deribit_basis_zscore_reversion_long_v32

not live
26
closed trades
35%
win rate
-96.49
total pnl ($)
0.975
weight
7d window — n=7 wr=29% pnl=-41.80  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy61053.1→59551.2-12.70stop_loss
06-24 13:43BTCBuy62997.1→61444.2-12.77stop_loss
06-23 08:27BTCBuy63656.2→62090.8-12.64stop_loss
06-23 08:17BTCBuy63987.2→62401.7-12.85stop_loss
06-23 08:17BTCBuy64006.2→62430.6-12.86stop_loss
06-22 17:50BTCBuy63184.2→64494.8+9.73timeout
06-21 17:58BTCBuy62571.1→64136.8+12.31timeout
06-17 19:50BTCBuy65651.3→64031.8-12.78stop_loss
06-17 19:39BTCBuy65836.3→64217.7-12.74stop_loss
06-17 11:05BTCBuy66149.3→64494.5-13.03stop_loss
06-17 08:26BTCBuy64451.2→65361.7+6.51timeout
06-15 12:50BTCBuy63758.2→66557.7+21.54take_profit
06-15 08:24BTCBuy63483.2→65621.7+16.39timeout
06-14 08:22BTCBuy62838.1→64472.8+12.48timeout
06-12 15:13BTCBuy61601.1→64309.8+21.35take_profit
06-10 21:13BTCBuy61971.1→61485.9-4.44timeout
06-09 14:21BTCBuy63168.2→61615.1-12.74stop_loss
06-07 22:14BTCBuy60710→63375.8+21.52take_profit
06-06 04:12BTCBuy61658.1→60140.9-12.76stop_loss
06-05 06:03BTCBuy63501.2→61935.9-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 03:34BTCBuy67592.4→65927.7-12.77stop_loss
06-02 12:17BTCBuy70955.5→69210.9-12.79stop_loss
06-01 22:25BTCBuy73792.7→71211.8-18.08stop_loss
06-01 22:25BTCBuy73868.7→71211.8-18.78stop_loss
05-31 10:31BTCBuy73374.7→73781.3+1.93timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
35%
win rate
-96.49
total pnl ($)
-73.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2635%-73.2-96.49

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems