deribit_basis_discount_mean_reversion_v3

not live
44
closed trades
48%
win rate
-105.09
total pnl ($)
1.027
weight
7d window — n=11 wr=45% pnl=-32.54  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 04:26BTCBuy59916→60444+3.97timeout
06-26 02:21BTCBuy59823→58345.9-12.77stop_loss
06-25 13:42BTCBuy61702.1→60184.9-12.73stop_loss
06-25 07:17BTCBuy59258→61859.9+21.52take_profit
06-24 16:51BTCBuy61294.1→59730.1-13.18stop_loss
06-24 13:44BTCBuy62908.1→61359.2-12.76stop_loss
06-24 08:23BTCBuy62380.1→62671.9+1.84timeout
06-23 08:17BTCBuy63988.2→62395.7-12.91stop_loss
06-22 23:16BTCBuy63689.2→63898.8+1.19timeout
06-21 21:23BTCBuy63918.2→63741.8-1.83timeout
06-20 21:00BTCBuy63190.2→63893.8+5.13timeout
06-19 17:57BTCBuy62504.1→63182.8+4.98timeout
06-18 15:40BTCBuy64320.2→62733.5-12.75stop_loss
06-18 08:34BTCBuy65166.3→64514.8-5.49timeout
06-17 07:35BTCBuy66345.3→65533.7-6.53timeout
06-16 05:46BTCBuy65696.3→66085.7+2.57timeout
06-15 02:59BTCBuy64474.2→65427.7+6.91timeout
06-14 01:16BTCBuy63664.2→64692.8+7.68timeout
06-12 22:07BTCBuy63611.2→63516.8-1.24timeout
06-11 17:36BTCBuy61764.1→63202.8+11.11timeout
06-10 14:25BTCBuy61838.1→61980.9+0.68timeout
06-09 14:21BTCBuy63162.2→61609.1-12.75stop_loss
06-09 01:47BTCBuy63129.2→62737.9-3.54timeout
06-07 21:50BTCBuy60836→61652.9+6.28timeout
06-06 20:07BTCBuy60256→60531+1.90timeout
06-05 18:52BTCBuy60701→59208.4-12.75stop_loss
06-05 13:52BTCBuy62598.1→61049.4-12.83stop_loss
06-05 02:23BTCBuy62791.1→62858.9+0.10timeout
06-04 00:29BTCBuy65054.3→63454.1-12.75stop_loss
06-03 19:54BTCBuy67009.4→65357-12.82stop_loss
06-02 23:04BTCBuy67806.4→66138.6-12.75stop_loss
06-02 12:38BTCBuy70785.5→69045-12.81stop_loss
06-01 03:38BTCBuy74133.7→73910.3-2.03timeout
05-31 10:15BTCBuy73604.7→73813.3+0.83timeout
05-31 01:34BTCBuy73609.7→74173.3+3.29timeout
05-30 21:52BTCBuy73429.7→73928.3+2.83timeout
05-30 18:18BTCBuy73868.7→73996.3+0.30timeout
05-30 14:57BTCBuy73128.7→73893.3+4.63timeout
05-30 09:55BTCBuy73706.7→73575.3-1.36timeout
05-29 18:52BTCBuy73646.7→73203.3-3.42timeout
05-29 14:09BTCBuy72803.6→72897.4+0.16timeout
05-29 11:56BTCBuy73474.7→73421.3-0.85timeout
05-29 09:49BTCBuy73533.7→73719.3+0.74timeout
05-29 07:45BTCBuy73418.7→73360.3-0.88timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
48%
win rate
-105.09
total pnl ($)
-47.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4448%-47.4-105.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems