deribit_basis_zscore_reversion_long_fear

not live
72
closed trades
46%
win rate
-198.40
total pnl ($)
0.825
weight
7d window — n=17 wr=47% pnl=-58.05  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 72 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 19:12BTCBuy59483→60204+5.46timeout
06-29 18:04BTCBuy59623→60405+5.96timeout
06-28 18:00BTCBuy60500→59555-8.24timeout
06-28 16:54BTCBuy60796→59629-10.04timeout
06-27 15:41BTCBuy60415→60793+2.69timeout
06-27 14:34BTCBuy59836→60592+5.86timeout
06-26 15:16BTCBuy58852.9→59835+7.84timeout
06-26 14:15BTCBuy59339→59918+4.38timeout
06-25 13:59BTCBuy59554→58088-12.69stop_loss
06-25 13:53BTCBuy60472→58967.6-12.82stop_loss
06-24 16:51BTCBuy61295.1→59739.1-13.12stop_loss
06-24 15:49BTCBuy61836.1→60307.8-12.80stop_loss
06-24 13:11BTCBuy62050.1→62038.9-0.55timeout
06-24 12:10BTCBuy62464.1→62871.9+2.81timeout
06-23 08:17BTCBuy63994.2→62415.7-12.80stop_loss
06-23 06:20BTCBuy64478.2→62888.4-12.79stop_loss
06-22 23:31BTCBuy63580.2→63993.8+2.80timeout
06-22 18:10BTCBuy63976.2→64645.8+4.73timeout
06-21 23:12BTCBuy64244.2→63682.8-4.80timeout
06-21 17:40BTCBuy63796.2→64045.8+1.59timeout
06-20 21:54BTCBuy63068.2→63990.8+6.87timeout
06-20 17:14BTCBuy62963.1→63917.8+7.10timeout
06-19 19:57BTCBuy62931.1→62993.9+0.02timeout
06-19 15:56BTCBuy62428.1→63240.8+5.91timeout
06-18 15:51BTCBuy64117.2→62519.6-12.94stop_loss
06-18 15:37BTCBuy64446.2→62843.4-12.86stop_loss
06-18 08:40BTCBuy64957.2→64523.8-3.79timeout
06-17 19:42BTCBuy65707.3→64085.7-12.81stop_loss
06-17 08:05BTCBuy66346.3→65448.7-7.15timeout
06-17 04:40BTCBuy65844.3→65886.7-0.17timeout
06-16 07:03BTCBuy65732.3→66333.7+4.21timeout
06-16 03:58BTCBuy65890.3→66112.7+1.28timeout
06-15 05:37BTCBuy64285.2→65712.7+10.64timeout
06-15 03:34BTCBuy64507.2→65696.7+8.73timeout
06-14 04:41BTCBuy63583.2→64403.8+6.05timeout
06-14 01:50BTCBuy63781.2→64611.8+6.09timeout
06-13 03:02BTCBuy63570.2→63654.8+0.21timeout
06-12 23:40BTCBuy63666.2→63553.8-1.38timeout
06-12 00:07BTCBuy61649.1→63769.8+16.63timeout
06-11 19:30BTCBuy61197.1→63883.8+21.39take_profit
06-10 22:17BTCBuy62600.1→61060.4-12.75stop_loss
06-10 15:27BTCBuy61356.1→62239.9+6.70timeout
06-10 14:30BTCBuy61547.1→62001.9+3.22timeout
06-09 14:44BTCBuy62812.1→61266.3-12.76stop_loss
06-09 14:21BTCBuy63153.2→61596.1-12.78stop_loss
06-08 22:09BTCBuy61834.1→63447.8+12.56timeout
06-08 20:51BTCBuy61912.1→63371.8+11.30timeout
06-07 21:58BTCBuy60737→61748.9+7.90timeout
06-07 18:39BTCBuy60634→62170.9+12.27timeout
06-06 19:39BTCBuy59758→60527+6.04timeout
06-06 18:37BTCBuy59995→60547+4.20timeout
06-05 18:52BTCBuy60866→59369.3-12.75stop_loss
06-05 15:39BTCBuy61584.1→60069.9-12.73stop_loss
06-05 14:26BTCBuy61924.1→60400.8-12.75stop_loss
06-05 11:16BTCBuy62370.1→62262.9-1.35timeout
06-05 06:23BTCBuy62729.1→61178.3-12.80stop_loss
06-05 03:02BTCBuy63476.2→62453.9-8.45timeout
06-04 09:27BTCBuy64390.2→62803.4-12.77stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 16:27BTCBuy67186.4→65533.9-12.77stop_loss
06-03 16:24BTCBuy67301.4→65645.9-12.78stop_loss
06-03 03:50BTCBuy67120.4→65469-12.76stop_loss
06-03 03:33BTCBuy67647.4→65981.7-12.77stop_loss
06-02 13:00BTCBuy70660.5→68891.1-13.03stop_loss
06-02 12:51BTCBuy70752.5→69013-12.80stop_loss
06-01 15:25BTCBuy73704.7→71111.9-18.16stop_loss
06-01 15:25BTCBuy73585.7→71111.9-17.39stop_loss
05-31 16:31BTCBuy73880.7→73537.3-2.84timeout
05-31 14:42BTCBuy74032.7→73623.3-3.23timeout
05-29 16:36BTCBuy73187.7→74030.3+5.27timeout
05-29 10:33BTCBuy73392.7→73546.3+0.54timeout

Paper vs Live

Paper (trades.jsonl)
72
closed
46%
win rate
-198.40
total pnl ($)
-54.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7246%-54.8-198.40

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems