deribit_basis_zscore_reversion_long_v34

not live
76
closed trades
39%
win rate
-262.50
total pnl ($)
0.788
weight
7d window — n=15 wr=40% pnl=-54.17  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 76 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 06:16BTCBuy60112→59526-5.28timeout
06-29 14:05BTCBuy60727→59231.4-12.77stop_loss
06-29 07:06BTCBuy60086→59996-1.16timeout
06-29 05:09BTCBuy59992→59539-4.23timeout
06-27 20:19BTCBuy59771→60231+3.45timeout
06-27 16:13BTCBuy60169→60730+4.25timeout
06-26 19:22BTCBuy59238→59871+4.77timeout
06-26 16:07BTCBuy59555→60293+5.65timeout
06-25 17:55BTCBuy59433→59549+0.56timeout
06-25 13:53BTCBuy60375→58890.6-12.69stop_loss
06-24 14:13BTCBuy62672.1→61129.4-12.76stop_loss
06-24 13:57BTCBuy62745.1→61200.3-12.76stop_loss
06-24 08:44BTCBuy62370.1→62765.9+2.63timeout
06-24 06:43BTCBuy62855.1→62787.9-1.04timeout
06-23 08:17BTCBuy63988.2→62409.7-12.80stop_loss
06-23 06:21BTCBuy64142.2→62561.6-12.80stop_loss
06-22 20:20BTCBuy64036.2→64467.8+2.89timeout
06-22 07:23BTCBuy64196.2→64220.8-0.28timeout
06-21 17:47BTCBuy63846.2→64145.8+1.98timeout
06-21 00:49BTCBuy63526.2→64235.8+5.09timeout
06-20 17:16BTCBuy62963.1→63863.8+6.67timeout
06-19 20:22BTCBuy63109.2→62968.9-1.60timeout
06-19 15:52BTCBuy62565.1→63190.8+4.56timeout
06-18 15:57BTCBuy63917.2→62341.7-12.64stop_loss
06-18 15:40BTCBuy64341.2→62758.5-12.72stop_loss
06-17 19:42BTCBuy65710.3→64093.7-12.78stop_loss
06-17 19:29BTCBuy66021.3→64396.6-12.76stop_loss
06-17 17:18BTCBuy65803.3→65873.7+0.02timeout
06-16 21:23BTCBuy66511.3→65711.7-6.55timeout
06-16 15:21BTCBuy66669.3→65739.7-7.50timeout
06-15 21:19BTCBuy64808.2→66489.7+12.46timeout
06-15 13:22BTCBuy64051.2→66863.7+21.53take_profit
06-14 09:51BTCBuy63718.2→64573.8+6.21timeout
06-14 07:47BTCBuy63837.2→64400.8+3.96timeout
06-13 09:36BTCBuy63882.2→63785.8-1.29timeout
06-13 07:26BTCBuy62997.1→63741.8+5.45timeout
06-12 08:50BTCBuy62956.1→63387.8+2.89timeout
06-12 06:47BTCBuy62845.1→62957.9+0.40timeout
06-10 19:00BTCBuy61726.1→61860.9+0.58timeout
06-10 15:12BTCBuy61543.1→61898.9+2.40timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 14:17BTCBuy63372.2→61809-12.78stop_loss
06-09 00:46BTCBuy64056.2→62480.6-12.76stop_loss
06-08 15:39BTCBuy62066.1→63807.8+13.53timeout
06-08 13:37BTCBuy61704.1→63538.8+14.37timeout
06-07 14:38BTCBuy60929→62230.9+10.22timeout
06-07 12:32BTCBuy60728→61898.9+9.18timeout
06-06 04:15BTCBuy61515.1→60001-12.76stop_loss
06-06 04:09BTCBuy61845.1→60323.8-12.76stop_loss
06-05 21:04BTCBuy59337→61941.9+21.50take_profit
06-05 18:52BTCBuy60890→59392.3-12.76stop_loss
06-05 18:43BTCBuy61351.1→59842.1-12.75stop_loss
06-05 14:26BTCBuy61913.1→60387.8-12.77stop_loss
06-05 13:56BTCBuy62422.1→60885.5-12.76stop_loss
06-05 06:21BTCBuy63123.2→61570.1-12.75stop_loss
06-05 03:06BTCBuy63920.2→62345.7-12.73stop_loss
06-05 02:46BTCBuy63428.2→62800.9-5.36timeout
06-04 10:49BTCBuy63825.2→62255.7-12.72stop_loss
06-04 01:22BTCBuy64272.2→62691.5-12.75stop_loss
06-04 00:29BTCBuy64991.2→63393.1-12.74stop_loss
06-03 20:55BTCBuy66295.3→64652.4-12.88stop_loss
06-03 16:26BTCBuy67223.4→65568.9-12.78stop_loss
06-03 03:28BTCBuy67772.4→66097.6-12.81stop_loss
06-02 22:58BTCBuy67948.4→66276.5-12.76stop_loss
06-02 08:56BTCBuy71420.6→69663.7-12.86stop_loss
06-01 22:26BTCBuy73461.7→71239.8-15.70stop_loss
06-01 05:17BTCBuy74159.7→73434.3-5.38timeout
05-31 18:50BTCBuy73997.7→73581.3-3.34timeout
05-31 14:58BTCBuy73895.7→73594.3-2.52timeout
05-30 21:08BTCBuy73703.7→73945.3+1.08timeout
05-30 15:08BTCBuy73535.7→73858.3+1.59timeout
05-30 07:47BTCBuy73373.7→73455.3+0.06timeout
05-29 23:35BTCBuy73656.7→73271.3-3.09timeout
05-29 18:48BTCBuy73613.7→73552.3-0.97timeout
05-29 15:47BTCBuy73017.7→73708.3+4.23timeout
05-29 13:27BTCBuy73164.7→73047.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
76
closed
39%
win rate
-262.50
total pnl ($)
-68.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7639%-68.6-262.50

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems