deribit_basis_extreme_discount_mean_reversion_long_v3

not live
26
closed trades
42%
win rate
-65.41
total pnl ($)
0.973
weight
7d window — n=7 wr=29% pnl=-40.89  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-25 13:46BTCBuy61296.1→59781.1-12.80stop_loss
06-24 13:45BTCBuy62876.1→61330.3-12.74stop_loss
06-23 08:24BTCBuy63780.2→62196.8-12.82stop_loss
06-23 08:17BTCBuy63967.2→62369.7-12.96stop_loss
06-22 22:52BTCBuy64285.2→63959.8-2.99timeout
06-21 22:50BTCBuy63315.2→63668.8+2.39timeout
06-20 23:07BTCBuy62811.1→64257.8+11.05timeout
06-18 15:40BTCBuy64319.2→62736.5-12.50stop_loss
06-17 19:44BTCBuy65693.3→64077.7-12.77stop_loss
06-17 11:05BTCBuy66253.3→64624.4-12.87stop_loss
06-16 22:03BTCBuy65436.3→65724.7+1.56timeout
06-15 15:47BTCBuy64228.2→67068.6+21.70take_profit
06-14 21:11BTCBuy63553.2→63990.8+2.95timeout
06-13 15:02BTCBuy62611.1→64184.8+12.03timeout
06-12 08:22BTCBuy61577.1→63521.8+15.12timeout
06-09 15:11BTCBuy61775.1→61630.9-1.67timeout
06-09 00:48BTCBuy64039.2→62462.6-12.77stop_loss
06-07 22:14BTCBuy60563→63222.8+21.53take_profit
06-07 14:26BTCBuy60440→62098.9+13.24timeout
06-05 03:01BTCBuy64065.2→62489.6-12.72stop_loss
06-03 23:51BTCBuy65758.3→64139.7-12.76stop_loss
06-03 03:29BTCBuy67697.4→66030.7-12.77stop_loss
06-02 09:12BTCBuy71258.6→69505.8-12.81stop_loss
06-01 22:25BTCBuy73573.7→71201.8-16.76stop_loss
05-31 14:15BTCBuy73037.7→73743.3+4.37timeout
05-30 13:27BTCBuy73164.7→73749.3+3.38timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
42%
win rate
-65.41
total pnl ($)
-49.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2642%-49.7-65.41

Recent bounces (last 20 of 2)

timesymsidereason
06-25 12:05BTCBuybelow_min_notional_skip
06-24 12:10BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems