deribit_basis_zscore_reversion_long_v39

not live
81
closed trades
46%
win rate
-165.54
total pnl ($)
0.884
weight
7d window — n=19 wr=53% pnl=-57.32  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 81 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 14:55BTCBuy60589→60000-5.34timeout
06-27 18:50BTCBuy59636→60499+6.81timeout
06-27 14:34BTCBuy59836→60592+5.86timeout
06-26 18:17BTCBuy59469→59982+3.77timeout
06-26 14:16BTCBuy58894.9→59983+8.74timeout
06-25 18:04BTCBuy59436→59607+1.02timeout
06-25 13:54BTCBuy60017→58535.8-12.73stop_loss
06-24 17:20BTCBuy60924→59419.3-12.78stop_loss
06-24 16:51BTCBuy61286.1→59739.1-13.05stop_loss
06-24 14:17BTCBuy62596.1→61052.4-12.78stop_loss
06-24 13:57BTCBuy62752.1→61208.3-12.75stop_loss
06-24 09:34BTCBuy62445.1→62671.9+1.29timeout
06-24 07:44BTCBuy62903.1→62637.9-2.61timeout
06-23 06:21BTCBuy64329.2→62747.5-12.76stop_loss
06-23 06:20BTCBuy64395.2→62811.4-12.76stop_loss
06-22 21:04BTCBuy63806.2→64421.8+4.35timeout
06-22 18:10BTCBuy63976.2→64645.8+4.74timeout
06-21 18:44BTCBuy63815.2→64130.8+2.07timeout
06-21 17:40BTCBuy63796.2→64045.8+1.59timeout
06-20 18:28BTCBuy63101.2→63826.8+5.30timeout
06-20 17:15BTCBuy62961.1→63896.8+6.95timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-19 15:48BTCBuy62684.1→63189.8+3.67timeout
06-18 15:40BTCBuy64257.2→62676.5-12.72stop_loss
06-18 15:37BTCBuy64446.2→62861.4-12.72stop_loss
06-17 19:41BTCBuy65779.3→64158.7-12.79stop_loss
06-17 19:40BTCBuy65806.3→64186.7-12.78stop_loss
06-17 04:41BTCBuy65857.3→65899.7-0.17timeout
06-17 02:33BTCBuy65871.3→65938.7+0.04timeout
06-16 04:00BTCBuy65900.3→66124.7+1.29timeout
06-16 00:48BTCBuy65583.3→66382.7+5.68timeout
06-15 02:05BTCBuy64574.2→65549.7+7.07timeout
06-14 23:06BTCBuy64424.2→65263.7+6.02timeout
06-14 01:23BTCBuy63631.2→64651.8+7.62timeout
06-13 21:50BTCBuy63454.2→64450.8+7.38timeout
06-13 00:31BTCBuy63572.2→63527.8-0.89timeout
06-12 20:58BTCBuy63374.2→63433.8-0.00timeout
06-11 23:01BTCBuy61335.1→63405.8+16.30timeout
06-11 17:36BTCBuy61764.1→63202.8+11.11timeout
06-10 22:17BTCBuy62614.1→61070.4-12.78stop_loss
06-10 16:02BTCBuy61115.1→62477.9+10.65timeout
06-10 15:00BTCBuy61467.1→62145.9+5.03timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 14:11BTCBuy63484.2→61922.9-12.75stop_loss
06-09 05:52BTCBuy62648.1→63352.8+5.14timeout
06-08 18:13BTCBuy62206.1→63525.8+10.07timeout
06-08 05:23BTCBuy61801.1→62618.9+6.16timeout
06-07 16:58BTCBuy60728→62023.9+10.20timeout
06-07 04:38BTCBuy59595→61659.9+16.89timeout
06-06 15:43BTCBuy60423→60812+2.77timeout
06-06 04:12BTCBuy61660.1→60141.9-12.77stop_loss
06-05 21:15BTCBuy59379→61985.9+21.50take_profit
06-05 18:52BTCBuy60845→59348.3-12.75stop_loss
06-05 15:39BTCBuy61584.1→60069.9-12.73stop_loss
06-05 15:39BTCBuy61667.1→60148.9-12.75stop_loss
06-05 11:17BTCBuy62407.1→62313.9-1.24timeout
06-05 06:23BTCBuy62729.1→61175.3-12.83stop_loss
06-05 02:32BTCBuy63141.2→62738.9-3.62timeout
06-04 09:26BTCBuy64445.2→62857.4-12.76stop_loss
06-04 00:29BTCBuy65037.3→63438.1-12.74stop_loss
06-04 00:25BTCBuy65509.3→63897.8-12.75stop_loss
06-03 19:54BTCBuy66965.3→65318.1-12.79stop_loss
06-03 19:51BTCBuy67149.4→65495-12.81stop_loss
06-03 03:43BTCBuy67524.4→65863.8-12.75stop_loss
06-02 22:59BTCBuy67942.4→66251.5-12.90stop_loss
06-02 14:08BTCBuy70265.5→68533.3-12.80stop_loss
06-02 12:17BTCBuy70962.5→69215.9-12.81stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
06-01 00:07BTCBuy73831.7→73737.3-1.08timeout
05-31 14:40BTCBuy74016.7→73641.3-3.00timeout
05-31 10:05BTCBuy73578.7→73814.3+1.01timeout
05-30 18:29BTCBuy73729.7→73929.3+0.79timeout
05-30 16:44BTCBuy74036.7→73918.3-1.36timeout
05-30 14:58BTCBuy73096.7→73888.3+4.82timeout
05-30 09:54BTCBuy73703.7→73573.3-1.36timeout
05-30 08:41BTCBuy73780.7→73496.3-2.42timeout
05-29 13:10BTCBuy73336.7→73163.3-1.66timeout
05-29 12:19BTCBuy73326.7→73361.3-0.25timeout
05-29 10:07BTCBuy73502.7→73655.3+0.50timeout
05-29 09:00BTCBuy73294.7→73627.3+1.76timeout
05-29 07:53BTCBuy73378.7→73390.3-0.41timeout

Paper vs Live

Paper (trades.jsonl)
81
closed
46%
win rate
-165.54
total pnl ($)
-40.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8146%-40.4-165.54

Recent bounces (last 20 of 1)

timesymsidereason
06-28 16:26BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems