deribit_basis_zscore_reversion_long_v40

not live
49
closed trades
41%
win rate
-202.64
total pnl ($)
0.624
weight
7d window — n=12 wr=25% pnl=-100.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 19:00BTCBuy59430→60539+8.93timeout
06-26 13:19BTCBuy60252→58709.7-13.26stop_loss
06-25 13:58BTCBuy59629→58103-13.16stop_loss
06-25 13:44BTCBuy61709.1→60129.9-13.22stop_loss
06-24 14:19BTCBuy62471.1→60872.5-13.06stop_loss
06-24 14:19BTCBuy62443.1→60841.5-12.97stop_loss
06-24 14:02BTCBuy62778.1→61167.3-13.24stop_loss
06-23 06:22BTCBuy64150.2→62506.6-13.08stop_loss
06-23 06:22BTCBuy64169.2→62526.6-12.88stop_loss
06-23 06:21BTCBuy64184.2→62541.6-12.97stop_loss
06-22 17:46BTCBuy63817.2→64457.8+4.48timeout
06-22 03:55BTCBuy63417.2→64001.8+4.13timeout
06-21 14:36BTCBuy63303.2→63971.8+4.97timeout
06-21 01:38BTCBuy62892.1→64267.8+10.51timeout
06-18 17:27BTCBuy63843.2→62208.8-13.22stop_loss
06-18 15:38BTCBuy64481.2→62831.4-13.07stop_loss
06-18 15:36BTCBuy64711.2→63055.3-12.91stop_loss
06-17 19:42BTCBuy65794.3→64108.7-13.25stop_loss
06-17 11:08BTCBuy65976.3→64664.8-10.54timeout
06-16 22:58BTCBuy65397.3→65749.7+2.08timeout
06-16 10:47BTCBuy64536.2→66561.7+15.07timeout
06-15 22:32BTCBuy64504.2→66075.7+11.64timeout
06-14 22:11BTCBuy63516.2→65108.7+11.99timeout
06-14 10:08BTCBuy63716.2→64503.8+5.67timeout
06-13 22:28BTCBuy63529.2→64499.8+7.13timeout
06-13 10:16BTCBuy62891.1→63733.8+6.09timeout
06-12 14:55BTCBuy61217.1→63968.8+21.89take_profit
06-12 08:15BTCBuy61610.1→63272.8+12.82timeout
06-11 19:49BTCBuy61808.1→63647.8+14.18timeout
06-09 21:40BTCBuy61703.1→62016.9+2.37timeout
06-09 14:29BTCBuy63161.2→61542.1-13.27stop_loss
06-09 14:21BTCBuy63265.2→61644.1-13.27stop_loss
06-09 09:43BTCBuy62551.1→62619.9+0.15timeout
06-07 22:14BTCBuy60738→63466.8+22.03take_profit
06-06 04:27BTCBuy61371.1→59799.1-13.26stop_loss
06-05 13:57BTCBuy62402.1→60799.5-13.29stop_loss
06-05 06:22BTCBuy63059.2→61437.2-13.25stop_loss
06-05 06:03BTCBuy63618.2→61988.9-13.23stop_loss
06-04 00:29BTCBuy65053.3→63388.1-13.25stop_loss
06-03 20:55BTCBuy66395.3→64652.4-13.63stop_loss
06-03 19:54BTCBuy67042.4→65326.1-13.28stop_loss
06-02 14:21BTCBuy69994.5→68203.5-13.26stop_loss
06-02 12:30BTCBuy70974.5→69157.9-13.34stop_loss
06-01 15:32BTCBuy73186.7→71299.8-13.40stop_loss
06-01 15:32BTCBuy73613.7→71299.8-16.32stop_loss
06-01 15:32BTCBuy74005.7→71299.8-18.98stop_loss
05-31 15:53BTCBuy73713.7→73627.3-1.15timeout
05-31 03:20BTCBuy73406.7→74129.3+4.35timeout
05-30 13:26BTCBuy73090.7→73748.3+3.88timeout

Paper vs Live

Paper (trades.jsonl)
49
closed
41%
win rate
-202.64
total pnl ($)
-82.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4941%-82.7-202.64

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems