x3485390_18939_deribit_basis_zscore_long

not live
82
closed trades
44%
win rate
-178.22
total pnl ($)
0.944
weight
7d window — n=23 wr=48% pnl=-46.21  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 01:00BTCBuy59133→60030+7.12timeout
06-26 18:51BTCBuy60245→59627-5.64timeout
06-26 12:39BTCBuy59758→59436-3.17timeout
06-26 06:36BTCBuy59431→59987+4.23timeout
06-25 13:48BTCBuy61400.1→59522.2-15.74stop_loss
06-25 13:45BTCBuy61710.1→59816.1-15.78stop_loss
06-25 12:19BTCBuy60966→61143.9+1.00timeout
06-25 06:11BTCBuy59563→61697.9+17.49timeout
06-24 14:19BTCBuy62827.1→60894.5-15.83stop_loss
06-24 14:19BTCBuy62839.1→60894.5-15.92stop_loss
06-24 01:38BTCBuy62255.1→63040.8+5.85timeout
06-23 19:35BTCBuy62884.1→62379.9-4.47timeout
06-23 08:27BTCBuy64017.2→62053.9-15.76stop_loss
06-23 03:56BTCBuy64807.2→64005.8-6.63timeout
06-22 21:51BTCBuy64092.2→64243.8+0.73timeout
06-22 15:47BTCBuy64087.2→65001.7+6.65timeout
06-22 09:38BTCBuy63743.2→64066.8+2.05timeout
06-22 03:37BTCBuy64164.2→64146.8-0.62timeout
06-21 21:36BTCBuy64142.2→63727.8-3.68timeout
06-21 15:33BTCBuy64318.2→64170.8-1.57timeout
06-21 08:18BTCBuy63928.2→64069.8+0.60timeout
06-21 02:15BTCBuy63243.2→64214.8+7.22timeout
06-20 07:40BTCBuy62959.1→63726.8+5.65timeout
06-20 01:26BTCBuy62728.1→63374.8+4.70timeout
06-19 19:22BTCBuy62767.1→62987.9+1.30timeout
06-19 13:20BTCBuy63016.2→62685.9-3.02timeout
06-19 07:17BTCBuy62675.1→62760.9+0.25timeout
06-18 15:58BTCBuy64207.2→62238.8-15.64stop_loss
06-18 15:57BTCBuy64245.2→62278.7-15.71stop_loss
06-18 13:24BTCBuy64619.2→64304.8-2.88timeout
06-18 07:32BTCBuy64497.2→64248.8-2.37timeout
06-18 01:22BTCBuy65015.3→64651.8-3.28timeout
06-17 19:15BTCBuy65671.3→65326.7-3.09timeout
06-17 13:02BTCBuy65778.3→65010.7-6.31timeout
06-17 07:10BTCBuy65734.3→65656.7-1.05timeout
06-17 01:03BTCBuy66427.3→65757.7-5.52timeout
06-16 18:59BTCBuy66412.3→65810.7-5.02timeout
06-16 07:45BTCBuy66686.3→66282.7-3.47timeout
06-15 23:58BTCBuy66194.3→66296.7+0.33timeout
06-15 17:52BTCBuy65764.3→66906.7+8.18timeout
06-15 09:19BTCBuy64767.2→65751.7+7.16timeout
06-14 19:08BTCBuy64214.2→63747.8-4.12timeout
06-14 13:02BTCBuy64527.2→64325.8-2.01timeout
06-14 06:30BTCBuy64180.2→64351.8+0.89timeout
06-13 23:07BTCBuy63848.2→64425.8+4.06timeout
06-13 16:49BTCBuy63625.2→63934.8+1.98timeout
06-13 10:25BTCBuy63604.2→63750.8+0.66timeout
06-12 22:18BTCBuy63724.2→63481.8-2.38timeout
06-12 16:13BTCBuy63452.2→63863.8+2.77timeout
06-12 08:57BTCBuy63374.2→63444.8+0.07timeout
06-12 03:01BTCBuy62658.1→63604.8+7.06timeout
06-11 16:11BTCBuy62645.1→62704.9-0.05timeout
06-11 09:47BTCBuy61650.1→62874.9+9.42timeout
06-11 02:51BTCBuy61935.1→62052.9+0.47timeout
06-10 20:47BTCBuy61169.1→61742.9+4.22timeout
06-10 07:33BTCBuy61922.1→62016.9+0.37timeout
06-10 01:33BTCBuy62394.1→62016.9-3.42timeout
06-09 14:47BTCBuy63085.2→61155.3-15.75stop_loss
06-09 13:28BTCBuy62805.1→62287.9-4.56timeout
06-09 07:23BTCBuy63451.2→63305.8-1.62timeout
06-09 00:26BTCBuy62991.1→62827.9-1.78timeout
06-08 16:56BTCBuy62775.1→63519.8+5.44timeout
06-08 10:50BTCBuy63140.2→63111.8-0.67timeout
06-07 17:13BTCBuy61802.1→62282.9+3.43timeout
06-07 10:26BTCBuy60464→62494.9+16.35timeout
06-07 04:23BTCBuy60670→61517.9+6.54timeout
06-06 14:49BTCBuy61071.1→60925-1.65timeout
06-06 08:47BTCBuy61250.1→61298.9-0.09timeout
06-05 18:22BTCBuy61387.1→60373-8.74timeout
06-05 15:38BTCBuy62129.1→60228.9-15.74stop_loss
06-05 06:20BTCBuy63532.2→61582.1-15.77stop_loss
06-04 22:02BTCBuy63177.2→63396.8+1.30timeout
06-04 17:23BTCBuy63796.2→63191.8-5.23timeout
06-04 00:54BTCBuy64958.2→62970.3-15.75stop_loss
06-03 23:02BTCBuy66654.3→64615.4-15.80stop_loss
06-03 16:38BTCBuy66353.3→65836.7-4.37timeout
06-03 11:32BTCBuy66360.3→67230.6+6.04timeout
06-03 03:56BTCBuy67284.4→65914.7-10.63timeout
06-02 14:23BTCBuy70036.5→67894.6-15.76stop_loss
06-02 13:15BTCBuy70998.5→68803.1-15.91stop_loss
05-29 19:48BTCBuy73376.7→73616.3+1.16timeout
05-29 02:37BTCBuy72923.6→73438.3+3.02timeout

Paper vs Live

Paper (trades.jsonl)
82
closed
44%
win rate
-178.22
total pnl ($)
-43.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8244%-43.2-178.22

Recent bounces (last 20 of 5)

timesymsidereason
06-26 13:12BTCBuybelow_min_notional_skip
06-25 06:37BTCBuybelow_min_notional_skip
06-25 00:24BTCBuybelow_min_notional_skip
06-24 12:33BTCBuystale_intent
06-24 06:23BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems