x3485392_deribit_basis_zscore_long_capitulation

not live
88
closed trades
42%
win rate
-225.88
total pnl ($)
0.718
weight
7d window — n=21 wr=38% pnl=-86.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 88 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 10:56BTCBuy60177→60139-0.79timeout
06-28 04:54BTCBuy60796→60131-5.92timeout
06-27 07:40BTCBuy59939→60393+3.31timeout
06-27 01:01BTCBuy59148→59992+6.68timeout
06-26 18:45BTCBuy60280→59692-5.39timeout
06-26 12:19BTCBuy59767→59537-2.40timeout
06-26 06:07BTCBuy59630→59750+0.56timeout
06-25 13:53BTCBuy61388.1→58880.6-20.87stop_loss
06-25 13:51BTCBuy61686.1→59181.4-20.72stop_loss
06-25 11:58BTCBuy61067.1→61225.9+0.85timeout
06-25 05:53BTCBuy59337→61583.9+18.50timeout
06-24 15:58BTCBuy62770.1→60219.9-20.76stop_loss
06-24 15:47BTCBuy62877.1→60324.8-20.73stop_loss
06-24 00:08BTCBuy62460.1→62797.9+2.27timeout
06-23 17:49BTCBuy63362.2→62478.9-7.42timeout
06-23 07:33BTCBuy64405.2→62885.9-12.26timeout
06-23 01:23BTCBuy65059.3→64170.8-7.26timeout
06-22 19:18BTCBuy64188.2→64379.8+1.02timeout
06-22 13:07BTCBuy63937.2→65044.7+8.14timeout
06-22 07:04BTCBuy64197.2→64050.8-1.60timeout
06-22 01:08BTCBuy64122.2→63953.8-1.79timeout
06-21 19:02BTCBuy64240.2→64234.8-0.47timeout
06-21 12:44BTCBuy64290.2→64012.8-2.58timeout
06-21 05:42BTCBuy63857.2→64310.8+3.10timeout
06-20 13:30BTCBuy63493.2→63358.8-1.53timeout
06-20 07:27BTCBuy62932.1→63730.8+5.89timeout
06-20 01:27BTCBuy62762.1→63408.8+4.70timeout
06-19 19:23BTCBuy62763.1→62983.9+1.29timeout
06-19 13:20BTCBuy63017.2→62690.9-2.99timeout
06-19 07:17BTCBuy62686.1→62765.9+0.21timeout
06-19 01:20BTCBuy64355.2→63018.8-10.78timeout
06-18 19:16BTCBuy64144.2→62662.9-11.89timeout
06-18 13:18BTCBuy64642.2→64357.8-2.66timeout
06-18 07:11BTCBuy65100.3→64015.8-8.78timeout
06-18 01:09BTCBuy64984.2→64690.8-2.76timeout
06-17 19:09BTCBuy65583.3→65276.7-2.83timeout
06-17 13:02BTCBuy65762.3→65026.7-6.07timeout
06-17 07:01BTCBuy65803.3→65562.7-2.29timeout
06-17 01:00BTCBuy66397.3→65688.7-5.82timeout
06-16 18:59BTCBuy66411.3→65810.7-5.01timeout
06-16 04:16BTCBuy67193.4→66104.7-8.53timeout
06-15 22:12BTCBuy65730.3→66418.7+4.76timeout
06-15 16:01BTCBuy65876.3→67165.6+9.34timeout
06-15 07:28BTCBuy63787.2→65958.7+16.56timeout
06-14 23:18BTCBuy64528.2→65582.7+7.70timeout
06-14 17:16BTCBuy64348.2→63943.8-3.63timeout
06-14 11:14BTCBuy64435.2→64539.8+0.36timeout
06-14 05:13BTCBuy63957.2→64315.8+2.37timeout
06-13 22:44BTCBuy63852.2→64478.8+4.44timeout
06-13 16:43BTCBuy63593.2→64030.8+2.99timeout
06-13 09:33BTCBuy63535.2→63790.8+1.52timeout
06-12 21:30BTCBuy63744.2→63489.8-2.46timeout
06-12 15:27BTCBuy63383.2→64240.8+6.28timeout
06-12 08:16BTCBuy63476.2→63274.8-2.09timeout
06-12 00:31BTCBuy62593.1→63566.8+7.27timeout
06-11 04:02BTCBuy62493.1→62601.9+0.35timeout
06-10 20:19BTCBuy61597.1→61809.9+1.25timeout
06-10 03:09BTCBuy61614.1→62016.9+2.87timeout
06-09 19:44BTCBuy63168.2→61855.9-10.88timeout
06-09 08:14BTCBuy63220.2→62885.9-3.11timeout
06-09 02:11BTCBuy63745.2→62721.9-8.47timeout
06-08 20:05BTCBuy63167.2→63350.8+0.99timeout
06-08 14:01BTCBuy63108.2→63705.8+4.26timeout
06-08 02:02BTCBuy61769.1→63110.8+10.38timeout
06-07 22:15BTCBuy61504.1→64204.8+21.51take_profit
06-07 19:49BTCBuy62231.1→61365.9-7.38timeout
06-07 13:48BTCBuy61440.1→61728.9+1.89timeout
06-07 07:40BTCBuy60547→62178.9+13.04timeout
06-07 01:34BTCBuy60756→61524.9+5.85timeout
06-06 10:16BTCBuy61414.1→60649-6.70timeout
06-06 03:19BTCBuy60799→60848-0.05timeout
06-05 15:39BTCBuy62742.1→60195.9-20.73stop_loss
06-05 14:28BTCBuy62844.1→60291.8-20.75stop_loss
06-05 09:19BTCBuy63616.2→62985.9-5.39timeout
06-05 03:47BTCBuy63766.2→62734.9-8.51timeout
06-04 21:44BTCBuy62879.1→63435.8+3.99timeout
06-04 16:59BTCBuy64355.2→63548.8-6.76timeout
06-04 01:22BTCBuy65258.3→62609.5-20.74stop_loss
06-03 23:10BTCBuy67092.4→64369.6-20.73stop_loss
06-03 16:39BTCBuy66341.3→65890.7-3.88timeout
06-03 11:33BTCBuy66509.3→67225.6+4.87timeout
06-03 03:57BTCBuy67283.4→65898.7-10.75timeout
06-02 15:30BTCBuy70109.5→67263-20.76stop_loss
06-02 14:22BTCBuy71002.5→68121.5-20.76stop_loss
06-01 03:42BTCBuy73652.7→73785.3+0.42timeout
05-31 19:26BTCBuy73881.7→73449.3-3.39timeout
05-31 07:49BTCBuy74030.7→73847.3-1.76timeout
05-30 05:16BTCBuy74145.7→73467.3-5.05timeout

Paper vs Live

Paper (trades.jsonl)
88
closed
42%
win rate
-225.88
total pnl ($)
-51.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8842%-51.1-225.88

Recent bounces (last 20 of 1)

timesymsidereason
06-28 15:38BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems