deribit_basis_long_zscore_reversion_fear_gate

not live
68
closed trades
38%
win rate
-266.09
total pnl ($)
0.566
weight
7d window — n=13 wr=23% pnl=-89.42  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 68 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60525→59034.5-12.78stop_loss
06-28 19:47BTCBuy60749→59255.4-12.72stop_loss
06-28 18:44BTCBuy59737→59575-1.75timeout
06-27 16:46BTCBuy59164→60741+12.84timeout
06-27 14:44BTCBuy59407→60617+9.73timeout
06-26 17:50BTCBuy59384→59982+4.39timeout
06-25 13:55BTCBuy59868→58390.9-12.72stop_loss
06-25 13:53BTCBuy60446→58957.6-12.68stop_loss
06-24 16:51BTCBuy61345.1→59814.1-12.90stop_loss
06-24 15:33BTCBuy62194.1→60664.6-12.65stop_loss
06-24 15:28BTCBuy62310.1→60777.6-12.66stop_loss
06-24 13:44BTCBuy62936.1→61388.2-12.74stop_loss
06-23 08:24BTCBuy63824.2→62250.7-12.77stop_loss
06-23 06:20BTCBuy64478.2→62886.4-12.81stop_loss
06-23 06:11BTCBuy64183.2→63188.8-8.27timeout
06-23 03:33BTCBuy64317.2→64026.8-2.71timeout
06-22 20:11BTCBuy63941.2→64469.8+3.63timeout
06-21 00:32BTCBuy62998.1→64225.8+9.25timeout
06-20 22:02BTCBuy62965.1→63954.8+7.42timeout
06-20 19:57BTCBuy62932.1→63896.8+7.28timeout
06-18 15:17BTCBuy64893.2→63297.2-12.72stop_loss
06-18 15:17BTCBuy65004.3→63391.1-12.83stop_loss
06-18 15:14BTCBuy65092.3→63488.1-12.75stop_loss
06-17 11:05BTCBuy66162.3→64527.5-12.88stop_loss
06-17 11:05BTCBuy66206.3→64577.5-12.88stop_loss
06-17 09:56BTCBuy66412.3→64779.4-12.83stop_loss
06-16 11:05BTCBuy64453.2→66537.7+15.59timeout
06-15 16:10BTCBuy64434.2→67276.6+21.61take_profit
06-15 15:47BTCBuy64223.2→67070.6+21.75take_profit
06-14 09:29BTCBuy63765.2→64325.8+3.83timeout
06-13 20:57BTCBuy63374.2→64251.8+6.43timeout
06-13 17:40BTCBuy63215.2→64074.8+6.31timeout
06-12 08:16BTCBuy61661.1→63357.8+13.07timeout
06-11 19:30BTCBuy61145.1→63834.8+21.36take_profit
06-11 15:31BTCBuy61282.1→62632.9+10.28timeout
06-09 21:29BTCBuy61757.1→62016.9+1.91timeout
06-09 14:36BTCBuy62923.1→61372.2-12.80stop_loss
06-09 14:17BTCBuy63399.2→61840-12.75stop_loss
06-09 05:29BTCBuy61713.1→63303.8+12.41timeout
06-07 22:14BTCBuy60392→63043.8+21.52take_profit
06-07 14:32BTCBuy60329→62250.9+15.44timeout
06-07 05:18BTCBuy59397→62004.9+21.55take_profit
06-06 04:13BTCBuy61605.1→60088.9-12.76stop_loss
06-05 18:51BTCBuy60990→59490.3-12.75stop_loss
06-05 15:39BTCBuy61601.1→60070.9-12.86stop_loss
06-05 15:39BTCBuy61604.1→60070.9-12.88stop_loss
06-05 13:49BTCBuy63031.2→61478.2-12.77stop_loss
06-05 06:23BTCBuy62735.1→61179.3-12.76stop_loss
06-05 06:22BTCBuy62898.1→61350.2-12.75stop_loss
06-05 06:01BTCBuy63667.2→62101.8-12.71stop_loss
06-05 02:30BTCBuy64117.2→62540.6-12.73stop_loss
06-04 09:29BTCBuy64340.2→62756.5-12.75stop_loss
06-04 09:26BTCBuy64435.2→62847.4-12.77stop_loss
06-04 00:29BTCBuy65161.3→63559-12.74stop_loss
06-03 19:55BTCBuy66811.3→65167.1-12.81stop_loss
06-03 19:55BTCBuy66923.3→65277.1-12.82stop_loss
06-03 16:26BTCBuy67229.4→65573.9-12.79stop_loss
06-03 03:43BTCBuy67499.4→65838.8-12.76stop_loss
06-02 19:33BTCBuy68161.4→66395.5-13.43stop_loss
06-02 14:27BTCBuy69447.5→67739.7-12.75stop_loss
06-01 22:26BTCBuy73553.7→71242.8-16.36stop_loss
06-01 22:26BTCBuy73879.7→71242.8-18.52stop_loss
06-01 22:26BTCBuy74035.7→71242.8-19.56stop_loss
05-31 07:47BTCBuy73373.7→73857.3+2.55timeout
05-30 18:55BTCBuy73652.7→73989.3+1.61timeout
05-30 15:48BTCBuy73038.7→73874.3+5.00timeout
05-30 13:30BTCBuy73052.7→73750.3+4.15timeout
05-30 10:57BTCBuy73417.7→73595.3+0.64timeout

Paper vs Live

Paper (trades.jsonl)
68
closed
38%
win rate
-266.09
total pnl ($)
-77.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC6838%-77.5-266.09

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems