deribit_basis_zscore_undershoot_long_v2

not live
71
closed trades
46%
win rate
-182.33
total pnl ($)
0.961
weight
7d window — n=14 wr=50% pnl=-48.87  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 71 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 12:43BTCBuy60119→60204+0.24timeout
06-28 06:14BTCBuy60494→59843-5.83timeout
06-27 07:10BTCBuy59988→60277+1.96timeout
06-26 13:44BTCBuy59272→59457+1.09timeout
06-26 13:18BTCBuy60584→58729.7-15.76stop_loss
06-26 01:56BTCBuy58675.9→59392+5.68timeout
06-25 13:53BTCBuy60730→58872.6-15.69stop_loss
06-25 05:45BTCBuy59279→61485.9+18.18timeout
06-24 14:20BTCBuy62743.1→60822.5-15.75stop_loss
06-24 02:28BTCBuy62463.1→62712.9+1.52timeout
06-23 20:11BTCBuy62838.1→62474.9-3.34timeout
06-23 08:24BTCBuy64095.2→62125.8-15.79stop_loss
06-23 00:42BTCBuy65083.3→64005.8-8.72timeout
06-22 18:26BTCBuy64106.2→64597.8+3.36timeout
06-22 10:33BTCBuy63616.2→64130.8+3.54timeout
06-21 20:35BTCBuy63897.2→64034.8+0.62timeout
06-21 09:25BTCBuy63956.2→64017.8-0.03timeout
06-21 02:48BTCBuy63917.2→64220.8+1.92timeout
06-20 17:24BTCBuy63695.2→63849.8+0.76timeout
06-20 10:28BTCBuy63268.2→63633.8+2.41timeout
06-19 14:10BTCBuy63022.2→63033.8-0.31timeout
06-19 07:48BTCBuy62917.1→62488.9-3.83timeout
06-19 01:59BTCBuy63859.2→63002.8-7.10timeout
06-18 15:53BTCBuy64399.2→62428.6-15.62stop_loss
06-18 13:30BTCBuy64693.2→64309.8-3.41timeout
06-18 07:25BTCBuy64645.2→64213.8-3.78timeout
06-18 01:15BTCBuy65019.3→64656.8-3.27timeout
06-17 19:15BTCBuy65679.3→65234.7-3.86timeout
06-17 13:06BTCBuy65781.3→65002.7-6.39timeout
06-17 07:08BTCBuy65722.3→65558.7-1.71timeout
06-17 01:08BTCBuy66310.3→65752.7-4.68timeout
06-16 19:00BTCBuy66422.3→65797.7-5.19timeout
06-16 03:41BTCBuy66824.3→66030.7-6.37timeout
06-15 20:17BTCBuy65691.3→66485.7+5.56timeout
06-15 09:19BTCBuy64790.2→65750.7+6.97timeout
06-14 23:06BTCBuy64439.2→65229.7+5.66timeout
06-14 16:30BTCBuy64443.2→64104.8-3.10timeout
06-14 09:46BTCBuy64495.2→64541.8-0.11timeout
06-14 02:13BTCBuy64157.2→64605.8+3.05timeout
06-13 20:08BTCBuy63768.2→64226.8+3.15timeout
06-13 01:29BTCBuy63358.2→63622.8+1.60timeout
06-12 18:47BTCBuy62972.1→63867.8+6.65timeout
06-12 12:36BTCBuy63631.2→63488.8-1.61timeout
06-12 06:35BTCBuy63417.2→62899.9-4.55timeout
06-12 00:30BTCBuy62565.1→63608.8+7.83timeout
06-11 04:02BTCBuy62503.1→62623.9+0.45timeout
06-10 20:18BTCBuy61681.1→61771.9+0.26timeout
06-10 07:01BTCBuy61726.1→62016.9+1.96timeout
06-09 16:19BTCBuy62769.1→60845.5-15.80stop_loss
06-09 03:19BTCBuy64143.2→62855.9-10.48timeout
06-08 02:30BTCBuy62117.1→63148.8+7.83timeout
06-07 20:22BTCBuy62377.1→61800.9-5.05timeout
06-07 14:17BTCBuy61324.1→61827.9+3.65timeout
06-07 08:04BTCBuy60507→62340.9+14.75timeout
06-07 01:33BTCBuy60712→61497.9+5.99timeout
06-06 06:35BTCBuy60184→60996.9+6.29timeout
06-05 14:04BTCBuy62425.1→60510.7-15.78stop_loss
06-05 06:16BTCBuy63866.2→61911.9-15.72stop_loss
06-04 21:48BTCBuy63009.2→63432.8+2.92timeout
06-04 10:30BTCBuy64363.2→62392.7-15.73stop_loss
06-04 00:53BTCBuy64982.2→62994.3-15.74stop_loss
06-03 20:55BTCBuy66837.3→64783.4-15.83stop_loss
06-03 16:40BTCBuy66335.3→65859.7-4.06timeout
06-03 11:16BTCBuy66731.3→67302.6+3.76timeout
06-03 03:48BTCBuy67322.4→65794.7-11.80timeout
06-02 14:23BTCBuy70109.5→67962.6-15.77stop_loss
06-02 13:15BTCBuy70986.5→68804.1-15.88stop_loss
06-01 03:54BTCBuy73635.7→73723.3+0.11timeout
05-31 19:48BTCBuy73854.7→73489.3-2.94timeout
05-29 19:48BTCBuy73376.7→73614.3+1.15timeout
05-29 02:38BTCBuy72879.6→73421.3+3.20timeout

Paper vs Live

Paper (trades.jsonl)
71
closed
46%
win rate
-182.33
total pnl ($)
-51.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7146%-51.2-182.33

Recent bounces (last 20 of 1)

timesymsidereason
06-29 08:26BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems