deribit_basis_zscore_reversal_long_v5

not live
71
closed trades
37%
win rate
-234.48
total pnl ($)
0.830
weight
7d window — n=15 wr=33% pnl=-65.41  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 09:19BTCBuy60302→60342-0.12timeout
06-28 07:06BTCBuy60314→60073-2.43timeout
06-27 06:16BTCBuy59711→60106+2.85timeout
06-27 02:37BTCBuy58842.9→60223+11.28timeout
06-26 02:13BTCBuy60130→58650.7-12.74stop_loss
06-25 17:42BTCBuy59383→59588+1.31timeout
06-25 13:53BTCBuy60268→58785.7-12.65stop_loss
06-24 14:19BTCBuy62511.1→60965.5-12.80stop_loss
06-24 13:47BTCBuy62827.1→61282.3-12.74stop_loss
06-24 10:11BTCBuy62433.1→62570.9+0.63timeout
06-24 08:10BTCBuy62817.1→62592.9-2.31timeout
06-23 06:22BTCBuy64095.2→62510.6-12.83stop_loss
06-23 06:21BTCBuy64130.2→62545.6-12.83stop_loss
06-22 09:34BTCBuy64082.2→64118.8-0.25timeout
06-22 07:27BTCBuy64166.2→64248.8+0.24timeout
06-21 02:47BTCBuy63392.2→64209.8+5.98timeout
06-21 00:46BTCBuy63543.2→64254.8+5.10timeout
06-20 00:35BTCBuy62996.1→63722.8+5.29timeout
06-19 20:22BTCBuy63110.2→62968.9-1.61timeout
06-18 15:57BTCBuy63916.2→62344.7-12.59stop_loss
06-18 15:40BTCBuy64272.2→62676.5-12.98stop_loss
06-18 04:11BTCBuy65349.3→63741.9-12.76stop_loss
06-17 19:40BTCBuy65824.3→64200.7-12.80stop_loss
06-17 17:17BTCBuy65809.3→65855.7-0.16timeout
06-17 04:41BTCBuy65857.3→65900.7-0.17timeout
06-16 15:21BTCBuy66670.3→65742.7-7.49timeout
06-15 21:52BTCBuy65494.3→66388.7+6.32timeout
06-15 13:22BTCBuy64057.2→66869.7+21.52take_profit
06-14 09:44BTCBuy63788.2→64525.8+5.28timeout
06-14 07:34BTCBuy63735.2→64321.8+4.15timeout
06-13 07:24BTCBuy63015.2→63713.8+5.08timeout
06-13 05:20BTCBuy63494.2→63547.8-0.01timeout
06-12 06:45BTCBuy62876.1→62933.9-0.04timeout
06-12 01:10BTCBuy61944.1→63485.8+11.86timeout
06-10 18:59BTCBuy61766.1→61844.9+0.13timeout
06-10 16:23BTCBuy60969→62251.9+10.03timeout
06-09 14:46BTCBuy62797.1→61252.3-12.76stop_loss
06-09 14:29BTCBuy63039.2→61489.2-12.75stop_loss
06-09 00:48BTCBuy64010.2→62435.6-12.76stop_loss
06-08 21:49BTCBuy61712.1→63755.8+16.07timeout
06-08 13:40BTCBuy61732.1→63546.8+14.20timeout
06-07 20:46BTCBuy60685→61766.9+8.49timeout
06-07 12:31BTCBuy60632→61896.9+9.97timeout
06-06 18:58BTCBuy59431→60638+9.76timeout
06-06 04:11BTCBuy61810.1→60289.8-12.75stop_loss
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:37BTCBuy61425.1→59914-12.76stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62435.1→60899.5-12.75stop_loss
06-05 06:23BTCBuy62767.1→61213.3-12.82stop_loss
06-05 06:21BTCBuy63085.2→61534.1-12.74stop_loss
06-05 02:21BTCBuy62610.1→62889.9+1.79timeout
06-04 10:30BTCBuy63938.2→62365.7-12.72stop_loss
06-04 01:16BTCBuy64517.2→62929.4-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 20:55BTCBuy66451.3→64806.3-12.87stop_loss
06-03 19:44BTCBuy66886.3→65788.7-8.72timeout
06-02 22:59BTCBuy67965.4→66230.6-13.22stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss
06-02 02:05BTCBuy72213.6→70430.2-12.88stop_loss
06-01 22:25BTCBuy73471.7→71201.8-16.02stop_loss
06-01 04:40BTCBuy74168.7→73432.3-5.44timeout
05-31 19:31BTCBuy73956.7→73493.3-3.59timeout
05-31 14:57BTCBuy73901.7→73652.3-2.15timeout
05-30 21:09BTCBuy73692.7→73945.3+1.15timeout
05-30 15:07BTCBuy73492.7→73857.3+1.88timeout
05-30 07:52BTCBuy73396.7→73486.3+0.12timeout
05-29 23:32BTCBuy73666.7→73334.3-2.72timeout
05-29 18:50BTCBuy73591.7→73518.3-0.93timeout
05-29 15:50BTCBuy72915.6→73830.3+5.77timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
37%
win rate
-234.48
total pnl ($)
-65.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7137%-65.6-234.48

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems