deribit_basis_zscore_reversion_gated_long

not live
73
closed trades
38%
win rate
-295.36
total pnl ($)
0.746
weight
7d window — n=15 wr=27% pnl=-79.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 73 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 20:41BTCBuy59665→60230+4.34timeout
06-27 16:37BTCBuy60267→60657+2.81timeout
06-26 18:19BTCBuy59642→59988+2.34timeout
06-26 14:51BTCBuy59691→59719-0.27timeout
06-25 13:58BTCBuy59605→58139-12.67stop_loss
06-25 13:53BTCBuy60508→59017.5-12.69stop_loss
06-24 16:51BTCBuy61172.1→59667.2-12.73stop_loss
06-24 14:17BTCBuy62596.1→61055.4-12.75stop_loss
06-24 13:47BTCBuy62817.1→61271.3-12.75stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-24 06:43BTCBuy62867.1→62789.9-1.12timeout
06-23 06:27BTCBuy64068.2→62647.9-11.57timeout
06-23 06:21BTCBuy64213.2→62633.5-12.78stop_loss
06-22 06:11BTCBuy64183.2→64234.8-0.06timeout
06-22 03:37BTCBuy64361.2→64180.8-1.93timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-20 22:26BTCBuy63281.2→64147.8+6.39timeout
06-19 22:06BTCBuy62909.1→63042.8+0.57timeout
06-19 19:57BTCBuy62939.1→63018.8+0.15timeout
06-18 15:51BTCBuy64159.2→62580.6-12.66stop_loss
06-18 15:37BTCBuy64502.2→62879.4-12.83stop_loss
06-18 08:41BTCBuy64984.2→64508.8-4.13timeout
06-17 22:03BTCBuy65557.3→63944.8-12.75stop_loss
06-17 17:21BTCBuy65749.3→65907.7+0.68timeout
06-17 06:57BTCBuy66412.3→65575.7-6.77timeout
06-16 15:40BTCBuy66784.3→65828.7-7.68timeout
06-16 05:46BTCBuy65702.3→66106.7+2.68timeout
06-15 13:18BTCBuy64361.2→66756.7+18.18timeout
06-14 21:06BTCBuy64289.2→63993.8-2.77timeout
06-14 12:44BTCBuy63996.2→64330.8+2.17timeout
06-13 19:42BTCBuy63681.2→64249.8+4.01timeout
06-13 09:28BTCBuy63725.2→63787.8-0.05timeout
06-12 17:37BTCBuy63162.2→63852.8+5.00timeout
06-12 08:50BTCBuy62948.1→63386.8+2.94timeout
06-11 15:49BTCBuy62168.1→62625.9+3.14timeout
06-11 08:16BTCBuy61658.1→62766.9+8.42timeout
06-10 15:31BTCBuy61292.1→62298.9+7.71timeout
06-09 16:09BTCBuy62409.1→60873.5-12.77stop_loss
06-09 13:23BTCBuy63805.2→62235.8-12.72stop_loss
06-09 12:30BTCBuy63191.2→62596.9-5.10timeout
06-08 09:51BTCBuy62503.1→63441.8+7.05timeout
06-08 07:46BTCBuy62166.1→63156.8+7.48timeout
06-07 08:38BTCBuy61345.1→62631.9+10.06timeout
06-07 06:09BTCBuy61045.1→61673.9+4.75timeout
06-06 04:27BTCBuy61277.1→59770.1-12.75stop_loss
06-06 04:13BTCBuy61648.1→60129.9-12.77stop_loss
06-05 18:52BTCBuy60753→59259.4-12.75stop_loss
06-05 18:52BTCBuy60767→59272.4-12.76stop_loss
06-05 15:38BTCBuy61745.1→60224.9-12.75stop_loss
06-05 13:49BTCBuy62993.1→61442.2-12.76stop_loss
06-05 06:22BTCBuy62834.1→61284.3-12.78stop_loss
06-05 06:03BTCBuy63526.2→61959.9-12.78stop_loss
06-05 02:21BTCBuy64343.2→62752.5-12.81stop_loss
06-05 01:28BTCBuy62655.1→63304.8+4.77timeout
06-04 09:30BTCBuy64305.2→62722.5-12.75stop_loss
06-04 00:26BTCBuy65205.3→63602-12.74stop_loss
06-03 16:25BTCBuy67237.4→65582.9-12.77stop_loss
06-03 16:25BTCBuy67241.4→65582.9-12.81stop_loss
06-03 03:50BTCBuy67126.4→65473-12.77stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 13:01BTCBuy70610.5→68870.1-12.82stop_loss
06-02 12:34BTCBuy70850.5→69108-12.81stop_loss
06-01 04:37BTCBuy74164.7→73425.3-5.46timeout
05-31 18:45BTCBuy74097.7→73600.3-3.87timeout
05-31 14:59BTCBuy73894.7→73569.3-2.67timeout
05-30 21:05BTCBuy73681.7→73945.3+1.23timeout
05-30 17:21BTCBuy74201.7→73928.3-2.41timeout
05-30 12:08BTCBuy73348.7→73564.3+0.97timeout
05-30 07:51BTCBuy73399.7→73489.3+0.12timeout
05-29 18:55BTCBuy73704.7→73357.3-2.83timeout
05-29 15:44BTCBuy73009.7→73786.3+4.82timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout
05-29 10:57BTCBuy73416.7→73632.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
73
closed
38%
win rate
-295.36
total pnl ($)
-80.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7338%-80.6-295.36

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems