deribit_basis_zscore_reversion_long_v37

not live
74
closed trades
41%
win rate
-283.25
total pnl ($)
0.631
weight
7d window — n=18 wr=33% pnl=-93.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-30 01:02BTCBuy59472→59787+2.26timeout
06-29 23:44BTCBuy59709→60230+3.94timeout
06-28 20:51BTCBuy60265→59631-5.71timeout
06-28 19:52BTCBuy60171→59340-7.33timeout
06-27 20:17BTCBuy59740→60251+3.88timeout
06-27 19:14BTCBuy60016→60571+4.20timeout
06-26 15:18BTCBuy59125→59887+5.94timeout
06-26 14:12BTCBuy59526→59999+3.48timeout
06-25 13:58BTCBuy59655→58168-12.85stop_loss
06-25 13:57BTCBuy59754→58281.9-12.71stop_loss
06-24 17:21BTCBuy60846→59345.3-12.77stop_loss
06-24 16:51BTCBuy61303.1→59745.1-13.14stop_loss
06-24 14:17BTCBuy62600.1→61060.4-12.74stop_loss
06-24 13:57BTCBuy62748.1→61194.3-12.83stop_loss
06-24 07:44BTCBuy62903.1→62642.9-2.57timeout
06-24 06:48BTCBuy62947.1→62716.9-2.34timeout
06-23 06:41BTCBuy64028.2→62939.9-8.98timeout
06-23 06:21BTCBuy64251.2→62665.5-12.80stop_loss
06-22 21:27BTCBuy63677.2→64286.8+4.33timeout
06-22 03:37BTCBuy64291.2→64180.8-1.38timeout
06-21 21:23BTCBuy63919.2→63720.8-2.00timeout
06-20 22:26BTCBuy63281.2→64146.8+6.39timeout
06-20 19:38BTCBuy62952.1→63859.8+6.78timeout
06-19 19:57BTCBuy62931.1→63009.8+0.14timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 15:39BTCBuy64384.2→62790.4-12.81stop_loss
06-18 15:37BTCBuy64435.2→62847.4-12.74stop_loss
06-17 22:03BTCBuy65518.3→63904.8-12.75stop_loss
06-17 19:29BTCBuy65884.3→64263.6-12.75stop_loss
06-17 16:28BTCBuy65738.3→66387.7+4.53timeout
06-17 06:57BTCBuy66422.3→65576.7-6.84timeout
06-16 15:42BTCBuy66878.3→65844.7-8.25timeout
06-16 05:48BTCBuy65725.3→66054.7+2.11timeout
06-15 13:34BTCBuy64224.2→66791.7+19.56timeout
06-14 21:51BTCBuy64455.2→65496.7+7.59timeout
06-14 13:01BTCBuy64125.2→64330.8+1.15timeout
06-13 19:45BTCBuy63644.2→64267.8+4.45timeout
06-13 10:02BTCBuy63695.2→63721.8-0.32timeout
06-12 17:40BTCBuy63213.2→63782.8+4.04timeout
06-12 09:17BTCBuy62777.1→63553.8+5.67timeout
06-11 16:02BTCBuy62494.1→62699.9+1.05timeout
06-11 08:15BTCBuy61601.1→62781.9+9.01timeout
06-10 14:30BTCBuy61543.1→61983.9+3.10timeout
06-09 16:40BTCBuy62262.1→60730.6-12.76stop_loss
06-09 13:36BTCBuy63731.2→62163.8-12.73stop_loss
06-09 12:30BTCBuy63128.2→62602.9-4.56timeout
06-08 21:30BTCBuy61806.1→63637.8+14.33timeout
06-08 12:23BTCBuy61931.1→62914.9+7.48timeout
06-07 19:55BTCBuy60591→61292.9+5.38timeout
06-07 10:43BTCBuy60391→62325.9+15.59timeout
06-06 19:34BTCBuy59616→60564+7.56timeout
06-06 04:32BTCBuy61186.1→59681.2-12.75stop_loss
06-05 18:52BTCBuy60701→59208.4-12.75stop_loss
06-05 18:52BTCBuy60909→59411.3-12.75stop_loss
06-05 15:39BTCBuy61595.1→60069.9-12.82stop_loss
06-05 13:49BTCBuy62743.1→61197.3-12.77stop_loss
06-05 06:24BTCBuy62664.1→61121.4-12.75stop_loss
06-05 06:21BTCBuy63082.2→61512.2-12.89stop_loss
06-05 03:11BTCBuy63842.2→62271.7-12.72stop_loss
06-05 03:03BTCBuy63466.2→62529.9-7.77timeout
06-04 09:30BTCBuy64298.2→62715.5-12.75stop_loss
06-04 00:26BTCBuy65202.3→63599-12.74stop_loss
06-04 00:24BTCBuy65522.3→63910.8-12.75stop_loss
06-03 19:55BTCBuy66858.3→65170.1-13.11stop_loss
06-03 16:27BTCBuy67173.4→65514.9-12.82stop_loss
06-02 23:01BTCBuy67834.4→66163.6-12.77stop_loss
06-02 19:33BTCBuy68016.4→66342.5-12.76stop_loss
06-02 12:17BTCBuy70948.5→69203.9-12.80stop_loss
06-02 12:17BTCBuy70952.5→69204.9-12.81stop_loss
06-01 00:04BTCBuy73850.7→73844.3-0.48timeout
05-31 19:47BTCBuy74028.7→73494.3-4.05timeout
05-30 12:12BTCBuy73347.7→73564.3+0.96timeout
05-29 16:55BTCBuy73371.7→73964.3+3.55timeout
05-29 10:57BTCBuy73416.7→73639.3+1.02timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
41%
win rate
-283.25
total pnl ($)
-76.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7441%-76.4-283.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems