x1442802_deribit_basis_zscore_reversion_long

not live
48
closed trades
38%
win rate
-242.65
total pnl ($)
0.942
weight
7d window — n=11 wr=45% pnl=-47.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 48 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 17:50BTCBuy59384→59982+4.39timeout
06-25 13:53BTCBuy60446→58894.6-13.20stop_loss
06-24 16:51BTCBuy61298.1→59728.1-13.23stop_loss
06-24 14:20BTCBuy62426.1→60825.5-13.24stop_loss
06-24 13:44BTCBuy62967.1→61355.2-13.25stop_loss
06-23 06:21BTCBuy64204.2→62560.6-13.26stop_loss
06-23 06:21BTCBuy64323.2→62677.5-13.26stop_loss
06-22 20:15BTCBuy63942.2→64498.8+3.84timeout
06-22 18:11BTCBuy63853.2→64657.8+5.72timeout
06-20 19:57BTCBuy62931.1→63897.8+7.29timeout
06-20 17:17BTCBuy62497.1→63892.8+10.65timeout
06-18 15:51BTCBuy64210.2→62565.6-12.98stop_loss
06-18 15:17BTCBuy64923.2→63262.2-13.20stop_loss
06-17 22:03BTCBuy65584.3→63904.8-13.22stop_loss
06-17 08:44BTCBuy66556.3→64853.3-13.26stop_loss
06-16 14:32BTCBuy67088.4→65371-13.32stop_loss
06-16 09:59BTCBuy64602.2→66487.7+14.15timeout
06-15 16:10BTCBuy64379.2→67269.6+22.00take_profit
06-14 08:37BTCBuy63408.2→64477.8+7.93timeout
06-13 21:14BTCBuy63564.2→64225.8+4.71timeout
06-12 07:51BTCBuy61658.1→62989.9+10.27timeout
06-11 18:23BTCBuy61766.1→63396.8+12.52timeout
06-09 17:04BTCBuy62134.1→61591.9-4.95timeout
06-09 16:05BTCBuy62532.1→60931.5-13.27stop_loss
06-09 08:38BTCBuy62640.1→62896.9+1.61timeout
06-07 15:43BTCBuy60423→62068.9+13.14timeout
06-07 07:56BTCBuy59655→62333.9+22.05take_profit
06-05 18:52BTCBuy60939→59379.3-13.25stop_loss
06-05 13:49BTCBuy62892.1→61271.3-13.34stop_loss
06-05 13:49BTCBuy62894.1→61271.3-13.36stop_loss
06-05 06:22BTCBuy62907.1→61294.3-13.19stop_loss
06-05 06:20BTCBuy63252.2→61633.1-13.20stop_loss
06-04 10:49BTCBuy63925.2→62287.7-13.23stop_loss
06-04 01:16BTCBuy64524.2→62872.4-13.25stop_loss
06-04 00:26BTCBuy65284.3→63613-13.25stop_loss
06-03 20:55BTCBuy66428.3→64652.4-13.86stop_loss
06-03 19:54BTCBuy67062.4→65332-13.39stop_loss
06-03 03:49BTCBuy67315.4→65592.9-13.25stop_loss
06-03 03:43BTCBuy67606.4→65870.8-13.29stop_loss
06-02 15:30BTCBuy68990.4→67221-13.28stop_loss
06-02 14:21BTCBuy69971.5→68172.5-13.32stop_loss
06-01 22:24BTCBuy74124.7→71102.9-21.09stop_loss
06-01 22:24BTCBuy73920.7→71102.9-19.78stop_loss
05-30 17:00BTCBuy73435.7→73883.3+2.37timeout
05-30 14:00BTCBuy73008.7→73811.3+4.86timeout
05-30 11:48BTCBuy73423.7→73572.3+0.44timeout
05-30 09:42BTCBuy73456.7→73522.3-0.07timeout
05-30 07:35BTCBuy73377.7→73519.3+0.43timeout

Paper vs Live

Paper (trades.jsonl)
48
closed
38%
win rate
-242.65
total pnl ($)
-100.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4838%-100.4-242.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems