deribit_basis_annualized_mean_reversion_long_v4

not live
23
closed trades
35%
win rate
-68.80
total pnl ($)
0.903
weight
7d window — n=7 wr=29% pnl=-55.19  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 23 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:48BTCBuy60873→59376.3-12.70stop_loss
06-24 14:02BTCBuy62706.1→61161.3-12.70stop_loss
06-23 08:27BTCBuy63540.2→61973.9-12.75stop_loss
06-23 06:21BTCBuy64216.2→62635.5-12.34stop_loss
06-23 06:20BTCBuy64508.2→62915.4-12.59stop_loss
06-23 00:43BTCBuy63558.2→64009.8+3.10timeout
06-21 21:14BTCBuy62912.1→63577.8+4.79timeout
06-18 15:40BTCBuy64342.2→62759.5-12.52stop_loss
06-17 19:41BTCBuy65765.3→64147.7-12.74stop_loss
06-17 08:44BTCBuy66502.3→64865.3-12.88stop_loss
06-15 13:25BTCBuy64085.2→66898.7+21.52take_profit
06-15 13:00BTCBuy63787.2→66594.7+21.57take_profit
06-15 12:46BTCBuy63668.2→66469.7+21.61take_profit
06-14 13:49BTCBuy63042.2→64289.8+9.45timeout
06-13 13:36BTCBuy61858.1→64207.8+18.38timeout
06-09 16:39BTCBuy62297.1→60764.6-12.76stop_loss
06-09 16:05BTCBuy62504.1→60966.5-13.00stop_loss
06-09 14:17BTCBuy63364.2→61806-12.75stop_loss
06-07 22:14BTCBuy60617→63278.8+21.52take_profit
06-05 13:49BTCBuy62919.1→61372.2-12.75stop_loss
06-05 06:24BTCBuy62712.1→61168.3-12.70stop_loss
06-03 19:54BTCBuy67053.4→65402-12.79stop_loss
06-02 14:27BTCBuy69477.5→67764.7-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
23
closed
35%
win rate
-68.80
total pnl ($)
-60.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2335%-60.3-68.80

Recent bounces (last 20 of 1)

timesymsidereason
06-28 06:13BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems