deribit_basis_fear_gated_mean_reversion_long_v2

not live
26
closed trades
50%
win rate
-74.62
total pnl ($)
1.089
weight
7d window — n=7 wr=57% pnl=-21.06  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 26 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 15:03BTCBuy59083→59717+4.87timeout
06-24 17:20BTCBuy60904→59406.3-12.73stop_loss
06-24 15:08BTCBuy62327.1→60792.5-12.70stop_loss
06-23 05:24BTCBuy64971.2→63373.1-12.77stop_loss
06-22 15:03BTCBuy64208.2→65084.7+6.29timeout
06-21 14:51BTCBuy63962.2→64026.8+0.11timeout
06-20 08:55BTCBuy62575.1→63379.8+5.87timeout
06-18 15:40BTCBuy64235.2→62655.5-12.66stop_loss
06-18 08:50BTCBuy64909.2→64463.8-3.95timeout
06-16 08:54BTCBuy65651.3→66892.7+9.00timeout
06-15 08:26BTCBuy64451.2→65653.7+8.89timeout
06-14 08:25BTCBuy63758.2→64445.8+4.92timeout
06-13 08:24BTCBuy63483.2→63735.8+1.44timeout
06-12 08:27BTCBuy62885.1→63466.8+4.08timeout
06-11 08:15BTCBuy61610.1→62782.9+8.94timeout
06-09 13:36BTCBuy63717.2→62147.8-12.75stop_loss
06-08 21:25BTCBuy61796.1→63666.8+14.65timeout
06-07 21:04BTCBuy60710→61756.9+8.19timeout
06-06 04:13BTCBuy61611.1→60094.9-12.76stop_loss
06-05 06:03BTCBuy63501.2→61935.9-12.75stop_loss
06-04 00:29BTCBuy65053.3→63453.1-12.75stop_loss
06-03 03:43BTCBuy67558.4→65896.7-12.75stop_loss
06-02 12:06BTCBuy70991.5→69245.9-12.80stop_loss
06-01 15:25BTCBuy73488.7→71111.9-16.74stop_loss
05-31 19:47BTCBuy74028.7→73494.3-4.11timeout
05-30 07:50BTCBuy73378.7→73502.3+0.35timeout

Paper vs Live

Paper (trades.jsonl)
26
closed
50%
win rate
-74.62
total pnl ($)
-56.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2650%-56.9-74.62

Recent bounces (last 20 of 3)

timesymsidereason
06-26 16:08BTCBuystale_intent
06-25 15:16BTCBuybelow_min_notional_skip
06-24 15:22BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems