deribit_basis_annualized_mean_reversion_long_v2

not live
27
closed trades
48%
win rate
-74.12
total pnl ($)
1.020
weight
7d window — n=7 wr=43% pnl=-39.68  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 18:41BTCBuy60525→59600-8.07timeout
06-27 10:13BTCBuy59794→60434+4.85timeout
06-25 13:43BTCBuy61681.1→60161.9-12.75stop_loss
06-24 14:02BTCBuy62696.1→61152.3-12.76stop_loss
06-24 08:20BTCBuy62465.1→62638.9+0.87timeout
06-23 08:17BTCBuy64053.2→62477.6-12.78stop_loss
06-22 08:15BTCBuy64087.2→64273.8+0.95timeout
06-21 08:15BTCBuy63541.2→64081.8+3.71timeout
06-20 07:10BTCBuy62805.1→63636.8+6.16timeout
06-18 15:55BTCBuy63991.2→62417.7-12.62stop_loss
06-17 22:03BTCBuy65566.3→63942.8-12.82stop_loss
06-16 17:48BTCBuy66874.3→65856.7-8.15timeout
06-15 13:06BTCBuy63810.2→66613.7+21.53take_profit
06-14 17:44BTCBuy64092.2→63807.8-2.74timeout
06-13 17:54BTCBuy63836.2→63981.8+0.67timeout
06-12 17:35BTCBuy63170.2→63807.8+4.58timeout
06-11 16:39BTCBuy62270.1→62676.9+2.72timeout
06-10 16:39BTCBuy60868→62271.9+10.99timeout
06-09 12:45BTCBuy63619.2→62480.9-9.36timeout
06-08 12:42BTCBuy61647.1→63554.8+15.00timeout
06-07 12:33BTCBuy60754→61794.9+8.09timeout
06-05 13:57BTCBuy62326.1→60784.6-12.82stop_loss
06-05 06:00BTCBuy63732.2→62164.8-12.70stop_loss
06-03 20:44BTCBuy66764.3→65122.2-12.77stop_loss
06-02 15:30BTCBuy68959.4→67264-12.75stop_loss
06-02 07:01BTCBuy71627.6→69866.6-12.81stop_loss
05-31 11:19BTCBuy73557.7→73884.3+1.63timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
48%
win rate
-74.12
total pnl ($)
-54.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2748%-54.4-74.12

Recent bounces (last 20 of 1)

timesymsidereason
06-28 23:45BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems