deribit_basis_zscore_reversion_long_v29

not live
79
closed trades
47%
win rate
-189.51
total pnl ($)
0.773
weight
7d window — n=16 wr=50% pnl=-56.56  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 79 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 20:52BTCBuy59626→60302+5.07timeout
06-29 18:16BTCBuy59631→60405+5.89timeout
06-28 20:00BTCBuy60157→59456-6.26timeout
06-28 16:49BTCBuy60792→59664-9.74timeout
06-27 19:11BTCBuy59936→60570+4.87timeout
06-27 15:42BTCBuy60431→60770+2.37timeout
06-26 18:19BTCBuy59628→59973+2.35timeout
06-26 14:44BTCBuy59481→59557+0.14timeout
06-25 17:41BTCBuy59414→59605+1.21timeout
06-25 13:53BTCBuy60286→58779.7-12.89stop_loss
06-24 16:51BTCBuy61296.1→59732.1-13.19stop_loss
06-24 15:40BTCBuy62084.1→60555.7-12.75stop_loss
06-24 13:12BTCBuy62045.1→62015.9-0.69timeout
06-24 12:11BTCBuy62404.1→62792.9+2.66timeout
06-23 08:17BTCBuy63920.2→62345.7-12.78stop_loss
06-23 08:17BTCBuy63988.2→62407.7-12.81stop_loss
06-22 23:31BTCBuy63580.2→63993.8+2.80timeout
06-22 22:21BTCBuy63707.2→64202.8+3.44timeout
06-21 23:13BTCBuy64246.2→63720.8-4.52timeout
06-21 21:23BTCBuy63918.2→63741.8-1.83timeout
06-20 21:59BTCBuy63041.2→63985.8+7.05timeout
06-20 20:59BTCBuy63235.2→63879.8+4.66timeout
06-19 19:57BTCBuy62931.1→62999.8+0.06timeout
06-19 17:17BTCBuy62497.1→63029.8+3.81timeout
06-18 15:37BTCBuy64426.2→62841.4-12.44stop_loss
06-18 15:37BTCBuy64485.2→62897.4-12.53stop_loss
06-17 22:03BTCBuy65508.3→63896.8-12.74stop_loss
06-17 19:50BTCBuy65665.3→64035.8-12.87stop_loss
06-17 06:58BTCBuy66412.3→65577.7-6.76timeout
06-17 04:37BTCBuy65827.3→65855.7-0.28timeout
06-16 05:50BTCBuy65752.3→66066.7+1.99timeout
06-16 03:10BTCBuy65604.3→65755.7+0.70timeout
06-15 05:37BTCBuy64290.2→65687.7+10.40timeout
06-15 03:00BTCBuy64473.2→65409.7+6.77timeout
06-14 04:42BTCBuy63598.2→64388.8+5.82timeout
06-13 22:18BTCBuy63486.2→64365.8+6.45timeout
06-13 02:20BTCBuy63593.2→63757.8+0.82timeout
06-12 22:02BTCBuy63530.2→63500.8-0.73timeout
06-12 00:31BTCBuy61824.1→63566.8+13.53timeout
06-11 19:30BTCBuy61184.1→63872.8+21.41take_profit
06-10 22:17BTCBuy62606.1→61066.4-12.75stop_loss
06-10 15:28BTCBuy61347.1→62314.9+7.38timeout
06-10 14:31BTCBuy61520.1→61971.9+3.19timeout
06-09 14:46BTCBuy62761.1→61216.3-12.76stop_loss
06-09 14:21BTCBuy63163.2→61609.1-12.75stop_loss
06-08 22:07BTCBuy61831.1→63467.8+12.75timeout
06-08 20:49BTCBuy61775.1→63384.8+12.54timeout
06-07 21:50BTCBuy60832→61628.9+6.12timeout
06-07 15:22BTCBuy60549→61800.9+9.88timeout
06-06 19:38BTCBuy59706→60598+7.08timeout
06-06 14:26BTCBuy60411→60804+2.81timeout
06-05 18:52BTCBuy60910→59412.3-12.75stop_loss
06-05 15:39BTCBuy61591.1→60070.9-12.78stop_loss
06-05 14:06BTCBuy62004.1→60476.7-12.77stop_loss
06-05 11:13BTCBuy62262.1→62303.9-0.15timeout
06-05 06:01BTCBuy63695.2→62125.8-12.72stop_loss
06-04 09:27BTCBuy64414.2→62824.4-12.78stop_loss
06-04 00:29BTCBuy65101.3→63500.1-12.75stop_loss
06-04 00:29BTCBuy65117.3→63516-12.74stop_loss
06-03 19:54BTCBuy66996.3→65324.1-12.96stop_loss
06-03 19:54BTCBuy66965.3→65318.1-12.79stop_loss
06-03 03:50BTCBuy67236.4→65582.9-12.75stop_loss
06-03 03:35BTCBuy67589.4→65925.7-12.76stop_loss
06-02 15:37BTCBuy68753.4→67063.1-12.75stop_loss
06-02 06:47BTCBuy71725.6→69961.5-12.85stop_loss
06-02 01:34BTCBuy72723.6→70932-12.86stop_loss
06-01 05:17BTCBuy74154.7→73438.3-5.32timeout
06-01 02:45BTCBuy73903.7→73798.3-1.26timeout
05-31 14:58BTCBuy73894.7→73583.3-2.58timeout
05-31 05:00BTCBuy73365.7→74167.3+4.95timeout
05-31 02:56BTCBuy73752.7→74034.3+1.40timeout
05-30 18:48BTCBuy73610.7→74012.3+2.17timeout
05-30 17:02BTCBuy73998.7→73900.3-1.23timeout
05-30 11:11BTCBuy73604.7→73597.3-0.56timeout
05-29 15:31BTCBuy72871.6→73859.3+6.28timeout
05-29 14:19BTCBuy73493.7→72714.4-5.82timeout
05-29 13:08BTCBuy73369.7→73171.3-1.82timeout
05-29 11:31BTCBuy73306.7→73485.3+0.73timeout
05-29 10:29BTCBuy73399.7→73590.3+0.79timeout

Paper vs Live

Paper (trades.jsonl)
79
closed
47%
win rate
-189.51
total pnl ($)
-47.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7947%-47.7-189.51

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems