deribit_basis_contango_mean_reversion_long

not live
19
closed trades
53%
win rate
-22.74
total pnl ($)
1.127
weight
7d window — n=7 wr=57% pnl=+3.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 19 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-21 18:05BTCBuy63846.2→63947.8+0.39timeout
06-20 17:27BTCBuy62838.1→63870.8+7.76timeout
06-19 17:17BTCBuy62503.1→63028.8+3.76timeout
06-17 19:29BTCBuy65919.3→64259.6-13.04stop_loss
06-17 14:35BTCBuy65615.3→65159.7-3.93timeout
06-16 14:24BTCBuy66460.3→65532.7-7.51timeout
06-15 14:23BTCBuy64285.2→66460.7+16.48timeout
06-14 14:23BTCBuy64121.2→64249.8+0.56timeout
06-13 14:19BTCBuy63402.2→64145.8+5.37timeout
06-12 13:42BTCBuy62714.1→63107.8+2.61timeout
06-11 13:01BTCBuy61503.1→62909.9+10.88timeout
06-09 15:56BTCBuy62550.1→61010.4-12.76stop_loss
06-09 10:57BTCBuy63084.2→62791.9-2.70timeout
06-08 10:57BTCBuy62443.1→63083.8+4.68timeout
06-07 10:50BTCBuy60391→62340.9+15.71timeout
06-05 13:49BTCBuy62926.1→61378.2-12.75stop_loss
06-05 06:24BTCBuy62691.1→61149.4-12.69stop_loss
06-03 19:54BTCBuy66945.3→65296.1-12.79stop_loss
06-02 14:27BTCBuy69463.5→67753.7-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
19
closed
53%
win rate
-22.74
total pnl ($)
-23.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1953%-23.8-22.74

Recent bounces (last 20 of 1)

timesymsidereason
06-21 21:19BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems