deribit_basis_zscore_reversion_long_v23

not live
54
closed trades
41%
win rate
-177.75
total pnl ($)
0.633
weight
7d window — n=11 wr=18% pnl=-79.08  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 54 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 22:17BTCBuy59579→60435+6.58timeout
06-29 07:14BTCBuy60123→60000-1.62timeout
06-28 19:10BTCBuy60554→59515-9.01timeout
06-28 07:09BTCBuy60294→60080-2.21timeout
06-26 17:15BTCBuy59575→60101+3.85timeout
06-26 13:19BTCBuy59972→58494.8-12.78stop_loss
06-25 13:57BTCBuy59830→58346.9-12.77stop_loss
06-25 13:44BTCBuy61603.1→60087.9-12.73stop_loss
06-24 14:19BTCBuy62432.1→60888.5-12.80stop_loss
06-24 14:02BTCBuy62695.1→61149.4-12.77stop_loss
06-23 08:27BTCBuy63629.2→62053.9-12.82stop_loss
06-23 05:23BTCBuy65010.3→63410.1-12.77stop_loss
06-23 03:44BTCBuy64139.2→63963.8-1.82timeout
06-22 15:42BTCBuy64247.2→65051.7+5.74timeout
06-22 03:32BTCBuy64309.2→64359.8-0.14timeout
06-21 14:49BTCBuy63828.2→63997.8+0.94timeout
06-20 22:26BTCBuy63281.2→64147.8+6.40timeout
06-19 22:58BTCBuy62854.1→63303.8+3.09timeout
06-18 15:53BTCBuy64045.2→62469.6-12.78stop_loss
06-18 15:39BTCBuy64377.2→62792.4-12.74stop_loss
06-18 10:46BTCBuy64925.2→63988.8-7.77timeout
06-17 19:50BTCBuy65658.3→64041.8-12.79stop_loss
06-17 08:39BTCBuy66566.3→64925.3-12.76stop_loss
06-16 22:31BTCBuy66119.3→65733.7-3.46timeout
06-16 10:29BTCBuy65697.3→66645.7+6.74timeout
06-15 22:23BTCBuy65226.3→66322.7+7.91timeout
06-15 10:18BTCBuy64527.2→65692.7+8.59timeout
06-14 22:14BTCBuy64374.2→65180.7+5.77timeout
06-14 10:13BTCBuy63750.2→64500.8+5.40timeout
06-13 22:09BTCBuy63498.2→64390.8+6.55timeout
06-13 10:08BTCBuy63716.2→63746.8-0.29timeout
06-12 22:28BTCBuy63529.2→63595.8+0.02timeout
06-12 10:16BTCBuy62891.1→63732.8+6.14timeout
06-11 19:32BTCBuy61217.1→63904.8+21.39take_profit
06-11 08:15BTCBuy61610.1→62782.9+8.93timeout
06-10 19:49BTCBuy61808.1→61946.9+0.60timeout
06-09 14:21BTCBuy63161.2→61606.1-12.76stop_loss
06-09 10:06BTCBuy63458.2→62751.9-5.99timeout
06-08 21:59BTCBuy61757.1→63698.8+15.23timeout
06-08 10:01BTCBuy62478.1→63511.8+7.81timeout
06-07 21:58BTCBuy60737→61748.9+7.90timeout
06-06 04:14BTCBuy61589.1→60071.9-12.77stop_loss
06-05 13:56BTCBuy62442.1→60905.5-12.76stop_loss
06-05 06:21BTCBuy63097.2→61545.1-12.69stop_loss
06-05 06:03BTCBuy63569.2→62005.9-12.72stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 20:55BTCBuy66591.3→64945.3-12.86stop_loss
06-03 19:54BTCBuy67042.4→65389-12.81stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.77stop_loss
06-02 12:17BTCBuy70953.5→69207.9-12.84stop_loss
06-01 15:25BTCBuy73259.7→71111.9-15.17stop_loss
06-01 00:37BTCBuy73939.7→73910.3-0.63timeout
05-31 12:07BTCBuy73571.7→73865.3+1.41timeout
05-30 03:18BTCBuy73402.7→73711.3+1.61timeout

Paper vs Live

Paper (trades.jsonl)
54
closed
41%
win rate
-177.75
total pnl ($)
-65.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5441%-65.2-177.75

Recent bounces (last 20 of 1)

timesymsidereason
06-30 00:40BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems