deribit_basis_zscore_revert_long_v4

not live
20
closed trades
55%
win rate
-34.57
total pnl ($)
1.111
weight
7d window — n=6 wr=50% pnl=-12.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 20 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:37BTCBuy64360.2→64170.8-2.00timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-20 01:55BTCBuy62992.1→63553.8+4.00timeout
06-18 15:37BTCBuy64517.2→62930.4-12.54stop_loss
06-17 19:41BTCBuy65786.3→64168.7-12.77stop_loss
06-16 08:27BTCBuy65676.3→66495.7+5.87timeout
06-15 08:26BTCBuy64452.2→65645.7+8.79timeout
06-14 08:25BTCBuy63769.2→64445.8+4.83timeout
06-13 08:26BTCBuy63460.2→63780.8+1.97timeout
06-12 08:22BTCBuy62803.1→63546.8+5.36timeout
06-11 08:16BTCBuy61647.1→62767.9+8.52timeout
06-09 13:36BTCBuy63721.2→62153.8-12.74stop_loss
06-08 21:08BTCBuy61754.1→63693.8+15.22timeout
06-07 21:04BTCBuy60693→61708.9+7.94timeout
06-06 04:13BTCBuy61624.1→60107.9-12.76stop_loss
06-05 06:03BTCBuy63506.2→61934.9-12.79stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-03 19:54BTCBuy66987.3→65324.1-12.93stop_loss
06-02 12:06BTCBuy71005.6→69256.9-12.82stop_loss
05-31 11:18BTCBuy73563.7→73885.3+1.60timeout

Paper vs Live

Paper (trades.jsonl)
20
closed
55%
win rate
-34.57
total pnl ($)
-34.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2055%-34.1-34.57

Recent bounces (last 20 of 1)

timesymsidereason
06-22 04:00BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems