deribit_basis_zscore_reversion_long_v55

not live
22
closed trades
32%
win rate
-94.71
total pnl ($)
0.918
weight
7d window — n=6 wr=17% pnl=-51.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 22 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61648.1→60130.9-12.74stop_loss
06-24 14:02BTCBuy62708.1→61166.3-12.74stop_loss
06-23 08:24BTCBuy63678.2→62108.8-12.77stop_loss
06-23 06:21BTCBuy64139.2→62554.6-12.84stop_loss
06-23 03:36BTCBuy64290.2→63980.8-2.86timeout
06-21 22:25BTCBuy63272.2→63696.8+2.93timeout
06-18 15:38BTCBuy64420.2→62834.4-12.75stop_loss
06-18 15:17BTCBuy64870.2→63274.2-12.74stop_loss
06-17 08:40BTCBuy65694.3→64930.8-6.22timeout
06-17 08:39BTCBuy66556.3→64918.3-12.74stop_loss
06-16 08:38BTCBuy64477.2→66537.7+15.67timeout
06-15 08:36BTCBuy63871.2→65695.7+13.81timeout
06-14 08:32BTCBuy63443.2→64431.8+7.29timeout
06-13 08:30BTCBuy62921.1→63771.8+6.11timeout
06-12 08:15BTCBuy61601.1→63260.8+12.90timeout
06-09 14:35BTCBuy62953.1→61402.2-12.79stop_loss
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-07 22:14BTCBuy60583→63242.8+21.51take_profit
06-06 04:27BTCBuy61341.1→59830.1-12.77stop_loss
06-05 06:01BTCBuy63717.2→62149.8-12.73stop_loss
06-04 00:29BTCBuy64932.2→63335.1-12.75stop_loss
06-03 03:50BTCBuy67121.4→65471-12.75stop_loss

Paper vs Live

Paper (trades.jsonl)
22
closed
32%
win rate
-94.71
total pnl ($)
-85.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2232%-85.9-94.71

Recent bounces (last 20 of 1)

timesymsidereason
06-27 17:01BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems