deribit_basis_discount_mean_reversion_long_v4

not live
18
closed trades
44%
win rate
-46.68
total pnl ($)
1.162
weight
7d window — n=3 wr=33% pnl=-13.59  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 18 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 13:10BTCBuy58926.9→60395+11.98timeout
06-25 13:45BTCBuy61333.1→59815.1-12.82stop_loss
06-24 13:57BTCBuy62744.1→61200.3-12.75stop_loss
06-17 22:03BTCBuy65570.3→63956.8-12.75stop_loss
06-16 17:33BTCBuy66688.3→65729.7-7.72timeout
06-15 13:16BTCBuy63882.2→66686.7+21.52take_profit
06-14 17:30BTCBuy64076.2→63874.8-2.09timeout
06-13 17:35BTCBuy63813.2→64080.8+1.63timeout
06-12 17:39BTCBuy63207.2→63825.8+4.43timeout
06-11 17:18BTCBuy62136.1→62379.9+1.42timeout
06-10 17:11BTCBuy61445.1→62020.9+4.18timeout
06-09 14:11BTCBuy63486.2→61923.9-12.76stop_loss
06-08 17:07BTCBuy62233.1→63548.8+10.02timeout
06-07 16:57BTCBuy60700→61975.9+10.04timeout
06-05 18:52BTCBuy60744→59250.4-12.75stop_loss
06-05 06:03BTCBuy63531.2→61965.9-12.73stop_loss
06-04 00:24BTCBuy65553.3→63940.8-12.75stop_loss
06-03 03:49BTCBuy67314.4→65654.9-12.78stop_loss

Paper vs Live

Paper (trades.jsonl)
18
closed
44%
win rate
-46.68
total pnl ($)
-51.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1844%-51.4-46.68

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems