deribit_basis_discount_mean_reversion_long_v11

not live
17
closed trades
35%
win rate
-23.34
total pnl ($)
1.073
weight
7d window — n=2 wr=0% pnl=-25.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 17 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:44BTCBuy61657.1→60140.9-12.74stop_loss
06-24 13:57BTCBuy62761.1→61217.3-12.75stop_loss
06-18 04:11BTCBuy65356.3→63744.9-12.79stop_loss
06-17 08:20BTCBuy66817.3→65174.1-12.71stop_loss
06-15 13:25BTCBuy64100.2→66921.7+21.60take_profit
06-15 13:06BTCBuy63822.2→66625.7+21.53take_profit
06-14 18:08BTCBuy63727.2→63723.8-0.68timeout
06-13 17:27BTCBuy62330.1→64012.8+13.04timeout
06-12 17:21BTCBuy62141.1→63824.8+13.07timeout
06-11 17:11BTCBuy61443.1→62496.9+8.01timeout
06-09 17:12BTCBuy62258.1→61497.9-6.66timeout
06-09 14:16BTCBuy63459.2→61897.9-12.75stop_loss
06-07 22:14BTCBuy60725→63390.8+21.51take_profit
06-05 18:52BTCBuy60759→59264.4-12.76stop_loss
06-05 06:03BTCBuy63533.2→61965.9-12.74stop_loss
06-04 00:25BTCBuy65457.3→63847.9-12.74stop_loss
06-03 03:50BTCBuy67239.4→65579.9-12.79stop_loss

Paper vs Live

Paper (trades.jsonl)
17
closed
35%
win rate
-23.34
total pnl ($)
-27.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1735%-27.1-23.34

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems