deribit_basis_discount_mean_reversion_long_v9

not live
26
closed trades
38%
win rate
-92.11
total pnl ($)
1.038
weight
7d window — n=6 wr=50% pnl=-31.24  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:46BTCBuy61294.1→59785.1-12.76stop_loss
06-24 13:47BTCBuy62816.1→61266.3-12.79stop_loss
06-24 12:07BTCBuy62427.1→62808.9+2.60timeout
06-23 08:17BTCBuy64053.2→62477.6-12.79stop_loss
06-22 08:18BTCBuy64067.2→64230.8+0.77timeout
06-21 08:17BTCBuy63521.2→64063.8+3.72timeout
06-20 00:48BTCBuy63045.2→63522.8+3.36timeout
06-18 15:37BTCBuy64578.2→62987.3-12.54stop_loss
06-17 19:40BTCBuy65801.3→64182.7-12.77stop_loss
06-17 00:29BTCBuy66215.3→65685.7-4.51timeout
06-15 21:53BTCBuy65494.3→66389.7+6.33timeout
06-14 21:51BTCBuy64463.2→65531.7+7.79timeout
06-13 13:49BTCBuy63147.2→64153.8+7.47timeout
06-12 13:27BTCBuy62810.1→63374.8+3.98timeout
06-11 12:56BTCBuy61648.1→62981.9+10.26timeout
06-09 14:21BTCBuy63161.2→61606.1-12.76stop_loss
06-09 04:09BTCBuy62916.1→62872.9-0.79timeout
06-08 03:32BTCBuy61647.1→63155.8+11.76timeout
06-06 04:27BTCBuy61373.1→59855.1-12.82stop_loss
06-05 06:03BTCBuy63501.2→61935.9-12.75stop_loss
06-04 00:29BTCBuy65071.3→63471.1-12.74stop_loss
06-03 03:49BTCBuy67269.4→65614.9-12.75stop_loss
06-02 12:06BTCBuy71003.6→69253.9-12.83stop_loss
05-31 14:57BTCBuy73901.7→73652.3-2.16timeout
05-30 08:03BTCBuy73656.7→73510.3-1.48timeout
05-29 07:45BTCBuy73423.7→73360.3-0.90timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
38%
win rate
-92.11
total pnl ($)
-70.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2638%-70.5-92.11

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems