deribit_basis_discount_mean_reversion_long_v34

not live
68
closed trades
38%
win rate
-227.72
total pnl ($)
0.700
weight
7d window — n=14 wr=36% pnl=-89.39  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60576→59025.5-13.27stop_loss
06-28 03:58BTCBuy59891→60179+1.94timeout
06-27 23:51BTCBuy59784→60041+1.80timeout
06-27 19:40BTCBuy59355→60128+6.16timeout
06-27 17:41BTCBuy59582→60573+7.86timeout
06-27 15:35BTCBuy59294→60755+11.90timeout
06-26 02:16BTCBuy59919→58385.9-13.24stop_loss
06-25 13:58BTCBuy59638→58109-13.21stop_loss
06-25 13:57BTCBuy59829→58295.9-13.19stop_loss
06-25 13:51BTCBuy60699→59144.5-13.22stop_loss
06-25 13:51BTCBuy60752→59197.4-13.19stop_loss
06-25 13:48BTCBuy60875→59317.4-13.21stop_loss
06-24 17:21BTCBuy60864→59306.4-13.23stop_loss
06-24 14:02BTCBuy62780.1→61166.3-13.30stop_loss
06-17 19:29BTCBuy65961.3→64255.6-13.40stop_loss
06-17 08:49BTCBuy66522.3→64815.3-13.36stop_loss
06-17 08:31BTCBuy66799.3→65089.2-13.31stop_loss
06-16 14:23BTCBuy67232.4→65512-13.32stop_loss
06-16 11:33BTCBuy64592.2→66393.7+13.32timeout
06-16 03:20BTCBuy64509.2→65654.7+8.52timeout
06-15 15:47BTCBuy64223.2→67068.6+21.69take_profit
06-15 15:46BTCBuy64151.2→66967.7+21.49take_profit
06-15 12:55BTCBuy63780.2→66581.7+21.53take_profit
06-14 16:33BTCBuy63892.2→64112.8+1.18timeout
06-14 09:44BTCBuy63869.2→64517.8+4.53timeout
06-14 03:04BTCBuy63580.2→64460.8+6.53timeout
06-13 19:35BTCBuy63753.2→64194.8+3.01timeout
06-13 17:32BTCBuy63224.2→64055.8+6.10timeout
06-12 15:48BTCBuy62213.1→63716.8+11.46timeout
06-12 08:16BTCBuy61651.1→63357.8+13.17timeout
06-11 19:30BTCBuy61145.1→63832.8+21.35take_profit
06-11 18:01BTCBuy61058.1→63738.8+21.38take_profit
06-11 16:41BTCBuy60986→62674.9+13.23timeout
06-09 15:56BTCBuy62652.1→61048.4-13.29stop_loss
06-09 14:30BTCBuy63042.2→61426.2-13.28stop_loss
06-09 14:30BTCBuy63041.2→61426.2-13.28stop_loss
06-09 14:30BTCBuy63084.2→61466.2-13.29stop_loss
06-09 13:36BTCBuy63781.2→62143.8-13.26stop_loss
06-09 08:22BTCBuy62378.1→62868.9+3.45timeout
06-07 22:14BTCBuy61028.1→63707.8+21.52take_profit
06-07 22:14BTCBuy60726→63391.8+21.51take_profit
06-07 22:14BTCBuy60651→63314.8+21.52take_profit
06-07 22:14BTCBuy60581→63241.8+21.52take_profit
06-07 06:36BTCBuy59603→62236.9+21.71take_profit
06-06 04:27BTCBuy61341.1→59770.1-13.26stop_loss
06-05 18:54BTCBuy60696→59142.5-13.26stop_loss
06-05 18:52BTCBuy60784→59227.4-13.26stop_loss
06-05 15:39BTCBuy61644.1→60054-13.33stop_loss
06-05 14:26BTCBuy61913.1→60327.8-13.25stop_loss
06-05 14:04BTCBuy62206.1→60606.6-13.31stop_loss
06-05 13:59BTCBuy62277.1→60683.6-13.24stop_loss
06-05 13:49BTCBuy63031.2→61418.2-13.25stop_loss
06-05 06:23BTCBuy62815.1→61206.3-13.25stop_loss
06-05 06:20BTCBuy63242.2→61603.1-13.33stop_loss
06-05 06:17BTCBuy63438.2→61815-13.20stop_loss
06-05 06:16BTCBuy63539.2→61911.9-13.25stop_loss
06-05 03:06BTCBuy63962.2→62315.7-13.30stop_loss
06-05 03:05BTCBuy64005.2→62366.7-13.22stop_loss
06-04 11:10BTCBuy63805.2→62171.8-13.23stop_loss
06-04 10:27BTCBuy64197.2→62554.6-13.22stop_loss
06-04 01:22BTCBuy64240.2→62596.6-13.24stop_loss
06-04 00:26BTCBuy65487.3→63810.9-13.25stop_loss
06-04 00:24BTCBuy65604.3→63924.8-13.25stop_loss
06-03 23:51BTCBuy65840.3→64155.7-13.24stop_loss
06-03 19:55BTCBuy66891.3→65167.1-13.35stop_loss
06-03 19:52BTCBuy67202.4→65483-13.26stop_loss
06-03 16:27BTCBuy67263.4→65541.9-13.27stop_loss
06-03 03:49BTCBuy67388.4→65663.9-13.25stop_loss

Paper vs Live

Paper (trades.jsonl)
68
closed
38%
win rate
-227.72
total pnl ($)
-66.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6838%-66.8-227.72

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems