deribit_basis_mean_reversion_fear_gate_v2

not live
47
closed trades
47%
win rate
-161.14
total pnl ($)
0.756
weight
7d window — n=10 wr=30% pnl=-72.95  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 47 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 14:08BTCBuy60689→59196.4-12.75stop_loss
06-29 06:48BTCBuy59966→60068+0.40timeout
06-28 05:53BTCBuy60230→59920-3.02timeout
06-27 04:26BTCBuy59916→60444+3.97timeout
06-26 02:21BTCBuy59823→58345.9-12.77stop_loss
06-25 13:54BTCBuy59973→58467.8-12.92stop_loss
06-24 16:51BTCBuy61294.1→59730.1-13.18stop_loss
06-24 13:44BTCBuy62912.1→61359.2-12.79stop_loss
06-24 08:35BTCBuy62288.1→62728.9+3.02timeout
06-23 08:17BTCBuy63988.2→62395.7-12.91stop_loss
06-22 22:02BTCBuy63710.2→64334.8+4.45timeout
06-21 21:56BTCBuy64003.2→63740.8-2.50timeout
06-20 21:00BTCBuy63190.2→63893.8+5.13timeout
06-19 17:57BTCBuy62504.1→63182.8+4.98timeout
06-18 15:40BTCBuy64336.2→62748.5-12.51stop_loss
06-17 19:39BTCBuy65837.3→64217.7-12.76stop_loss
06-17 04:39BTCBuy65844.3→65886.7-0.17timeout
06-15 21:52BTCBuy65512.3→66396.7+6.25timeout
06-14 21:37BTCBuy64274.2→64873.8+4.18timeout
06-13 21:10BTCBuy63552.2→64272.8+5.20timeout
06-12 17:46BTCBuy63339.2→63823.8+3.36timeout
06-11 16:12BTCBuy62370.1→62733.9+2.32timeout
06-10 15:11BTCBuy61624.1→61888.9+1.65timeout
06-09 14:21BTCBuy63180.2→61623.1-12.78stop_loss
06-08 22:06BTCBuy61728.1→63471.8+13.64timeout
06-07 21:49BTCBuy60814→61711.9+6.95timeout
06-06 19:39BTCBuy59758→60527+6.04timeout
06-05 18:52BTCBuy60867→59370.3-12.75stop_loss
06-05 15:39BTCBuy61595.1→60069.9-12.82stop_loss
06-05 06:24BTCBuy62664.1→61121.4-12.75stop_loss
06-05 03:01BTCBuy64044.2→62468.6-12.72stop_loss
06-04 09:27BTCBuy64400.2→62803.4-12.84stop_loss
06-04 00:29BTCBuy65045.3→63445.1-12.75stop_loss
06-03 16:24BTCBuy67273.4→65618.9-12.78stop_loss
06-02 23:01BTCBuy67834.4→66163.6-12.77stop_loss
06-02 12:51BTCBuy70754.5→69013-12.82stop_loss
06-01 04:36BTCBuy74174.7→73419.3-5.57timeout
05-31 02:03BTCBuy73676.7→74045.3+1.98timeout
05-30 20:17BTCBuy73567.7→73930.3+1.90timeout
05-30 18:30BTCBuy73777.7→73930.3+0.47timeout
05-30 16:44BTCBuy74060.7→73918.3-1.52timeout
05-30 14:57BTCBuy73116.7→73893.3+4.71timeout
05-29 19:37BTCBuy73404.7→73634.3+1.05timeout
05-29 15:25BTCBuy72870.6→73460.3+3.55timeout
05-29 14:15BTCBuy73295.7→73026.3-2.23timeout
05-29 13:07BTCBuy73379.7→73206.3-1.65timeout
05-29 10:35BTCBuy73405.7→73579.3+0.68timeout

Paper vs Live

Paper (trades.jsonl)
47
closed
47%
win rate
-161.14
total pnl ($)
-68.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4747%-68.3-161.14

Recent bounces (last 20 of 2)

timesymsidereason
06-29 22:17BTCBuycircuit_breaker
06-29 12:16BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems