deribit_basis_zscore_reversion_v2

not live
44
closed trades
45%
win rate
-120.49
total pnl ($)
0.911
weight
7d window — n=10 wr=40% pnl=-51.88  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 04:26BTCBuy59916→60444+3.97timeout
06-26 02:21BTCBuy59823→58345.9-12.77stop_loss
06-25 13:54BTCBuy59973→58467.8-12.92stop_loss
06-24 16:51BTCBuy61294.1→59730.1-13.18stop_loss
06-24 13:44BTCBuy62908.1→61359.2-12.76stop_loss
06-24 08:19BTCBuy62411.1→62675.9+1.62timeout
06-23 08:17BTCBuy63988.2→62395.7-12.91stop_loss
06-22 22:02BTCBuy63710.2→64334.8+4.45timeout
06-21 21:56BTCBuy64003.2→63740.8-2.50timeout
06-20 21:00BTCBuy63190.2→63893.8+5.13timeout
06-19 17:57BTCBuy62504.1→63182.8+4.98timeout
06-18 15:40BTCBuy64336.2→62748.5-12.51stop_loss
06-17 19:39BTCBuy65837.3→64216.7-12.76stop_loss
06-17 04:40BTCBuy65861.3→65899.7-0.20timeout
06-16 03:58BTCBuy65936.3→66092.7+0.78timeout
06-15 02:58BTCBuy64473.2→65406.7+6.76timeout
06-14 01:50BTCBuy63784.2→64612.8+6.08timeout
06-13 00:18BTCBuy63617.2→63531.8-1.23timeout
06-11 19:30BTCBuy61181.1→63867.8+21.39take_profit
06-10 22:17BTCBuy62614.1→61070.4-12.78stop_loss
06-10 14:30BTCBuy61578.1→62043.9+3.30timeout
06-09 14:21BTCBuy63163.2→61610.1-12.75stop_loss
06-08 20:48BTCBuy61793.1→63338.8+12.01timeout
06-07 15:26BTCBuy60637→61847.9+9.52timeout
06-06 14:26BTCBuy60414→60797+2.73timeout
06-05 14:06BTCBuy61942.1→60416.8-12.76stop_loss
06-05 11:15BTCBuy62245.1→62256.9-0.39timeout
06-04 09:27BTCBuy64382.2→62795.4-12.77stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 16:24BTCBuy67305.4→65649.9-12.78stop_loss
06-03 03:43BTCBuy67503.4→65828.8-12.86stop_loss
06-02 14:10BTCBuy69994.5→68272.4-12.77stop_loss
06-02 01:34BTCBuy72688.6→70900-12.84stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-30 22:00BTCBuy73385.7→73905.3+2.98timeout
05-30 20:11BTCBuy73628.7→73928.3+1.47timeout
05-30 18:26BTCBuy73841.7→73953.3+0.19timeout
05-30 16:42BTCBuy74044.7→73920.3-1.40timeout
05-30 14:57BTCBuy73128.7→73893.3+4.63timeout
05-29 15:27BTCBuy72887.6→73551.3+4.06timeout
05-29 14:17BTCBuy73452.7→72908.4-4.23timeout
05-29 13:07BTCBuy73361.7→73205.3-1.54timeout
05-29 11:31BTCBuy73306.7→73485.3+0.73timeout
05-29 10:28BTCBuy73349.7→73587.3+1.10timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
45%
win rate
-120.49
total pnl ($)
-54.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4445%-54.3-120.49

Recent bounces (last 20 of 3)

timesymsidereason
06-27 06:08BTCBuystale_intent
06-24 14:34BTCBuystale_intent
06-24 12:10BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems