deribit_basis_annualized_mean_reversion

not live
26
closed trades
31%
win rate
-88.09
total pnl ($)
0.931
weight
7d window — n=7 wr=14% pnl=-48.81  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 13:18BTCBuy60252→58770.7-12.75stop_loss
06-25 13:41BTCBuy61854.1→60327.8-12.78stop_loss
06-24 14:13BTCBuy62609.1→61067.4-12.76stop_loss
06-24 07:52BTCBuy62899.1→62608.9-2.81timeout
06-23 06:21BTCBuy64188.2→62609.5-12.78stop_loss
06-22 07:47BTCBuy64214.2→64230.8-0.35timeout
06-21 02:10BTCBuy63473.2→64222.8+5.42timeout
06-18 15:57BTCBuy63926.2→62348.7-12.73stop_loss
06-18 11:14BTCBuy64604.2→63990.8-5.28timeout
06-16 17:06BTCBuy66890.3→65718.7-9.31timeout
06-15 13:16BTCBuy63920.2→66726.7+21.52take_profit
06-14 16:57BTCBuy64004.2→63943.8-0.96timeout
06-13 16:53BTCBuy63913.2→63922.8-0.37timeout
06-12 16:48BTCBuy62639.1→63858.8+9.24timeout
06-11 16:45BTCBuy62161.1→62629.9+3.23timeout
06-10 16:41BTCBuy60883→62317.9+11.24timeout
06-09 13:23BTCBuy63803.2→62233.8-12.72stop_loss
06-08 14:07BTCBuy61774.1→63730.8+15.34timeout
06-07 13:58BTCBuy60795→61712.9+7.08timeout
06-05 18:52BTCBuy60904→59406.3-12.76stop_loss
06-05 05:59BTCBuy63786.2→62216.8-12.71stop_loss
06-03 23:10BTCBuy65968.3→64337.6-12.82stop_loss
06-03 03:33BTCBuy67657.4→65993.7-12.75stop_loss
06-02 07:02BTCBuy71527.6→69765.6-12.81stop_loss
05-31 15:22BTCBuy73889.7→73693.3-1.83timeout
05-30 07:52BTCBuy73396.7→73486.3+0.12timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
31%
win rate
-88.09
total pnl ($)
-67.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2631%-67.2-88.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems