deribit_basis_extreme_discount_mean_reversion_long_v5

not live
27
closed trades
41%
win rate
-73.24
total pnl ($)
1.100
weight
7d window — n=6 wr=33% pnl=-20.99  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 27 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:50BTCBuy59232→59824+4.42timeout
06-24 13:48BTCBuy62785.1→61241.3-12.74stop_loss
06-24 07:11BTCBuy62995.1→62739.9-2.53timeout
06-23 06:21BTCBuy64213.2→62633.5-12.78stop_loss
06-22 07:08BTCBuy64235.2→64050.8-1.91timeout
06-21 07:07BTCBuy63592.2→64227.8+4.55timeout
06-20 07:04BTCBuy62812.1→63633.8+6.08timeout
06-18 15:52BTCBuy64067.2→62491.6-12.80stop_loss
06-17 19:50BTCBuy65595.3→63975.8-12.81stop_loss
06-17 06:57BTCBuy66411.3→65575.7-6.77timeout
06-15 22:17BTCBuy65026.3→66343.7+9.63timeout
06-14 19:47BTCBuy64277.2→63725.8-4.79timeout
06-13 19:41BTCBuy63702.2→64252.8+3.87timeout
06-12 17:34BTCBuy63254.2→63791.8+3.78timeout
06-11 16:45BTCBuy62161.1→62629.9+3.23timeout
06-10 16:41BTCBuy60883→62317.9+11.24timeout
06-09 13:23BTCBuy63825.2→62255.7-12.72stop_loss
06-08 14:27BTCBuy62130.1→63735.8+12.43timeout
06-07 14:17BTCBuy60873→61827.9+7.37timeout
06-05 18:53BTCBuy60678→59185.4-12.76stop_loss
06-05 03:01BTCBuy64018.2→62443.6-12.72stop_loss
06-03 23:48BTCBuy65807.3→64187.7-12.75stop_loss
06-03 03:33BTCBuy67675.4→66010.7-12.75stop_loss
06-02 07:02BTCBuy71534.6→69775.6-12.79stop_loss
05-31 17:02BTCBuy73907.7→73524.3-3.10timeout
05-30 14:25BTCBuy72662.6→73938.3+8.20timeout
05-29 13:29BTCBuy73118.7→72994.4-1.32timeout

Paper vs Live

Paper (trades.jsonl)
27
closed
41%
win rate
-73.24
total pnl ($)
-53.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2741%-53.6-73.24

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems