deribit_basis_compression_reversal_mr_long

not live
45
closed trades
44%
win rate
-182.04
total pnl ($)
0.295
weight
7d window — n=24 wr=38% pnl=-156.72  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 45 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:57BTCBuy59787→58294.9-15.45stop_loss
06-25 13:53BTCBuy60247→58765.7-15.29stop_loss
06-25 13:48BTCBuy60842→59344.3-15.29stop_loss
06-25 13:41BTCBuy61835.1→60311.8-15.31stop_loss
06-24 15:32BTCBuy62214.1→60683.6-15.22stop_loss
06-24 15:09BTCBuy62319.1→60786.6-15.22stop_loss
06-24 14:02BTCBuy62699.1→61157.3-15.29stop_loss
06-24 13:48BTCBuy62790.1→61245.3-15.30stop_loss
06-24 13:44BTCBuy62936.1→61388.2-15.29stop_loss
06-23 08:24BTCBuy63715.2→62143.8-15.29stop_loss
06-23 08:17BTCBuy63981.2→62403.7-15.35stop_loss
06-23 08:17BTCBuy64043.2→62465.6-15.38stop_loss
06-23 06:18BTCBuy64569.2→62979.3-15.33stop_loss
06-23 06:06BTCBuy64857.2→63256.2-15.38stop_loss
06-23 00:10BTCBuy64167.2→63930.8-2.65timeout
06-22 18:09BTCBuy64176.2→64681.8+4.10timeout
06-22 11:53BTCBuy64263.2→64603.8+2.37timeout
06-22 05:44BTCBuy63841.2→64242.8+3.21timeout
06-21 23:21BTCBuy63638.2→63728.8+0.35timeout
06-21 10:18BTCBuy63134.2→64239.8+9.82timeout
06-21 03:30BTCBuy63043.2→64328.8+11.70timeout
06-20 17:43BTCBuy62610.1→63834.8+11.17timeout
06-20 11:30BTCBuy62853.1→63669.8+7.18timeout
06-20 05:09BTCBuy62548.1→63689.8+10.43timeout
06-18 15:57BTCBuy63936.2→62343.7-15.29stop_loss
06-18 15:53BTCBuy64007.2→62431.6-15.22stop_loss
06-18 15:40BTCBuy64244.2→62660.5-15.03stop_loss
06-18 15:18BTCBuy64773.2→63180.2-15.24stop_loss
06-17 19:50BTCBuy65658.3→64043.8-15.32stop_loss
06-17 19:42BTCBuy65742.3→64122.7-15.36stop_loss
06-17 19:29BTCBuy65925.3→64253.6-15.76stop_loss
06-17 19:29BTCBuy65890.3→64253.6-15.47stop_loss
06-17 16:39BTCBuy65832.3→66008.7+1.04timeout
06-17 08:44BTCBuy66503.3→64868.3-15.32stop_loss
06-17 03:18BTCBuy66628.3→65713.7-8.83timeout
06-16 21:13BTCBuy65664.3→65888.7+1.35timeout
06-16 15:12BTCBuy65640.3→65754.7+0.35timeout
06-15 23:14BTCBuy64555.2→66235.7+15.00timeout
06-15 15:47BTCBuy64348.2→67173.6+25.84take_profit
06-15 13:00BTCBuy63796.2→66596.7+25.81take_profit
06-15 05:01BTCBuy63977.2→65582.7+14.46timeout
06-14 22:23BTCBuy63747.2→65187.7+12.93timeout
06-14 15:35BTCBuy63476.2→64027.8+4.65timeout
06-14 08:24BTCBuy63507.2→64466.8+8.46timeout
06-14 01:31BTCBuy63301.2→64575.8+11.63timeout

Paper vs Live

Paper (trades.jsonl)
45
closed
44%
win rate
-182.04
total pnl ($)
-67.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4544%-67.3-182.04

Recent bounces (last 20 of 2)

timesymsidereason
06-26 19:25BTCBuystale_intent
06-26 13:11BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems