deribit_basis_zscore_neg_compress_chop_long

not live
45
closed trades
56%
win rate
-67.60
total pnl ($)
0.856
weight
7d window — n=19 wr=47% pnl=-60.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 14:16BTCBuy60040→60608+4.27timeout
06-26 13:18BTCBuy60337→58850.6-12.78stop_loss
06-25 13:45BTCBuy61323.1→59812.1-12.77stop_loss
06-24 13:48BTCBuy62801.1→61255.3-12.76stop_loss
06-24 13:46BTCBuy62842.1→61294.3-12.76stop_loss
06-24 07:34BTCBuy62922.1→62690.9-2.34timeout
06-23 06:58BTCBuy63999.2→62915.9-8.94timeout
06-23 06:21BTCBuy64350.2→62767.5-12.77stop_loss
06-23 05:15BTCBuy65137.3→63534-12.77stop_loss
06-23 00:55BTCBuy63807.2→64095.8+1.84timeout
06-22 18:52BTCBuy64123.2→64411.8+1.74timeout
06-22 12:46BTCBuy64030.2→65060.7+7.45timeout
06-22 06:43BTCBuy64287.2→64004.8-2.66timeout
06-22 00:39BTCBuy64296.2→63952.8-3.16timeout
06-21 18:35BTCBuy63817.2→64122.8+1.99timeout
06-21 12:29BTCBuy63708.2→63985.8+1.79timeout
06-21 06:23BTCBuy63706.2→64224.8+3.61timeout
06-21 00:19BTCBuy63480.2→64211.8+5.27timeout
06-20 18:15BTCBuy63133.2→63808.8+4.89timeout
06-20 12:12BTCBuy62625.1→63745.8+8.46timeout
06-20 06:06BTCBuy62789.1→63668.8+6.55timeout
06-20 00:02BTCBuy62884.1→63527.8+4.64timeout
06-19 18:00BTCBuy62591.1→63159.8+4.09timeout
06-18 15:57BTCBuy63934.2→62355.7-12.78stop_loss
06-18 15:56BTCBuy63953.2→62379.7-12.75stop_loss
06-18 15:37BTCBuy64446.2→62839.4-12.90stop_loss
06-18 11:50BTCBuy64818.2→63853.8-7.96timeout
06-17 19:46BTCBuy65682.3→64066.7-12.78stop_loss
06-17 19:38BTCBuy65846.3→64225.7-12.76stop_loss
06-17 19:29BTCBuy65866.3→64244.6-12.79stop_loss
06-17 17:46BTCBuy65742.3→65847.7+0.27timeout
06-17 10:56BTCBuy66370.3→64738.4-12.83stop_loss
06-17 05:40BTCBuy66071.3→65843.7-2.21timeout
06-16 23:33BTCBuy66198.3→65705.7-4.26timeout
06-16 11:19BTCBuy66102.3→66524.7+2.68timeout
06-16 05:16BTCBuy65685.3→65946.7+1.59timeout
06-15 22:53BTCBuy65382.3→66216.7+5.89timeout
06-15 13:25BTCBuy64110.2→66925.7+21.53take_profit
06-15 10:45BTCBuy64592.2→65743.7+8.47timeout
06-15 04:44BTCBuy64364.2→65630.7+9.36timeout
06-14 22:43BTCBuy64494.2→65365.7+6.26timeout
06-14 16:41BTCBuy64033.2→64129.8+0.26timeout
06-14 10:40BTCBuy63819.2→64593.8+5.59timeout
06-14 04:38BTCBuy63574.2→64406.8+6.15timeout
06-13 21:35BTCBuy63503.2→64257.8+5.47timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
56%
win rate
-67.60
total pnl ($)
-29.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4556%-29.6-67.60

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:56BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems