deribit_basis_discount_mean_reversion_long_v17

not live
78
closed trades
37%
win rate
-258.25
total pnl ($)
0.516
weight
7d window — n=20 wr=35% pnl=-121.18  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 78 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 21:05BTCBuy60324→60242-1.43timeout
06-29 20:31BTCBuy60250→60387+0.39timeout
06-29 19:58BTCBuy60143→60430+1.64timeout
06-28 22:53BTCBuy60419→58871.6-13.27stop_loss
06-28 22:53BTCBuy60527→58975.5-13.28stop_loss
06-27 17:28BTCBuy59466→60547+8.64timeout
06-27 16:54BTCBuy59248→60788+12.52timeout
06-27 16:19BTCBuy59742→60689+7.54timeout
06-27 15:44BTCBuy59154→60766+13.21timeout
06-27 14:52BTCBuy59700→60582+6.94timeout
06-25 13:59BTCBuy59551→58027.1-13.16stop_loss
06-25 13:58BTCBuy59624→58098-13.15stop_loss
06-25 13:57BTCBuy59757→58228-13.16stop_loss
06-25 13:57BTCBuy59825→58293.9-13.16stop_loss
06-25 13:53BTCBuy60483→58935.6-13.15stop_loss
06-24 17:20BTCBuy61047.1→59481.3-13.26stop_loss
06-24 16:51BTCBuy61097.1→59533.2-13.24stop_loss
06-24 16:51BTCBuy61470.1→59867.1-13.47stop_loss
06-24 16:46BTCBuy61675.1→60093.9-13.24stop_loss
06-24 14:02BTCBuy62769.1→61159.3-13.26stop_loss
06-24 14:02BTCBuy62788.1→61181.3-13.24stop_loss
06-18 05:08BTCBuy65291.3→63620-13.26stop_loss
06-17 08:31BTCBuy66808.3→65097.2-13.22stop_loss
06-16 14:31BTCBuy67151.4→65433-13.32stop_loss
06-16 10:24BTCBuy64600.2→66671.7+15.51timeout
06-16 09:49BTCBuy64567.2→66527.7+14.73timeout
06-16 09:14BTCBuy64407.2→66710.7+17.43timeout
06-15 17:37BTCBuy64097.2→66793.7+20.35timeout
06-15 15:47BTCBuy63954.2→67160.6+24.65take_profit
06-14 10:01BTCBuy63677.2→64557.8+6.38timeout
06-14 09:27BTCBuy63713.2→64318.8+4.19timeout
06-14 08:53BTCBuy63438.2→64426.8+7.25timeout
06-13 17:20BTCBuy62378.1→64011.8+12.66timeout
06-13 16:48BTCBuy62639.1→64007.8+10.48timeout
06-12 09:17BTCBuy61054.1→63520.8+19.62timeout
06-12 08:46BTCBuy61198.1→63316.8+16.69timeout
06-12 08:16BTCBuy61626.1→63274.8+12.71timeout
06-11 17:11BTCBuy61439.1→62504.9+8.11timeout
06-11 16:41BTCBuy60883→62666.9+13.99timeout
06-09 19:39BTCBuy61288.1→61860.9+4.05timeout
06-09 16:15BTCBuy62105.1→60979-9.82timeout
06-09 15:08BTCBuy61804.1→61571.9-2.38timeout
06-09 14:39BTCBuy62930.1→61312.3-13.31stop_loss
06-09 14:36BTCBuy62991.1→61379.2-13.27stop_loss
06-09 08:26BTCBuy62447.1→62920.9+3.30timeout
06-07 22:15BTCBuy61044.1→64095.8+24.56take_profit
06-07 19:19BTCBuy62853.1→61243.3-13.23stop_loss
06-07 16:01BTCBuy60174→62069.9+15.31timeout
06-07 14:30BTCBuy60455→62097.9+13.10timeout
06-07 08:38BTCBuy59650→62627.9+24.55take_profit
06-07 07:56BTCBuy59367→62331.9+24.57take_profit
06-06 04:27BTCBuy61436.1→59859.1-13.29stop_loss
06-05 18:53BTCBuy60744→59189.4-13.25stop_loss
06-05 18:52BTCBuy60782→59226.4-13.25stop_loss
06-05 18:44BTCBuy61289.1→59720.1-13.25stop_loss
06-05 15:39BTCBuy61640.1→60053-13.31stop_loss
06-05 14:06BTCBuy62029.1→60437.7-13.28stop_loss
06-05 13:57BTCBuy62425.1→60827.5-13.26stop_loss
06-05 13:56BTCBuy62584.1→60971.4-13.34stop_loss
06-05 13:49BTCBuy62796.1→61189.3-13.25stop_loss
06-05 06:24BTCBuy62678.1→61074.4-13.19stop_loss
06-05 06:20BTCBuy63236.2→61616.1-13.18stop_loss
06-05 06:03BTCBuy63684.2→62050.9-13.22stop_loss
06-04 11:10BTCBuy63809.2→62175.8-13.22stop_loss
06-04 10:48BTCBuy63962.2→62325.7-13.22stop_loss
06-04 09:27BTCBuy64485.2→62832.4-13.26stop_loss
06-04 01:49BTCBuy64084.2→62443.6-13.25stop_loss
06-04 01:16BTCBuy64575.2→62922.4-13.25stop_loss
06-04 00:30BTCBuy64940.2→63278.2-13.24stop_loss
06-04 00:29BTCBuy65012.3→63348.1-13.25stop_loss
06-04 00:26BTCBuy65390.3→63716.9-13.24stop_loss
06-03 20:50BTCBuy66721.3→65014.2-13.30stop_loss
06-03 20:45BTCBuy66812.3→65102.2-13.28stop_loss
06-03 19:55BTCBuy66961.3→65244.1-13.31stop_loss
06-03 19:54BTCBuy67112.4→65393-13.30stop_loss
06-03 16:27BTCBuy67273.4→65549.9-13.28stop_loss
06-03 03:49BTCBuy67330.4→65599.9-13.30stop_loss
06-03 03:43BTCBuy67561.4→65830.8-13.26stop_loss

Paper vs Live

Paper (trades.jsonl)
78
closed
37%
win rate
-258.25
total pnl ($)
-65.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7837%-65.6-258.25

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems