deribit_basis_zscore_mr_long_24h

not live
76
closed trades
46%
win rate
-188.88
total pnl ($)
0.983
weight
7d window — n=18 wr=44% pnl=-44.09  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 21:05BTCBuy60325→59623-6.27timeout
06-28 20:04BTCBuy60213→59486-6.46timeout
06-27 20:13BTCBuy59708→60243+4.09timeout
06-27 19:09BTCBuy59865→60566+5.44timeout
06-26 16:07BTCBuy59562→60293+5.58timeout
06-26 14:46BTCBuy59383→59621+1.50timeout
06-25 13:59BTCBuy59502→58039.1-12.66stop_loss
06-25 13:42BTCBuy61711.1→60193.9-12.72stop_loss
06-25 07:16BTCBuy59220→61827.9+21.57take_profit
06-24 17:20BTCBuy60913→59415.3-12.73stop_loss
06-24 16:51BTCBuy61303.1→59729.1-13.27stop_loss
06-24 13:09BTCBuy62104.1→62153.9-0.04timeout
06-24 12:08BTCBuy62455.1→62815.9+2.43timeout
06-23 08:17BTCBuy63953.2→62376.7-12.79stop_loss
06-23 08:17BTCBuy64008.2→62430.6-12.78stop_loss
06-23 00:55BTCBuy63764.2→64087.8+2.12timeout
06-22 23:33BTCBuy63361.2→63947.8+4.24timeout
06-21 23:14BTCBuy64255.2→63663.8-5.03timeout
06-21 21:55BTCBuy64011.2→63736.8-2.58timeout
06-20 22:01BTCBuy63063.2→63961.8+6.68timeout
06-20 21:00BTCBuy63190.2→63892.8+5.12timeout
06-19 19:57BTCBuy62932.1→63024.8+0.26timeout
06-19 17:16BTCBuy62488.1→62966.9+3.39timeout
06-18 15:40BTCBuy64280.2→62699.5-12.47stop_loss
06-18 15:37BTCBuy64440.2→62842.4-12.56stop_loss
06-17 19:50BTCBuy65667.3→64051.8-12.75stop_loss
06-17 19:39BTCBuy65601.3→64271.8-10.59timeout
06-17 05:45BTCBuy66112.3→65887.7-2.17timeout
06-16 18:05BTCBuy66788.3→66091.7-5.74timeout
06-16 04:01BTCBuy65883.3→66139.7+1.54timeout
06-15 16:10BTCBuy64436.2→67266.6+21.47take_profit
06-15 03:00BTCBuy64474.2→65414.7+6.81timeout
06-14 20:02BTCBuy64250.2→63821.8-3.83timeout
06-14 01:50BTCBuy63776.2→64611.8+6.13timeout
06-13 19:41BTCBuy63719.2→64268.8+3.86timeout
06-12 22:03BTCBuy63558.2→63486.8-1.06timeout
06-12 17:41BTCBuy63325.2→63820.8+3.45timeout
06-11 19:30BTCBuy61177.1→63865.8+21.41take_profit
06-11 16:10BTCBuy62415.1→62710.9+1.82timeout
06-10 16:16BTCBuy60977→62396.9+11.14timeout
06-10 15:15BTCBuy61666.1→61871.9+1.17timeout
06-09 14:36BTCBuy62900.1→61352.2-12.76stop_loss
06-09 14:21BTCBuy63165.2→61612.1-12.75stop_loss
06-08 22:54BTCBuy63057.2→63298.8+1.44timeout
06-08 20:46BTCBuy61755.1→63366.8+12.56timeout
06-07 22:00BTCBuy60683→61842.9+9.12timeout
06-07 15:22BTCBuy60550→61801.9+9.87timeout
06-06 19:39BTCBuy59768→60530+5.98timeout
06-06 14:26BTCBuy60440→60801+2.54timeout
06-05 18:52BTCBuy60887→59389.3-12.76stop_loss
06-05 16:09BTCBuy61471.1→59959-12.77stop_loss
06-05 13:49BTCBuy62749.1→61206.3-12.75stop_loss
06-05 06:21BTCBuy63109.2→61551.1-12.74stop_loss
06-05 06:21BTCBuy63123.2→61570.1-12.75stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-04 09:30BTCBuy64302.2→62720.5-12.74stop_loss
06-04 00:29BTCBuy65148.3→63546-12.74stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:54BTCBuy66943.3→65296.1-12.79stop_loss
06-03 19:54BTCBuy67014.4→65366-12.78stop_loss
06-03 03:28BTCBuy67734.4→66068.6-12.75stop_loss
06-02 23:01BTCBuy67836.4→66163.6-12.78stop_loss
06-02 13:00BTCBuy70644.5→68890.1-12.93stop_loss
06-02 12:17BTCBuy70955.5→69210.9-12.80stop_loss
06-01 05:17BTCBuy74154.7→73438.3-5.32timeout
06-01 02:45BTCBuy73903.7→73797.3-1.26timeout
05-30 22:06BTCBuy73355.7→73818.3+2.59timeout
05-30 20:16BTCBuy73593.7→73923.3+1.68timeout
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
05-29 15:24BTCBuy72852.6→73572.3+4.45timeout
05-29 14:14BTCBuy73295.7→72975.4-2.58timeout
05-29 13:07BTCBuy73391.7→73210.3-1.71timeout
05-29 11:31BTCBuy73326.7→73489.3+0.62timeout
05-29 10:29BTCBuy73367.7→73580.3+0.93timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
46%
win rate
-188.88
total pnl ($)
-49.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7646%-49.5-188.88

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems