deribit_basis_low_band_mean_reversion_long

not live
49
closed trades
37%
win rate
-146.04
total pnl ($)
0.750
weight
7d window — n=12 wr=42% pnl=-60.48  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 49 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 22:11BTCBuy60119→60356+1.52timeout
06-28 16:54BTCBuy60051→59634-3.87timeout
06-28 14:46BTCBuy59639→60051+2.94timeout
06-28 12:40BTCBuy59142→60231+8.69timeout
06-28 10:31BTCBuy59721→60081+2.51timeout
06-27 20:03BTCBuy59605→60212+4.75timeout
06-26 13:18BTCBuy60216→58728.7-12.81stop_loss
06-24 14:19BTCBuy62468.1→60889.5-13.07stop_loss
06-24 14:19BTCBuy62404.1→60867.5-12.74stop_loss
06-24 14:19BTCBuy62451.1→60889.5-12.93stop_loss
06-24 14:17BTCBuy62598.1→61058.4-12.73stop_loss
06-24 13:45BTCBuy62884.1→61337.2-12.74stop_loss
06-18 04:11BTCBuy65369.3→63743.9-12.89stop_loss
06-17 08:44BTCBuy66525.3→64888.3-12.78stop_loss
06-14 16:56BTCBuy63868.2→63932.8-0.02timeout
06-14 14:53BTCBuy63894.2→63936.8-0.13timeout
06-13 23:10BTCBuy63354.2→64419.8+7.92timeout
06-13 20:39BTCBuy63304.2→64236.8+6.89timeout
06-13 18:29BTCBuy63377.2→64166.8+5.74timeout
06-12 15:31BTCBuy62333.1→63995.8+12.73timeout
06-12 13:24BTCBuy61505.1→63357.8+14.46timeout
06-11 19:41BTCBuy61787.1→63761.8+15.27timeout
06-11 19:30BTCBuy61164.1→63849.8+21.32take_profit
06-11 17:19BTCBuy61834.1→62370.9+3.75timeout
06-09 14:46BTCBuy62795.1→61245.3-12.82stop_loss
06-09 14:30BTCBuy62996.1→61426.2-12.93stop_loss
06-09 14:29BTCBuy63075.2→61524.1-12.75stop_loss
06-09 14:11BTCBuy63488.2→61923.9-12.77stop_loss
06-09 13:36BTCBuy63685.2→62106.8-12.83stop_loss
06-07 22:14BTCBuy60830→63500.8+21.52take_profit
06-07 22:14BTCBuy60797→63466.8+21.52take_profit
06-07 22:14BTCBuy60569→63227.8+21.51take_profit
06-07 08:48BTCBuy60281→62927.9+21.54take_profit
06-07 08:28BTCBuy59897→62526.9+21.57take_profit
06-05 13:56BTCBuy62493.1→60956.5-12.76stop_loss
06-05 06:18BTCBuy63361.2→61802-12.67stop_loss
06-05 06:16BTCBuy63467.2→61904.9-12.72stop_loss
06-05 06:03BTCBuy63612.2→62046.9-12.69stop_loss
06-05 03:06BTCBuy63901.2→62321.7-12.78stop_loss
06-04 10:27BTCBuy64185.2→62582.6-12.91stop_loss
06-04 01:22BTCBuy64252.2→62672.5-12.74stop_loss
06-04 00:29BTCBuy65080.3→63480.1-12.74stop_loss
06-04 00:24BTCBuy65606.3→63992.8-12.74stop_loss
06-03 23:54BTCBuy65704.3→64088.7-12.74stop_loss
06-03 23:03BTCBuy66064.3→64438.5-12.75stop_loss
06-03 19:55BTCBuy66888.3→65241.1-12.82stop_loss
06-03 19:54BTCBuy66943.3→65297.1-12.78stop_loss
06-03 03:43BTCBuy67451.4→65790.8-12.76stop_loss
06-03 03:28BTCBuy67717.4→66049.7-12.77stop_loss

Paper vs Live

Paper (trades.jsonl)
49
closed
37%
win rate
-146.04
total pnl ($)
-59.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4937%-59.3-146.04

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems