deribit_basis_zscore_reversion_long_v25

not live
41
closed trades
44%
win rate
-100.13
total pnl ($)
1.035
weight
7d window — n=7 wr=29% pnl=-31.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 14:44BTCBuy59407→59574+0.90timeout
06-25 13:53BTCBuy60446→58957.6-12.68stop_loss
06-24 14:02BTCBuy62698.1→61156.3-12.74stop_loss
06-24 06:41BTCBuy62936.1→62816.9-1.45timeout
06-23 06:27BTCBuy64068.2→62637.9-11.65timeout
06-22 03:33BTCBuy64317.2→64233.8-1.18timeout
06-20 22:27BTCBuy63282.2→64217.8+6.94timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-18 15:51BTCBuy64160.2→62575.6-12.72stop_loss
06-18 08:40BTCBuy64945.2→64545.8-3.54timeout
06-17 08:31BTCBuy66789.3→65144.2-12.76stop_loss
06-16 08:07BTCBuy65707.3→66340.7+4.41timeout
06-15 07:00BTCBuy64260.2→65739.7+11.05timeout
06-14 04:41BTCBuy63592.2→64402.8+5.97timeout
06-13 02:17BTCBuy63588.2→63765.8+0.92timeout
06-12 00:09BTCBuy61598.1→63730.8+16.75timeout
06-10 16:20BTCBuy60851→62302.9+11.43timeout
06-09 14:29BTCBuy63038.2→61488.2-12.75stop_loss
06-08 21:35BTCBuy61722.1→63710.8+15.62timeout
06-07 19:00BTCBuy60570→61988.9+11.32timeout
06-06 18:55BTCBuy59397→60623+9.92timeout
06-05 18:51BTCBuy60990→59490.3-12.75stop_loss
06-05 15:39BTCBuy61604.1→60070.9-12.88stop_loss
06-05 06:22BTCBuy62835.1→61286.3-12.77stop_loss
06-05 02:30BTCBuy64117.2→62540.6-12.73stop_loss
06-04 09:29BTCBuy64346.2→62762.5-12.75stop_loss
06-04 00:29BTCBuy65101.3→63500.1-12.75stop_loss
06-03 19:45BTCBuy66923.3→65745.7-9.31timeout
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-01 22:26BTCBuy73411.7→71242.8-15.35stop_loss
05-31 18:43BTCBuy74018.7→73601.3-3.31timeout
05-31 14:58BTCBuy73894.7→73583.3-2.57timeout
05-31 10:16BTCBuy73617.7→73812.3+0.74timeout
05-31 04:50BTCBuy73343.7→74168.3+5.11timeout
05-30 17:19BTCBuy74217.7→73871.3-2.90timeout
05-30 12:08BTCBuy73349.7→73564.3+0.97timeout
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout
05-29 18:55BTCBuy73652.7→73290.3-2.95timeout
05-29 15:51BTCBuy72933.6→73775.3+5.26timeout
05-29 13:28BTCBuy73115.7→72994.4-1.30timeout
05-29 10:57BTCBuy73416.7→73631.3+0.97timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
44%
win rate
-100.13
total pnl ($)
-48.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4144%-48.4-100.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems