deribit_basis_zscore_reversion_long_eth

not live
5
closed trades
60%
win rate
+1.34
total pnl ($)
1.250
weight
7d window — n=4 wr=50% pnl=-0.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 5 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 07:19ETHBuy1571.26→1579.44+2.10timeout
06-29 06:19ETHBuy1564.96→1585.74+6.15timeout
06-29 05:14ETHBuy1571.26→1565.54-2.27timeout
06-29 04:08ETHBuy1574.06→1581.14+1.77timeout
06-28 19:48ETHBuy1577.46→1558.24-6.42timeout

Paper vs Live

Paper (trades.jsonl)
5
closed
60%
win rate
+1.34
total pnl ($)
+5.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
ETH560%+5.3+1.34

Recent bounces (last 20 of 2)

timesymsidereason
06-29 08:18ETHBuycircuit_breaker
06-29 07:08ETHBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems