deribit_basis_zscore_reversion_long_v61

not live
24
closed trades
42%
win rate
-86.07
total pnl ($)
0.968
weight
7d window — n=8 wr=38% pnl=-41.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 24 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:19BTCBuy59938→58458.8-12.80stop_loss
06-25 13:46BTCBuy61082.1→59567.2-12.82stop_loss
06-24 13:57BTCBuy62744.1→61200.3-12.75stop_loss
06-23 08:24BTCBuy63673.2→62102.8-12.77stop_loss
06-23 03:58BTCBuy63925.2→64029.8+0.37timeout
06-22 03:37BTCBuy64291.2→64179.8-1.38timeout
06-21 01:59BTCBuy63536.2→64235.8+5.00timeout
06-20 00:35BTCBuy62993.1→63742.8+5.47timeout
06-18 15:37BTCBuy64588.2→62996.3-12.75stop_loss
06-17 19:41BTCBuy65769.3→64151.7-12.78stop_loss
06-16 17:32BTCBuy66712.3→65721.7-7.97timeout
06-15 13:16BTCBuy63881.2→66685.7+21.52take_profit
06-14 17:29BTCBuy64063.2→63875.8-1.98timeout
06-13 17:35BTCBuy63813.2→64081.8+1.64timeout
06-12 17:45BTCBuy63315.2→63821.8+3.54timeout
06-11 17:26BTCBuy62030.1→62330.9+1.88timeout
06-10 17:10BTCBuy61431.1→61980.9+3.97timeout
06-09 13:36BTCBuy63748.2→62176.8-12.76stop_loss
06-08 14:10BTCBuy61767.1→63787.8+15.86timeout
06-07 13:59BTCBuy60785→61721.9+7.24timeout
06-05 18:51BTCBuy61068.1→59565.2-12.77stop_loss
06-05 05:59BTCBuy63810.2→62229.8-12.79stop_loss
06-03 23:38BTCBuy65858.3→64230.7-12.81stop_loss
06-02 22:59BTCBuy67990.4→66225.6-13.43stop_loss

Paper vs Live

Paper (trades.jsonl)
24
closed
42%
win rate
-86.07
total pnl ($)
-71.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2442%-71.3-86.07

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems