deribit_basis_discount_mean_reversion_long_v8

not live
25
closed trades
48%
win rate
-58.96
total pnl ($)
1.042
weight
7d window — n=7 wr=43% pnl=-30.43  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 02:04BTCBuy59336→59953+4.72timeout
06-25 13:48BTCBuy60814→59318.4-12.71stop_loss
06-24 13:48BTCBuy62807.1→61261.3-12.75stop_loss
06-23 08:17BTCBuy63926.2→62343.7-12.84stop_loss
06-23 00:58BTCBuy63822.2→64077.8+1.56timeout
06-22 00:58BTCBuy64256.2→63858.8-3.59timeout
06-21 00:47BTCBuy63529.2→64249.8+5.17timeout
06-20 00:39BTCBuy62980.1→63549.8+4.06timeout
06-17 22:03BTCBuy65564.3→63942.8-12.81stop_loss
06-16 17:06BTCBuy66889.3→65722.7-9.28timeout
06-15 13:16BTCBuy63920.2→66727.7+21.53take_profit
06-14 16:58BTCBuy64002.2→63927.8-1.07timeout
06-13 16:57BTCBuy63924.2→63995.8+0.11timeout
06-12 16:47BTCBuy62597.1→63843.8+9.47timeout
06-11 16:46BTCBuy62170.1→62608.9+2.99timeout
06-10 16:40BTCBuy60791→62316.9+12.01timeout
06-09 13:23BTCBuy63812.2→62241.7-12.73stop_loss
06-08 14:05BTCBuy61773.1→63556.8+13.94timeout
06-07 13:59BTCBuy60797→61721.9+7.13timeout
06-05 18:52BTCBuy60703→59210.4-12.76stop_loss
06-05 03:06BTCBuy63903.2→62315.7-12.84stop_loss
06-03 23:10BTCBuy65998.3→64375.6-12.74stop_loss
06-02 19:33BTCBuy68027.4→66350.5-12.80stop_loss
06-02 07:03BTCBuy71500.6→69738.6-12.82stop_loss
05-30 07:47BTCBuy73372.7→73455.3+0.07timeout

Paper vs Live

Paper (trades.jsonl)
25
closed
48%
win rate
-58.96
total pnl ($)
-46.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2548%-46.7-58.96

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems