deribit_basis_zscore_revert_long_v3

not live
47
closed trades
51%
win rate
+29.84
total pnl ($)
0.822
weight
7d window — n=13 wr=38% pnl=-46.94  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 03:33BTCBuy64309.2→64027.8-2.64timeout
06-22 02:44BTCBuy63381.2→64462.8+7.92timeout
06-22 00:45BTCBuy63553.2→63883.8+2.11timeout
06-21 12:53BTCBuy62740.1→64131.8+10.77timeout
06-21 07:46BTCBuy62489.1→64207.8+13.31timeout
06-21 01:34BTCBuy62821.1→64198.8+10.40timeout
06-18 15:51BTCBuy64083.2→62506.6-12.63stop_loss
06-18 15:37BTCBuy64547.2→62959.4-12.54stop_loss
06-18 15:17BTCBuy64931.2→63313.2-12.56stop_loss
06-17 19:50BTCBuy65656.3→64036.8-12.78stop_loss
06-17 08:49BTCBuy66460.3→64826.3-12.77stop_loss
06-17 08:44BTCBuy66494.3→64858.3-12.79stop_loss
06-17 07:54BTCBuy66823.3→65180.1-12.73stop_loss
06-15 21:43BTCBuy64601.2→66414.7+13.47timeout
06-15 13:00BTCBuy63788.2→66588.7+21.52take_profit
06-14 21:44BTCBuy63525.2→65262.7+13.15timeout
06-14 19:42BTCBuy63702.2→63735.8-0.29timeout
06-14 07:19BTCBuy62986.1→64271.8+9.76timeout
06-13 20:55BTCBuy63372.2→64260.8+6.52timeout
06-12 08:15BTCBuy61610.1→63273.8+12.83timeout
06-11 19:30BTCBuy61197.1→63883.8+21.39take_profit
06-11 19:30BTCBuy61156.1→63840.8+21.32take_profit
06-11 16:38BTCBuy60955→62727.9+13.90timeout
06-10 22:17BTCBuy62600.1→61060.4-12.75stop_loss
06-09 14:29BTCBuy63072.2→61521.1-12.77stop_loss
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-09 14:21BTCBuy63190.2→61633.1-12.80stop_loss
06-09 14:16BTCBuy63452.2→61891.9-12.76stop_loss
06-09 12:22BTCBuy61959.1→62709.9+5.69timeout
06-09 03:58BTCBuy61631.1→62802.9+9.06timeout
06-07 22:15BTCBuy61456.1→64154.8+21.52take_profit
06-07 22:14BTCBuy60824→63495.8+21.53take_profit
06-07 22:14BTCBuy60814→63485.8+21.53take_profit
06-07 08:48BTCBuy60290→62946.9+21.61take_profit
06-06 04:34BTCBuy61002→59500.3-12.76stop_loss
06-06 04:11BTCBuy61803.1→60280.8-12.77stop_loss
06-05 18:52BTCBuy60867→59370.3-12.75stop_loss
06-05 14:26BTCBuy61914.1→60391.8-12.74stop_loss
06-05 06:24BTCBuy62644.1→61103.4-12.66stop_loss
06-05 06:20BTCBuy63269.2→61710-12.76stop_loss
06-04 00:29BTCBuy65009.3→63410.1-12.75stop_loss
06-01 22:25BTCBuy73565.7→71210.8-16.66stop_loss
05-31 18:21BTCBuy73870.7→73609.3-2.35timeout
05-31 14:57BTCBuy73116.7→73644.3+3.12timeout
05-31 07:51BTCBuy73380.7→73846.3+2.42timeout
05-30 15:46BTCBuy73040.7→73863.3+4.91timeout
05-30 13:26BTCBuy73090.7→73748.3+3.88timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
51%
win rate
+29.84
total pnl ($)
+13.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4751%+13.3+29.84

Recent bounces (last 20 of 3)

timesymsidereason
06-23 00:52BTCBuystale_intent
06-22 13:50BTCBuystale_intent
06-21 21:38BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems