCBuy65494.3→66389.7+6.33timeout
06-15 08:09BTCBuy64417.2→65671.7+9.29timeout
06-14 21:06BTCBuy64292.2→63993.8-2.79timeout
06-14 06:11BTCBuy63572.2→64421.8+6.24timeout
06-13 19:28BTCBuy63723.2→64135.8+2.78timeout
06-13 02:37BTCBuy63576.2→63694.8+0.48timeout
06-12 18:26BTCBuy63401.2→63701.8+1.90timeout
06-12 01:12BTCBuy61949.1→63456.8+11.59timeout
06-11 16:21BTCBuy62269.1→62742.9+3.23timeout
06-10 19:09BTCBuy61839.1→61896.9-0.05timeout
06-10 15:09BTCBuy61633.1→61969.9+2.24timeout
06-09 14:04BTCBuy63646.2→62080.8-12.75stop_loss
06-09 12:30BTCBuy63145.2→62603.9-4.70timeout
06-08 11:15BTCBuy62422.1→63446.8+7.74timeout
06-08 07:05BTCBuy62131.1→62799.9+4.90timeout
06-07 08:48BTCBuy60282→62929.9+21.53take_profit
06-07 04:58BTCBuy60038→61876.9+14.89timeout
06-06 04:31BTCBuy61254.1→59746.1-12.76stop_loss
06-05 18:52BTCBuy60837→59340.3-12.75stop_loss
06-05 18:52BTCBuy60859→59362.3-12.76stop_loss
06-05 14:04BTCBuy62133.1→60601.7-12.78stop_loss
06-05 12:07BTCBuy62477.1→62077.9-3.68timeout
06-05 02:43BTCBuy64105.2→62524.6-12.76stop_loss
06-04 09:26BTCBuy64436.2→62848.4-12.76stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66943.3→65296.1-12.79stop_loss
06-03 19:36BTCBuy66657.3→65688.7-7.78timeout
06-03 03:50BTCBuy67052.4→65403-12.75stop_loss
06-02 14:10BTCBuy69983.5→68256.4-12.80stop_loss
06-02 13:00BTCBuy70644.5→68890.1-12.93stop_loss
06-01 00:34BTCBuy73995.7→73840.3-1.50timeout
05-31 14:40BTCBuy74016.7→73642.3-2.99timeout
05-31 03:12BTCBuy73743.7→74074.3+1.73timeout
05-30 12:04BTCBuy73408.7→73563.3+0.56timeout
05-30 07:51BTCBuy73399.7→73491.3+0.13timeout
05-29 23:35BTCBuy73656.7→73271.3-3.09timeout
05-29 16:59BTCBuy73407.7→74043.3+3.79timeout
05-29 12:20BTCBuy73327.7→73307.3-0.62timeout
05-29 08:04BTCBuy73345.7→73658.3+1.64timeout

Paper vs Live

Paper (trades.jsonl)
67
closed
45%
win rate
-178.13
total pnl ($)
-52.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6745%-52.9-178.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems