deribit_basis_zscore_short_trend_follow

not live
44
closed trades
36%
win rate
+22.56
total pnl ($)
1.529
weight
7d window — n=14 wr=43% pnl=+50.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 07:24BTCSell60516→60418+0.37timeout
06-25 13:54BTCSell61767.9→58581.9+25.31take_profit
06-24 16:51BTCSell62743.9→59611+24.48take_profit
06-23 15:38BTCSell65020.7→62359.1+19.97timeout
06-23 09:06BTCSell64204.8→62382.1+13.51timeout
06-23 02:52BTCSell64255.8→64203.2-0.04timeout
06-22 20:40BTCSell63972.8→64469.2-4.31timeout
06-22 14:29BTCSell63995.8→64951.2-7.81timeout
06-22 07:24BTCSell64190.8→64216.2-0.62timeout
06-21 21:26BTCSell63933.8→63680.2+1.54timeout
06-21 12:44BTCSell63589.8→64021.2-3.90timeout
06-21 06:46BTCSell63716.8→64286.2-4.92timeout
06-21 00:43BTCSell63564.8→64283.2-6.05timeout
06-20 15:00BTCSell63174.8→63952.2-6.54timeout
06-18 15:58BTCSell65533.7→62261.1+24.20take_profit
06-17 10:43BTCSell66574.7→64886.2+12.32timeout
06-17 04:37BTCSell65827.7→65863.3-0.67timeout
06-16 21:24BTCSell66519.7→65732.3+5.56timeout
06-16 11:48BTCSell66163.7→66389.3-2.07timeout
06-16 05:43BTCSell65716.7→66047.3-3.02timeout
06-15 15:47BTCSell65108.7→67110.9-15.84stop_loss
06-15 07:52BTCSell64387.8→65715.3-10.70timeout
06-14 19:50BTCSell64297.8→63756.2+3.81timeout
06-14 13:49BTCSell64154.8→64296.2-1.55timeout
06-14 07:49BTCSell63819.8→64392.2-4.93timeout
06-14 01:46BTCSell63774.8→64589.2-6.86timeout
06-13 19:37BTCSell63741.8→64235.2-4.32timeout
06-13 11:26BTCSell63826.8→63926.2-1.14timeout
06-13 05:23BTCSell63466.8→63544.2-1.07timeout
06-12 20:55BTCSell63365.8→63393.2-0.64timeout
06-12 12:31BTCSell62573.9→63469.2-7.53timeout
06-11 19:33BTCSell62047.9→63950.2-15.69stop_loss
06-11 18:02BTCSell61894.9→63790.1-15.67stop_loss
06-11 14:21BTCSell61901.9→62855.1-8.05timeout
06-10 07:43BTCSell63168.8→62023.1+8.51timeout
06-09 22:12BTCSell63363.8→62023.1+10.02timeout
06-09 16:05BTCSell63859.8→60963+22.38timeout
06-09 10:02BTCSell63450.8→62728.1+5.22timeout
06-09 03:46BTCSell63111.8→62754.1+2.38timeout
06-08 09:41BTCSell62495.9→63209.2-6.14timeout
06-07 22:14BTCSell61770.9→63663-15.77stop_loss
06-07 22:14BTCSell61616.9→63504.9-15.78stop_loss
06-01 23:24BTCSell73787.3→71343.6+16.26timeout
05-31 10:49BTCSell73614.3→73812.7-1.67timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
36%
win rate
+22.56
total pnl ($)
+10.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4436%+10.0+22.56

Recent bounces (last 20 of 1)

timesymsidereason
06-27 11:10BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems