deribit_basis_bollinger_band_reversion_long

not live
15
closed trades
47%
win rate
-14.14
total pnl ($)
1.125
weight
7d window — n=3 wr=33% pnl=-19.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 15 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 08:04BTCBuy59675→60435+5.89timeout
06-24 14:13BTCBuy62609.1→61066.4-12.77stop_loss
06-24 13:45BTCBuy62888.1→61332.3-12.81stop_loss
06-20 21:01BTCBuy62615.1→63909.8+9.90timeout
06-18 05:03BTCBuy65331.3→63717.9-12.81stop_loss
06-14 00:44BTCBuy63403.2→64545.8+8.58timeout
06-13 00:29BTCBuy62665.1→63505.8+6.11timeout
06-11 19:30BTCBuy61164.1→63849.8+21.32take_profit
06-09 14:47BTCBuy62707.1→61160.3-12.79stop_loss
06-09 14:30BTCBuy63021.2→61466.2-12.80stop_loss
06-07 22:14BTCBuy60580→63239.8+21.51take_profit
06-07 07:51BTCBuy60376→62205.9+14.79timeout
06-05 06:01BTCBuy63688.2→62120.8-12.72stop_loss
06-03 23:52BTCBuy65723.3→64101.7-12.78stop_loss
06-03 03:43BTCBuy67382.4→65723.8-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
15
closed
47%
win rate
-14.14
total pnl ($)
-18.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1547%-18.6-14.14

Recent bounces (last 20 of 1)

timesymsidereason
06-27 21:32BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems