deribit_basis_zscore_reversion_long_v16

not live
29
closed trades
34%
win rate
-94.15
total pnl ($)
0.939
weight
7d window — n=7 wr=14% pnl=-47.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60321→58836.6-12.77stop_loss
06-25 13:44BTCBuy61641.1→60123.9-12.73stop_loss
06-24 13:47BTCBuy62816.1→61266.3-12.78stop_loss
06-24 06:04BTCBuy63334.2→62757.9-5.06timeout
06-23 05:58BTCBuy64193.2→63344.8-7.09timeout
06-22 05:41BTCBuy64304.2→64288.8-0.58timeout
06-21 05:24BTCBuy63695.2→64238.8+3.82timeout
06-20 05:32BTCBuy62602.1→63653.8+7.95timeout
06-18 15:57BTCBuy63931.2→62344.7-12.71stop_loss
06-17 19:38BTCBuy65844.3→64224.7-12.75stop_loss
06-16 17:31BTCBuy66750.3→65689.7-8.47timeout
06-15 13:16BTCBuy63913.2→66723.7+21.55take_profit
06-14 16:58BTCBuy63981.2→63919.8-1.00timeout
06-13 17:29BTCBuy63766.2→64067.8+1.90timeout
06-12 17:14BTCBuy62443.1→63869.8+10.96timeout
06-11 16:58BTCBuy62137.1→62561.9+2.89timeout
06-10 16:40BTCBuy60809→62314.9+11.87timeout
06-09 13:36BTCBuy63746.2→62177.8-12.74stop_loss
06-08 14:11BTCBuy61766.1→63772.8+15.75timeout
06-07 13:59BTCBuy60782→61722.9+7.27timeout
06-05 18:52BTCBuy60952→59453.3-12.76stop_loss
06-05 03:06BTCBuy63886.2→62314.7-12.72stop_loss
06-03 23:38BTCBuy65865.3→64245.6-12.75stop_loss
06-03 03:28BTCBuy67789.4→66118.6-12.78stop_loss
06-02 09:02BTCBuy71384.6→69623.7-12.85stop_loss
06-01 15:33BTCBuy73696.7→71307.8-16.80stop_loss
05-31 16:49BTCBuy73881.7→73424.3-3.61timeout
05-30 14:17BTCBuy72943.6→73913.3+6.09timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
34%
win rate
-94.15
total pnl ($)
-64.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2934%-64.5-94.15

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems