deribit_basis_zscore_reversion_long_v49

not live
24
closed trades
42%
win rate
-50.16
total pnl ($)
1.026
weight
7d window — n=6 wr=50% pnl=-22.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 08:12BTCBuy64134.2→64212.8+0.06timeout
06-21 07:09BTCBuy63602.2→64227.8+4.35timeout
06-20 05:54BTCBuy62706.1→63658.8+7.14timeout
06-18 15:57BTCBuy63886.2→62308.7-12.66stop_loss
06-17 19:40BTCBuy65804.3→64184.7-12.76stop_loss
06-16 17:28BTCBuy66837.3→65746.7-8.70timeout
06-15 13:16BTCBuy63919.2→66725.7+21.52take_profit
06-14 17:01BTCBuy63983.2→63901.8-1.15timeout
06-13 17:05BTCBuy64021.2→63954.8-0.97timeout
06-12 16:47BTCBuy62606.1→63862.8+9.54timeout
06-11 16:28BTCBuy62215.1→62587.9+2.44timeout
06-10 16:40BTCBuy60861→62305.9+11.33timeout
06-09 13:36BTCBuy63748.2→62176.8-12.77stop_loss
06-08 14:13BTCBuy61812.1→63788.8+15.50timeout
06-07 14:00BTCBuy60762→61698.9+7.24timeout
06-05 18:52BTCBuy60807→59311.4-12.76stop_loss
06-05 03:02BTCBuy63981.2→62406.7-12.72stop_loss
06-03 23:38BTCBuy65892.3→64271.6-12.75stop_loss
06-03 03:28BTCBuy67788.4→66120.6-12.76stop_loss
06-02 09:04BTCBuy71315.6→69561.7-12.81stop_loss
06-01 15:25BTCBuy73626.7→71111.9-17.67stop_loss
05-31 16:49BTCBuy73881.7→73424.3-3.61timeout
05-30 14:17BTCBuy72943.6→73913.3+6.08timeout
05-29 13:27BTCBuy73164.7→73048.3-1.27timeout

Paper vs Live

Paper (trades.jsonl)
24
closed
42%
win rate
-50.16
total pnl ($)
-41.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2442%-41.0-50.16

Recent bounces (last 20 of 1)

timesymsidereason
06-22 08:55BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems