basis_discount_mean_reversion_long

not live
35
closed trades
46%
win rate
-56.65
total pnl ($)
0.986
weight
7d window — n=6 wr=33% pnl=-11.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 35 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 21:55BTCBuy64012.2→63768.8-2.39timeout
06-20 17:15BTCBuy62961.1→63900.8+7.02timeout
06-19 15:13BTCBuy63567.2→63140.8-3.75timeout
06-18 11:54BTCBuy64838.2→63924.8-7.49timeout
06-17 07:00BTCBuy66414.3→65587.7-6.66timeout
06-16 05:52BTCBuy65767.3→66096.7+2.13timeout
06-15 04:49BTCBuy64355.2→65664.7+9.70timeout
06-14 01:50BTCBuy63803.2→64612.8+5.91timeout
06-13 00:14BTCBuy63702.2→63573.8-1.59timeout
06-11 19:18BTCBuy61730.1→63639.8+14.88timeout
06-10 14:26BTCBuy61786.1→61996.9+1.23timeout
06-09 14:18BTCBuy63332.2→61773-12.76stop_loss
06-08 21:24BTCBuy61775.1→63668.8+14.84timeout
06-07 21:04BTCBuy60700→61702.9+7.83timeout
06-06 19:50BTCBuy60266→60611+2.48timeout
06-05 18:52BTCBuy60897→59399.3-12.75stop_loss
06-05 13:52BTCBuy62597.1→61057.4-12.75stop_loss
06-05 02:29BTCBuy62980.1→62680.9-2.80timeout
06-04 00:29BTCBuy65074.3→63474.1-12.74stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 03:49BTCBuy67299.4→65643.9-12.75stop_loss
06-02 14:10BTCBuy69994.5→68271.4-12.77stop_loss
06-02 06:47BTCBuy71840.6→70065.4-12.91stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 10:15BTCBuy73604.7→73813.3+0.83timeout
05-31 01:34BTCBuy73609.7→74173.3+3.29timeout
05-30 21:52BTCBuy73429.7→73928.3+2.83timeout
05-30 18:18BTCBuy73868.7→73996.3+0.30timeout
05-30 14:57BTCBuy73128.7→73893.3+4.63timeout
05-30 09:55BTCBuy73706.7→73575.3-1.36timeout
05-29 18:52BTCBuy73646.7→73203.3-3.42timeout
05-29 14:09BTCBuy72803.6→72897.4+0.16timeout
05-29 11:56BTCBuy73474.7→73421.3-0.85timeout
05-29 09:49BTCBuy73533.7→73719.3+0.74timeout
05-29 07:45BTCBuy73418.7→73360.3-0.88timeout

Paper vs Live

Paper (trades.jsonl)
35
closed
46%
win rate
-56.65
total pnl ($)
-31.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3546%-31.7-56.65

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems