deribit_basis_zscore_reversion_long_v52

not live
18
closed trades
56%
win rate
-17.17
total pnl ($)
1.156
weight
7d window — n=7 wr=57% pnl=+5.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 17:32BTCBuy64002.2→64041.8-0.07timeout
06-20 17:28BTCBuy62870.1→63900.8+7.73timeout
06-19 17:17BTCBuy62502.1→63029.8+3.77timeout
06-18 13:35BTCBuy65012.3→64091.8-7.53timeout
06-17 11:05BTCBuy66127.3→64499.5-12.84stop_loss
06-16 08:26BTCBuy65620.3→66477.7+6.16timeout
06-15 08:26BTCBuy64451.2→65611.7+8.54timeout
06-14 08:24BTCBuy63742.2→64469.8+5.22timeout
06-13 08:24BTCBuy63503.2→63735.8+1.28timeout
06-12 08:39BTCBuy62933.1→63464.8+3.70timeout
06-11 08:14BTCBuy61586.1→62789.9+9.18timeout
06-09 14:21BTCBuy63161.2→61608.1-12.75stop_loss
06-08 21:58BTCBuy61733.1→63748.8+15.84timeout
06-07 21:57BTCBuy60731→61723.9+7.75timeout
06-05 18:52BTCBuy60904→59406.3-12.76stop_loss
06-05 05:59BTCBuy63776.2→62207.8-12.70stop_loss
06-03 23:03BTCBuy66206.3→64569.5-12.81stop_loss
06-02 22:59BTCBuy68188.4→66221.6-14.88stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
56%
win rate
-17.17
total pnl ($)
-18.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1856%-18.7-17.17

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems