deribit_basis_discount_mean_rev_fear_gate_v2

not live
75
closed trades
52%
win rate
-158.83
total pnl ($)
0.825
weight
7d window — n=18 wr=50% pnl=-68.49  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 75 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 11:01BTCBuy60195→60147-0.87timeout
06-28 04:57BTCBuy60763→60098-5.93timeout
06-27 17:02BTCBuy60237→60558+2.20timeout
06-27 10:58BTCBuy60043→60380+2.35timeout
06-27 04:43BTCBuy60172→60342+0.96timeout
06-26 23:24BTCBuy59439→59993+4.20timeout
06-26 16:38BTCBuy59884→60187+2.03timeout
06-26 03:48BTCBuy59305→59792+3.66timeout
06-26 02:24BTCBuy60146→58304.9-15.74stop_loss
06-25 13:48BTCBuy61245.1→59371.3-15.74stop_loss
06-25 13:46BTCBuy61676.1→59789.1-15.71stop_loss
06-25 10:43BTCBuy60865→61411.9+4.05timeout
06-25 04:44BTCBuy60214→60912+5.36timeout
06-24 14:19BTCBuy62820.1→60882.5-15.85stop_loss
06-24 14:17BTCBuy62959.1→61018.4-15.78stop_loss
06-24 11:06BTCBuy62503.1→62333.9-1.80timeout
06-24 04:23BTCBuy62577.1→62565.9-0.56timeout
06-23 22:08BTCBuy62443.1→62687.9+1.52timeout
06-23 17:51BTCBuy63393.2→62470.9-7.73timeout
06-20 17:50BTCBuy63587.2→63826.8+1.45timeout
06-19 20:44BTCBuy62628.1→63062.8+3.00timeout
06-16 23:14BTCBuy66488.3→65730.7-6.19timeout
06-16 15:59BTCBuy66125.3→65855.7-2.48timeout
06-16 10:03BTCBuy66408.3→66470.7+0.02timeout
06-16 03:48BTCBuy67162.4→66117.7-8.21timeout
06-15 21:40BTCBuy65543.3→66393.7+6.01timeout
06-15 15:34BTCBuy65703.3→66607.7+6.44timeout
06-15 09:26BTCBuy64917.2→65655.7+5.25timeout
06-15 03:15BTCBuy64079.2→65695.7+12.15timeout
06-14 21:10BTCBuy64437.2→63991.8-3.92timeout
06-14 15:07BTCBuy64477.2→64079.8-3.54timeout
06-14 09:07BTCBuy64283.2→64429.8+0.66timeout
06-14 03:03BTCBuy64194.2→64475.8+1.76timeout
06-13 20:59BTCBuy63800.2→64260.8+3.15timeout
06-13 14:53BTCBuy63565.2→64193.8+4.47timeout
06-13 08:51BTCBuy63419.2→63820.8+2.68timeout
06-13 02:55BTCBuy63869.2→63565.8-2.82timeout
06-12 20:49BTCBuy63393.2→63415.8-0.28timeout
06-12 15:09BTCBuy63561.2→64060.8+3.44timeout
06-12 09:07BTCBuy63446.2→63462.8-0.35timeout
06-12 02:51BTCBuy62916.1→63591.8+4.87timeout
06-11 20:41BTCBuy62913.1→63296.8+2.53timeout
06-11 14:34BTCBuy61931.1→62865.9+7.05timeout
06-11 08:29BTCBuy61881.1→62917.9+7.86timeout
06-11 02:26BTCBuy62045.1→62058.9-0.36timeout
06-10 20:17BTCBuy61681.1→61772.9+0.26timeout
06-10 05:53BTCBuy61654.1→62016.9+2.55timeout
06-09 23:54BTCBuy62618.1→62016.9-5.20timeout
06-09 14:30BTCBuy63366.2→61428.2-15.75stop_loss
06-09 11:54BTCBuy63010.2→62610.9-3.59timeout
06-09 05:48BTCBuy63452.2→63403.8-0.85timeout
06-08 23:45BTCBuy63631.2→63042.8-5.09timeout
06-08 17:41BTCBuy62391.1→63318.8+6.93timeout
06-08 11:34BTCBuy63214.2→63529.8+2.03timeout
06-08 05:42BTCBuy62289.1→62379.9+0.28timeout
06-07 23:37BTCBuy62611.1→63162.8+3.95timeout
06-07 17:36BTCBuy61728.1→62274.9+3.99timeout
06-07 11:35BTCBuy60711→62515.9+14.43timeout
06-07 05:30BTCBuy60667→61736.9+8.39timeout
06-06 23:12BTCBuy60662→60703-0.08timeout
06-06 17:08BTCBuy59956→60622+5.11timeout
06-06 04:27BTCBuy61710.1→59822.1-15.75stop_loss
06-06 03:21BTCBuy60650→60828+1.01timeout
06-05 13:59BTCBuy62599.1→60683.6-15.75stop_loss
06-05 13:52BTCBuy62978.1→61049.4-15.76stop_loss
06-05 06:20BTCBuy63662.2→61714-15.72stop_loss
06-05 03:47BTCBuy63728.2→62767.9-7.96timeout
06-04 21:42BTCBuy62820.1→63201.8+2.60timeout
06-04 10:30BTCBuy64324.2→62356.7-15.71stop_loss
06-04 00:39BTCBuy64998.2→63010.3-15.74stop_loss
06-03 20:55BTCBuy66802.3→64738.4-15.91stop_loss
06-03 17:40BTCBuy66922.3→66147.7-6.27timeout
06-03 13:46BTCBuy66482.3→66686.7+1.07timeout
06-03 03:50BTCBuy67458.4→65394-15.76stop_loss
06-02 13:15BTCBuy70975.5→68799.1-15.80stop_loss

Paper vs Live

Paper (trades.jsonl)
75
closed
52%
win rate
-158.83
total pnl ($)
-42.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7552%-42.3-158.83

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:06BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems